Purchase Solution

Forecasts

Not what you're looking for?

Ask Custom Question

1. The time series Xt is generated by the ARIMA (1,1,2) model

(1-0.60B)(1-B)Xt= (1 - 0.86B + 0.30Bsquared)at

Where B is the back-shift operator, and at is white noise. Is there an exponential smoothing algorithm that generates the same forecasts as this model? If so, write down the recurrence form of that algorithm.

Purchase this Solution
Solution Summary

The solution determines if there is an exponential smoothing algorithm that generates the same forecasts as the model shown.

Purchase this Solution
Free BrainMass Quizzes
Elementary Microeconomics

This quiz reviews the basic concept of supply and demand analysis.

Economics, Basic Concepts, Demand-Supply-Equilibrium

The quiz tests the basic concepts of demand, supply, and equilibrium in a free market.

Basics of Economics

Quiz will help you to review some basics of microeconomics and macroeconomics which are often not understood.

Pricing Strategies

Discussion about various pricing techniques of profit-seeking firms.

Economic Issues and Concepts

This quiz provides a review of the basic microeconomic concepts. Students can test their understanding of major economic issues.

View More Free Quizzes
Related BrainMass Solutions

  • Key Forecasts for a Strategic Plan with Objectives

    Some of the non financial forecasts are those related to market share relates forecasts, forecasts related to number new clients added during a period, Customer service related forecasts such as number of complaints received and resolved during a certain

  • What are the key forecasts (financial and nonfinancial)

    The financial forecasts include forecasts regarding revenue growth and profitability as these metrics provide a good benchmark to evaluate the efficacy of strategic plan.

  • CPA attestation of financial forecasts by corporations

    187412 CPA attestation of financial forecasts by corporations Question 1: Forecasts Recent proposals by investors and others have suggested that corporations include financial forecasts in their annual reports.

  • Forecast essay assistance

    By carefully dissecting the means by which these forecasts were created, we can determine which is likely the most accurate." Using economic indications to make economic forecasts

  • Roll Up Sales Forecast for Gonzales Electronic Company

    Roll up the family forecasts to the top level, compare these to the overall forecasts, and roll the forecasts back down to families and to individual unit forecasts (dollars units). c.

  • understate sales projections?

    The forecasts submitted by other departments will provide a good platform or background to evaluate the sales forecast. Rewards and incentives for accurate forecasts can also act as motivation for producing accurate forecasts.

  • Usefulness of Forecasts to the Industry

    Short-range forecasts are for fewer than three months, Intermediate or medium-range forecasts have a span of three months to two years, and Long-range forecasts cover more than two years (Virtual Advisor, 2009).

  • economic forecasts

    What is the purpose of developing economic forecasts? What factors affect economic forecasts? Should economic forecasts be dynamic or static? Explain.

  • financial forecasting

    In the absence of accurate marketing and sales forecasts or indicators provided by the marketing department, it is very difficult for financial managers to prepare other components of the forecasts, as other forecasts are highly dependent on the level

  • difference in IPO earnings forecasts

    This does not mean that the forecasts are more accurate. There are many reasons for the differences in forecasts.

View More Related Solutions