TKKD

I.
PART A : MULTIPLE CHOICE
1. The time-series model Xt = Tt× St × Ct × It is used for forecasting, where Tt, St, Ct,
and It are respectively the trend, seasonal, cyclical, and irregular components of the time
series, and Xt is the value of the time series at time t. The following estimates are
obtained: T∧t = 125, S∧t = 0.92, C^t = 1.04, and I ∧t = 0.90. The model will produce a
forecast of:
A. 102.99
B. 127.86
C. 107.64
D. 122.14
Thay lần lượt từng gtri 4 componets vào model
2. Which of the following is most likely a continuous numerical variable?
A. The number of gallons of paint purchased
B. The number of reams of paper ordered
C. The population of Egypt in 2005
D. The number of miles of interstate highways
3. The regession sum of squares (SSR) is 83.6. Which of the following must be true?
A. The correlation coefficient is 0.95 ( Coefficient of correlation R = +- căn R^2 nma ở

đây chưa biết R^2 )
B. The slope of the regression line is positive ( cnay là b1 cùng dấu với Coefficient of
correlation R bên trên )
C. The error sum of squares (SSE) is larger than or equal to 16.4
D. The total sum of squares (SST) is larger than or equal to 83.6
SST = SSR + SSE - Chapter 5 p104 trong slide

( Total sum of squares = Regression sum of squares + Error sum of Squares)
4. What is the correct ranking of data from weakest or lowest type to strongest or highest
type?
A. Nominal, ordinal, interval and ratio
B. Ordinal, nominal, interval and ratio
C. Interval, nominal, ratio and ordinal
D. Nominal, interval, ordinal and ratio
Slide chapter 1 p9
5. A regression analysis between weight (y in pounds) and height(x in inches) resulted in

the following least squares line: y^= 120 +5x. This implies that if the height is increased
by 1 inch, the weight is expected to:
A. increase by 1 pound
B. decrease by 1 pound
C. decrease by 24 pounds
D. increase by 5 pounds
x is increased by 1 inch  5x is increased by 5 inch  y is increased by 5 pounds
6. The time series that reflects the irregular changes in a time series that are not caused
by any other component, and lends to hide the existence of the other more predictable
components, is called:
A. Trend component
B. Cyclical component
C. Seasonal component
D. Irregular componet
7. In a recent survey, respondents were classified according to their gender, marital

status and geographic location. These data are summarized in the following cross table:
Single Single Married Married Row Total

Male Female Male Female
Northeast 12 17 22 10 61
South 31 26 8 23 88
Midwest 45 33 52 38 168
West 34 19 24 13 90
Column Total 122 95 99 84 400
What percentage of the respondents were married people from the south
A. 11.4
B. 16.9
C. 35.2
D. 7.80
= maried people from the south/ total married people

8. The following data represent a sample of 10 scores on a statistics quiz:
16,16,16,16,16,18,18,20,20 and 20. The mean score is :
A. 17.4 Dcm bấm tnao cũng ra 17.6 đề khắm vcl
B. 15.8
C. 12.2
D. 10.4
9. We canculate the five-period moving average for a time series for all time periods
except the:
A. First five periods
B. last five periods
C. first and last period
D. Fisrt two and last two periods
Cnay là lý thuyets chapter 6 slide 29 page 123
There are no values for MA1 , MA2 , MA10 , MA11 in 5-year moving average
10. For a random sample of 263 professionals, the correlation between their age and
their income was found to be 0.17. You are interested in testing the null hypothesis that
there is no linear relationship between these two variables against the alternative that
there is a positive relationship. What is the value of the test statistic?
A. 3.669
B. 2.756
C. 2.787
D. 6.785
Use Testing for Correlation ( Slide Chapter 5 p110)
H0 : P = 0
H1 : P # 0
R= 0.17
N= 263
Test statistic follows the Student’s t distribution with (n-2) degrees of freedom:
 t= 2.787
11. Given the least squares regression line y^= -2.88 +1.77x and a coefficient of
determination of 0.81, the coefficient of correlation is
A. -0.88
B. 0.88
C. 0.90
D. -0.90
Coefficient of determination : R- squre = R^2 = 0.81
Coefficient of correlation: R= 0.9 vì R cùng dấu với b1= 1.77
12. In the linear trend equation, Yt^= b0 + b1t , b0 represents the:
A. trend value in period t
B. intercept of the trend line
C. Slope of the trend line (b0)
D. point in time
II. PART B . FREE RESPONE

