The ACF of the residual u, can be used to check the adequacy of the fitted AR(1) model which has theequation y =determine that the fitted model is adequate?2+0.7y-1+u. Which of the following conditions is the correct condition toall the ACF of u, starting from lag 0 are Oall the ACF of u starting from lag 1 are 0all the ACF of u, starting from lag 2 are OO all the ACF of u starting from lag 1 are 1

The given AR(1) model is: yt=2+0.7yt-1+ut The AR model of order 1 is interpreted as the model in…

Answered: The ACF of the residual u can be used…

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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two variables have at least squares regression line of 28.77 + 0.346 7x. Calculate the value of y that is predicted for an x value of 35.
Let kids denote the number of children ever born to a woman, and let educ denote years of education for the woman. A simple model relating fertility to years of education is: kids; = Bo + B1educ; + uż. 1. What are the parameters in the model? 2. What kinds of factors are contained in u? Are these likely to be cor- related with level of education? 3. Will a simple regression analysis uncover the ceteris paribus effect of education on fertility? Explain.
A fuel company wants to find the functional relation between the amount of gas it sells for heating and the daily temperature. Given the values for 10 observations ∑x= - 50, ∑x^2 = 626, ∑y^2 = 6432 ∑y= 222, ∑xy= —1743 for the daily average temperature and gas sales (in thousand liters). a) Obtain and interpret the correlation coefficient for the variables.b) Set up the regression equation and interpret the coefficients.c) Find R2 and interpret.d) When the temperature is 10 degrees, please observe the gas sales amount.
After studying the milk yields of a randomly selected sample of 900 cows, researchers felt that the presence of white spots (WS;) on a cow's body led to a different level of milk production (MP;). The researchers estimate the OLS regression: where WS, is a binary variable of the form: WS₁ = MP = 5.36 +0.26 x WS₁, (2.23) (0.06) 1, if the th cow has white spots 0, if the th cow doesn't have white spots The 95% confidence interval for the coefficient ₁ is (₁). (Round your answers to four decimal places.) Based on this interval, we will the hypothesis P₁ = 0 at the 5% significance level. Which of the following statements describes the way in which the coefficient of the indicator variable could be interpreted in this case? O A. The coefficient is the sum of the conditional expectation of the presence of white spots on a cow with respect to the average milk production. OB. The coefficient is the rate of change in the milk production due to a unit change in the number of cows with white…
For10 observations on supply (X) and price (Y) the following data are obtained ΣΧ-130, ΣΧ-2280, ΣΥ-5506 , ΣΧΥ-3467, ΣΥ-220 Obtain regression line Y on X and estimate supply when price is 16.
A company that manufactures computer chips wants to use a multiple regression model to study the effect that 3 different variables have on y, the total daily production cost (in thousands of dollars). Let B,, B,, and B, denote the coefficients of the 3 variables in this model. Using 22 observations on each of the variables, the software program used to find the estimated regression model reports that the total sum of squares (SST) is 485.84 and the regression sum of squares (SSR) is 229.91. Using a significance level of 0.10, can you conclude that at least one of the independent variables in the model provides useful (i.e., statistically significant) information for predicting daily production costs? Perform a one-tailed test. Then complete the parts below. Carry your intermediate computations to three or more decimal places. (a) State the null hypothesis H, for the test. Note that the alternative hypothesis H, is given. H, :0 H, : at least one of the independent variables is useful…
The equations of the regression line between two variables are expressed as 2x-3y=0 and 4y-5x-7=0 a) identify which of two can be called regression line of Y on X and X on Y b) find the correlation coefficient c) find mean value of X and mean value of Y
The owner of a movie theater company used multiple regression analysis to predict gross revenue (y) as a function of television advertising (x,) and newspaper advertising (x,). The estimated regression equation was ý = 82.3 + 2.29x, + 1.90x2. The computer solution, based on a sample of eight weeks, provided SST = 25.1 and SSR = 23.415. (a) Compute and interpret R? and R 2. (Round your answers to three decimal places.) The proportion of the variability in the dependent variable that can be explained by the estimated multiple regression equation is 653 x . Adjusting for the number of independent variables in the model, the proportion of the variability in the dependent variable that can be explained by the estimated multiple regression equation is (b) When television advertising was the only independent variable, R2 = 0.653 and R,2 = 0.595. Do you prefer the multiple regression results? Explain. Multiple regression analysis (is preferred since both R2 and R.2 show an increased v v…
For x={1 2 3 4 5} and y={2 1 4 3 6} use normal equation (c =(ATA)-1ATy) to find with: a-) linear regression coefficients, b-) the linear regression equation, c-) residel sum of squares(RSS)
Data on alcohol content and wine quality was collected from variants of a particular wine. From a sample of 46 wines, a model was created using the percentages of aloohol to predict wine quality Y-0.337 +0.5635X,, where X, in the alcohol content (%) and Y, is the rated quality of the wine. For these data, Syx 0.9316, X 10.63, and h 0.027260 when X 10. Complete parta (a) throi a. Construct a 05% confidence interval estimate of the mean wine quality rating for all wines that have 10% alcohol. 4.988 spypx= 10 s 5.608 (Type integers or decimals. Round to three decimal places as needed. Use ascending order) b. Construct a 95% prediction interval of the wine quality rating of an individual wine that has 10% alcohol. (Type integers or decimals. Round to three decimal places as needed. Use ascending order.)
Experimenters wants to assess the association between X and Y, the scatter plot of X and Y showed a quadratic pattern. After applying the appropriate regression model, experimenters want to produce a prediciton interval for X = 20. Using StatCrunch with 95% confiendence, the result interval is 223 to 267. Provide the most appropriate interpretation of this interval.
Show that the following relationship on the simple linear regression class notebook is true: (Refer the image)

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