TripleABond.xlsx. The corporate triple A bond interest rates for 12 consecutive months are given in the file. a. Construct a time series plot. What type of pattern exists in the data? b. Develop...


Hi, this is the 5th time i am submitting this question and am unsure why it is being rejected as it does not go against the honor code.


TripleABond.xlsx. The corporate triple A bond interest rates for 12 consecutive months<br>are given in the file.<br>a. Construct a time series plot. What type of pattern exists in the data?<br>b. Develop 3-month and 4-month averages for this data. Does the 3-month or 4-<br>month moving average provide the better forecasts based on MSE? Explain.<br>c. What is the moving average forecast for the next month?<br>4. Consider the following time series:<br>Quarter<br>Year 1<br>Year 2<br>Year 3<br>71<br>68<br>62<br>2<br>49<br>41<br>51<br>58<br>53<br>78<br>81<br>72<br>a. Construct a time-series plot. What type of pattern exists in the data? Is there an<br>indication of a seasonal pattern?<br>b. Use multiple linear regression model with dummy variables as follows to develop<br>an equation to account for seasonal effects in the data. Qtr1 = 1 if quarter 1, 0 else; Qtr2<br>= 1 if quarter 2, 0 else; Qtr3 = 1 if quarter 3, 0 else.<br>c. Compute the quarterly forecasts for next year.<br>

Extracted text: TripleABond.xlsx. The corporate triple A bond interest rates for 12 consecutive months are given in the file. a. Construct a time series plot. What type of pattern exists in the data? b. Develop 3-month and 4-month averages for this data. Does the 3-month or 4- month moving average provide the better forecasts based on MSE? Explain. c. What is the moving average forecast for the next month? 4. Consider the following time series: Quarter Year 1 Year 2 Year 3 71 68 62 2 49 41 51 58 53 78 81 72 a. Construct a time-series plot. What type of pattern exists in the data? Is there an indication of a seasonal pattern? b. Use multiple linear regression model with dummy variables as follows to develop an equation to account for seasonal effects in the data. Qtr1 = 1 if quarter 1, 0 else; Qtr2 = 1 if quarter 2, 0 else; Qtr3 = 1 if quarter 3, 0 else. c. Compute the quarterly forecasts for next year.

Jun 09, 2022
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