Daily Spot Exchange Rate, U.S. Dollars per Pound Sterling ( n = 60 days) Day 1 2 3 ... 58 59 60 Date 11/1/19 11/4/19
Daily Spot Exchange Rate, U.S. Dollars per Pound Sterling (n= 60 days) | |||||||
---|---|---|---|---|---|---|---|
Day | 1 | 2 | 3 | ... | 58 | 59 | 60 |
Date | 11/1/19 | 11/4/19 | 11/5/19 | ... | 1/28/20 | 1/29/20 | 1/30/20 |
Rate | 1.2950 | 1.2906 | 1.2870 | ... | 1.2996 | 1.3012 | 1.3106 |
Click here for the Excel Data File (a)Make a line chart for an m-period moving average to the exchange rate data shown below withm= 2, 3, 4, and 5 periods. For each method, state the last MA value.(Round your answer to 4 decimal places.)
Data for Time Series Modeling Exercise Questions Requiring MegaStat
Use the following data for Wk 6 time series modeling exercise questions that require MegaStat.
Time Series Modeling Exercise 14-30, Connect Question 7
See output and graph MegaStat:
Qtr1 Index | Qtr2 Index | Qtr3 Index | Qtr4 Index |
---|---|---|---|
0.800 | 0.979 | 0.901 | 1.320 |
Time Series Modeling Exercise 14-32, Connect Question 8
Columns 2-4 contain calculation of seasonal indexes. From MegaStat:
Time Series Modeling Exercise 14-7, Connect Question 16
From MegaStat:
M-period | Next Period Forecast |
2 | ? |
3 | ? |
4 | ? |
5 | ? |
(b)Is a moving average appropriate for this kind of data?
Yes .moving average is appropriate
Data for Time Series Modeling Exercise Questions Requiring MegaStat
Use the following data for Wk 6 time series modeling exercise questions that require MegaStat.
Time Series Modeling Exercise 14-30, Connect Question 7
See output and graph MegaStat:
Qtr1 Index | Qtr2 Index | Qtr3 Index | Qtr4 Index |
---|---|---|---|
0.800 | 0.979 | 0.901 | 1.320 |
Time Series Modeling Exercise 14-32, Connect Question 8
Columns 2-4 contain calculation of seasonal indexes. From MegaStat:
1 | 2 | 3 | 4 | |
---|---|---|---|---|
1005 | - | - | 1.045 | 0.957 |
1006 | 0.890 | 1.084 | 1.053 | 0.927 |
1007 | 0.910 | 1.099 | 1.043 | 0.952 |
1008 | 0.928 | 1.129 | 1.054 | 0.909 |
1009 | 0.932 | 1.074 | 1.032 | 0.952 |
1010 | 0.942 | 1.032 | - | - |
mean | 0.920 | 1.083 | 1.045 | 0.940 |
adjusted | 0.923 | 1.087 | 1.048 | 0.942 |
Time Series Modeling Exercise 14-7, Connect Question 16
From MegaStat:
Error | a = .10 | a = .20 | a = .30 |
---|---|---|---|
Mean Squared Error | 0.039 | 0.028 | 0.021 |
Mean Absolute Percent Error | 3.8% | 3.1% | 2.7% |
Percent Positive Errors | 42.3% | 46.2% | 51.9% |
Forecast for Period 53 | 4.3 | 4.37 | 4.43 |
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