Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Consider the following time series data. Quarter Year 1 Year 2 Year 3 1 2 5 5 7 2 0 2 6 3 5 8

image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
Consider the following time series data. Quarter Year 1 Year 2 Year 3 1 2 5 5 7 2 0 2 6 3 5 8 10 4 5 CO 10 (b) Use a multiple regression model with dummy variables as follows to develop an equation to account for seasonal effects in the data: Qtri = 1 if Quarter 2,0 otherwise; Qtr2 = 1 if Quarter 2,0 otherwise; Qtr3 = 1 if Quarter 3, 0 otherwise, If required, round your answers to three decimal places. For subtractive or negative numbers use a minus sign even if there is a + sign before the blank (Example: -300). If the constant is "1" it must be entered in the box. Do not round intermediate calculation 9 = -1.000 Qtri + -3.000 Qtr2+ -2.000 Qtr3 6.667 (c) Compute the quarterly forecasts for next year based on the model you developed in part (b). If required, round your answers to three decimal places. Do not round Intermediate calculation F Year Quarter 4 1 5.667 4 2 3.667 3 4 4.667 4 6.667 (d) Use a multiple regression model to develop an equation to account for trend and seasonal effects in the data. Use the dummy variables you developed in part (6) to capture seasonal effects and create a varlable t such that t = 1 for Quarter 1 in Year 1, = 2 for Quarter 2 In Year 1 t = 12 for Quarter 4 in Year 3. If required, round your answers to three decimal places. For subtractive or negative numbers use a minus sign even if there is a + sign before the blank (Example: -300). V = 3.417 0.219 Qtri + -2.188 Qtr2+ -1.594 Qtr3 + 0.406 (e) Compute the quarterly forecasts for next year based on the model you developed in part (d). Do not round your Interim computations and round your final answer to three decimal places. Year Quarter Period Fu 4 1 13 3.823 4 2. 3.635 4 3 15 1.229 4 . 4 16 3.417 (1) Calculate the MSE for the regression models developed in parts (b) and (d), If required, round your intermediate calculations and final answer to three decimal places. Model developed in part (b) Model developed in part (d) MSE 22.667 1.542 Consider the following time series data. Quarter Year 1 Year 2 Year 3 1 2 5 5 7 2 0 2 6 3 5 8 10 4 5 CO 10 (b) Use a multiple regression model with dummy variables as follows to develop an equation to account for seasonal effects in the data: Qtri = 1 if Quarter 2,0 otherwise; Qtr2 = 1 if Quarter 2,0 otherwise; Qtr3 = 1 if Quarter 3, 0 otherwise, If required, round your answers to three decimal places. For subtractive or negative numbers use a minus sign even if there is a + sign before the blank (Example: -300). If the constant is "1" it must be entered in the box. Do not round intermediate calculation 9 = -1.000 Qtri + -3.000 Qtr2+ -2.000 Qtr3 6.667 (c) Compute the quarterly forecasts for next year based on the model you developed in part (b). If required, round your answers to three decimal places. Do not round Intermediate calculation F Year Quarter 4 1 5.667 4 2 3.667 3 4 4.667 4 6.667 (d) Use a multiple regression model to develop an equation to account for trend and seasonal effects in the data. Use the dummy variables you developed in part (6) to capture seasonal effects and create a varlable t such that t = 1 for Quarter 1 in Year 1, = 2 for Quarter 2 In Year 1 t = 12 for Quarter 4 in Year 3. If required, round your answers to three decimal places. For subtractive or negative numbers use a minus sign even if there is a + sign before the blank (Example: -300). V = 3.417 0.219 Qtri + -2.188 Qtr2+ -1.594 Qtr3 + 0.406 (e) Compute the quarterly forecasts for next year based on the model you developed in part (d). Do not round your Interim computations and round your final answer to three decimal places. Year Quarter Period Fu 4 1 13 3.823 4 2. 3.635 4 3 15 1.229 4 . 4 16 3.417 (1) Calculate the MSE for the regression models developed in parts (b) and (d), If required, round your intermediate calculations and final answer to three decimal places. Model developed in part (b) Model developed in part (d) MSE 22.667 1.542

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Contemporary Labor Economics

Authors: Campbell McConnell, Stanley Brue, David Macpherson

9th Edition

0073375950, 9780073375953

More Books

Students also viewed these Accounting questions

Question

What are some strategies for refocusing a talkative customer?

Answered: 1 week ago

Question

=+b) What is the minimin choice?

Answered: 1 week ago

Question

Describe why intercultural communication is a necessity

Answered: 1 week ago