Example 18.1 Suppose we are given a time series data for 12 years–1989 to 2000 relating to sales of acertain business firm. These data are given below:YearSales (Million Rs)YearSales (Million Rs)198910199515199015199624199120199715199225199821199315199915199412200024We are asked to find out the three-year moving averages, starting from 1989.

Answered: Image /qna-images/answer/d1b99a14-8aec-440b-b5b4-8bc8f5960c74.jpg

Answered: Example 18.1 Suppose we are given a…

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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QUESTION 13 Suppose that historically, the proportion of people who trade in their old car to a car dealer when purchasing a new car is 48%. Over the previous 6 months, in a sample of 115 new-car buyers, 46 have traded in their old car. To determine whether the proportion of new car buyers that trade in their old car has statistically significantly decreased, what is the p-value? (please round your answer to 4 decimal places)
QUESTION 27 Suppose the following are the seasonal indices for the first three quarters of the year for a quarterly series: Quarter Seasonal Index Q1 73.7 Q2 85 Q3 105.7 Remember that the seasonal indices should average 100 so you should be able to infer the seasonal index for Q4. Furthermore, suppose that the estimated coeffcients from a regression of the deseasonalized series on Time are given below: Coefficients Intercept 2,857 Time 59.1 What is the trend projection of the series for period 112? (please round your answer to 1 decimal place)
question 2 Suppose the following are the seasonal indices for the first three quarters of the year for a quarterly series: Quarter Seasonal Index Q1 70 Q2 134.5 Q3 115 Remember that the seasonal indices should average 100 so you should be able to infer the seasonal index for Q4. Furthermore, suppose that the estimated coeffcients from a regression of the deseasonalized series on Time are given below: Coefficients Intercept 2,484 Time 73.2 In general, what quarter is the busiest time of the year? (please just answer 1, 2, 3, or 4)
QUESTION 28 Suppose the following are the seasonal indices for the first three quarters of the year for a quarterly series: Quarter Seasonal Index Q1 72.2 Q2 87.1 Q3 106 Remember that the seasonal indices should average 100 so you should be able to infer the seasonal index for Q4. Furthermore, suppose that the estimated coeffcients from a regression of the deseasonalized series on Time are given below: Coefficients Intercept 1,993 Time 75.3 What is the forecast for period 62, if period 62 is a Q1? (please round your answer to 1 decimal place)
The following data set provides the total number of shipments of core major household appliances in the U.S. from 2000 to 2016 (in millions): Year Shipments (millions) 2000 38.4 2001 38.2 2002 40.8 2003 42.5 2004 46.1 2005 47.0 2006 46.7 2007 44.1 2008 39.8 2009 36.5 2010 38.2 2011 36.0 2012 35.8 2013 39.2 2014 41.5 2015 42.9 2016 44.7 a. Plot the time series. b. Fit a three-year moving average to the data and plot the results. c. Fit a five-year moving average to the data and plot the results. d. Compute a linear trend forecasting equation and plot the trend line. e. Compute a quadratic trend forecasting equation and plot the results.
Question 17 Suppose Carole has a total wealth of $100,000 and a utility described by U = E -A She has a risk aversion coefficient of A-1. She can borrow and lend/invest at the risk-free rate of 2.8%. Suppose the optimal risky portfolio has an expected return of 12% and a standard deviation of 27.5%, What is her optimal amount to borrow or lend/invest at the risk free rate? Indicate investing/lending as a positive number and borrowing as a negative number. Round to the nearest cent ($0.01). Your answer should not include the $ sign. If your answer is $25.34, it should be written as 25.34. Question 18 Ayear ago, an investor bought 200 shares of a "no-load" mutual fund at $10.01 per share. No-load funds do not change "entry fees or "exit" fees when buying or redeeming shares. Sometime during the year, the fund paid dividends of $0.71 per share and the fund paid capital gains of $0.14 per share - and these payments were reinvested in the fund at an average price of $10.73 per share…
consider the following time series data.t 1 2 3 4 5 6 7yt10 9 7 8 6 4 4a. construct a time series plot. What type of pattern exists in the data?b. develop the linear trend equation for this time series.c. What is the forecast for t = 8?
Consider the following time series data. Week 1 2 3 4 5 6 Value 18 13 16 11 17 14 Construct a time series plot. What type of pattern exist in the data? Develop a three-week moving average for this time series. Compute MSE and forecast for week 7. Use a = 0.2 to compute the exponential smoothing values for the time series. Compute MSE and forecast for week 7.
Consider the following time series data Month 1 2 3 4 5 6 7 8 9 10 11 12 Value 80 82 84 83 83 84 85 84 82 83 84 83 a) Construct a time series plot in Excel. Label the axes and graph. b) Develop a three month moving average forecast. Compute MSE and a forecast for month 13. c) Develop an exponential smoothing forecast with a = 0.35. Compute MSE and a forecast for month 13.
Consider the following time series data. Week 1 2 3 4 5 6 Value 19 14 17 12 18 15 (a) Construct a time series plot. A time series plot contains a series of 6 points connected by line segments. The horizontal axis ranges from 0 to 7 and is labeled: Week. The vertical axis ranges from 0 to 20 and is labeled: Time Series Value. The points are plotted from left to right in regular increments of 1 week starting at week 1. The points appear to vary randomly between 10 to 17 on the vertical axis. The plot reaches its maximum time series value at week 6. A time series plot contains a series of 6 points connected by line segments. The horizontal axis ranges from 0 to 7 and is labeled: Week. The vertical axis ranges from 0 to 20 and is labeled: Time Series Value. The points are plotted from left to right in regular increments of 1 week starting at week 1. The points appear to vary randomly between 12 to 19 on the vertical axis. The plot reaches its maximum time series value at…
Consider the following time series data. Week 1 2 3 4 5 6 Value 19 14 17 12 18 15 (a) Construct a time series plot. A time series plot contains a series of 6 points connected by line segments. The horizontal axis ranges from 0 to 7 and is labeled: Week. The vertical axis ranges from 0 to 20 and is labeled: Time Series Value. The points are plotted from left to right in regular increments of 1 week starting at week 1. The points appear to vary randomly between 10 to 17 on the vertical axis. The plot reaches its maximum time series value at week 6. A time series plot contains a series of 6 points connected by line segments. The horizontal axis ranges from 0 to 7 and is labeled: Week. The vertical axis ranges from 0 to 20 and is labeled: Time Series Value. The points are plotted from left to right in regular increments of 1 week starting at week 1. The points appear to vary randomly between 12 to 19 on the vertical axis. The plot reaches its maximum time series value at…
consider the following time series data.Month 1 2 3 4 5 6 7Value 24 13 20 12 19 23 15a. compute MSe using the most recent value as the forecast for the next period. Whatis the forecast for month 8?b. compute MSe using the average of all the data available as the forecast for the nextperiod. What is the forecast for month 8?c. Which method appears to provide the better forecast?

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