Construct a regression to predict close

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Construct an ANOVA test to assess if the Volume of Starbucks stock is traded at the same level across all months for 2016. Correctly specify the Null and Alternative Hypotheses. Interpret the results of the ANOVA output.

"Model 1) Construct a regression to predict Close (Closing Price) with a single trend using all days available. Interpret the overall model (i.e. R-Squared and F-Value), the coefficient value (slope) of the Trend independent variable and the corresponding significance of the Trend independent variable. Do you believe that this model violates any of the assumption of regression and if so which assumption(s)?

Model 2) Construct a regression to predict Close (Closing Price) with a single trend, 3 periods autoregressive terms (i.e. Close k-1,..., Close k-3) and monthly seasonality using all days available (hint: you will need to remove at least one day from your model).  Compare the overall model (e.g. R-Squared and F-Value, hint: use Adjusted R-Squared), the coefficient value (slope) of the Trend variable and the influence of the Autoregressive Terms, and the Seasonality of the Month variables and their corresponding significance (10 points). What would you do to improve this model?

Model 3) Construct a regression to predict Close (Closing Price) with non-linear trend with at lease two inflection points (i.e. squared term) and a single variable for seasonality (hint: save degrees of freedom and use a SIN function). Select either Model 1, Model 2 or Model 3 as the best predictor of Closing Price and justify your selection (hint: there is not right answer just right justification."

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This task compares the three regression models to determine the best model to predict closing price. The first model is a linear trend, second one is a auto regressive model and the third model is a non linear trend model. Three models are based on time factor and it is found that auto regressive model seems to be the be..

Reference no: EM131270175

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len1270175

11/8/2016 4:14:19 AM

The tabs labeled N/A is the data for the spreadsheet assignments…the instructions/questions/solutions are labeled with the pts appended to them. Construct an ANOVA test to assess if the Volume of Starbucks stock is traded at the same level across all months for 2016.

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