# Question

Estimate the regression equation for the percentage change in the Dow Jones index in a year on the percentage change in the index over the first five trading days of the year. Use the data file Dow Jones.

a. Use an unbiased estimation procedure to find a point estimate of the variance of the error terms in the population regression.

b. Use an unbiased estimation procedure to find a point estimate of the variance of the least squares estimator of the slope of the population regression line.

c. Find and interpret a 95% confidence interval for the slope of the population regression line.

d. Test at the 10% significance level, against a two-sided alternative, the null hypothesis that the slope of the population regression line is 0.

a. Use an unbiased estimation procedure to find a point estimate of the variance of the error terms in the population regression.

b. Use an unbiased estimation procedure to find a point estimate of the variance of the least squares estimator of the slope of the population regression line.

c. Find and interpret a 95% confidence interval for the slope of the population regression line.

d. Test at the 10% significance level, against a two-sided alternative, the null hypothesis that the slope of the population regression line is 0.

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