HW03a_sol_X

HW03a_sol_X - Problem 4-1 Problem 4-8 Five-Period Moving...

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Problem 4-1
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Problem 4-8 Five-Period Moving Average 1 200 2 210 3 215 4 216 5 219 6 220 212 8 7 225 216 9 8 226 219 7 9 221 Time Period t Y ˆ t Y t e
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Exponential Smoothing 1 200 200 0 2 210 200 10 3 215 204 11 4 216 208 8 5 219 211 8 6 220 214 6 7 225 217 8 8 226 220 6 9 222 Time Period t Y ˆ t Y t e
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Problem 4-9 Three-Month Moving Average Month Actual Forecast Error January 9.29 February 9.99 March 10.16 April 10.25 9.81 0.44 0.437 May 10.61 10.13 0.48 0.477 June 11.07 10.34 0.73 0.730 July 11.52 10.64 0.88 0.877 August 11.09 11.07 0.02 0.023 September 10.80 11.23 -0.43 0.427 October 10.50 11.14 -0.64 0.637 November 10.86 10.80 0.06 0.063 December 9.97 10.72 -0.75 0.750 January 10.44 Count 9 MAD 0.491 MSE MAPE MPE If possible add lower and upper boundaries for January fore January March May July Se 9.00 10.00 11.00 12.00 Three-Month Moving Month Yield % t t Y Y ˆ -
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Five-Month Moving Average Month Actual Forecast Error January 9.29 February 9.99 March 10.16
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This note was uploaded on 06/18/2011 for the course IEOR 4307 taught by Professor Dr.kosrowdehnad during the Summer '10 term at Columbia.

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HW03a_sol_X - Problem 4-1 Problem 4-8 Five-Period Moving...

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