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The quarterly sales data (number of copies sold) for a college textbook over the

ID: 3362664 • Letter: T

Question

The quarterly sales data (number of copies sold) for a college textbook over the past three years are as follows:

Dummy Variables

Year

Quarter

Qtr1

Qtr2

Qtr3

yt

1

1

1

0

0

1690

1

2

0

1

0

940

1

3

0

0

1

2625

1

4

0

0

0

2500

2

1

1

0

0

1800

2

2

0

1

0

900

2

3

0

0

1

2900

2

4

0

0

0

2360

3

1

1

0

0

1850

3

2

0

1

0

1100

3

3

0

0

1

2930

3

4

0

0

0

2615

a. Use Excel to find the regression model that to accounts for seasonal effects in the data.

b. Based on the model in part (a), compute the quarterly forecasts for next year.

Dummy Variables

Year

Quarter

Qtr1

Qtr2

Qtr3

t

yt

1

1

1

0

0

1

1690

1

2

0

1

0

2

940

1

3

0

0

1

3

2625

1

4

0

0

0

4

2500

2

1

1

0

0

5

1800

2

2

0

1

0

6

900

2

3

0

0

1

7

2900

2

4

0

0

0

8

2360

3

1

1

0

0

9

1850

3

2

0

1

0

10

1100

3

3

0

0

1

11

2930

3

4

0

0

0

12

2615

c. Use Excel to find the regression model that to accounts for seasonal effects and any linear trend in the time series.

d. Based on the model in part (c), compute the quarterly forecasts for next year.


DO FOR ME PART d

Dummy Variables

Year

Quarter

Qtr1

Qtr2

Qtr3

yt

1

1

1

0

0

1690

1

2

0

1

0

940

1

3

0

0

1

2625

1

4

0

0

0

2500

2

1

1

0

0

1800

2

2

0

1

0

900

2

3

0

0

1

2900

2

4

0

0

0

2360

3

1

1

0

0

1850

3

2

0

1

0

1100

3

3

0

0

1

2930

3

4

0

0

0

2615

Explanation / Answer

Result:

c. Use Excel to find the regression model that to accounts for seasonal effects and any linear trend in the time series.

Regression Analysis

0.991

Adjusted R²

0.986

n

12

R

0.995

k

4

Std. Error

89.828

Dep. Var.

yt

ANOVA table

Source

SS

df

MS

F

p-value

Regression

6,065,391.6667

4  

1,516,347.9167

187.92

3.37E-07

Residual

56,483.3333

7  

8,069.0476

Total

6,121,875.0000

11  

Regression output

confidence interval

variables

coefficients

std. error

   t (df=7)

p-value

95% lower

95% upper

Intercept

2,306.6667

82.0013

28.130

1.84E-08

2,112.7645

2,500.5688

Qtr1

-642.2917

77.1150

-8.329

.0001

-824.6396

-459.9437

Qtr2

-1,465.4167

75.0435

-19.528

2.30E-07

-1,642.8663

-1,287.9671

Qtr3

349.7917

73.7727

4.741

.0021

175.3471

524.2363

t

23.1250

7.9397

2.913

.0226

4.3505

41.8995

The regression trend line is

y = 2,306.6667-642.2917*Qtr1-1,465.4167*Qtr2+349.7917* Qtr3+23.1250*t

d. Based on the model in part (c), compute the quarterly forecasts for next year.

Predicted values for: yt

95% Confidence Intervals

95% Prediction Intervals

Qtr1

Qtr2

Qtr3

t

Predicted

lower

upper

lower

upper

1

0

0

13

1,965.000

1,771.098

2,158.902

1,677.397

2,252.603

0

1

0

14

1,165.000

971.098

1,358.902

877.397

1,452.603

0

0

1

15

3,003.333

2,809.431

3,197.235

2,715.730

3,290.937

0

0

0

16

2,676.667

2,482.765

2,870.569

2,389.063

2,964.270

Regression Analysis

0.991

Adjusted R²

0.986

n

12

R

0.995

k

4

Std. Error

89.828

Dep. Var.

yt

ANOVA table

Source

SS

df

MS

F

p-value

Regression

6,065,391.6667

4  

1,516,347.9167

187.92

3.37E-07

Residual

56,483.3333

7  

8,069.0476

Total

6,121,875.0000

11  

Regression output

confidence interval

variables

coefficients

std. error

   t (df=7)

p-value

95% lower

95% upper

Intercept

2,306.6667

82.0013

28.130

1.84E-08

2,112.7645

2,500.5688

Qtr1

-642.2917

77.1150

-8.329

.0001

-824.6396

-459.9437

Qtr2

-1,465.4167

75.0435

-19.528

2.30E-07

-1,642.8663

-1,287.9671

Qtr3

349.7917

73.7727

4.741

.0021

175.3471

524.2363

t

23.1250

7.9397

2.913

.0226

4.3505

41.8995

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