exponentially smoothed forecas
ProfArgeol (Not rated)
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The following data (stored in the document attached below) represent the three month treasury bill rates in the united states from 1991 to 2008.
Year | Rate |
1991 | 5.38 |
1992 | 3.43 |
1993 | 3.00 |
1994 | 4.25 |
1995 | 5.49 |
1996 | 5.01 |
1997 | 5.06 |
1998 | 4.78 |
1999 | 4.64 |
2000 | 5.82 |
2001 | 3.40 |
2002 | 1.61 |
2003 | 1.01 |
2004 | 1.37 |
2005 | 3.15 |
2006 | 4.73 |
2007 | 4.36 |
2008 | 1.37 |
A. Plot the data
B. Fit a three year moving average in the data and plot the results
C. Using a smoothing coefficient of W= 0.50, exponentially smooth the series and plot the results
D. What is your exponentially smoothed forecast for 2009?
E. Repeat (c) and (d) using a smoothing coefficient of W= 0.25
F. Compare the results of (d) and (c)
- 11 years ago
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- ans_stats.docx
- ans_movin_average.xls