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THE NASDAQ stock market

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THE NASDAQ stock market includes small-and medium-sized companies, many of which are in high-tech industries. Because of the nature of these companies, the NASDAQ tends to be more volatile than the Dow Jones Industrial Average or the S&P 500. The weekly values for the NASDAQ during the first 20 weeks of 2006 are listed in the data file weeklyNASDAQ.xls(see attachment) extracted from finance.yahoo.com:
WEEK NASDAQ
3-JAN-06 2,305.62
9-JAN-06 2,317.04
17-JAN-06 2,247.70
23-JAN-06 2,304.23
30-JAN-06 2,262.58
6-FEB-06 2,261.88
13-FEB-06 2,282.36
21-FEB-06 2,287.04
27-FEB-06 2,302.60
6-MAR-06 2,262.04
13-MAR-06 2,306.48
20-MAR-06 2,312.82
27-MAR-06 2,339.79
3-APR-06 2,339.02
10-APR-06 2,326.11
17-APR-06 2,342.86
24-APR-06 2,322.57
1-MAY-06 2,342.57
8-MAY-06 2,243.78
15-MAY-06 2,193.88

a) plot the time series.
b) flt a three-period moving average to the data and plot the results.
c) using a smoothing coefficient of W=0.50, exponentially smooth the series and plot the results.
d) repeat (c), using W=0.25.
e) what conclusion can you reach concerning the presence or absence of trends during the first 20 weeks of 2006?

use Excel or PhStat 2 (excel extension program)

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