1(a) Using a weight of for the most recent observation, for the second most recent observation, and for third most recent observation, compute a three-week weighted moving average for the32time series. (Round your answers to two decimal places.)Week123456789101112Time SeriesValue172119231816211923211623Weighted MovingAverage Forecast100]][[(b) Compute the MSE for the weighted moving average in part (a). (Round your answer to two decimal places.)MSE =

Given Information: Weight for most recent observation = 1/2 Weight for second most recent…

Answered: Using a weight of for the most recent…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Xt is a time series data. Values of xt for the past 5 periods are provided below: period X lag_x lead_x growth_x 1 10 12 3 9 4 10 13 Note that lag x is the first lag of x, lead is the first lead of x, and growth x is the one period exact growth rate of x. Write all values of lag_x, lead_x and growth_x in the correct order next to the series name provided below. lag_x: lead_x: growth_x: percent, percent, percent, percent (Round to one decimal place when necessary.)
statistis: Time series Analysis
A time series variable generally is correlated with one or more of its laggedvalues; that is, it is serially correlated. Explain How?
Define the term 'time series data' and continue to discuss the components of a time series.
May is tornado season in Oklahoma. According to the National Weather Service, the Poisson rate of tornados in Oklahoma in May is 0.7 per day, based on data from 1950 to the present. The meteorologist is interested in X= the time (in days) from the start of May until the 3rd tornado to occur. Which distribution is an appropriate model for the distribution of X? Gamma Poisson Exponential Beta
Identify an appropriate Univariate time series model for the Iron Inc. stock returns and comment on the procedure used. (Use exponential smoothing or any of your choice) Iron Inc 1.5888 1.747917 1.115125 2.20568 0.37909 0.842537 0.345743 -0.17227 0.201313 0.574076 1.11301 0.592719 -0.19641 0.365459 0.588253 0.389854 0.527053 0.469088 1.180992 0.977212 -1.58603 0.901378 -0.1895 -0.35259 -0.54436 -0.0821 -0.35606 -1.62177 0.139707 -1.5904 -0.42531 0.768813 0.932478 0.335936 -0.72546 -1.51769 0 -0.11417 1.200006 1.016369 -0.30745 -1.03726 -0.79321 -0.42832 -0.25811 0.575046 0.34305 0.484337 0.320263 0.460166 -0.31493 -0.91901 -0.28985 2.412803 -0.31224 0.142358 1.023597 -0.22515 0.507764 -0.47715 0.817834 0.083901 0.307432 0.111453 1.196791 -0.16502 -0.90909 0.667215 0.220943 0.661316 0.109517 -1.42193 -0.08321 -0.22212 -1.50249…
The following ratio-to-moving averages for the seasonally adjusted series were found by the decomposition method applied on a time series representing quarterly sales for January 2018 to December 2020 period: a. Calculate the Seasonal Index for every quarter. b. If the trend is described by the trend line T^ = 1,000 + 30 t, what is the forecast for the fourth quarter of 2021?
Calculate the first centered moving average for this time series data
Suppose that the annual rate of return for a common bio technology stock is normally distributed with a mean of 6% and a standard deviation of 6% find the probability that the one-year return of the stock will be positive round your answer to at least four decimal places
Based on the Variance Inflation Factor in the photo given, what can we conclude?
(c) A particular nuclear plant releases a detectable amount of radioactive gases twice a month on the average (ii) What is the expected number of emissions during a 3-month period?
Ophelia O'Brien, VP of Consumer Credit of American First Banks (AFB), monitors the default rate on personal loans at the AFB member banks. One of her standards is "no more than 5% of personal loans should be in default." On each Friday, the default rate is calculated for a sample of 500 personal loans. Last Friday's sample contained 30 defaulted loans. Using = 0.10, the observed z value is

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