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The yield on a city bond fluctuates with the market. The monthly quotations for January- June 2017 are given in Table 1-1.

The yield on a city bond fluctuates with the market. The monthly quotations for January- June 2017 are given in Table 1-1.

MATLAB: An Introduction with Applications
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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(a)Forecast the monthly yield for the bond, starting from April, using a three-month
moving average.

(b) Forecast the monthly yield for the bond, starting from June, using a five-month
moving average.

(c) Evaluate the two (2) forecasting methods using the MAPE (minimum absolute
percentage error). 

The yield on a city bond fluctuates with the market. The monthly quotations for January- June 2017 are given in Table 1-1. Table 1-1: Monthly yield on the city bond for 2017 Month Yield January February 9.29 9.99 March 10.16 April 10.25 Мay 10.61 June 11.07
Transcribed Image Text:The yield on a city bond fluctuates with the market. The monthly quotations for January- June 2017 are given in Table 1-1. Table 1-1: Monthly yield on the city bond for 2017 Month Yield January February 9.29 9.99 March 10.16 April 10.25 Мay 10.61 June 11.07
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