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Assignment 3

The document contains pollution level data over multiple dates and times. It shows a seasonal pattern where pollution levels rise in the morning and fall in the afternoon each day, with an overall upward linear trend. The time series plot further illustrates this seasonal fluctuation and increasing linear trend over time.
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0% found this document useful (0 votes)
80 views15 pages

Assignment 3

The document contains pollution level data over multiple dates and times. It shows a seasonal pattern where pollution levels rise in the morning and fall in the afternoon each day, with an overall upward linear trend. The time series plot further illustrates this seasonal fluctuation and increasing linear trend over time.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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t mean = 4 Y mean =

t Y t^2 tY Y^2 t-t mean (t-t mean)^2 Y-Y mean


1 120 1 120 14400 -3 9 20
2 110 4 220 12100 -2 4 10
3 100 9 300 10000 -1 1 0
4 96 16 384 9216 0 0 -4
5 94 25 470 8836 1 1 -6
6 92 36 552 8464 2 4 -8
7 88 49 616 7744 3 9 -12

Total 28 700 140 2662 70760 0 28 0

b1 = -4.9286 b) The simple linear regression line y^ = b0 +b1t


b0 = 119.714 y^ = 119.7143 - 4.9286t

c) For forecast t=8 (substituting the value t=8 in the equation of b)


T= 80.2857
100

(Y-Y mean)^2 SS tY TIME SERIES PLOT


400 -60 140
100 -20
120
0 0
16 0 100
36 -6
80
64 -16
144 -36 60

40
760 -138
20

y^ = b0 +b1t 0
1 2 3 4 5 6 7

a) From the Time Series Plot, we can see that the


graph is showing a linear trend.
% of adults who
Year (t)
exercise Time Series Plot
1 41
60
2 44.9
3 47.1 50

% of adults who exercise


4 45.7
40
5 46.6
6 44.5 30
7 47.6
20
8 49.8
9 48.1 10
10 48.9
0
11 49.9 0 2 4 6 8 10 12
12 52.1 Year(t)
13 50.6
14 54.6
15 52.4

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.9119853528
R Square 0.8317172836
Adjusted R Square 0.8187724593
Standard Error 1.4933518731
Observations 15

ANOVA
df SS MS F Significance F
Regression 1 143.286035714 143.28603571 64.25095 2.189E-06
Residual 13 28.991297619 2.2300998168
Total 14 172.277333333

Coefficients Standard Error t Stat P-value Lower 95%Upper 95%


Intercept 42.53047619 0.81142493314 52.414554266 1.629E-16 40.7775 44.28345
Year (t) 0.7153571429 0.08924484413 8.0156691388 2.189E-06 0.522555 0.908159
eries Plot
a) Yes, a linear trend appears to be present
from the Time Series Plot

8 10 12 14 16
ear(t)

b) The simple linear regression line


y^ = b0 +b1t
b0 = 42.53048
b1= 0.715357
y^ = 42.53048 + 0.715357t

c) Now, for t = 16,


y^ = 53.976

d) Now, for t = 18,


y^ = 55.407

Lower 95.0%
Upper 95.0%
40.7775 44.28345
0.522555 0.908159
Date-Time Level of pollutants
15-July 6:00 AM-7:00 AM 25
15-July 7:00 AM-8:00 AM 28
80
15-July 8:00 AM-9:00 AM 35
60
15-July 9:00 AM-10:00 AM 50

