Question: 13. The data in Table P-13 are closing stock quotations for the DEF Corporation for 150 days. Determine the appropriate ARIMA model, and forecast the

13. The data in Table P-13 are closing stock quotations for the DEF Corporation for 150 days. Determine the appropriate ARIMA model, and forecast the stock price TABLE P-13 Period DEF Period DEF Period DEF 1 136.0 16 136.0 31 140.0 2 132.8 17 138.4 32 144.8 3 130.4 18 137.6 33 140.0 4 128.8 19 139.2 34 139.2 5 136.8 20 134.4 35 139.2 6 135.2 21 136.8 36 136.8 7 134.4 22 139.2 37 140.8 8 139.2 23 139.2 38 141.6 9 136.8 24 140.0 39 139.2 10 136.0 25 139.2 40 142.4 11 133.6 26 140.8 41 140.8 12 139.2 27 139.2 42 140.0 13 137.6 28 138.4 43 132.0 14 139.2 29 136.0 44 142.4 15 139.2 30 142.4 45 138.4 TABLE P-13 (Continued) Period DEF Period DEF Period DEF 46 138.4 81 134.4 116 133.6 47 136.8 82 133.6 117 134.4 48 139.2 83 131.2 118 130.4 49 135.2 84 132.0 119 132.8 50 138.4 85 131.2 120 134.4 51 140.8 86 132.8 121 135.2 52 135.2 87 132.0 122 136.8 53 133.6 88 133.6 123 134.4 54 134.4 89 131.2 124 136.0 55 134.4 90 131.2 125 137.6 56 137.6 91 129.6 126 138.4 57 134.4 92 131.2 127 137.6 58 140.8 93 130.4 128 138.4 59 137.6 94 131.2 129 137.6 60 132.8 95 136.0 130 137.6 61 136.8 96 135.2 131 140.0 62 135.2 97 136.8 132 135.2 63 132.8 98 136.8 133 135.2 64 144.0 99 133.6 134 135.2 65 137.6 100 135.2 135 136.0 66 138.4 101 136.0 136 132.0 67 136.0 102 137.6 137 133.6 68 135.2 103 131.2 138 134.4 69 138.4 104 136.0 139 133.6 70 134.4 105 136.0 140 133.6 71 138.4 106 133.6 141 132.8 72 139.2 107 129.6 142 132.0 73 141.6 108 132.8 143 136.0 74 134.4 109 135.2 144 133.6 75 135.2 110 132.0 145 133.6 76 136.0 111 132.8 146 135.2 77 135.2 112 132.8 147 139.2 78 136.0 113 136.0 148 136.8 79 132.8 114 136.8 149 136.0 80 133.6 115 136.8 150 134.4 five days ahead from forecast origin . Compare your forecasts with the actual prices using the MAPE. How accurate are your forecasts?

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