The possibility of the cause of autocorrelation.

Question

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Answer 1

Question

Chapter 4A, Problem 1E

a)

To determine

To find: The possibility of the cause of autocorrelation.

a)

Expert Solution

Explanation of Solution

The causes of autocorrelation are:

1. Bias in the data

2. The data is not reliable there must be some change in the data.

b)

To determine

To find: The effect of autocorrelation.

b)

Expert Solution

Explanation of Solution

The results are:

1. two or more independent variables are correlated, i.e., multicollinearity.

2. the function might be sometimes non-linear.

c)

To determine

To find: the affect of autocorrelation on the accuracy of forecasts

c)

Expert Solution

Explanation of Solution

autocorrelation might underestimate the true variance.
The null hypothesis might be rejected although it is true.

d)

To determine

To find: remedial for autocorrelation removal

d)

Expert Solution

Explanation of Solution

The remedy is to increase the number of observations, find the missing values and estimators although linear is not the efficient estimator.

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Answer 2

Question

Chapter 4A, Problem 1E

a)

To determine

To find: The possibility of the cause of autocorrelation.

a)

Expert Solution

Explanation of Solution

The causes of autocorrelation are:

1. Bias in the data

2. The data is not reliable there must be some change in the data.

b)

To determine

To find: The effect of autocorrelation.

b)

Expert Solution

Explanation of Solution

The results are:

1. two or more independent variables are correlated, i.e., multicollinearity.

2. the function might be sometimes non-linear.

c)

To determine

To find: the affect of autocorrelation on the accuracy of forecasts

c)

Expert Solution

Explanation of Solution

autocorrelation might underestimate the true variance.
The null hypothesis might be rejected although it is true.

d)

To determine

To find: remedial for autocorrelation removal

d)

Expert Solution

Explanation of Solution

The remedy is to increase the number of observations, find the missing values and estimators although linear is not the efficient estimator.

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Answer 3

Question

Chapter 4A, Problem 1E

a)

To determine

To find: The possibility of the cause of autocorrelation.

a)

Expert Solution

Explanation of Solution

The causes of autocorrelation are:

1. Bias in the data

2. The data is not reliable there must be some change in the data.

b)

To determine

To find: The effect of autocorrelation.

b)

Expert Solution

Explanation of Solution

The results are:

1. two or more independent variables are correlated, i.e., multicollinearity.

2. the function might be sometimes non-linear.

c)

To determine

To find: the affect of autocorrelation on the accuracy of forecasts

c)

Expert Solution

Explanation of Solution

autocorrelation might underestimate the true variance.
The null hypothesis might be rejected although it is true.

d)

To determine

To find: remedial for autocorrelation removal

d)

Expert Solution

Explanation of Solution

The remedy is to increase the number of observations, find the missing values and estimators although linear is not the efficient estimator.

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Answer 4

Question

Chapter 4A, Problem 1E

a)

To determine

To find: The possibility of the cause of autocorrelation.

a)

Expert Solution

Explanation of Solution

The causes of autocorrelation are:

1. Bias in the data

2. The data is not reliable there must be some change in the data.

b)

To determine

To find: The effect of autocorrelation.

b)

Expert Solution

Explanation of Solution

The results are:

1. two or more independent variables are correlated, i.e., multicollinearity.

2. the function might be sometimes non-linear.

c)

To determine

To find: the affect of autocorrelation on the accuracy of forecasts

c)

Expert Solution

Explanation of Solution

autocorrelation might underestimate the true variance.
The null hypothesis might be rejected although it is true.

d)

To determine

To find: remedial for autocorrelation removal

d)

Expert Solution

Explanation of Solution

The remedy is to increase the number of observations, find the missing values and estimators although linear is not the efficient estimator.

Want to see more full solutions like this?

Subscribe now to access step-by-step solutions to millions of textbook problems written by subject matter experts!

