Question 2 (a) Using the countries assigned in Question 1 (N.B. Replace Mexico with Canada and replace China with Japan) collect data on the quarterly (not seasonally adjusted) residential property price index for 2001-2020. Data can be obtained from https://fred.stlouisfed.org/categories/33503 (i) Compute the CMAs for the four quarters of 2005 and 2006 manually (Show ALL workings). (5 marks) (ii) Use EXCEL to complete the calculation of the CMAs and the seasonal indices for 2001 - 2020. Provide a table with the de-seasonalized input variables. (5 marks) Year Quarter Residential property price index Seasonal Index Period De- Seasonalized Residential property price index (iii)Using R-Studio, estimate a regression equation to determine the effect of time (period) on the De-Seasonalized residential property price index. Write down the forecast equation. (All codes and regression output should be provided). (2 marks) (iv)Use the forecast equation to obtain the projected rates for the quarters of 2021. Provide a table with your output variables. (2 marks) Period Forecast Seasonal Index Seasonalized Forecast
Question 2 (a) Using the countries assigned in Question 1 (N.B. Replace Mexico with Canada and replace China with Japan) collect data on the quarterly (not seasonally adjusted) residential property price index for 2001-2020. Data can be obtained from https://fred.stlouisfed.org/categories/33503 (i) Compute the CMAs for the four quarters of 2005 and 2006 manually (Show ALL workings). (5 marks) (ii) Use EXCEL to complete the calculation of the CMAs and the seasonal indices for 2001 - 2020. Provide a table with the de-seasonalized input variables. (5 marks) Year Quarter Residential property price index Seasonal Index Period De- Seasonalized Residential property price index (iii)Using R-Studio, estimate a regression equation to determine the effect of time (period) on the De-Seasonalized residential property price index. Write down the forecast equation. (All codes and regression output should be provided). (2 marks) (iv)Use the forecast equation to obtain the projected rates for the quarters of 2021. Provide a table with your output variables. (2 marks) Period Forecast Seasonal Index Seasonalized Forecast
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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