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Math Help - regression model, coefficient of determination, sufficient evidence, Durbin-Watson,

  1. #1
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    Question regression model, coefficient of determination, sufficient evidence, Durbin-Watson,

    topics:regression model, coefficient of determination, sufficient evidence, Durbin-Watson, autocorrelation heteroskedaticity and multicollinearity


    Hi, i am almost graduating from csula, i just need a little help.

    I was able to do the first half of my take home final by searching online, ive attached it. The 2nd part of my problem is here, i would appreciate any links to similar problems, reading materials, solutions, online tutorials, etc. Thank you!


    Many variables influence the price of a company’s common stock, including company-
    specific internal variables such as product quality and financial performance, and external market
    variables such as interest rates, exchange rates and stock market performance.

    The attached table contains quarterly data on three such external variables (x1, x2, and
    x3) and the price y of Ford Motor Company’s common stock (adjusted for stock splits). The
    Japanese yen exchange rate, x1, measures the strength of the yen versus the US dollar. The
    higher the rate, the cheaper are Japanese imports – such as the automobiles of Toyota, Nissan,
    Honda, and Subaru – to US consumers. Similarly, the higher the deutsche mark exchange rate,
    x2, the less expensive are BMW’s and Mercedes Benz’s to US consumers. Finally, the S&P 500
    Index, x3, is a general measure of the performance of the market for stocks in US firms.




    Date Fordstock(y) Yen(x1) DeutscheMark(x2) S&P500(x3)
    1992.1 38.3 133.2 1.64 407.36
    1992.2 45.2 125.5 1.53 408.21
    1992.3 39.4 119.2 1.41 418.48
    1992.4 42 124.7 1.61 435.64
    1993.1 52.3 121 1.61 450.16
    1993.2 55.3 110.1 1.69 447.29
    1993.3 64.7 105.2 1.62 459.24
    1993.4 58.1 111.3 1.73 465.34
    1994.1 59 103.4 1.76 463.21
    1994.2 27.6 99 1.6 454.83
    1994.3 27.5 98.5 1.55 466.96
    1994.4 26.3 99.6 1.38 455.19
    1995.1 29.5 89.4 1.39 493.15
    1995.2 31.2 84.6 1.42 539.23
    1995.3 28.7 98.2 1.43 578.32
    1995.4 28.9 102.4 1.48 614.57
    1996.1 34.8 106.3 1.52 647.05
    1996.2 36.2 109.8 1.58 668.53
    1996.3 32.1 110.5 1.61 672.92
    1996.4 31.9 112.6 1.67 689.32
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  2. #2
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    Re: regression model, coefficient of determination, sufficient evidence, Durbin-Watso



    i got the first two, i need help with number 3. then using that i think i can do 4 and 5.

    question1) y = -41.06649718 + -0.009056264x1 + 67.93793632x2 + -0.048047828x3

    question2) The coefficent of determination, adjusted R2, is 0.567494527.

    question3) Do the data provide sufficient evidence that the price of Ford stock decreases when the yen increases? Reach your conclusion using alpha = 0.05

    i still need help with number 3 please.
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