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AR 1 Analysis of data for an autoregressive forecasting model has produced the following tables. df SS MS F P -value Regression 2 135753.5 67876.76
AR 1
Analysis of data for an autoregressive forecasting model has produced the following tables.
df | SS | MS | F | P-value | |
Regression | 2 | 135753.5 | 67876.76 | 107.3336 | 0.0000019 |
Residual | 43 | 27192.79 | 632.3904 | ||
Total | 45 | 162946.3 |
Coefficients | Standard Error | t-Statistic | P-value | |
Intercept | 4.85094 | 5.745787 | 0.84426 | 0.40299 |
yt - 1 | -0.10434 | 0.062849 | -1.66023 | 0.103822 |
yt - 2 | 0.962669 | 0.065709 | 14.65044 | 0.0000000969 |
The actual values of this time series y were 228 for May, 54 for June and 191 for July. The predicted (forecast) value for August is:
Select one:
a.
36.91
b.
174.41
c.
218.71
d.
83.67
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