Level of Pollution
15-July 10:00 AM-11:00 AM 60 40

15-July 11:00 AM-12:00 PM 60 20


15-July 12:00 PM-1:00 PM 40 0
15-July 1:00 PM-2:00 PM 35 AM AM AM AM AM PM PM PM
:00 :00 :00 :00 :00 2:00 1:00 2:00 3:0
15-July 2:00 PM-3:00 PM 30 -7 -8 -9 -10 -11 -1 - - -
15-July 3:00 PM-4:00 PM 25 AM AM AM AM AM AM 0 PM 0 PM 0 PM 0
0 0 0
:0 :0 :0 00 00 :00 2:0 1:0 2:0 3:0
15-July 4:00 PM-5:00 PM 25 l y 6 ly 7 ly 8 y 9: 10: 11 ly 1 uly uly uly u
-Ju -Ju -Ju Jul ly uly Ju -J -J -J -J
15-July 5:00 PM-6:00 PM 20 15 15 15 15- 5-Ju 5-J 15- 15 15 15 15
1 1
16-July 6:00 AM-7:00 AM 28
16-July 7:00 AM-8:00 AM 30
16-July 8:00 AM-9:00 AM 35
16-July 9:00 AM-10:00 AM 48
16-July 10:00 AM-11:00 AM 60
16-July 11:00 AM-12:00 PM 65
a) The data shows a upward linear p
16-July 12:00 PM-1:00 PM 50 seasonal pattern There is a seasona
16-July 1:00 PM-2:00 PM 40 pollution level increases from the m
16-July 2:00 PM-3:00 PM 35 till noon , then the level decreases i
16-July 3:00 PM-4:00 PM 25
16-July 4:00 PM-5:00 PM 20
16-July 5:00 PM-6:00 PM 20
17-July 6:00 AM-7:00 AM 35
17-July 7:00 AM-8:00 AM 42
17-July 8:00 AM-9:00 AM 45
17-July 9:00 AM-10:00 AM 70
17-July 10:00 AM-11:00 AM 72
17-July 11:00 AM-12:00 PM 75
17-July 12:00 PM-1:00 PM 60
17-July 1:00 PM-2:00 PM 45
17-July 2:00 PM-3:00 PM 40
17-July 3:00 PM-4:00 PM 25
17-July 4:00 PM-5:00 PM 25
17-July 5:00 PM-6:00 PM 25
Time Seris Plot

AM AM AM 0 PM 0 PM 0 PM 0 PM 0 PM 0 PM 0 PM AM AM AM AM AM 0 PM 0 PM 0 PM 0 PM 0 PM 0 PM 0 PM AM AM AM AM AM 0 PM 0 PM 0 PM 0 PM 0 PM 0 PM 0 PM
0 00 00 0 0 0 0 0 0 0 00 00 00 00 00 0 0 0 0 0 0 0 00 00 00 00 00 0 0 0 0 0 0 0
0: 1: 2: 1: 2: 3: 4: 5: 6: 7: 8: 9: 0: 1: 2: 1: 2: 3: 4: 5: 6: 7: 8: 9: 0: 1: 2: 1: 2: 3: 4: 5: 6:
-1 -1 -1 M- M- M- M- M- M- M- M- M- -1 -1 -1 M- M- M- M- M- M- M- M- M- -1 -1 -1 M- M- M- M- M- M-
M AM A 0 M P P P P P P A AM A M A 0 M P P P P P P M P P P P P P
0 0 0 0 0 0
A
0
A
0 0 0 0 0 0 0 A 0 A 0 A AM AM A 0 0 0 0 0 0
:00 1:00 12:0 1:0 2:0 3:0 4:0 5:0 6:0 7:0 8:0 :00 :00 1:00 12:0 1:0 2:0 3:0 4:0 5:0 6:0 7:0 8:0 :00 :00 1:00 12:0 1:0 2:0 3:0 4:0 5:0
0 1 y l y l y l y l y l y l y l y l y 9 1 0 1 y l y l y l y l y l y l y l y l y 9 0
1 y 1 l y l y l y l y l y
ly Jul -Ju -Ju -Ju -Ju -Ju -Ju -Ju -Ju July ly ly Jul -Ju -Ju -Ju -Ju -Ju -Ju -Ju -Ju July ly l y u - Ju - Ju - Ju - Ju
l Ju -J
-Ju 15- 15 15 15 15 15 16 16 16 16- 6-Ju 6-Ju 16- 16 16 16 16 16 17 17 17 17- 7-Ju 7-Ju 17- 17 17 17 17 17
1 1 1 1

