The closing value of the AMEX Airline Index for each trading day during a one-year period is

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The closing value of the AMEX Airline Index for each trading day during a one-year period is given in the file P12_17.xlsx.
a. How well does the moving average method track this series when the span is 4; when the span is 12?
b. Using the more appropriate span, forecast the closing value of this index on the next trading day with the moving average method.

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Data Analysis And Decision Making

ISBN: 415

4th Edition

Authors: Christian Albright, Wayne Winston, Christopher Zappe

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