Question: Observations of variables y x1 and x2 were taken over

Observations of variables y, x1, and x2 were taken over 100 consecutive time periods.
a. Conduct a regression analysis of these data.
b. Plot the residuals versus the time periods. Describe the graph.
c. Perform the Durbin-Watson test. Is there evidence of autocorrelation? Use α = .10.
d. If autocorrelation was detected in Part c, propose an alternative regression model to remedy the problem. Use the computer to generate the statistics associated with this model.
e. Redo Parts b and c. Compare the two models.

View Solution:

Sale on SolutionInn
  • CreatedFebruary 03, 2015
  • Files Included
Post your question