Time Period

upward linear patter along with a


re is a seasonal pattern, where the
ses from the morning
vel decreases in the evening.
PM PM PM PM PM PM PM
0 0 0 0 0 0 0
:0 :0 :0 :0 :0 :0
-1 -2 -3 -4 -5 -6
M PM PM PM PM PM
00 00 00 00 00
1: y 2: y 3: y 4: y 5:
l l l l
7 -Ju 7-Ju 7-Ju 7-Ju
1 1 1 1
Date-Time Level of pollutants H1 H2 H3 H4
15-July 6:00 AM-7:00 AM 25 1 0 0 0
15-July 7:00 AM-8:00 AM 28 0 1 0 0
15-July 8:00 AM-9:00 AM 35 0 0 1 0
15-July 9:00 AM-10:00 AM 50 0 0 0 1
15-July 10:00 AM-11:00 AM 60 0 0 0 0
15-July 11:00 AM-12:00 PM 60 0 0 0 0
15-July 12:00 PM-1:00 PM 40 0 0 0 0
15-July 1:00 PM-2:00 PM 35 0 0 0 0
15-July 2:00 PM-3:00 PM 30 0 0 0 0
15-July 3:00 PM-4:00 PM 25 0 0 0 0
15-July 4:00 PM-5:00 PM 25 0 0 0 0
15-July 5:00 PM-6:00 PM 20 0 0 0 0
16-July 6:00 AM-7:00 AM 28 1 0 0 0
16-July 7:00 AM-8:00 AM 30 0 1 0 0
16-July 8:00 AM-9:00 AM 35 0 0 1 0
16-July 9:00 AM-10:00 AM 48 0 0 0 1
16-July 10:00 AM-11:00 AM 60 0 0 0 0
16-July 11:00 AM-12:00 PM 65 0 0 0 0
16-July 12:00 PM-1:00 PM 50 0 0 0 0
16-July 1:00 PM-2:00 PM 40 0 0 0 0
16-July 2:00 PM-3:00 PM 35 0 0 0 0
16-July 3:00 PM-4:00 PM 25 0 0 0 0
16-July 4:00 PM-5:00 PM 20 0 0 0 0
16-July 5:00 PM-6:00 PM 20 0 0 0 0
17-July 6:00 AM-7:00 AM 35 1 0 0 0
17-July 7:00 AM-8:00 AM 42 0 1 0 0
17-July 8:00 AM-9:00 AM 45 0 0 1 0
17-July 9:00 AM-10:00 AM 70 0 0 0 1
17-July 10:00 AM-11:00 AM 72 0 0 0 0
17-July 11:00 AM-12:00 PM 75 0 0 0 0
17-July 12:00 PM-1:00 PM 60 0 0 0 0
17-July 1:00 PM-2:00 PM 45 0 0 0 0
17-July 2:00 PM-3:00 PM 40 0 0 0 0
17-July 3:00 PM-4:00 PM 25 0 0 0 0
17-July 4:00 PM-5:00 PM 25 0 0 0 0
17-July 5:00 PM-6:00 PM 25 0 0 0 0

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.9388687827
R Square 0.8814745912
Adjusted R Square 0.8271504455
Standard Error 6.6957698089
Observations 36
ANOVA
df SS MS F
Regression 11 8002.22222222 727.4747 16.226202546
Residual 24 1076 44.83333
Total 35 9078.22222222

