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Air pollution control specialists in southern California monitor the amount of o

ID: 3229488 • Letter: A

Question

Air pollution control specialists in southern California monitor the amount of ozone, carbon dioxide, and nitrogen dioxide in the air on an hourly basis. The hourly time series data exhibit seasonality, with the levels of pollutants showing patterns that vary over the hours in the day. On July 15, 16, and 17, the following levels of nitrogen dioxide were observed for the 12 hours from 6:00 A.M. to 6:00 P.M.

d. Let t = 1 to refer to the observation in hour 1 on July 15; t = 2 to refer to the observation in hour 2 of July 15; . . . and t = 36 to refer to the observation in hour 12 of July 17. Using the dummy variables defined in part (b) and t, develop an estimated regression equation to account for seasonal effects and any linear trend in the time series (to 3 decimals if necessary).

The regression equation is:

Level = ______ + ______ Hour1 + ______ Hour2 + ______ Hour3 + ______ Hour4 + ______ Hour5 + ______ Hour6 + ______ Hour7 + ______ Hour8 + ______ Hour9 + ______ Hour10 + ______ Hour11 + ______ t

July 15: 25 28 35 50 60 60 40 35 30 25 25 20 July 16: 28 30 35 48 60 65 50 40 35 25 20 20 July 17: 35 42 45 70 72 75 60 45 40 25 25 25

Explanation / Answer

Answer:

Regression Analysis

0.954

Adjusted R²

0.931

n

36

R

0.977

k

12

Std. Error

4.245

Dep. Var.

data

ANOVA table

Source

SS

df

MS

F

p-value

Regression

8,663.7222

12  

721.9769

40.06

1.62E-12

Residual

414.5000

23  

18.0217

Total

9,078.2222

35  

Regression output

confidence interval

variables

coefficients

std. error

   t (df=23)

p-value

95% lower

95% upper

Intercept

11.167

3.0018

3.720

.0011

4.9569

17.3764

H1

12.479

3.5560

3.509

.0019

5.1229

19.8354

H2

16.042

3.5406

4.531

.0001

8.7173

23.3660

H3

20.604

3.5266

5.843

5.92E-06

13.3088

27.8995

H4

37.833

3.5140

10.766

1.86E-10

30.5641

45.1026

H5

45.396

3.5029

12.960

4.69E-12

38.1496

52.6420

H6

47.625

3.4932

13.634

1.66E-12

40.3988

54.8512

H7

30.521

3.4849

8.758

8.77E-09

23.3117

37.7300

H8

20.083

3.4782

5.774

6.99E-06

12.8881

27.2786

H9

14.646

3.4730

4.217

.0003

7.4615

21.8302

H10

4.208

3.4692

1.213

.2374

-2.9683

11.3849

H11

2.104

3.4669

0.607

.5498

-5.0678

9.2761

t

0.438

0.0722

6.059

3.53E-06

0.2881

0.5869

The regression equation is:

Level = 11.167 + 12.479 Hour1 +16.042 Hour2 + 20.604 Hour3 + 37.833 Hour4 + 45.396 Hour5 + 47.625 Hour6 + 30.521 Hour7 + 20.083 Hour8 + 14.646 Hour9 + 4.208 Hour10 +2.104 Hour11 + 0.438 t

t

hour

Predicted

37

1

39.833

38

2

43.833

39

3

48.833

40

4

66.500

41

5

74.500

42

6

77.167

43

7

60.500

44

8

50.500

45

9

45.500

46

10

35.500

47

11

33.833

48

12

32.167

Regression Analysis

0.954

Adjusted R²

0.931

n

36

R

0.977

k

12

Std. Error

4.245

Dep. Var.

data

ANOVA table

Source

SS

df

MS

F

p-value

Regression

8,663.7222

12  

721.9769

40.06

1.62E-12

Residual

414.5000

23  

18.0217

Total

9,078.2222

35  

Regression output

confidence interval

variables

coefficients

std. error

   t (df=23)

p-value

95% lower

95% upper

Intercept

11.167

3.0018

3.720

.0011

4.9569

17.3764

H1

12.479

3.5560

3.509

.0019

5.1229

19.8354

H2

16.042

3.5406

4.531

.0001

8.7173

23.3660

H3

20.604

3.5266

5.843

5.92E-06

13.3088

27.8995

H4

37.833

3.5140

10.766

1.86E-10

30.5641

45.1026

H5

45.396

3.5029

12.960

4.69E-12

38.1496

52.6420

H6

47.625

3.4932

13.634

1.66E-12

40.3988

54.8512

H7

30.521

3.4849

8.758

8.77E-09

23.3117

37.7300

H8

20.083

3.4782

5.774

6.99E-06

12.8881

27.2786

H9

14.646

3.4730

4.217

.0003

7.4615

21.8302

H10

4.208

3.4692

1.213

.2374

-2.9683

11.3849

H11

2.104

3.4669

0.607

.5498

-5.0678

9.2761

t

0.438

0.0722

6.059

3.53E-06

0.2881

0.5869

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