Answer 5

Chapter 4A, Problem 1E

a)

To determine

To find: The possibility of the cause of autocorrelation.

a)

Expert Solution

Explanation of Solution

The causes of autocorrelation are:

1. Bias in the data

2. The data is not reliable there must be some change in the data.

b)

To determine

To find: The effect of autocorrelation.

b)

Expert Solution

Explanation of Solution

The results are:

1. two or more independent variables are correlated, i.e., multicollinearity.

2. the function might be sometimes non-linear.

c)

To determine

To find: the affect of autocorrelation on the accuracy of forecasts

c)

Expert Solution

Explanation of Solution

autocorrelation might underestimate the true variance.
The null hypothesis might be rejected although it is true.

d)

To determine

To find: remedial for autocorrelation removal

d)

Expert Solution

Explanation of Solution

The remedy is to increase the number of observations, find the missing values and estimators although linear is not the efficient estimator.

Answer 6

Chapter 4A, Problem 1E

a)

To determine

To find: The possibility of the cause of autocorrelation.

a)

Expert Solution

Explanation of Solution

The causes of autocorrelation are:

1. Bias in the data

2. The data is not reliable there must be some change in the data.

Answer 7

Chapter 4A, Problem 1E

a)

To determine

To find: The possibility of the cause of autocorrelation.

Answer 8

a)

Expert Solution

Explanation of Solution

The causes of autocorrelation are:

1. Bias in the data

2. The data is not reliable there must be some change in the data.

Answer 9

a)

Expert Solution

Answer 10

a)

Expert Solution

Answer 11

Expert Solution

Answer 12

b)

To determine

To find: The effect of autocorrelation.

b)

Expert Solution

Explanation of Solution

The results are:

1. two or more independent variables are correlated, i.e., multicollinearity.

2. the function might be sometimes non-linear.

Answer 13

b)

To determine

To find: The effect of autocorrelation.

Answer 14

b)

Expert Solution

Explanation of Solution

The results are:

1. two or more independent variables are correlated, i.e., multicollinearity.

2. the function might be sometimes non-linear.

Answer 15

b)

Expert Solution

Answer 16

b)

Expert Solution

Answer 17

Expert Solution

Answer 18

c)

To determine

To find: the affect of autocorrelation on the accuracy of forecasts

c)

Expert Solution

Explanation of Solution

autocorrelation might underestimate the true variance.
The null hypothesis might be rejected although it is true.

Answer 19

c)

To determine

To find: the affect of autocorrelation on the accuracy of forecasts

Answer 20

c)

Expert Solution

Explanation of Solution

autocorrelation might underestimate the true variance.
The null hypothesis might be rejected although it is true.

Answer 21

c)

Expert Solution

Answer 22

c)

Expert Solution

Answer 23

Expert Solution

Answer 24

d)

To determine

To find: remedial for autocorrelation removal

d)

Expert Solution

Explanation of Solution

The remedy is to increase the number of observations, find the missing values and estimators although linear is not the efficient estimator.

Answer 25

d)

To determine

To find: remedial for autocorrelation removal

Answer 26

d)

Expert Solution

Explanation of Solution

The remedy is to increase the number of observations, find the missing values and estimators although linear is not the efficient estimator.

Answer 27

d)

Expert Solution

Answer 28

d)

Expert Solution

Answer 29

Expert Solution

Answer 30

Ch. 4A - Prob. 1E Ch. 4A - Prob. 2E Ch. 4A - Prob. 3E Ch. 4A - Prob. 4E Ch. 4A - Prob. 5E

The possibility of the cause of autocorrelation.

To find: The possibility of the cause of autocorrelation.

Explanation of Solution

To find: The effect of autocorrelation.

Explanation of Solution

To find: the affect of autocorrelation on the accuracy of forecasts

Explanation of Solution

To find: remedial for autocorrelation removal

Explanation of Solution

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Chapter 4A Solutions