A1) The residuals from a regression have the following signs: (- - - -)(++)(- - - - - -)(++++)(- -...

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A1) The residuals from a regression have the following signs: (- - - -)(++)(- - - - - -)(++++)(- - XXXXXXXXXXTest the null hypothesis of randomness by using a runs test and verify your conclusion both with: a. The confidence interval approach. b. The Swed-Eisenhart approach. A2) You are given the following regression results: XXXXXXXXXX XXXXXXXXXX XXXXXXXXXXˆ XXXXXXXXXX XXXXXXXXXX ? ? ? ? ? ? ? R n F t Y X X X Is there a problem with these results? If so, identify what the problem is. A3) Suppose you have calculated the following regression for 9 observations: Yt ? ?1 ? ?2X2t ? ?3X3t ? ut The residuals from this regression are as follows: t u ˆ XXXXXXXXXX2 At the 5% level of significance, test for autocorrelation using the Durbin-Watson d test. A4) Based on the simple regression Yi ? ?1 ? ?2X2i ? ui on a data set of 11 observations, you are given the following data regarding the independent variable and the absolute value of the residuals: Observation X2i ui XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX0 20.0 At the 5% level of significance, test whether heteroskedasticity exists by using Spearman’s rank correlation test. A5) There are eight reasons for the presence of autocorrelation. List any five of them.
	
Document Preview: A1)   The residuals from a regression have the following signs: 
 
(- - - -)(++)(- - - - - -)(++++)(- - -)(+++++)(- -)(++) 
 
Test the null hypothesis of randomness by using a runs test and verify  your conclusion 
both with: 
a. The confidence interval approach. 
b. The Swed-Eisenhart approach.

A2)  You are given the following regression results: 
 
ˆ
Y  ? XXXXXXXXXX  ?  3.451X  -  0.764X  ?  1.358X
2 3 4
 
t   ? XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX)
2
 XXXXXXXXXXR ? XXXXXXXXXXn  ? XXXXXXXXXXF  ? XXXXXXXXXX
 
 XXXXXXXXXXIs there a problem with these results? If so, identify what the problem is.

A3)  Suppose you have calculated the following regression for 9 observations: 
 
Y???? X?? X?u 
t 1 2 2t 3 3t t
 
 XXXXXXXXXXThe residuals from this regression are as follows: 
 
ˆ
u XXXXXXXXXX2 
t
 
 XXXXXXXXXXAt the 5% level of significance, test for autocorrelation using the Durbin-Watson d test. 
 
A4)  Based on  the simple regression Y???? X?u on a data set of 11   
i 1 2 2i i
 XXXXXXXXXXobservations, you are given the following data regarding the independent variable and the  
 XXXXXXXXXXabsolute value of the residuals: 
 
Observation X u 
2i i
 XXXXXXXXXX 
 XXXXXXXXXX 
 XXXXXXXXXX 
 XXXXXXXXXX 
 XXXXXXXXXX 
 XXXXXXXXXX 
 XXXXXXXXXX 
 XXXXXXXXXX 
 XXXXXXXXXX 
 XXXXXXXXXX 
 XXXXXXXXXX0At the 5% level of significance, test whether heteroskedasticity exists by using 
Spearman’s rank correlation test. 
 
A5)  There are eight reasons for the presence of autocorrelation. List any five of them.

Robert · Accepted Answer

For Q3, you just provide me a formula to solve d value. but i don't know where to get Ut-1 value to put in the formula
Answer: 
ˆ
t
u
 is the estimated residual at time t and 
1
ˆ
t
u
-
 is the estimated residual at time (t-1). 
For Q 4,

A1) The residuals from a regression have the following signs: (- - - -)(++)(- - - - - -)(++++)(- - XXXXXXXXXXTest the null hypothesis of randomness by using a runs test and verify your conclusion both...

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