Question

Find a data set with at least 4 years of quarterly data.

The multiple linear regression model based on these data should include 1 dependent variable and 4 independent variables:  time period t and dummy variables Q1, Q2, Q3 (similar to the multiple linear regression regression model in Table 8.12 or problem 8.24 part d in Chapter 8).

THE GOAL: obtain a multiple linear regression model for your data set which meets the requirements:

R^2 >= 0.9, F significance < 0.01, all 4 independent variables have p-values < 0.05.

Present a table with regression forecasts for your data and calculate the Mean Squared Error. 

There is a penalty of 10% for submitting the project after the 2/20 due date and there will deductions for not meeting the above requirements.