Statistics for Management and Economics (Book Only)
Statistics for Management and Economics (Book Only)
11th Edition
ISBN: 9781337296946
Author: Gerald Keller
Publisher: Cengage Learning
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Chapter 20.3, Problem 24E
To determine

Average seasonal index.

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a simple linear regression equation shows the relationship between-
Econometrics: Given the following regressions: yt = 1.2yt-1 + Et and xt = 1.3xt-1 - 0.4xt-2 + Ct 1) Find he homogeneous equation and assess the implications of the roots.
You estimated a regression with the following output.         Source |       SS           df       MS      Number of obs   =       223 -------------+----------------------------------   F(1, 221)       =  17592.99        Model |   182392130         1   182392130   Prob > F        =    0.0000     Residual |  2291176.96       221  10367.3166   R-squared       =    0.9876 -------------+----------------------------------   Adj R-squared   =    0.9875        Total |   184683307       222  831906.786   Root MSE        =    101.82   ------------------------------------------------------------------------------            Y |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval] -------------+----------------------------------------------------------------            X |   11.97037   .0902481   132.64   0.000     11.79252    12.14823        _cons |   74.40159   10.96696     6.78   0.000     52.78839    96.01479…
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