Chapter 14
Regression Analysis of Time Series Data
14.3 a.
= 24.6 − 0.0892x. The residual plot versus time indicates there is autocorrelation.
b. d = .81 which rejects the null hypothesis and indicates that there is evidence of positive autocorrelation.
c. We get
The new regression equation is ′ = 12.0854 − 0.1105x′
′ = 12.0854 − 0.1105x′The standard errors of the regression coefficients are se(
′0) = 0.5542 and se(′1) = 0.0.01403.
′0) = 0.5542 and se(′1) = 0.0.01403.d. d = .90 which indicates there is still evidence of positive autocorrelation.
14.5
The regression through the origin for the first difference approach yields an estimataed slope of 0.28943 with a standard error of 0.02508. The previous estimate for 1 was 0.29799 with a standard error of 0.0123. As a result, the estimates are very similar, but the standard error is smaller for the ...
1 was 0.29799 with a standard error of 0.0123. As a result, the estimates are very similar, but the standard error is smaller for the ...Get Solutions Manual to Accompany Introduction to Linear Regression Analysis, 5th Edition now with the O’Reilly learning platform.
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