In order to determine whether time series Y, contains a unit root, the following regression has been estimated by OLS for asample of 100 observationsAY, 0.49 -0.12Y,-+054AY.where the numbers in parentheses are standard errors and where the number of lags was selected using the Bayes informationcriterion (BIC). Does the series Y, contain a unit root? Explain your answer, Write your explanation in the box below.

Given information: The sample size is n = 100. The estimated ordinary least squares equation is…

Answered: In order to determine whether time…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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A regression was run to determine if there is a relationship between hours of study per week (xx) and the final exam scores (yy).The results of the regression were: y=ax+b a=6.22 b=21.6 r2=0.477481 r=0.691 Use this to predict the final exam score of a student who studies 8 hours per week, and please round your answer to a whole number.
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the following multiple regression model using yearly data spanning the period 2001 to 2016: ??=?+????+????+???? Where FR = yearly foreign reserves ($000’s), OIL = annual oil prices, EXP = yearly total exports ($000’s) and FDI = annual foreign direct investment ($000’s). The sample of data was processed using MINITAB and the following is an extract of the output obtained: Hence test whether ? is significant. Give reasons for your answer. Perform the F Test making sure to state the null and alternative hypothesis. Given an interpretation of the term “R-sq” and comment on its value.
The table below lists measured amounts of redshift and the distances (billions of light-years) to randomly selected astronomical objects. There is sufficient evidence to support a claim of a linear correlation, so it is reasonable to use the regression equation when making predictions. For the prediction interval, use a 90% confidence level with a redshift of 0.0126. Find the explained variation. Redshift Distance OA, 0.157904 OB. 0.444904 OC. 0.000582 OD. 0.219582 0.0231 0.34 0.0536 0.76 0.0715 0.99 0.0391 0.56 0.0438 0.63 0.0109 0.15
Given the following, determine the price of a Corolla that is six years old given the graph of the regression line.
In a regression analysis if SSE = 64 and SSR = 364, then what is the coefficient of determination? (please keep 2 decimal places)
The following multiple regression printout can be used to predict a person's average annual salary given his or her years of employment and number of years of education beyond high school. Regression Analysis: Salary Versus YrsEm, Educ Coefficients Term Constant YrsEm Educ Coef 23,171 678 1,918 SE Coef 1,771 142 376 T-Value 13.08 4.77 5.10 P-Value 0.000 0.000 0.000 (a) Is the regression coefficient of education (Educ) statistically significant? (Use a = 0.05.) Given this output, the regression coefficient for education ---Select--- statistically significant. (b) Does the variable education belong in the model? Given this output, the variable education ---Select--- --Select--- belong in the model. (c) Given this output, which of the following is the correct interpretation for Education in this model? O An individual with 4 years of education beyond high school can expect an annual salary of $7,672. O The estimated change in the average value of annual salary of getting an additional…
Pls answer within 30 minutes to 1hr.
We conduct a regression of size on hhinc, owner, hhsize1, hhsize2, and hhsize3. Wedo not include the constant. The regression output is reported in Table 3. Would youconclude that the home size increases with the household size? Interpret the signand magnitude of the estimated coefficients of hhsize1, hhsize2, and hhsize3
An automobile rental company wants to predict the yearly maintenance expense (Y) for an automobile using the number of miles driven during the year () and the age of the car (, in years) at the beginning of the year. The company has gathered the data on 10 automobiles and run a regression analysis with the results shown below:. Summary measures Multiple R 0.9689 R-Square 0.9387 Adj R-Square 0.9212 StErr of Estimate 72.218 Regression coefficients Coefficient Std Err t-value p-value Constant 33.796 48.181 0.7014 0.5057 Miles Driven 0.0549 0.0191 2.8666 0.0241 Age of car 21.467 20.573 1.0434 0.3314 Use the information above to estimate the annual maintenance expense for a 10 years old car with 60,000 miles.
A researcher interested in explaining the level of foreign reserves for the country of Barbados estimated the following multiple regression model using yearly data spanning the period 2001 to 2016: FR=a+BOIL+YEXP+8FDI Where FR = yearly foreign reserves (S000's), OIL = annual oil prices, EXP = yearly total exports ($000's) and FDI = annual foreign direct investment ($000°s). The sample of data was processed using MINITAB and the following is an extract of the output obtained: Predictor Coef StDev t-ratio p-value Constant 5491.38 2508.81 2.1888 0.0491 OIL 85.39 18.46 4.626 0.0006 ЕXP -377.08 112.19 0.0057 FDI -396.99 160.66 -2.471 S = 2.45 R-sq = 96.3% R-sq (adj) = 95.3% Analysis of Variance Source DF MS F Regression 3 1991.31 663.77 ?? Error 12 77.4 6.45 Total 15 a) What is dependent and independent variables? b) Fully write out the regression equation c) Fill in the missing values **', **", '?'and ??"
Consider the following hypothetical regression: FRIES = 22.5 + 0.08*TRAFFIC + 9.1*COUPON? + -1.1*TEMP where FRIES is the number of pounds of fries a restaurant sells in a week, TRAFFIC is the number of people who walked by the restaurant that week (foot traffic), COUPON? is a dummy variable of if the restaurant offered a coupon or not that week (1=coupon, 0=no coupon); and TEMP is the average high that week, measured in Fahrenheit. All variables are statistically significant. If the average high is expected to be 4 degrees warmer next week, how should FRIES change? 1 Increase by 18.1 pounds 2 Decrease by 4.4 pounds 3 It is impossible to tell without knowing the values of TRAFFIC and COUPON?. 4 Increase by 4.4 pounds 5 Increase by 26.9 pounds

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