10. (10 marks) For the time series given in the table below: Use Brown's method (DES)...
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10. (10 marks) For the time series given in the table below: Use Brown's method (DES) with a 10% smoothing constant to obtain forecast values for all the time periods and for 7-8 and -10 (Use simple initializations f₁ (1) = y₁, and ₁(1) = 0) [Hint: First obtain 9, (t-1) and e, beginning time period -2 by using the equations: (t-1)=₁-1(t-1) + B₁ (t− 1) and e₂ = y₁ − (t-1), and then use the error correction form equations: f(t)=(t-1)+ [1-(1-a)²let. B₁(t)=B₁(t-1)+ a² e₁] t 1 2 50 51 3 100 Y₁ 4562 75 65 6 170 7 200 Also note that for Brown's method, at time t, the p periods ahead forecast 9t+p(t)is given by: It+p(t) = P₁(t) + PB₁ (t 10. (10 marks) For the time series given in the table below: Use Brown's method (DES) with a 10% smoothing constant to obtain forecast values for all the time periods and for 7-8 and -10 (Use simple initializations f₁ (1) = y₁, and ₁(1) = 0) [Hint: First obtain 9, (t-1) and e, beginning time period -2 by using the equations: (t-1)=₁-1(t-1) + B₁ (t− 1) and e₂ = y₁ − (t-1), and then use the error correction form equations: f(t)=(t-1)+ [1-(1-a)²let. B₁(t)=B₁(t-1)+ a² e₁] t 1 2 50 51 3 100 Y₁ 4562 75 65 6 170 7 200 Also note that for Brown's method, at time t, the p periods ahead forecast 9t+p(t)is given by: It+p(t) = P₁(t) + PB₁ (t
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solution er 50 7 Cz en 7575 41 150 17017061 jez1 1 11 515121 ez 2 O T 50d ... View the full answer
Related Book For
Statistics and Data Analysis for Financial Engineering
ISBN: 978-1461427490
1st edition
Authors: David Ruppert
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