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The Printout Below Shows a Regression Analysis for a Time C2=1.20+0.0362C1\mathrm { C } 2 = 1.20 + 0.0362 \mathrm { C } 1

Question 58

Essay

The printout below shows a regression analysis for a time series that included 20 observations.

Regression Analysis: C2 versus C1

The regression equation is
C2=1.20+0.0362C1\mathrm { C } 2 = 1.20 + 0.0362 \mathrm { C } 1

 Predictor  Coef  SE Coef TP Constant 1.199470.0847114.160.000C10.0362410.0070725.120.000\begin{array} { l r r r r } \text { Predictor } & \text { Coef } & \text { SE Coef } & \mathrm { T } & \mathrm { P } \\ \text { Constant } & 1.19947 & 0.08471 & 14.16 & 0.000 \\ \mathrm { C } 1 & 0.036241 & 0.007072 & 5.12 & 0.000 \\\end{array}

 S=0.182361RSq=59.3%RSq( adj )=57.1%\begin{array} { lll}\mathrm {~S} = 0.182361 & \mathrm { R } - \mathrm { Sq } = 59.3 \% \quad \mathrm { R } - \mathrm { Sq } ( \text { adj } ) = 57.1 \% \end{array}

Analysis of Variance
 Source  DF  SS  MS  F  P  Regression 10.873400.8734026.260.000 Residual Error 180.598600.03326 Total 191.47200\begin{array}{lcrrrr}\text { Source } & \text { DF } & \text { SS } & \text { MS } & \text { F } & \text { P } \\\text { Regression } & 1 & 0.87340 & 0.87340 & 26.26 & 0.000 \\\text { Residual Error } & 18 & 0.59860 & 0.03326 & & \\\text { Total } & 19 & 1.47200 & & &\end{array}

Locate the Durbin-Watson d-statistic and test the null hypothesis that there is no autocorrelation of residuals. Use α=0.10\alpha = 0.10 .

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