1.The table shows earnings per share of a corporation over a period of 30 years. Year Earnings Year Earnings 1 50.2 16 45.4 2 33.9 17 35.6 20.6 18 30.1 4 25.4 19 25.5 32.9 20 22.4 31.3 21 12.3 7 18.8 22 20.9 8 14.5 23 42.8 9 17.5 24 86.3 10 23.6 25 73.6 11 20.6 26 47.7 12 21.6 27 56.6 13 27.6 28 53.1 14 36.5 29 48.9 15 49.3 30 41.2 a.Compute y(0), y (3) and p(2) b.Compute regression model and test b1 at 0.05 significance level c.Compute Durbin-Watson test and conclude that the error terms are correlated or not.

Holt Mcdougal Larson Pre-algebra: Student Edition 2012
1st Edition
ISBN:9780547587776
Author:HOLT MCDOUGAL
Publisher:HOLT MCDOUGAL
Chapter7: Percents
Section7.2: Percents And Proportions
Problem 18E
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Safari l
21:28
%47
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1.The table shows earnings per share of a corporation over a period of 30
years.
Year
Earnings
Year
Earnings
50.2
16
45.4
2
33.9
17
35.6
3
20.6
18
30.1
4
25.4
19
25.5
5
32.9
20
22.4
6.
31.3
21
12.3
7
18.8
22
20.9
8
14.5
23
42.8
9
17.5
24
86.3
10
23.6
25
73.6
11
20.6
26
47.7
12
21.6
27
56.6
13
27.6
28
53.1
14
36.5
29
48.9
15
49.3
30
41.2
a.Compute y(0), y (3) and p(2)
b.Compute regression model and test bị at 0.05 significance level
c.Compute Durbin-Watson test and conclude that the error terms are
correlated or not.
d.Compute R2
e. Estimate earnings when year=28 and year=31
f.Compute 0.95 percent confidence interval for the population mean of
earnings
g.Use Yule-Walker equation system to compute AR(2) model
h.Compute two lag partial auto correlation value (PACF)
1.Assume that we have a AR(2) model as follows:
Ус 3D 2.3у-1 — 1.2yt-2
Is this model stationary or not?
Transcribed Image Text:Safari l 21:28 %47 r. Questions 1.The table shows earnings per share of a corporation over a period of 30 years. Year Earnings Year Earnings 50.2 16 45.4 2 33.9 17 35.6 3 20.6 18 30.1 4 25.4 19 25.5 5 32.9 20 22.4 6. 31.3 21 12.3 7 18.8 22 20.9 8 14.5 23 42.8 9 17.5 24 86.3 10 23.6 25 73.6 11 20.6 26 47.7 12 21.6 27 56.6 13 27.6 28 53.1 14 36.5 29 48.9 15 49.3 30 41.2 a.Compute y(0), y (3) and p(2) b.Compute regression model and test bị at 0.05 significance level c.Compute Durbin-Watson test and conclude that the error terms are correlated or not. d.Compute R2 e. Estimate earnings when year=28 and year=31 f.Compute 0.95 percent confidence interval for the population mean of earnings g.Use Yule-Walker equation system to compute AR(2) model h.Compute two lag partial auto correlation value (PACF) 1.Assume that we have a AR(2) model as follows: Ус 3D 2.3у-1 — 1.2yt-2 Is this model stationary or not?
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