PFB

Q-1)
    U.S. Treasury 10-year bond yields at week's end (n= 52 weeks)
    Week
    Yield
    Week
    Yield
    Week
    Yield
    Week
    Yield
    02.04.2004
    4.25
    02.07.2004
    4.93
    01.10.2004
    4.4
    31.12.2004
    4.59
    09.04.2004
    4.51
    09.07.2004
    4.79
    08.10.2004
    4.5
    07.01.2005
    4.58
    16.04.2004
    4.66
    16.07.2004
    4.77
    15.10.2004
    4.38
    14.01.2005
    4.55
    23.04.2004
    4.73
    23.07.2004
    4.76
    22.10.2004
    4.33
    21.01.2005
    4.49
    30.04.2004
    4.79
    30.07.2004
    4.86
    29.10.2004
    4.35
    28.01.2005
    4.49
    07.05.2004
    4.92
    06.08.2004
    4.71
    05.11.2004
    4.42
    04.02.2005
    4.44
    14.05.2004
    5.11
    13.08.2004
    4.58
    12.11.2004
    4.52
    11.02.2005
    4.36
    21.05.2004
    5.04
    20.08.2004
    4.53
    19.11.2004
    4.47
    18.02.2005
    4.46
    28.05.2004
    4.98
    27.08.2004
    4.55
    26.11.2004
    4.5
    25.02.2005
    4.58
    04.06.2004
    5.04
    03.09.2004
    4.49
    03.12.2004
    4.65
    04.03.2005
    4.67
    11.06.2004
    5.1
    10.09.2004
    4.51
    10.12.2004
    4.49
    11.03.2005
    4.75
    18.06.2004
    5.05
    17.09.2004
    4.44
    17.12.2004
    4.46
    18.03.2005
    4.81
    25.06.2004
    4.99
    24.09.2004
    4.34
    24.12.2004
    4.51
    25.03.2005
    4.89
(a-1) Select an Excel line graph of the following bond yield data.
Ans. From the above four plots, Yield C is the correct plot for the above data.
(a-2) Describe the pattern. Is there a consistent trend?
Ans.
From the above time series data and from above I chart there is fluctuations in data cyclically and the trend is consistently increasing and consistently decreasing.
(a-3) Perform exponential smoothing with =0.20. Use both methods A and B to initialize the forecast. Record the statistics of fit. (Round the Mean square error to 3 decimal places, percent values to 1 decimal place and Forecast to 2 decimal places)
Ans.
    
     = 0.20
    Mean squared error
    0.028
    Mean absolute percent error
    2.9
    Forecast for period 53
    4.67
The above table explains that at =0.20, the Mean squared error is 0.028, Mean absolute percent error is 2.9% and the Forecasted value for 53rd period is 4.67.
(a-4) Do the smoothing again with =0.10 and with =0.30, recording the statistics of fit. (Round the Mean squared error to 3 decimal places and percent values to 1 decimal place)
Ans.
    
    =0.10
    =0.30
    Mean squared error
    0.039
    0.021
    Mean absolute percent error
    3.5
    2.6
The above table explains that at =0.10, the Mean squared error is 0.039, Mean absolute percent error is 3.5% and at =0.30, the Mean squared error is 0.021, Mean absolute percent error is 2.6%.
Q2)
    U. S. Manufactured General Aviation Shipments, 1984-2016
    Year
    Planes
    Year
    Planes
    Year
    Planes
    Year
    Planes
    1984
    2431
    1992
    941
    2000
    2816
    2008
    3079
    1985
    2029
    1993
    964
    2001
    2634
    2009
    1585
    1986
    1495
    1994
    928
    2002
    2207
    2010
    1334
    1987
    1085
    1995
    1077
    2003
    2137
    2011
    1323
    1988
    1212
    1996
    1115
    2004
    2355
    2012
    1516
    1989
    1535
    1997
    1549
    2005
    2857
    2013
    1615
    1990
    1144
    1998
    2200
    2006
    3147
    2014
    1631
    1991
    1021
    1999
    2504
    2007
    3279
    2015
    1592
(a) Plot the...