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If your surname starts with the letters A, B, or C, work on series A only. If your surname starts with the letters D, E,

  • If your surname starts with the letters A, B, or C, work on series A only.
  • If your surname starts with the letters D, E, or F, work on series B only.
  • If your surname starts with the letters from G to L, work on series C only.
  • If your surname starts with the letters from M to Z, work on series D only.
  1. Calculate and display the first 12 autocorrelations/partial autocorrelations for the four data series in the accompanying table, labeled A, B, C, and D; consider each of the four data series to be a quarterly time series. How many of the autocorrelations/partial autocorrelation fall outside the 95 percent confidence interval (positive or negative)? (Present ACF and PACF series-2 points; Show ACF/PACF charts-2 points; Analyze ACF/PACF results-3 points)

    2. Estimate the appropriate model as determined from your inspections carried out in parts a through d and forecast for four quarters into the future. Calculate the RMSE for each model. Specify the best model selected by ForecastX. (Fitting chart-2 points; Forecast values-2 points; RMSE specified-2 points; Correct model specified-2 points)

* only required to work on series A*

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