Consider a portion of monthly return data on 20-year Treasury Bonds from 2006-2010. Year................ Month................ Return (%)
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Consider a portion of monthly return data on 20-year Treasury Bonds from 2006-2010.
Year................ Month................ Return (%)
2006.................... Jan........................ 4.65
2006.................... Feb........................ 4.73
⋮........................... ⋮ ..............................⋮
2010.................... Dec ........................4.16
a. Plot the above series and discuss its seasonal variations.
b. Construct the seasonal indices for the data.
c. Estimate a linear trend model to the seasonally adjusted series.
d. Use the trend and seasonal estimates to make forecasts for the first three months of 2011.
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Related Book For
Business Statistics Communicating With Numbers
ISBN: 9780078020551
2nd Edition
Authors: Sanjiv Jaggia, Alison Kelly
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