Does the three-month or four-month moving average provide more accurate forecasts based on MSE? Explain.The three-month moving average provides more accurate forecasts, because its MSE is smaller than that of the four-month movingaverage.The three-month moving average provides more accurate forecasts, because its MSE is larger than that of the four-month movingaverage.The four-month moving average provides more accurate forecasts, because its MSE is smaller than that of the three-month movingaverage.The four-month moving average provides more accurate forecasts, because its MSE is larger than that of the three-month movingaverage.(c) Using the more accurate approach, what is the moving average forecast for the next month? (Round your answer to two decimal places.) Corporate triple-A bond interest rates for 12 consecutive months follow.(a) Construct a time series plot.ܚܝܩܘܐܬܐ ܘܟܘܐܢܐ ܒܘܬܐ12345679.6 9.4 9.5 9.6 9.9 9.7 9.8 10.5 10.0 9.8811.0 T910.5What type of pattern exists in the data?O The data appear to follow a trend pattern.O The data appear to follow a seasonal pattern.O The data appear to follow a horizontal pattern.O The data appear to follow a cyclical pattern.Month10.0+11109.59.0+128.5-8.07.57.0 +0 1 2 3 4 5 6 7 8 9 10 11 12 13(b) Develop three-month and four-month moving averages for this time series. (Round your answers to two decimal places.)Time SeriesValue3-Month MovingAverage Forecast4-Month MovingAverage Forecast9.69.49.59.69.99.79.810.510.09.8Month9.69.611.0110.510.0+9.59.0-8.5+8.07.5-9.6 9.67.00 1 2 3 4 5 6 7 8 9 10 11 12 13MonthO11.0 T10.5+10.0+9.59.08.5+8.07.57.00 1 2 3 4 5 6 7 8 9 10 11 12 13Month11.0 T10.510.0+9.59.0+8.5+8.07.57.00 1 2 3 4 5 6 7 8 9 10 11 12 13MonthⓇ

Given information: Month Interest rate 1 9.6 2 9.4 3 9.5 4 9.6 5 9.9 6 9.7 7 9.8…

