Forecasting assignments

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Closing stock index

Closing Stock Prices Page 353 Question 8 and 9
Q8: Using Moving average AP = 2 and 3 for each of the five stocks (including DJIndex)
Q9: Using simple exponential smooth with alpha = 0.1 to 0.5 and find the best alpha for each of the stocks.
Date IBM INTC CSCO GE DJ Industrials Index
9/3/10 $127.58 $18.43 $21.04 $15.39 10447.93
9/7/10 $125.95 $18.12 $20.58 $15.44 10340.69
9/8/10 $126.08 $17.90 $20.64 $15.70 10387.01
9/9/10 $126.36 $18.00 $20.61 $15.91 10415.24
9/10/10 $127.99 $17.97 $20.62 $15.98 10462.77
9/13/10 $129.61 $18.56 $21.26 $16.25 10544.13
9/14/10 $128.85 $18.74 $21.45 $16.16 10526.49
9/15/10 $129.43 $18.72 $21.59 $16.34 10572.73
9/16/10 $129.67 $18.97 $21.93 $16.23 10594.83
9/17/10 $130.19 $18.81 $21.86 $16.29 10607.85
9/20/10 $131.79 $18.93 $21.75 $16.55 10753.62
9/21/10 $131.98 $19.14 $21.64 $16.52 10761.03
9/22/10 $132.57 $19.01 $21.67 $16.50 10739.31
9/23/10 $131.67 $18.98 $21.53 $16.14 10662.42
9/24/10 $134.11 $19.42 $22.09 $16.66 10860.26
9/27/10 $134.65 $19.24 $22.11 $16.43 10812.04
9/28/10 $134.89 $19.51 $21.86 $16.44 10858.14
9/29/10 $135.48 $19.24 $21.87 $16.36 10835.28
9/30/10 $134.14 $19.20 $21.90 $16.25 10788.05
10/1/10 $135.64 $19.32 $21.91 $16.36 10829.68

Consumer price Index

Consumer Price Index - All Urban Consumers
Page 353 Q 12 and 14
Q12: Using double exponential smoothing method and find the best alpha and beta
Year Annual CPI Q14: Use the simple regression to forecast for next two years;
2003 184.0
2004 188.9
2005 195.3
2006 201.6
2007 207.342
2008 215.303
2009 214.537
2010 218.056
2011 224.939
2012 229.594

CD Interest Rate

CD Interest Rates Page 353 Q24
Year Average Rate
1990 7.50%
1991 4.50%
1992 3.10%
1993 3.20%
1994 5.25%
1995 5.50%
1996 5.30%
1997 5.70%
1998 5.25%
1999 6.00%
2000 6.75%
2001 3.20%
2002 2.20%
2003 1.25%
2004 2.20%
2005 4.10%
2006 5.25%
2007 4.75%
2008 3.50%
2009 0.67%
2010 0.75%
2011 1.10%
2012 0.63%