In: Statistics and Probability
Corporate triple-A bond interest rates for 12 consecutive months follow.
9.6 | 9.5 | 9.2 | 9.7 | 9.8 | 9.7 | 9.8 | 10.6 | 9.9 | 9.7 | 9.4 | 9.4 |
b. Develop three-month and four-month moving averages for this time series (to 2 decimals). If your answer is zero enter “0”.
Month | Time-Series Value |
3-Month Moving Average Forecast |
|
---|---|---|---|
Total |
Month | Time-Series Value |
4-Month Moving Average Forecast |
|
---|---|---|---|
Total |
Compute MSE (to 2 decimals).
MSE (3-Month) | |
MSE (4-Month) |
c. What is the moving average forecast for the next month (to 2 decimals)? Use the more accurate forecast.