Using the data from exercise 26, estimate a linear trend model with seasonal dummy variables to make

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Using the data from exercise 26, estimate a linear trend model with seasonal dummy variables to make forecasts for the first three months of 2011.

Data From 26

Year................ Month................ Return (%)

2006.................... Jan........................ 4.65

2006.................... Feb........................ 4.73

⋮........................... ⋮ ..............................⋮

2010.................... Dec ........................4.16

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Business Statistics Communicating With Numbers

ISBN: 9780078020551

2nd Edition

Authors: Sanjiv Jaggia, Alison Kelly

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Question Posted: Dec 20, 2016 09:47 AM

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Using the data from exercise 26, estimate a linear trend model with seasonal dummy variables to make

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Eleven dummies have been created with the dummy which takes value 1 if the month is ...View the full answer

Business Statistics Communicating With Numbers

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