Time Series Forecasting
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a) Display this time series as a line graph (please use excel).
b) Find the 4-period MA (moving average) forecast for January 1997.
c) Find the MSE (mean square error) for the 4-period MA (mean average) model.
See attached file for full problem description.
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Solution Preview
A.
See Excel sheet for graphs.
B.
The 4-period moving average for 1997 - Quarter I = (1,496,798 + ...
Solution Summary
This solution looks at the moving average and mean square error of a time series.
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