Here's a table with average monthly price of a stock from Jan 2021-July 2021.MonthPriceJan29000Feb27000Mar31000Apr30000May32000June28000July29000Using a 3-period weighted moving average with weights (wt, wt-1, W-2) = (0.6, 0.2, 0.2), the predicted price August isUsing an exponential smoothing model with = 0.4, and with the initial predicted price for Jan the same as the observed price for January, the predicted price for Augustis%Now, let's suppose that we finally observe that the price for August is 30000. The absolute percent error (APE) of your prediction for August isusing the weighted moving average method and% using the exponential smoothing model.(Note: Round your answer to the nearest 2 decimal places. For your APE answer for example let's say you get 0.06786 from Excel, then you should type-in 6.79 as your answerhere since it is represented as percentage. Do not enter any symbols other than integers and decimal.)

Answered: Image /qna-images/answer/ebfd8f73-4312-47a1-8a3f-3d6d53db3318.jpg

Answered: Here's a table with average monthly…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Similar questions

The following data consists of the times to relapse and the times to death following relapse of 10 bone marrow transplant patients. In the sample patients 4 and 6 were alive in relapse at the end of the study and patients 7–10 were alive, free of relapse at the end of the study. Suppose the time to relapse had an exponential distribution with hazard rate lambda and the time to death in relapse had a Weibull distribution with parameters theta and alpha (a) Construct the likelihood for the relapse rate lambda. (c) Suppose we were only allowed to observe a patients death time if the patient relapsed. Construct the likelihood for theta and alpha based on this truncated sample
The coefficients in a distributed lag regression of Y on X and its lags can be interpreted as the dynamic causal effects when the time path of X is determined randomly and independently of other factors that influence Y. Explain How?
Consider the CAPM. The risk-free rate is 6% and the expected return on the market is 18%. What is the expected return on a stock with a beta of 1.3 when market is efficient?
The shape of the mean-variance frontier that results from the combination of a riskless and arisky asset is…..:a. Is U-shaped, tilted 90 degrees clockwise.b. Is a straight line passing from the mean-variance points of the two assets.c. Is a hyperbola.d. Consists of two straight lines, each connecting one of the two assets to a risk-freeportfolio
1.The equation of the least-squres regressioin line 2. which point is outlier 3. remove the outlier and compute the least-square regression line for redicting the president's age from the first lady's age 4. is the outlier influential
Consider a capital market with only two risky assets A and B. Their standard deviations are 1 and 2, respectively. There is no risk-free asset. When the correlation coefficient ρAB = 0, construct a portfolio, whose variance is strictly less than 1. [Hint: you may want to try the portfolio that puts more weight on the security with the lower standard deviation.]
A production supervisor at a major chemical company wishes to determine whether a new catalyst, catalyst XA-100, increases the mean hourly yield of a chemical process beyond the current mean hourly yield, which is known to be roughly equal to, but no more than, 750 pounds per hour. To test the new catalyst, five trial runs using catalyst XA-100 are made. Assuming that all factors affecting yields of the process have been held as constant as possible during the test runs, it is reasonable to regard the five yields obtained using the new catalyst as a random sample from the population of all possible yields that would be obtained by using the new catalyst. Furthermore, we will assume that this population is approximately normally distributed. Regard the sample of 5 trial runs for which s = 19.00 as a preliminary sample. Determine the number of trial runs of the chemical process needed to make us: (Round up your answers to the next whole number.) (a) 95 percent confident that x¯ , the…
A Poisson distribution with mean 1.5 represents demand in a single period. A Poissondistribution with what mean should be used to represent demand over three periods?
Suppose you are interested in the percentage of students who had burrito for lunch in your statistics class. There are a total of 120 students in your class. Instead of asking each student whether they had burrito for lunch, you randomly picked 36 students from the class and found that 11 students had burrito for lunch. Calculate a single value to estimate the parameter of interest
For the 23 space shuttle flights before the Challenger mission disaster in 1986, The following table shows the temperature (◦F) at the time of the flight and whether at least one primary O-ring suffered thermal distress. Use logistic regression to model the effect of temperature on the probability of thermal distress. Interpret the effect. Estimate the probability of thermal distress at 31◦F, the temperature at the time of the Challenger flight. At what temperature does the estimated probability equal 0.50? At that temperature, give a linear approximation for the change in the estimated probability per degree increase in temperature. Interpret the effect of temperature on the odds of thermal distress. Test the hypothesis that temperature has no effect, using (i) the Wald test, (ii) the likelihood-ratio test.
There are 3000 stocks in the long-short stock market, which will be traded for 250 days in the next year. Set X and Y to be the daily holding amount of each stock And the return of the next day, and X and Y are respectively sampled from the normal distribution of N (0.100000NO, 2E-2). Use enough data to estimate Calculate the R2 of X and Y linear regression to be 001. Assume that positions among stocks are not correlated, and returns between stocks are not correlated. Define a day’s PNL as the day’s receipt beneficial PNL= 3000∑xy Find the expectation of PN and the sharpe rate of PNL every day
A sample of 120 employees of a company is selected, and the average age is found to be 37 years. Parameter or stasistic?

SEE MORE QUESTIONS

Recommended textbooks for you

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

Elementary Statistics: Picturing the World (7th E…

Statistics

ISBN:

9780134683416

Author:

Ron Larson, Betsy Farber

Publisher:

PEARSON

The Basic Practice of Statistics

Statistics

ISBN:

9781319042578

Author:

David S. Moore, William I. Notz, Michael A. Fligner

Publisher:

W. H. Freeman

Introduction to the Practice of Statistics

Statistics

ISBN:

9781319013387

Author:

David S. Moore, George P. McCabe, Bruce A. Craig

Publisher:

W. H. Freeman

SEE MORE TEXTBOOKS