Use the following information to answer question. You are given the following return information for 3-month T-bills,

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Use the following information to answer question. You are given the following return information for 3-month T-bills, the NYSE Index, Chrysler, Ford, and GM for the 3-year period from January 1985 through December 1987.image text in transcribedimage text in transcribedimage text in transcribed

Repeat question 37 using the data for GM.

Question 37

Using only data from January 1985 through November 1987, forecast the value for December 1987, using both the 3-period moving average and the AR(1)

model. Compare your results. Which model forecasts better?

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Related Book For  book-img-for-question

Statistics For Business And Financial Economics

ISBN: 9781461458975

3rd Edition

Authors: Cheng Few Lee , John C Lee , Alice C Lee

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