Exercise 4 Monthly prices of a particular asset are given below: Month 1 6 7 8 10 11 12 Price 121 127 118 120 117 117 119 125 124 128 115 122 Accept the constant level model. (a) Perform the moving average forecasting procedure with n = 3, that is, calculate F+1, t = 3,4, ..., 11. Calculate MAD. (b) Calculate forecasts F+1, t = 1,2, ..., 11, using exponential smoothing with a = x1 = 121. Calculate MAD. 0.3, A1
Exercise 4 Monthly prices of a particular asset are given below: Month 1 6 7 8 10 11 12 Price 121 127 118 120 117 117 119 125 124 128 115 122 Accept the constant level model. (a) Perform the moving average forecasting procedure with n = 3, that is, calculate F+1, t = 3,4, ..., 11. Calculate MAD. (b) Calculate forecasts F+1, t = 1,2, ..., 11, using exponential smoothing with a = x1 = 121. Calculate MAD. 0.3, A1
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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![Exercise 4 Monthly prices of a particular asset are given below:
Мonth
1
2
3
4
5
8
10
11
12
Price
121
127 118
120
117
117 119 125 124 128
115
122
Accept the constant level model.
3, that is, calculate F+1,
(a) Perform the moving average forecasting procedure with n =
t = 3, 4, .
11. Сalculate МAD.
(b) Calculate forecasts F41, t = 1, 2, ..., 11, using exponential smoothing with a = 0.3, A1
X1 =
121. Calculate MAD.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fca58ef87-023d-4184-ac9b-009774b67e1c%2Fd04ee56e-bc19-4056-a0e2-7b545cc7c52f%2Fx81w6wo_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Exercise 4 Monthly prices of a particular asset are given below:
Мonth
1
2
3
4
5
8
10
11
12
Price
121
127 118
120
117
117 119 125 124 128
115
122
Accept the constant level model.
3, that is, calculate F+1,
(a) Perform the moving average forecasting procedure with n =
t = 3, 4, .
11. Сalculate МAD.
(b) Calculate forecasts F41, t = 1, 2, ..., 11, using exponential smoothing with a = 0.3, A1
X1 =
121. Calculate MAD.
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