Question
Given the data: 12 y(t) K K+2 K+3 K+5 K+6 K+8 3 4 5 6. a) Forecast y(1), y(2),...,y(7) using simple exponential smoothing 2
Given the data: 12 y(t) K K+2 K+3 K+5 K+6 K+8 3 4 5 6. a) Forecast y(1), y(2),...,y(7) using simple exponential smoothing 2 with a = 5* b) Find m, the mean of y. Let z(t) = y(t) m. For z(t), find ACF of lag-1 (P1) and lag-2 (P2) using the formula for ACF. c) Find an AR(2) model for z(t) by finding the parameters 1, 02 using (P1, P2). Is the AR(2) model, stationary? Justify. Forecast y(7) using the AR(2) model. K=9
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Statistical Techniques In Business And Economics
Authors: Douglas Lind, William Marchal, Samuel Wathen
18th Edition
1260239470, 978-1260239478
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