Consider the pigs series — the number of pigs slaughtered in Victoria each month. a. Use the ses() function in R to nd the optimal values of α and ℓ 0 , and generate forecasts for the next four...

Consider the pigs series — the number of pigs slaughtered in Victoria each month.

a. Use the ses() function in R to nd the optimal values of α and ℓ₀, and generate forecasts for the next four months.

b. Compute a 95% prediction interval for the rst forecast using
 ± 1.96s where s is the standard deviation of the residuals. Compare your interval with the interval produced by R.