Answered: Corporate triple-A bond interest rates…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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A statistical program is recommended. The quarterly sales data (number of copies sold) for a college textbook over the past three years follow. Quarter Year 1 Year 2 Year 3 1 1,690 1,800 1,860 2 950 910 1,110 3 2,625 2,910 2,940 4 2,510 2,370 2,615 (a) Construct a time series plot. What type of pattern exists in the data? There appears be a downward linear trend but no seasonal pattern in the data.There appears to be a seasonal pattern in the data and perhaps a moderate upward linear trend. There appears be an upward linear trend but no seasonal pattern in the data.There appears to be a seasonal pattern in the data and perhaps a moderate downward linear trend. (b) Use a regression model with dummy variables as follows to develop an equation to account for seasonal effects in the data. (Round your numerical values to the nearest integer.) Qrt1 = 1 if quarter 1, 0 otherwise; Qrt2 = 1 if quarter 2, 0 otherwise; Qrt3 = 1 if quarter 3, 0 otherwise t =…
A statistical program is recommended. The quarterly sales data (number of copies sold) for a college textbook over the past three years follow. Quarter Year 1 Year 2 Year 3 1 1,690 1,800 1,850 2 940 900 1,100 3 2,625 2,900 2,930 4 2,500 2,360 2,615 (a) Construct a time series plot. What type of pattern exists in the data? There appears be an upward linear trend but no seasonal pattern in the data. There appears be a downward linear trend but no seasonal pattern in the data. There appears to be a seasonal pattern in the data and perhaps a moderate downward linear trend. There appears to be a seasonal pattern in the data and perhaps a moderate upward linear trend. (b) Use a regression model with dummy variables as follows to develop an equation to account for seasonal effects in the data. (Round your numerical values to the nearest integer.) Qrt1 = 1 if quarter 1, 0 otherwise; Qrt2 = 1 if quarter 2, 0 otherwise; Qrt3 = 1 if quarter 3, 0 otherwise t = { } (c) Using…
corporate triple-a bond interest rates for 12 consecutive months follow.9.5 9.3 9.4 9.6 9.8 9.7 9.8 10.5 9.9 9.7 9.6 9.6a. construct a time series plot. What type of pattern exists in the data?b. develop three-month and four-month moving averages for this time series. does thethree-month or four-month moving average provide more accurate forecasts basedon MSe? explain.
Corporate triple A bond interest rates for 12 consecutive months follow.9.5 9.3 9.4 9.6 9.8 9.7 9.8 10.5 9.9 9.7 9.6 9.6a. Construct a time series plot. What type of pattern exists in the data?b. Develop three-month and four-month moving averages for this time series. Does thethree-month or the four-month moving average provide the better forecasts based onMSE? Explain.c. What is the moving average forecast for the next month?
Companies are devoting time and energy to promote recycling. A major recycling company found some old documents that present the recorded amount of cell phone collected over a span of eight years. Year Cellular Telephones Collected (in millions) 2009 2.2 2010 2.6 2011 2.9 2012 3.4 2013 3.1 2014 4.2 2015 4.9 2016 5.3 Part a) Develop a time series plot with Year on the X axis and Cellular Telephones Collected on the Y axis. Part b) Does there appear to be a relationship between time and cellular telephones collected?
The Seneca Children’s Fund (SCC) is a local charity that runs a summer camp for disadvantagedchildren. The fund’s board of directors has been working very hard over recentyears to decrease the amount of overhead expenses, a major factor in how charities arerated by independent agencies. The following data show the percentage of the money SCChas raised that was spent on administrative and fund-raising expenses over the last sevenyears. a. Construct a time series plot. What type of pattern exists in the data?b. Use simple linear regression analysis to find the parameters for the line that minimizesMSE for this time series.c. Forecast the percentage of administrative expenses for year 8.d. If SCC can maintain its current trend in reducing administrative expenses, how longwill it take SCC to achieve a level of 5 percent or less?
The forecasting method that is appropriate when the time series has no significant trend, cyclical, or seasonal effect is _____. a. the qualitative forecasting methods b. moving averages c. mean average deviation d. mean squared error
Consider the following time series. Quarter Year 1 Year 2 Year 3 1 70 67 61 2 50 42 52 3 59 61 54 4 79 82 73 (a) Construct a time series plot. What type of pattern exists in the data? Is there an indication of a seasonal pattern? The time series plot shows a horizontal pattern, but there is also a seasonal pattern in the data.The time series plot shows a horizontal pattern with no seasonal pattern present. The time series plot shows a trend pattern, but there is also a seasonal pattern in the data.The time series plot shows a trend pattern with no seasonal pattern present. (b) Use a multiple linear regression model with dummy variables as follows to develop an equation to account for seasonal effects in the data. x1 = 1 if quarter 1, 0 otherwise; x2 = 1 if quarter 2, 0 otherwise; x3 = 1 if quarter 3, 0 otherwise. ŷ = (c) Compute the quarterly forecasts for the next year. quarter 1 forecast quarter 2 forecast quarter 3 forecast quarter 4 forecast
the costello Music company has been in business for five years. during that time, salesof pianos increased from 12 units in the first year to 76 units in the most recent year. Fredcostello, the firm’s owner, wants to develop a forecast of piano sales for the coming year.the historical data follow.Year 1 2 3 4 5Sales 12 28 34 50 76a. construct a time series plot. What type of pattern exists in the data?b. develop the linear trend equation for the time series. What is the average increase insales that the firm has been realizing per year?c. Forecast sales for years 6 and 7.
A time series plot of a period of time (in weeks) versus sales is shown below. Which of the following data patterns best describes the scenario shown? a. Time series with a linear trend pattern b. Time series with a seasonal pattern c. Time series with no pattern d. Time series with a horizontal pattern
The elevation of a lake surface (feet above sea level) varies according to the annual flow of a river that feeds it. A geological survey provided the following data from equally spaced intervals of time over a 15 year period. Time Period Elevation 1 4817 2 4819 3 4824 4 4822 5 4826 6 4831 7 4836 8 4837 9 4839 10 4837 11 4832 12 4827 13 4823 14 4818 15 4817 Make a time-series graph displaying the data.
What is one property of a stationary time series? Question 23 options: The datapoints demonstrate a clear seasonal pattern The mean remains constant over time It is plotted as a straight horizontal line It demonstrates an upward trend

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