Math Problem Statement

Module 7 HWQ 3 Data.xlsx

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irregular term (remaining noise) for the first four periods (quarters 1 to 4)

To investigate if the irregular term is indeed white noise, run a regression on those values against time period.

What is the [p-value] for the slope (three to four decimal places are enough)?

Solution

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Math Problem Analysis

Mathematical Concepts

Time Series Analysis
Linear Regression
Hypothesis Testing
White Noise

Formulas

Linear regression: y = mx + b
p-value for hypothesis testing

Theorems

Central Limit Theorem
Gauss-Markov Theorem

Suitable Grade Level

University/Advanced