Statistics Homework Solutions
Problem
#10901

Time Series Forecasting

a). Display this time series as a line graph (please use excel).

b). Find the 4-period MA (moving average) forecast for January 1997.

c). Find the MSE (mean square error) for the 4-period MA (mean average) model.

See attached file for full problem description.

Attached file(s):
Attachments
LTA 16_9Wk5.doc  View File

Solution Summary

This solution looks at the moving average and mean square error of a time series.

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