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092-at-content-nd-1946597_1/courses/201809-OLD-BU-5710-0 Question3 Stock Performance How have stocks performed in the past? The data in StockPerformance sh the performance of a broad measure of stock performance

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092-at-content-nd-1946597_1/courses/201809-OLD-BU-5710-0 Question3 Stock Performance How have stocks performed in the past? The data in StockPerformance sh the performance of a broad measure of stock performance (by pe each decade from the 1830s through the 2000s. ows rcentage) for a. Plot the time series. b. Fit a three-year moving average to 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 the 2010s? e. Repeat c and d, using w 0.25. f. Compare the results of c and e. g. What conclusions can you reach about how stocks have performed in the past? Dec 1 | Decade! performance(%)| 2 1830s 3 1840s 4 1850s 2.8 12.8 6.6 12.5 7.5 6.0 5.5 10.9 2.2 13.3 2.2 9.6 18.2 8.3 6.6 16.6 17.6 0.5 5 1860s 6 1870s 7 1880s 8 1890s 9 1900s 10 1910s 11 1920:s 12 1930s 13 1940s 14 1950s 15 1960s 16 1970s 17 1980s 18 1990s 19 2000s 20 21 092-at-content-nd-1946597_1/courses/201809-OLD-BU-5710-0 Question3 Stock Performance How have stocks performed in the past? The data in StockPerformance sh the performance of a broad measure of stock performance (by pe each decade from the 1830s through the 2000s. ows rcentage) for a. Plot the time series. b. Fit a three-year moving average to 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 the 2010s? e. Repeat c and d, using w 0.25. f. Compare the results of c and e. g. What conclusions can you reach about how stocks have performed in the past? Dec 1 | Decade! performance(%)| 2 1830s 3 1840s 4 1850s 2.8 12.8 6.6 12.5 7.5 6.0 5.5 10.9 2.2 13.3 2.2 9.6 18.2 8.3 6.6 16.6 17.6 0.5 5 1860s 6 1870s 7 1880s 8 1890s 9 1900s 10 1910s 11 1920:s 12 1930s 13 1940s 14 1950s 15 1960s 16 1970s 17 1980s 18 1990s 19 2000s 20 21

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