ISS collects data on volume of rice export (million tons ) in Vietnam from 1995 to 2021.
Using SPSS, we determine the linear trend of this data. The result are:
t = b1 / Seb1
b0
Coefficient
Unstandardized Coefficients Standardized t Sig.
Coefficients
B Std. Error Beta
(Constant) .616 .092 6.723 .000
Case Sequence (t) .043 .006 .833 A B
P-value for t test
b1 Seb1
1. Write the linear equation showing the trend of this data
Trend linear equation: y^ = 0.616 + 0.043t
2. Forecast the volume of rice export in 2022 by using the trend line
2022  t = 2022 – 1995 + 1 = 28
Forecast the volume of rice export in 2022: y^ = 0.616 + 0.043 x 28 = 1.82
3. At the 5% level of significance, show that the volume of rice export does indeed change
over time as a linear function
H0 : B 1 = 0
H1 : B 1 # 0
The level of significance: a= 0.05
The test statistic : t = b1/ Sb1 = 0.043/ 0.006 = 7.17
Reject H0 if p-value <= 0.05 or /t/ >= t a/2 ^(n-2) = t0.025 26 = 2.056
 Reject H0  B1 # 0  the volume of rice export indeed change over time as a linear
function
4. Construct a 95% confidence interval estimate of the slope of linear trend.
Confidence interval for B1 is : b1 + - t a/2 (n-2) x Sb1
b1 = 0.043
ta/2 is the t value providing an area of a/2 in the upper tail of a t distribution with n- 2
degrees of freedom = 2.056
Sb1 = 0.006
 Confidence interval : b1 + - 0.012336
5. Using the smoothing coefficient of a= 0.5, forecast the volume of rice export in July
Month Volume of rice Month Volume of rice
export (ml.tons) export (ml.tons)
January 1.47 April 1.57
February 1.42 May 1.53
March 1.49 June 1.41
Time Yt St (a=0.5)
1 1.47 S1= Y1
2 1.42 S2= a x Y1 + (1-a) x S1= 1.47
3 1.49 S3= a x Y2 + (1-a) x S2= 1.445
4 1.57 S4= a x Y3 + (1-a) x S3 = 1.4675
5 1.53 S5= a x Y4 + (1-a) x S4= 1.51875
6 1.41 S6= a x Y5 + (1-a) x S5= 1.524375
7 S7= a x Y6 + (1-a) x S6= 1.4671875
 Forecast the volume of rice export in July: 1.4671875

TKKD

Uploaded by

Copyright:

Available Formats

TKKD

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

TKKD

Uploaded by

Copyright:

Available Formats

I.

PART A : MULTIPLE CHOICE

Thay lần lượt từng gtri 4 componets vào model

2. Which of the following is most likely a continuous numerical variable?

A. The number of gallons of paint purchased

B. The number of reams of paper ordered

C. The population of Egypt in 2005

D. The number of miles of interstate highways

A. The correlation coefficient is 0.95 ( Coefficient of correlation R = +- căn R^2 nma ở

C. The error sum of squares (SSE) is larger than or equal to 16.4

D. The total sum of squares (SST) is larger than or equal to 83.6

SST = SSR + SSE - Chapter 5 p104 trong slide

A. Nominal, ordinal, interval and ratio

B. Ordinal, nominal, interval and ratio

C. Interval, nominal, ratio and ordinal

D. Nominal, interval, ordinal and ratio

5. A regression analysis between weight (y in pounds) and height(x in inches) resulted in

7. In a recent survey, respondents were classified according to their gender, marital

Single Single Married Married Row Total

= maried people from the south/ total married people

II. PART B . FREE RESPONE

P-value for t test

 Forecast the volume of rice export in July: 1.4671875

You might also like