Coefficients Standard Error t Stat P-value


Intercept 21.66667 3.86580450158 5.604698 9.073963E-06
H1 7.66667 5.46707315562 1.402335 0.1736182605
H2 11.66667 5.46707315562 2.133988 0.0432637931
H3 16.66667 5.46707315562 3.048554 0.0055280036
H4 34.33333 5.46707315562 6.280021 1.718487E-06
H5 42.33333 5.46707315562 7.743327 5.593383E-08
H6 45.00000 5.46707315562 8.231095 1.899442E-08
H7 28.33333 5.46707315562 5.182541 2.619415E-05
H8 18.33333 5.46707315562 3.353409 0.0026431579
H9 13.33333 5.46707315562 2.438843 0.0225053702
H10 3.33333 5.46707315562 0.609711 0.5477831032
H11 1.66667 5.46707315562 0.304855 0.7631043361

b) The Forecast Model = 21.66667 + 7.66667*H1 + 11.66667*H2 + 16.66667*H3 + 34.3


42.33333*H5 + 45.00*H6 + 28.33333*H7 + 18.33333*H8 + 13.33333*H9 + 3.33333*
1.66667*H11

c) The levels of nitrogen dioxide for July 18 estimated as follows:

H1 H2 H3 H4 H5
18-July 6:00 AM-7:00 AM 1 0 0 0 0
18-July 7:00 AM-8:00 AM 0 1 0 0 0
18-July 8:00 AM-9:00 AM 0 0 1 0 0
18-July 9:00 AM-10:00 AM 0 0 0 1 0
18-July 10:00 AM-11:00 AM 0 0 0 0 1
18-July 11:00 AM-12:00 PM 0 0 0 0 0
18-July 12:00 PM-1:00 PM 0 0 0 0 0
18-July 1:00 PM-2:00 PM 0 0 0 0 0
18-July 2:00 PM-3:00 PM 0 0 0 0 0
18-July 3:00 PM-4:00 PM 0 0 0 0 0
18-July 4:00 PM-5:00 PM 0 0 0 0 0
18-July 5:00 PM-6:00 PM 0 0 0 0 0
H5 H6 H7 H8 H9 H10 H11
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
1 0 0 0 0 0 0
0 1 0 0 0 0 0
0 0 1 0 0 0 0
0 0 0 1 0 0 0
0 0 0 0 1 0 0
0 0 0 0 0 1 0
0 0 0 0 0 0 1
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
1 0 0 0 0 0 0
0 1 0 0 0 0 0
0 0 1 0 0 0 0
0 0 0 1 0 0 0
0 0 0 0 1 0 0
0 0 0 0 0 1 0
0 0 0 0 0 0 1
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
1 0 0 0 0 0 0
0 1 0 0 0 0 0
0 0 1 0 0 0 0
0 0 0 1 0 0 0
0 0 0 0 1 0 0
0 0 0 0 0 1 0
0 0 0 0 0 0 1
0 0 0 0 0 0 0
Significance F
1.5597694E-08

Lower 95% Upper 95% Lower 95.0% Upper 95.0%


13.688038316 29.645295017 13.688038316 29.645295017
-3.6168177555 18.950151089 -3.6168177555 18.950151089
0.3831822445 22.950151089 0.3831822445 22.950151089
5.3831822445 27.950151089 5.3831822445 27.950151089
23.049848911 45.616817756 23.049848911 45.616817756
31.049848911 53.616817756 31.049848911 53.616817756
33.716515578 56.283484422 33.716515578 56.283484422
17.049848911 39.616817756 17.049848911 39.616817756
7.0498489111 29.616817756 7.0498489111 29.616817756
2.0498489111 24.616817756 2.0498489111 24.616817756
-7.9501510889 14.616817756 -7.9501510889 14.616817756
-9.6168177555 12.950151089 -9.6168177555 12.950151089

