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    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

    See Excel sheet for graphs.

    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.