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.