HW4_4031_F16.pdf - ISyE 4031 Regression and Forecasting...

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ISyE 4031 Regression and Forecasting Homework 4Due September 21, 2016 1. Consider the data of Exercise 3.36 given in Table 3.12, page 136. Solve the simple linear regression model by using Minitab or R, and also produce a. Point estimates of and 95% confidence intervals for the mean market rate of all stocks having an accounting rate of 12.90 (x= 12.90) and having an accounting rate of 23.00 (x= 23.00). b. Point predictions of and 95% prediction intervals for the market rate of an individual stock having an accounting rate of 12.90 and having an accounting rate of 23.00. c. Compare the lengths of the confidence and prediction intervals for a given accounting rate. d. Which accounting rate produces the narrower confidence interval, 12.90 or 23.00? Why? Print and submit the output. 2. Solve Exercise 3.26, page 132. 3. Solve Exercise 3.30, page 132. 4. Solve Exercise 3.34, page 134. 5. Consider the following Residuals vs Fits plot and residuals’ probability

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