Math Problem Statement
Ridge Lasso Regression Example(1).xlsx
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the irregular term (remaining noise) for the first four periods (quarters 1 to 4)? answer Null , 0.9466 , 1.0250 , 0.9634 the three-quarter moving average of the cycle terms for quarters 1 to 4? answer Null , 0.9151 , 0.9352 , 1.0180 To investigate if the irregular term is indeed white noise, run a regression on those values against time period. Report 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
Regression Analysis
Moving Averages
White Noise
Formulas
Three-quarter moving average: (Value1 + Value2 + Value3) / 3
Simple Linear Regression Formula: Y = b0 + b1X + e
Theorems
Ordinary Least Squares (OLS) Theorem
Suitable Grade Level
College Level (Statistics or Econometrics)
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