Option 2 Econometrics TSU TSU TSU control

Option 2.
Objective 1.
There is information on the activities of 10 companies. -oborot capital (bln. rub.) - Net Income (bln.):

1. Estimate the coefficients of linear regression by least squares method.
2. Check the statistical significance of the theoretical estimates of the coefficients of the level of significance.
3. Calculate the 95% confidence intervals for the theoretical regression coefficients.
4. Predict the consumption of an income and calculate the 95% confidence interval for the conditional expectation.
5. Calculate the limit of the range, which will focus at least 95% of the possible values \u200b\u200bof the net profit on turnover of capital.
6. Estimate how much net income will change if the turnover of capital increase by 3 billion rubles.
7. Calculate the coefficient of determination.
8. Calculate - Statistics for the coefficient of determination and evaluate its statistical significance.
Objective 2.
There is information in 15 years relative to the average income and average consumption (million rubles.):
Years Years X Y X Y X Y Years
1986 10.5 8.8 1991 16.1 11.9 1996 23.1 20.5
1987 11.6 12.0 1992 17.3 13.5 1997 24.3 19.5
1988 12.3 13.0 1993 18.7 15.0 1998 25.5 19.1
1989 13.7 12.6 1994 20.1 18.2 1999 27.8 19.3
1990 14.5 11.2 1995 21.8 21.2 2000 30.0 24.0

1. Estimate the coefficients of linear regression by least squares method.
2. Calculate the value of the Durbin-Watson statistic and analyze the presence of autocorrelation.
3. If there is autocorrelation reassess the regression equation, using one cycle of the Cochran-Orcutt method.
Objective 3
The following variables and values:
Calculate the correlation coefficient, check the hypothesis of the presence (absence) of correlation.
Task 4
How does the value of the correlation coefficient increase once all the variables and?