Statistic Expert
Assignment 3
Submit your answers in a Microsoft Excel workbook, with each problem on a separate worksheet. Label each tab in the workbook with the exercise number. Highlight the answers in yellow and provide an interpretation in a text box.
Name your Microsoft Excel workbook SU_MBA5008_W5_A3_LastName_FirstInitial.xls.
Cite any sources using the APA format on a separate page.
17.43
Perform the Durbin-Watson test at the 5% significance level to determine whether positive first-order autocorrelation exists when d = 1.10, n = 25, and k = 3.
Durbin–Watson statistic
You should have 2 answers for d. One will be for the subscript (1) and the other for the subscript (u)
17.46
Test the following hypotheses with α = .05.
H0: There is no first-order autocorrelation
H1: There is positive first-order autocorrelation
n = 50, k = 2, d = 1.38
Durbin–Watson statistic
20.19
Xr20-19 Plot the following time series to determine which of the trend models appears to fit better.
|
Period |
1 |
2 |
3 |
4 |
5 |
|
Time Series |
55 |
57 |
53 |
49 |
47 |
|
|
|
|
|
|
|
|
Period |
6 |
7 |
8 |
9 |
10 |
|
Time Series |
39 |
41 |
33 |
28 |
20 |
20.35
The following trend line and seasonal indexes were computed from 4 weeks of daily observations. Forecast the 7 values for next week. ŷ = 120 + 2.3t t = 1, 2, … , 28
|
Day |
Seasonal Index |
|
Sunday |
1.5 |
|
Monday |
0.4 |
|
Tuesday |
0.5 |
|
Wednesday |
0.6 |
|
Thursday |
0.7 |
|
Friday |
1.4 |
|
Saturday |
1.9 |
Per the instructor:
You will have to use the table provided in the question but you will have to expand the columns. Add additional columns for (t), the (y) formula shown, and your forecast. Plug in the values indicated and develop your answer
Assignment 4
Ongoing Data Exploration
Submit your response in a 2- to 3-page Microsoft Word document
Name your document SU_MBA5008_W5_A4_LastName_FirstInitial.doc.
Cite any sources using the APA format on a separate page.