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Unformatted text preview: ρ that was mentioned in class, namely 2 1 ˆ DW-= . Use this formula with the original DW statistic, and perform the Cochrane-Orcutt transformation again. This time you should find that the procedure improves the DW statistic. 4. Use the equation found in question 3 to predict the next four values of t Y ~ . 5. MINITAB gives the following PIs for t Y ~ for the next four quarters: 59.1069 76.7691 60.5979 78.3634 62.0861 79.9604 63.5716 81.5602 Use these numbers to get PIs for t Y . Of course for t = 33, 1 . 71 1 =-t Y . For t = 34, 35, 36 use the first three values you got in question 4. Do the PIs you get actually contain the real values that were observed, namely those below? 2004 1 56.7 2 62.5 3 62.5 4 74.5...
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- Spring '09
- Algebra, Wal-Mart Stores, Inc., DW statistic