Lab Objective
To gain more experience with histograms, box plots,
correlations, and line fitting.
Lab
Procedures
Continue to work with USeconstat.JMP.
More descriptions see Interest Rate I.
Questions:
7) Of the following two variables, which one has the weaker
linear association with long-term interest rates: (i) wage
rate in business sector; or (ii) net lending, government?
Explain your choice in one sentence.
8) What is the correlation between government net borrowing
and long-term interest rates? Note that borrowing is the
opposite of lending, so that net borrowing equals negative
one times net lending.
9) Suppose you had a model that gave reasonable predictions
about long-term interest rates in the next year. (This is
fantasy: interest rates are notoriously hard to predict.
You'd be a billionaire many times over if you come up with
a good prediction model. Believe me, there are many
statisticians and economists trying to do so!) Suppose you
predict that interest rates next year will be 6.0%. Predict
gross domestic product (market prices) for next year using
a regression line to make your prediction.
To fit a regression line, go to Analyze - Fit Y by X.
Select "Gross Domestic Product (Market Prices), Value" as
the Y variable and "Interest rate, Long-term" as the X
variable. Once you see the scatter plot, go to the red
arrow next to Bivariate Fit. Select Fit Line. The intercept
and slope of the regression line are the values in the
first column of the table labelled Parameter Estimates.
We'll talk about the values in the other columns, as well
as the values in the other tables, later in the course.
10) Does the scatter plot suggest any clearly non-linear
relationships in the data? Justify your answer in at most
two sentences.
11) If interest rates were 1%, could you use the regression
equation to predict the corresponding gross domestic
product (market prices)? If you think so, write down the
predicted value of GDP. If you think not, explain why not
in at most one sentence.
ONLY WRITE ONE ANSWER: WRITING BOTH ANSWERS GETS NO CREDIT.