Question: An investor is interested in developing a forecasting model for Company A' stock price and has collected the quarterly revenue data from 2010 to 2020.

An investor is interested in developing a forecasting model for Company A' stock price and has collected the quarterly revenue data from 2010 to 2020. Identify the moving average forecasting model among k = 2,3,4 and 5. (10) Identify the best exponential smoothing model among = 0.2, 0.25, 0.3, 0.35 and 0.4. (10) Develop a linear regression model without seasonal pattern. (10) Develop a linear regression model with seasonal pattern and without trend. (10) Develop a linear regression model with both seasonal pattern and trend. (10) Compare the final models developed in all 5 questions using the performance metrics. (10) Which of these models can be used to forecast the revenue for the next 4 quarters? Calculate and visualize the forecasts from the corresponding models.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!