Forecast Error‚ Time Series Models‚ Tracking Signals ) NAME____________________ Solution True or False 1. T F According to the textbook‚ a short-term forecast typically covers a 1-year time horizon. 2. T F Regression is always a superior forecasting method to exponential smoothing. 3. T F The 3 categories of forecasting models are time series‚ quantitative‚ and qualitative. 4. T F Time-series models attempt to
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Univariate Time Series Models (M.Sc. Finance - Exercise 4) Walter Distaso Imperial College Business School w.distaso@imperial.ac.uk Question 1 Consider the following three models that a researcher suggests might be reasonable models of stock market prices. yt yt yt = yt−1 + ut = 0.5yt−1 + ut = 0.8yt−1 + ut (a) What classes of models are these examples of? (b) What would the autocorrelation function for each of these processes look like? (not exactly‚ just the shape) (c) Which model is
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D) Weak negative correlation. A7. What is meant by time-series data? (A) A set of values which occurs sequentially in time. (B) A set of qualitative data. (C) A set of values which occurs randomly. (D) A set of marks obtained by a group of students. A8. The classical approach to time series analysis identifies four influences or components on the time series. Which of the following is NOT a time-series component?
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independence graph for nonlinear time series and its application to international financial markets Wei Gao a‚∗ ‚ Hongxia Zhao b a b School of Statistics‚ Xi’an University of Finance and Economics‚ Xi’an Shaanxi 710061‚ China School of College English‚ Xi’an University of Finance and Economics‚ Xi’an Shaanxi 710061‚ China article info abstract Conditional independence graphs are proposed for describing the dependence structure of multivariate nonlinear time series‚ which extend the graphical
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is not much historical data to work with. 2. Causal methods assume that demand is strongly related to a particular cause‚ such as environmental or market factors. 3. Time series methods are based on the assumption that historical patterns of demand are a good indicator of future demand‚ and that over a period of time‚ demand can be charter in three different ways: as an underlying trend (flat‚ up ‚ or down)‚ as a circle (daily‚ weekly‚ seasonally ‚ and so on)‚ and as irregular
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z Available online at http://www.journalcra.com INTERNATIONAL JOURNAL OF CURRENT RESEARCH International Journal of Current Research Vol. 5‚ Issue‚ 02‚ pp.248-253‚ February‚ 2013 ISSN: 0975-833X RESEARCH ARTICLE A Time Series Analysis of Wastewater Inflow of Sewage Treatment Plant in Mysore‚ India *Ayesha Sulthana‚ Balasubramanian S. and Latha K. C. Department of Water and Health‚ JSS University‚ Mysore‚ Karnataka ARTICLE INFO Article History: Received 20 November‚ 2012 Received in revised form
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HTime series using Holt-Winters Forecasting Procedure Summary The Holt-Winters forecasting procedure is a simple widely used projection method which can cope with trend and seasonal variation. We can apply this method to lots of fields such as banking data analysis‚ investment forecasting‚ inventory controlling and so on. This paper shows us a practical banking credit card example using Holt-Winter method in Java programming for data forecasting. The reason we use Holt-Winter is that
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hp calculators HP 50g Using Taylor Series The menu LIMITS AND SERIES Practice using Taylor series hp calculators HP 50g Using Taylor Series The menu LIMITS AND SERIES The menu LIMITS AND SERIES contains commands related to limits. To access it you press !Ö. You are presented then the calculus menu as a CHOOSE box: Figure 1 Its second menu item is 2.LIMITS AND SERIES... You can use such CHOOSE boxes much like menus of computer applications. You can move the selection using the arrow
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[pic] Fourier Series: Basic Results [pic] Recall that the mathematical expression [pic] is called a Fourier series. Since this expression deals with convergence‚ we start by defining a similar expression when the sum is finite. Definition. A Fourier polynomial is an expression of the form [pic] which may rewritten as [pic] The constants a0‚ ai and bi‚ [pic]‚ are called the coefficients of Fn(x). The Fourier polynomials are [pic]-periodic functions. Using the trigonometric
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Solution: Apply integral test: Z Z ln R 1 X R 2 1 p dx x (ln x) p=1 p 6= 1 let ln (x) = u then ln 2 so that when p = 1 and p < 1 integral diverges by letting R ! 1‚ so does the series. When p > 1 then integral converges to ! 1 p 1 p 1 p (ln R) (ln 2) (ln 2) lim = ‚ R!1 1 p 1 p 1 p so does the series. 2. (18 pts.) Find the in…nite sum 1 : n (n + 2) n=1 Solution: See that 1 1 = n (n + 2) n 1 n+2 1 X 8 R < ln ujln 2 ln 1 ln R du = 1 p : u p up 1 ln 2 hence 1 n (n + 2) n=1 k X
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