H2 + 16.66667*H3 + 34.33333*H4 +
13.33333*H9 + 3.33333*H10 +

H6 H7 H8 H9 H10 H11 Level Of Nitrogen


0 0 0 0 0 0 29.3333333333333
0 0 0 0 0 0 33.3333333333334
0 0 0 0 0 0 38.3333333333333
0 0 0 0 0 0 56
0 0 0 0 0 0 64
1 0 0 0 0 0 66.6666666666667
0 1 0 0 0 0 50
0 0 1 0 0 0 40
0 0 0 1 0 0 35
0 0 0 0 1 0 25
0 0 0 0 0 1 23.3333333333333
0 0 0 0 0 0 21.6666666666667
Date-Time Level of pollutants H1 H2 H3 H4 H5
15-July 6:00 AM-7:00 AM 25 1 0 0 0 0
15-July 7:00 AM-8:00 AM 28 0 1 0 0 0
15-July 8:00 AM-9:00 AM 35 0 0 1 0 0
15-July 9:00 AM-10:00 AM 50 0 0 0 1 0
15-July 10:00 AM-11:00 AM 60 0 0 0 0 1
15-July 11:00 AM-12:00 PM 60 0 0 0 0 0
15-July 12:00 PM-1:00 PM 40 0 0 0 0 0
15-July 1:00 PM-2:00 PM 35 0 0 0 0 0
15-July 2:00 PM-3:00 PM 30 0 0 0 0 0
15-July 3:00 PM-4:00 PM 25 0 0 0 0 0
15-July 4:00 PM-5:00 PM 25 0 0 0 0 0
15-July 5:00 PM-6:00 PM 20 0 0 0 0 0
16-July 6:00 AM-7:00 AM 28 1 0 0 0 0
16-July 7:00 AM-8:00 AM 30 0 1 0 0 0
16-July 8:00 AM-9:00 AM 35 0 0 1 0 0
16-July 9:00 AM-10:00 AM 48 0 0 0 1 0
16-July 10:00 AM-11:00 AM 60 0 0 0 0 1
16-July 11:00 AM-12:00 PM 65 0 0 0 0 0
16-July 12:00 PM-1:00 PM 50 0 0 0 0 0
16-July 1:00 PM-2:00 PM 40 0 0 0 0 0
16-July 2:00 PM-3:00 PM 35 0 0 0 0 0
16-July 3:00 PM-4:00 PM 25 0 0 0 0 0
16-July 4:00 PM-5:00 PM 20 0 0 0 0 0
16-July 5:00 PM-6:00 PM 20 0 0 0 0 0
17-July 6:00 AM-7:00 AM 35 1 0 0 0 0
17-July 7:00 AM-8:00 AM 42 0 1 0 0 0
17-July 8:00 AM-9:00 AM 45 0 0 1 0 0
17-July 9:00 AM-10:00 AM 70 0 0 0 1 0
17-July 10:00 AM-11:00 AM 72 0 0 0 0 1
17-July 11:00 AM-12:00 PM 75 0 0 0 0 0
17-July 12:00 PM-1:00 PM 60 0 0 0 0 0
17-July 1:00 PM-2:00 PM 45 0 0 0 0 0
17-July 2:00 PM-3:00 PM 40 0 0 0 0 0
17-July 3:00 PM-4:00 PM 25 0 0 0 0 0
17-July 4:00 PM-5:00 PM 25 0 0 0 0 0
17-July 5:00 PM-6:00 PM 25 0 0 0 0 0

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.97690392604424
R Square 0.95434128072065
Adjusted R Square 0.930519340227076
Standard Error 4.24520189513229
Observations 36
ANOVA
df SS MS F Significance F
Regression 12 8663.72222222 721.9769 40.06144 1.617E-12
Residual 23 414.5 18.02174
Total 35 9078.22222222

Coefficients Standard Error t Stat P-value Lower 95%Upper 95%


Intercept 11.1666666666667 3.00181104755 3.719977 0.001125 4.956947 17.37639
H1 12.4791666666667 3.55604586699 3.509282 0.001885 5.122925 19.83541
H2 16.0416666666667 3.54061507548 4.530757 0.00015 8.717346 23.36599
H3 20.6041666666667 3.52659570471 5.842509 5.925E-06 13.30885 27.89949
H4 37.8333333333334 3.51400464761 10.76644 1.864E-10 30.56406 45.10261
H5 45.3958333333334 3.50285730648 12.95966 4.689E-12 38.14962 52.64205
H6 47.625 3.49316750284 13.63376 1.662E-12 40.39883 54.85117
H7 30.5208333333333 3.48494739464 8.757904 8.771E-09 23.31167 37.73
H8 20.0833333333333 3.47820740196 5.774047 6.99E-06 12.88811 27.27855
H9 14.6458333333333 3.47295614224 4.217109 0.000328 7.461476 21.83019
H10 4.20833333333334 3.46920037588 1.213056 0.237421 -2.968254 11.38492
H11 2.10416666666667 3.46694496311 0.606922 0.549847 -5.067755 9.276089
t 0.4375 0.07221235068 6.05852 3.527E-06 0.288117 0.586883

