![]() ![]() Select Calc > Calculator to calculate a transformed predictor variable, X_fd = indsales-LAG(indsales,1).Select Calc > Calculator to calculate a transformed response variable, Y_fd = comsales-LAG(comsales,1).Perform the first differences procedure:.Transform the resulting intercept parameter and its standard error by dividing by 1 – 0.96 (the slope parameter and its standard error do not need transforming).Perform a linear regression analysis of Y_h1.96 vs X_h1.96.Repeat steps 1-3 for a series of estimates of the autocorrelation parameter to find when SSE is minimized (0.96 leads to the minimum in this case).Perform a linear regression analysis of Y_h1.1 vs X_h1.1 and record the SSE.Select Calc > Calculator to calculate a transformed predictor variable, X_h1.1 = indsales-0.1*LAG(indsales,1). ![]() Select Calc > Calculator to calculate a transformed response variable, Y_h1.1 = comsales-0.1*LAG(comsales,1).Forecast comsales for period 21 when indsales are projected to be $175.3 million.Transform the resulting intercept parameter and its standard error by dividing by 1 – 0.631164 (the slope parameter and its standard error do not need transforming).Perform a linear regression analysis of Y_co vs X_co.Select Calc > Calculator to calculate a transformed predictor variable, X_co = indsales-0.631164*LAG(indsales,1).Select Calc > Calculator to calculate a transformed response variable, Y_co = comsales-0.631164*LAG(comsales,1).Perform a linear regression analysis with no intercept of residuals vs lag-1 residuals (select "Storage" to store the estimated coefficients the estimated slope, 0.631164, is the estimate of the autocorrelation parameter).Select Calc > Calculator to calculate a lag-1 residual variable.Select Stat > Time Series > Autocorrelation and select the residuals this displays the autocorrelation function and the Ljung-Box Q test statistic.Perform a linear regression analysis of comsales vs indsales (click "Results" to select the Durbin-Watson statistic and click "Storage" to store the residuals).Perform a linear regression analysis of Quakes vs the three lag variables (a third-order autoregression model).īlaisdell company (regression with autoregressive errors).Select Calc > Calculator to calculate lag-1, lag-2, and lag-3 Quakes variables.Select Stat > Time Series > Partial Autocorrelation to create a plot of partial autocorrelations of Quakes. ![]()
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