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Unformatted text preview: (a) Fit the regression of the transformed response on year . What is a 95% condence interval for the slope, 1 ? (b) Create a lag plot, based on the residuals from the tted regression. (c) Calculate the estimated rst autocorrelation coecient, r 1 . (d) Conduct the large-sample test for serial correlation. (e) Calculate the adjusted standard error for the slope, using the formula SE * ( 1 ) = r 1 + r 1 1-r 1 SE( 1 ) , where SE( 1 ) is the unadjusted standard error from the regression in part (a). (f) Use your adjusted standard error to construct a condence interval for 1 . Compare to part (a). Include all relevant R input and output. Describe the output in your own words. You may nd the code included in the lab exercises useful....
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This note was uploaded on 01/22/2012 for the course STAT 3022 taught by Professor Staff during the Fall '08 term at Minnesota.
- Fall '08