The file P14_33.xlsx contains weekly data for the S&P 500 stock index from August 2008 to August 2010, adjusted for dividends and stock splits. a. Create a time series plot of the adjusted closing...

The file P14_33.xlsx contains weekly data for the S&P 500 stock index from August 2008 to August 2010, adjusted for dividends and stock splits.

a. Create a time series plot of the adjusted closing prices. Does it look like moving averages and/or simple exponential smoothing will perform well on this series?

b. Run moving averages on the adjusted closing prices, experimenting with the span. Which span appears to work best? Report the MAE, RMSE, and MAPE values, and show a graph of the series with the forecasts superimposed, for the best span.

c. Run simple exponential smoothing on the adjusted closing prices, experimenting with the smoothing constant. Which smoothing constant appears to work best? Report the MAE, RMSE, and MAPE values, and show a graph of the series with the forecasts superimposed, for the best smoothing constant.