Economics Quiz Paper
統計學 HW7
選擇題(每題 5 分，共 105 分)
繳交日期:6.3.2011
1. Economic periods of prosperity followed by recession are described as: A. Secular trend B. Seasonal variation C. Cyclical variation D. Erratic variation 2. The following linear trend equation was developed for annual sales from 1995 to 2001 with 1995 the base or zero year. = 500 + 60t (in $thousands). What are the estimated sales for 2005 (in $thousands)? A. $500 B. $560 C. $1,040 D. $1,100 3. Which one of the following is not a component of a time series? A. Secular trend B. Moving average C. Seasonal variation D. Irregular variation E. All of the above are components 4. The possible values for the Durbin-Watson statistic are A. any value B. any value greater than zero C. any value from 0 …show more content…
A contractor developed a multiplicative time-series model to forecast the number of contracts in future quarters, using quarterly data on number of contracts during the 3-year period from 2006 to 2008. The following is the resulting regression equation: ln = 3.37 + 0.117 X - 0.083 Q1 + 1.28 Q2 + 0.617 Q3 where is the estimated number of contracts in a quarter X is the coded quarterly value with X = 0 in the first quarter of 2006. Q1 is a dummy variable equal to 1 in the first quarter of a year and 0 otherwise. Q2 is a dummy variable equal to 1 in the second quarter of a year and 0 otherwise. Q3 is a dummy variable equal to 1 in the third quarter of a year and 0 otherwise. 16-1. The best interpretation of the constant 3.37 in the regression equation is: A. the fitted value for the first quarter of 2006, after to seasonal adjustment, is 103.37. B. the fitted value for the first quarter of 2006, prior to seasonal adjustment, is log10 3.37. C. the fitted value for the first quarter of 2006, prior to seasonal adjustment, is 103.37. D. the fitted value for the first quarter of 2006, after to seasonal adjustment, is log10 3.37. 16-2. The best interpretation of the coefficient of X (0.117) in the regression equation is: A. the quarterly compound growth rate in contracts is around 11.7%. B. the quarterly compound growth rate in contracts is around 30.92%. C. the annual compound growth rate in contracts is around 30.92%. D. the annual compound growth rate in contracts is around …show more content…
To obtain a forecast for the first quarter of 2009 using the model, which of the following sets of values should be used in the regression equation? A. X = 12, Q1 = 0, Q2 = 0, Q3 = 0 B. X = 13, Q1 = 0, Q2 = 0, Q3 = 0 C. X = 13, Q1 = 1, Q2 = 0, Q3 = 0 D. X = 12, Q1 = 1, Q2 = 0, Q3 = 0 16-5.To obtain a forecast for the fourth quarter of 2009 using the model, which of the following sets of values should be used in the regression equation? A. X = 16, Q1 = 1, Q2 = 0, Q3 = 0 B. X = 16, Q1 = 0, Q2 = 0, Q3 = 0 C. X = 15, Q1 = 1, Q2 = 0, Q3 = 0 D. X = 15, Q1 = 0, Q2 = 0, Q3 = 0 16-6. Using the regression equation, which of the following values is the best forecast for the number of contracts in the third quarter of 2009? A. 133352 B. 421697 C. 49091 D. 1482518 Note. The derivation of chi-squared statistic (approximation) Let O1 ~ b(n, p1 ), where 0 p1 1. According to the Central Limit Theorem, O1 np1 d Z N(0,1) np1 (1 p1
選擇題(每題 5 分，共 105 分)
繳交日期:6.3.2011
1. Economic periods of prosperity followed by recession are described as: A. Secular trend B. Seasonal variation C. Cyclical variation D. Erratic variation 2. The following linear trend equation was developed for annual sales from 1995 to 2001 with 1995 the base or zero year. = 500 + 60t (in $thousands). What are the estimated sales for 2005 (in $thousands)? A. $500 B. $560 C. $1,040 D. $1,100 3. Which one of the following is not a component of a time series? A. Secular trend B. Moving average C. Seasonal variation D. Irregular variation E. All of the above are components 4. The possible values for the Durbin-Watson statistic are A. any value B. any value greater than zero C. any value from 0 …show more content…
A contractor developed a multiplicative time-series model to forecast the number of contracts in future quarters, using quarterly data on number of contracts during the 3-year period from 2006 to 2008. The following is the resulting regression equation: ln = 3.37 + 0.117 X - 0.083 Q1 + 1.28 Q2 + 0.617 Q3 where is the estimated number of contracts in a quarter X is the coded quarterly value with X = 0 in the first quarter of 2006. Q1 is a dummy variable equal to 1 in the first quarter of a year and 0 otherwise. Q2 is a dummy variable equal to 1 in the second quarter of a year and 0 otherwise. Q3 is a dummy variable equal to 1 in the third quarter of a year and 0 otherwise. 16-1. The best interpretation of the constant 3.37 in the regression equation is: A. the fitted value for the first quarter of 2006, after to seasonal adjustment, is 103.37. B. the fitted value for the first quarter of 2006, prior to seasonal adjustment, is log10 3.37. C. the fitted value for the first quarter of 2006, prior to seasonal adjustment, is 103.37. D. the fitted value for the first quarter of 2006, after to seasonal adjustment, is log10 3.37. 16-2. The best interpretation of the coefficient of X (0.117) in the regression equation is: A. the quarterly compound growth rate in contracts is around 11.7%. B. the quarterly compound growth rate in contracts is around 30.92%. C. the annual compound growth rate in contracts is around 30.92%. D. the annual compound growth rate in contracts is around …show more content…
To obtain a forecast for the first quarter of 2009 using the model, which of the following sets of values should be used in the regression equation? A. X = 12, Q1 = 0, Q2 = 0, Q3 = 0 B. X = 13, Q1 = 0, Q2 = 0, Q3 = 0 C. X = 13, Q1 = 1, Q2 = 0, Q3 = 0 D. X = 12, Q1 = 1, Q2 = 0, Q3 = 0 16-5.To obtain a forecast for the fourth quarter of 2009 using the model, which of the following sets of values should be used in the regression equation? A. X = 16, Q1 = 1, Q2 = 0, Q3 = 0 B. X = 16, Q1 = 0, Q2 = 0, Q3 = 0 C. X = 15, Q1 = 1, Q2 = 0, Q3 = 0 D. X = 15, Q1 = 0, Q2 = 0, Q3 = 0 16-6. Using the regression equation, which of the following values is the best forecast for the number of contracts in the third quarter of 2009? A. 133352 B. 421697 C. 49091 D. 1482518 Note. The derivation of chi-squared statistic (approximation) Let O1 ~ b(n, p1 ), where 0 p1 1. According to the Central Limit Theorem, O1 np1 d Z N(0,1) np1 (1 p1