Question: U.S. Treasury 10-Year Bond Yields at Weeks End ( n = 52 weeks) Week Yield Week Yield Week Yield Week Yield 4/2/04 5.30 7/2/04 5.98
| U.S. Treasury 10-Year Bond Yields at Weeks End (n = 52 weeks) | |||||||||||||||||||||||
| Week | Yield | Week | Yield | Week | Yield | Week | Yield | ||||||||||||||||
| 4/2/04 | 5.30 | 7/2/04 | 5.98 | 10/1/04 | 5.45 | 12/31/04 | 5.64 | ||||||||||||||||
| 4/9/04 | 5.56 | 7/9/04 | 5.84 | 10/8/04 | 5.55 | 1/7/05 | 5.63 | ||||||||||||||||
| 4/16/04 | 5.71 | 7/16/04 | 5.82 | 10/15/04 | 5.43 | 1/14/05 | 5.60 | ||||||||||||||||
| 4/23/04 | 5.78 | 7/23/04 | 5.81 | 10/22/04 | 5.38 | 1/21/05 | 5.54 | ||||||||||||||||
| 4/30/04 | 5.84 | 7/30/04 | 5.91 | 10/29/04 | 5.40 | 1/28/05 | 5.54 | ||||||||||||||||
| 5/7/04 | 5.97 | 8/6/04 | 5.76 | 11/5/04 | 5.47 | 2/4/05 | 5.49 | ||||||||||||||||
| 5/14/04 | 6.16 | 8/13/04 | 5.63 | 11/12/04 | 5.57 | 2/11/05 | 5.41 | ||||||||||||||||
| 5/21/04 | 6.09 | 8/20/04 | 5.58 | 11/19/04 | 5.52 | 2/18/05 | 5.51 | ||||||||||||||||
| 5/28/04 | 6.03 | 8/27/04 | 5.60 | 11/26/04 | 5.55 | 2/25/05 | 5.63 | ||||||||||||||||
| 6/4/04 | 6.09 | 9/3/04 | 5.54 | 12/3/04 | 5.70 | 3/4/05 | 5.72 | ||||||||||||||||
| 6/11/04 | 6.15 | 9/10/04 | 5.56 | 12/10/04 | 5.54 | 3/11/05 | 5.80 | ||||||||||||||||
| 6/18/04 | 6.10 | 9/17/04 | 5.49 | 12/17/04 | 5.51 | 3/18/05 | 5.86 | ||||||||||||||||
| 6/25/04 | 6.04 | 9/24/04 | 5.39 | 12/24/04 | 5.56 | 3/25/05 | 5.94 | ||||||||||||||||
Perform exponential smoothing with = .20. Use both methods A and B to initialize the forecast. Record the statistics of fit. (Round the Mean squared error to 3 decimal places, percent values to 1 decimal place and Forecast to 2 decimal places.)
| = .20 | |||
| Mean squared error | |||
| Mean absolute percent error | % | ||
| Forecast for period 53 | |||
Do the smoothing again with = .10 and then with = .30, recording the statistics of fit. (Round the Mean squared error to 3 decimal places and percent values to 1 decimal place.)
| = .10 | = .30 | |||||
| Mean squared error | ||||||
| Mean absolute percent error | % | % | ||||
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