11.sider the following estimated model: (Salest - Sales t-1) = 30 + 1.25 (Sales t-1 - Sales t-2) + 1.1 (Sales t-4 - Sales t-5) t=1,2,.. T and Sales for the periods 1999.1 through 2000.2: t | Period | Sales | T | 2000.2 | $2,000 | T-1 | 2000.1 | $1,800 | T-2 | 1999.4 | $1,500 | T-3 | 1999.3 | $1,400 | T-4 | 1999.2 | $1,900 | T-5 | 1999.1 | $1,700 |
The forecasted Sales amount for 2000.3 is closest to: A) $2,270. B) $1,730. C) $270. D) $2,625. The correct answer was B) Change in sales = $30 + 1.25 ($2,000-1,800) + 1.1 ($1,400-1,900)
Change in sales = $30 + 250 - 550 = -$270
Sales = $2,000 – 270 = $1,730 12. choice a researcher can use to test for nonstationarity is to use a: A) Dickey-Fuller test, which uses a modified t-statistic. B) Dickey-Fuller test, which uses a modified χ2 statistic. C) Breusch-Pagan test, which uses a modified t-statistic. D) Breusch-Pagan test, which uses a modified F-statistic. The correct answer was A) The Dickey-Fuller test estimates the equation (xt – xt-1) = b0 + b1 × xt-1 - xt-1 + et and tests if H0: (b1 – 1) = 0. Using a modified t-test, if it is found that (b1–1) is not significantly different from zero, then it is concluded that b1 must be equal to 1.0 and the series has a unit root. | 
发表于 2008-4-16 17:45
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