Assignment:
Q1: Assume the time series is an annual time series. Using a two-point moving average, what is the forecast for time period 9?
|
Years
|
Series
|
|
1
|
150
|
|
2
|
165
|
|
3
|
176
|
|
4
|
178
|
|
5
|
196
|
|
6
|
202
|
|
7
|
206
|
|
8
|
220
|
|
|
Q2: Assume the time series is a monthly time series. Using exponential smoothing with a parameter of 0.8, what is the forecast for time period 9?
|
Months
|
Series
|
|
1
|
150
|
|
2
|
165
|
|
3
|
176
|
|
4
|
178
|
|
5
|
196
|
|
6
|
202
|
|
7
|
206
|
|
8
|
220
|
|
|
Q3: Assume the time series is a weekly time series. Using simple linear regression, what is the forecast for time period 9?
|
Weeks
|
Series
|
|
1
|
150
|
|
2
|
165
|
|
3
|
176
|
|
4
|
178
|
|
5
|
196
|
|
6
|
202
|
|
7
|
206
|
|
8
|
220
|
|
|
Q4: Assume the time series is a quarterly time series. Using the seasonal index approach, what is the forecast for time period 9?
|
Quarters
|
Series
|
|
1
|
150
|
|
2
|
165
|
|
3
|
176
|
|
4
|
178
|
|
5
|
196
|
|
6
|
202
|
|
7
|
206
|
|
8
|
220
|
|
|
Q5: Assume the time series is an annual time series. For a constant forecast of 208 for all the years, what is the tracking signal with a window of three (Tk3) for the forecast of 208 for time period 9?
|
Years
|
Series
|
|
1
|
150
|
|
2
|
165
|
|
3
|
176
|
|
4
|
178
|
|
5
|
196
|
|
6
|
202
|
|
7
|
206
|
|
8
|
220
|