a railway car is 3.2m in diameter and 17.2m long. estimate the cost of painting the outside of the railway car, if a can of pain
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The money can be withdrawn from the account every two months for the next 6 years is $20, 625, 000
<h3>What is compound interest?</h3>
The formula for compound interest is given as;
P = principal interest = $25, 000
r = rate = 4. 5%
n = 2 months
t = 6 years
A =
A =
A =
A = $20, 625, 000
Thus, the money can be withdrawn from the account every two months for the next 6 years is $20, 625, 000
Learn more about compound interest here:
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Answer:
a. A plot of berkeley vs time and berkeley vs stbarb can be found in the 1st and 2nd image attachments
b. A plot of the residual diagnostics regression of berkeley on time can be found in the 3rd image attachment
c. The residuals obtained after a regression of berkeley and stbarb seem like a reasonable fit as they do not strongly violate the regression assumptions. The ACF plot for the residuals show a correlation at lag 11 that is larger than what is expected if the residuals were independent. However, it is not extremely large and is most likely due to regular variation. A plot of this regression can be found in the fourth image attachment.
d. A plot of the variable berkeley and an ACF plot of the data can be found as the first diagram in the fifth image attachment. The time series here has an increasing trend which means that it could not possibly be stationary. The ACF plot is difficult to interpret since the data is not stationary. It cannot be interpreted as an approximation to the auto-correlation function.
e. A plot of the differenced data and its corresponding ACF plot can be found as the second diagram in the fifth image attachment.
The data here seems to be fairly stationary after differencing with a fairly constant variance and no discernible trend.
f. The formula for the differenced time series would be
The differenced data has a constant mean. The ACF at lag one is negative and significantly outside the confidence intervals. The other lags show no or weak dependency
Step-by-step explanation:
I have attached images of this solution to represent the various constraints plotted against each other.
a. The plots of berkeley vs time and berkeley vs stbarb are contained in the first and second image attachments.
b. The residual diagnostics plots of a regression of berkeley on time(including the ACF) are contained in the third image attachment.
Inferences can be made thus:
Residual standard error: 0.4539 on 102 degrees of freedom
Multiple R-Squared: 0.4015
Adjusted R-Squared: 0.3956
F-Statistic: 68.43 on 1 and 102 degrees of freedom
The F test therefore indicates a strong relationship
c. The residual diagnostics plots of a regression of berkeley on stbarb(including the ACF) are contained in the fourth image attachment.
Inferences can be made thus:
Residual standard error: 0.5221 on 102 degrees of freedom
Multiple R-Squared: 0.2079
Adjusted R-Squared: 0.2001
F-Statistic: 26.77 on 1 and 102 degrees of freedom
The residuals here do not strongly violate the regression assumptions. The ACF plot for the residuals show a correlation at lag 11 that is larger than what is expected if the residuals were independent. However, it is not extremely large and is most likely due to regular variation.
d. A plot of the variable berkeley and an ACF plot of the data is contained as the first diagram in the fifth image attachment.
The time series here has an increasing trend which means that it could not possibly be stationary. The ACF plot is difficult to interpret since the data is not stationary. It cannot be interpreted as an approximation to the auto-correlation function.
e. A plot of the differenced data and its corresponding ACF plot is find as the second diagram in the fifth image attachment.
The data here seems to be fairly stationary after differencing with a fairly constant variance and no discernible trend.
f. The model after the differencing would be
The differenced data has a constant mean. This corresponds to the ACF plot in the previous question. The ACF at lag one is negative and significantly outside the confidence intervals. The other lags show no or weak dependency