c) The levels of nitrogen dioxide for July 18 estimated as follows:

H1 H2 H3 H4 H5 H6
18-July 6:00 AM-7:00 AM 1 0 0 0 0 0
18-July 7:00 AM-8:00 AM 0 1 0 0 0 0
18-July 8:00 AM-9:00 AM 0 0 1 0 0 0
18-July 9:00 AM-10:00 AM 0 0 0 1 0 0
18-July 10:00 AM-11:00 AM 0 0 0 0 1 0
18-July 11:00 AM-12:00 PM 0 0 0 0 0 1
18-July 12:00 PM-1:00 PM 0 0 0 0 0 0
18-July 1:00 PM-2:00 PM 0 0 0 0 0 0
18-July 2:00 PM-3:00 PM 0 0 0 0 0 0
18-July 3:00 PM-4:00 PM 0 0 0 0 0 0
18-July 4:00 PM-5:00 PM 0 0 0 0 0 0
18-July 5:00 PM-6:00 PM 0 0 0 0 0 0
H6 H7 H8 H9 H10 H11 t
0 0 0 0 0 0 1
0 0 0 0 0 0 2
0 0 0 0 0 0 3
0 0 0 0 0 0 4
0 0 0 0 0 0 5
1 0 0 0 0 0 6
0 1 0 0 0 0 7
0 0 1 0 0 0 8
0 0 0 1 0 0 9
0 0 0 0 1 0 10
0 0 0 0 0 1 11
0 0 0 0 0 0 12
0 0 0 0 0 0 13
0 0 0 0 0 0 14
0 0 0 0 0 0 15
0 0 0 0 0 0 16
0 0 0 0 0 0 17
1 0 0 0 0 0 18
0 1 0 0 0 0 19
0 0 1 0 0 0 20
0 0 0 1 0 0 21
0 0 0 0 1 0 22
0 0 0 0 0 1 23
0 0 0 0 0 0 24
0 0 0 0 0 0 25
0 0 0 0 0 0 26
0 0 0 0 0 0 27
0 0 0 0 0 0 28
0 0 0 0 0 0 29
1 0 0 0 0 0 30
0 1 0 0 0 0 31
0 0 1 0 0 0 32
0 0 0 1 0 0 33
0 0 0 0 1 0 34
0 0 0 0 0 1 35
0 0 0 0 0 0 36
Lower 95.0%
Upper 95.0%
4.956947 17.37639
5.122925 19.83541
8.717346 23.36599
13.30885 27.89949
30.56406 45.10261
38.14962 52.64205
40.39883 54.85117
23.31167 37.73
12.88811 27.27855
7.461476 21.83019
-2.968254 11.38492
-5.067755 9.276089
0.288117 0.586883

H7 H8 H9 H10 H11 t Level of Nitrogen


0 0 0 0 0 37 39.8333333333333
0 0 0 0 0 38 43.8333333333333
0 0 0 0 0 39 48.8333333333333
0 0 0 0 0 40 66.5
0 0 0 0 0 41 74.5
0 0 0 0 0 42 77.1666666666667
1 0 0 0 0 43 60.5
0 1 0 0 0 44 50.5
0 0 1 0 0 45 45.5
0 0 0 1 0 46 35.5
0 0 0 0 1 47 33.8333333333333
0 0 0 0 0 48 32.6041666666667

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