16.6 PracticeThe following data show the daily closing prices (in dollars per share) for a stock.DateNov. 382.92Nov. 483.67Nov.82.36Nov.82.42Nov.82.79Nov. 1083.63Nov. 1184.21Nov. 1484.53Nov. 1585.42Nov. 1686.21Nov. 1786.70Nov. 1887.65Nov. 2187.37Nov. 2287.91Nov. 2388.41Nov. 2588.25Nov. 2889.60Nov. 2988.8988.07Nov. 30Dec. 188.61a. Define the independent variable Period, where Period 1 corresponds to the data for November 3, Period 2 corresponds to the data for November 4, and so on. Develop the estimatedregression equation that can be used to predict the closing price given the value of Period (to 3 decimals).Price =Periodb. At the 0.05 level of significance, test for any positive autocorrelation in the data.What is the value of the Durbin-Watson statistic (to 3 decimals)?Price ($)+X

This question involves testing for autocorrelation in a set of daily closing prices for a stock. The…

Answered: The following data show the daily…

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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For a certain company, the monthly percentages of all shipments recelved on time over the past 12 months are 80, 82, 85, 83, 82, 84, 85, 84, 82, 83, 84, and 83. (a) Construct a time series plot. 86 86 86 86 85 85 85 84 84 84 83 82 82 81 80- 79 79 79 78 78 78 78 77 + 77 77 77 0 1 2 3 4 5 6 78 9 10 11 12 13 0 1 2 3 4 3 6 7 8 9 10 11 12 13 0 1 2 3 4 5 6 7 8 9 10 11 12 13 0 1 2 3 456 7 8 9 10 11 12 13 Month Month Month Month What type of pattern exists in the data? O The last two points may be an indication of a shift to a new level, but overall the time series plot exhibits a horizontal pattern. O The first two points may be an indication of a shift to a new level, but overall the time series plot exhibits a horizontal pattern. O Overall, the time series plot exhibits a consistent trend pattern. O The first two points may be an indication of a shift to a new level, but overall the time series plot exhibits a cyclical pattern. O The first two points may be an indication of a shift to a new…
Cryptocurrencies have rapidly become an important alternative to traditional currencies for many types of transactions. Etherium, one of the most prominent cryptocurrencies, has rapidly appreciated in value. Daily Etherium trading information for the first 332 days of 2021. It includes the following variables: Date Day – Day of the year, used to assess trend over time Volume (US $) – Daily trading volume Opening Price (US $) – Opening price for daily trading Price Change (US $) – Daily change in price from opening to close 1. Determine the sample correlation coefficient, r, between Volume and Price Change. Test the alternative hypothesis that Volume has a linear relationship to Price Change. Specifically, what are the test statistic and the p-value for that test statistic? For α = .05, what do you conclude about the relationship between the variables? (reminder: the T.DIST.2T function requires input of a positive test statistic)
Pls provide the formula of "Relative Change".
Complete the following table and draw a graph showing how bond price for each bond changes over time as they move towards their maturity dates. Describe the relationship between bond prices and time remaining for maturity. Using the table below show all the calculations for every bond prices calculated Years remaining to maturity BOND A Coupon rate = 8% p.a. Market interest rate = 6% p.a. BOND B Coupon rate = 6% p.a. Market interest rate = 6% p.a. BOND C Coupon rate = 4% p.a. Market interest rate = 6% p.a. 10 9 8 7 6 5 4 3 2 1 0
The following graph shows the average grade point average for a particular college from 2004 until 2011. Average GPA 3.20 OA OC OD 3.15 3.10 3.05 3.00 2.95 2.90 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 Year Which one of the following statements is correct? A) Historically, the Average GPA of the college tends to decrease. B) There appears to be no relationship between Year and Average GPA. C) Year is the dependent variable in the graph. D) Average GPA is the dependent variable in the graph.
a) The average temperature (Centigrade) in London varies from 14C to 31C during the year. i. Calculate indices based on March, base = 100 ii. What is the %age variation between the highest and the lowest temperatures? Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Temp C 15 22 19 24 29 28 31 28 27 22 18 14 Index b) Below are the no of customers, visiting a local Tesco Express, in the first week of holiday season. The store manager would like to avoid stock out in the busy period. Provide forecast of sales on Saturday next week, using 3 point moving average and seasonal variation. Assume same seasonal variation next period.
Suppose that a firm's sales were $3,750,000 five years ago and are $5,250,000 today. What was the geometric mean growth rate in sales over the past five years?
The following table shows a sample of room rates for a 100 room resort hotel in Nova Scotia for the time period Jan. 1 to Dec. 2003. Note that 1/1-7/3 means January 1 to March 7, 2003. Be sure to scroll down to see the bottom of the rate table. 2003 Room Rates A Oceanfront 1 double bed Oceanfront 2 double beds Oceanfront Effic, 2 double beds 2 room suite 3 double beds Oceanfront Suite 3 double beds Extra Person B C D E 1/1 - 7/3 75 85 105 120 140 5 8/3 30/3 125 135 155 175 200 8 31/3 - 31/5 85 115 130 150 5 1/6 -30/6 100 110 130 150 175 5 1/7 2/9 -1/9 -8/10 150 95 180 200 225 10 105 125 140 165 7 9/10 -1/12 85 95 115 130 5 2/12 -20/12 75 85 105 120 140 5 21/12 - 31/12 125 135 155 175 200 10 IMPORTANT: Please omit the dollar signs in all answers. Note: Suites have 3 beds. a. For the 9 time periods, what was the mean extra person rate? b. (i) This hotel has 20 type A rooms, 15 type B, 30 type C, 25 type D and the remainder are type E. If the hotel was fully booked (with no extra people…

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