HW08a_sol - 35.0 2.2-2.5 0.0 34.4 3 33.3 35.0-3.0 2.2-2.5...

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Homework 11 Solutions Page 1 of 1 Problem 1 Part A 96 . 1 975 . 0 z The confidence interval = 100 96 . 1 0 , 100 96 . 1 0 = (-0.196, 0.196) Part B The process is random. Part C The process is not stationary as there is the presence of autocorrelation. Part D The process is seasonal with a period length of 4 quarters or one year. Problem 2 The forecasts for periods 5, 6 and 7 are 35.5, 35.5 and 35.0 respectively. Time Y Constant Error(t) Error(t-1) Error(t-2) Yhat 1 32.5 35.0 -2.5 0.0 0.0 35.0 2 36.6
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Unformatted text preview: 35.0 2.2-2.5 0.0 34.4 3 33.3 35.0-3.0 2.2-2.5 36.3 4 31.9 35.0-1.7-3.0 2.2 33.6 5 35.0-1.7-3.0 35.5 6 35.0-1.7 35.5 7 35.0 35.0 Problem 3 Part A Time Y 60 57.00 Actual 61 75.65 Forecast 62 84.04 Forecast 63 87.82 Forecast Part B Time Y 61 59.00 Actual 62 76.55 Forecast 63 84.45 Forecast Part C 96 . 1 975 . z The confidence interval = 2 . 3 96 . 1 65 . 75 , 2 . 3 96 . 1 65 . 75 = (74.55, 76.75)...
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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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