The quarterly numbers of applications for home mortgage loans at a branch office of Northern Central Bank are recorded in the file P12_04.xlsx. Perform a runs test and find a few autocorrelations to determine whether this time series is random.
Answer to relevant QuestionsThe number of reported accidents at a manufacturing plant located in Flint, Michigan, was recorded at the start of each month. These data are provided in the file P12_05.xlsx. Is this time series random? Perform a runs test ...The file P12_10.xlsx contains the daily closing prices of Walmart stock for a one-year period. Does a linear or exponential trend fit these data well? If so, estimate and interpret the best trend model for this time series. ...The closing value of the AMEX Airline Index for each trading day during a one-year period is given in the file P12_17.xlsx.a. Use the random walk model to forecast the closing price of this stock on the next trading day.b. ...Consider the Consumer Price Index (CPI), which provides the annual percentage change in consumer prices. The data are in the file P02_19.xlsx. a. Find the first six autocorrelations of this time series.b. Use the results of ...The file P12_24.xlsx contains the daily closing prices of Procter & Gamble stock for a one-year period.a. Use only the 2003 data to estimate an appropriate auto regression model.b. Next, use the estimated auto regression ...
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