Using the data in the file Macro2010, develop and autoregressive model for the prime interest rate. First, use the data for the period 1980, first quarter, through 2000, fourth quarter, to forecast for the quarters in years 2001-2003. Then use the data from 1980, first quarter, through 2007, fourth quarter, to forecast the quarters in the years 2008 and 2009. Discuss the differences in the accuracy of the forecasts compared to the actual results and indicate reasons for these differences.
Answer to relevant QuestionsUsing the data in the file Macro2010 develop an autoregressive model for the Personal Consumption Expenditures. First, use the data for the period 1980, first quarter, through 2000, fourth quarter, to forecast for the ...The data file Earnings per Share shows earnings per share of a corporation over a period of 28 years. Compute a simple, centered 7-point moving average series for the corporate earnings data. Based on a time plot of the ...Refer to the data of Exercise 17.6. If a total sample of 135 accounts receivable is to be taken, determine how many of these should be from Division 1 under each of the following schemes. a. Proportional allocation b. ...In the survey of Exercise 17.18, the clerical employees in the eight sampled subdivisions were asked if they were satisfied with the operation of the bonus plan. The results obtained are listed in the following table: a. ...In the analysis of Exercise 17.28, it was found that 9 of the sampled technical pages and 15 of the sampled nontechnical pages contained no errors. Find a 90% confidence interval for the proportion of all pages in this book ...
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