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Please help me answer this. Quarterly revenues (in $1,000,000\'s) for a national

ID: 3312177 • Letter: P

Question

Please help me answer this.

Quarterly revenues (in $1,000,000's) for a national restaurant chain for a five-year period were as follows:

Based on these data, develop a multiple regression model that can capture both a trend and seasonal components. Carefully explain how you built the model and interpret each slope. Based on this model, what revenues would you predict for the third quarter of Year 6 (the following year)?

Quarter Year 1 Year 2 Year 3 Year 4 Year 5 1 33 42 54 70 85 2 36 40 53 67 82 3 35 42 54 70 87 4 38 47 62 77 99

Explanation / Answer

Result:

Based on these data, develop a multiple regression model that can capture both a trend and seasonal components. Carefully explain how you built the model and interpret each slope. Based on this model, what revenues would you predict for the third quarter of Year 6 (the following year)?

  

Your answer

To capture quarterly trend, create 3 dummy variables.

If the time series exhibits linear trend, then add a year time trend variable

Data are prepared like follows:

revenue

Qr1

Qr2

Qr3

t

33

1

0

0

1

36

0

1

0

1

35

0

0

1

1

38

0

0

0

1

42

1

0

0

2

40

0

1

0

2

42

0

0

1

2

47

0

0

0

2

54

1

0

0

3

53

0

1

0

3

54

0

0

1

3

62

0

0

0

3

70

1

0

0

4

67

0

1

0

4

70

0

0

1

4

77

0

0

0

4

85

1

0

0

5

82

0

1

0

5

87

0

0

1

5

99

0

0

0

5

Regression Analysis

0.972

Adjusted R²

0.964

n

20

R

0.986

k

4

Std. Error

3.784

Dep. Var.

revenue

ANOVA table

Source

SS

df

MS

F

p-value

Regression

7,401.7750

4  

1,850.4438

129.24

1.97E-11

Residual

214.7750

15  

14.3183

Total

7,616.5500

19  

Regression output

confidence interval

variables

coefficients

std. error

   t (df=15)

p-value

95% lower

95% upper

Intercept

24.4750

2.4668

9.922

5.54E-08

19.2171

29.7329

Qr1

-7.8000

2.3932

-3.259

.0053

-12.9010

-2.6990

Qr2

-9.0000

2.3932

-3.761

.0019

-14.1010

-3.8990

Qr3

-7.0000

2.3932

-2.925

.0105

-12.1010

-1.8990

t

13.3750

0.5983

22.355

6.25E-13

12.0998

14.6502

Predicted values for: revenue

95% Confidence Interval

95% Prediction Interval

Qr1

Qr2

Qr3

t

Predicted

lower

upper

lower

upper

Leverage

0

0

1

6

97.725

92.467

102.983

88.097

107.353

0.425

The trend line is

Revenue=24.4750-7.8*qr1-9.0*Qr2-7.0*Qr3+13.375*t

For quarter 1, there is a decrease of 7.8 (in $1,000,000's) in revenue.

For quarter 2, there is a decrease of 9.0 (in $1,000,000's) in revenue.

For quarter 3, there is a decrease of 7.0 (in $1,000,000's) in revenue.

Predicted revenue for the third quarter of Year 6 =97.725 (in $1,000,000's).

revenue

Qr1

Qr2

Qr3

t

33

1

0

0

1

36

0

1

0

1

35

0

0

1

1

38

0

0

0

1

42

1

0

0

2

40

0

1

0

2

42

0

0

1

2

47

0

0

0

2

54

1

0

0

3

53

0

1

0

3

54

0

0

1

3

62

0

0

0

3

70

1

0

0

4

67

0

1

0

4

70

0

0

1

4

77

0

0

0

4

85

1

0

0

5

82

0

1

0

5

87

0

0

1

5

99

0

0

0

5

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