Question
The daily closing prices of a stock for the past 100 days are provided below. Use time series analysis to forecast the closing price of
The daily closing prices of a stock for the past 100 days are provided below. Use time series analysis to forecast the closing price of the stock for the next 5 days.
106, 110, 113, 118, 121, 119, 123, 130, 132, 136,
142, 145, 148, 151, 153, 155, 157, 160, 162, 165,
167, 170, 172, 175, 179, 183, 186, 188, 190, 192,
195, 198, 201, 204, 206, 209, 212, 214, 217, 220,
222, 224, 226, 228, 231, 235, 238, 241, 245, 248,
251, 253, 256, 260, 263, 266, 269, 273, 277, 281,
285, 288, 292, 295, 299, 302, 306, 310, 315, 320,
325, 330, 335, 340, 345, 350, 355, 360, 365, 370,
375, 380, 385, 390, 395, 400, 405, 410, 415, 420,
425, 430, 435, 440, 445, 450, 455, 460, 465, 470
Compute the mean and variance of the daily closing prices.
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Data Analysis And Decision Making
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538476125, 978-0538476126
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