19-Which of the following depicts autocorrelation (serial correlation)?O a. Cov(ut, us) = 0 for all t #sb. Cov(ut, us) 0 for all t sc. Cov(ut, us) =0 for all t= sO d. Cov(ut us) 0 for all t=s20- If OLS is used in the presence of autocorrelation, which of the following will

19-Which of the following depicts autocorrelation (serial correlation)?* O a. Cov(ut, us) = 0 for all t s O b. Cov(ut, us) # 0 for all t #s O c. Cov(ut, us) = 0 for all t =s d. Cov(ut, us) #0 for all t = s

19-Which of the following depicts autocorrelation (serial correlation)?* O a. Cov(ut, us) = 0 for all t s O b. Cov(ut, us) # 0 for all t #s O c. Cov(ut, us) = 0 for all t =s d. Cov(ut, us) #0 for all t = s

MACROECONOMICS FOR TODAY

10th Edition

ISBN:9781337613057

Author:Tucker

Publisher:Tucker

Chapter1: Introducing The Economic Way Of Thinking

Section1.A: Applying Graphics To Economics

Problem 6SQ

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3. Rubax, a U.S. manufacturer of athletic shoes, estimates the following linear trend model for shoe sales: Qt = a+bt+c1D1+c2D2+c3D3Where, Qt = sales of athletic shoes in the t-th quartert = 1, 2, . . . . , 28 [2011(I), 2011(II), . . . . , 2017(IV)]D1 = 1 if t is quarter I (winter); 0 otherwiseD2 = 1 if t is quarter II (spring); 0 otherwiseD3 = 1 if t is quarter III (summer); 0 otherwiseThe regression analysis produces the following results: Is there sufficient statistical evidence of an upward trend in shoe sales? explain Do these data indicate a statistically significant seasonal pattern of sales for Rubax shoes? If so, what is the seasonal pattern exhibited by the data? Using the estimated forecast equation, forecast sales of Rubax shoes for 2018(III) and 2019(II).
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