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Module 6 - Problem Set: Time Series Analysis Worksheet

This document provides instructions for a time series analysis problem set assignment on stock price forecasting. Students are asked to take Microsoft stock price data over 36 months and: 1) Create a line graph of the stock prices 2) Determine whether to use single, double, or triple exponential smoothing based on the graph 3) Perform the chosen smoothing technique and provide forecasts for the next six months 4) Make a recommendation to buy or sell Microsoft stock based on the forecast

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94 views3 pages

Module 6 - Problem Set: Time Series Analysis Worksheet

This document provides instructions for a time series analysis problem set assignment on stock price forecasting. Students are asked to take Microsoft stock price data over 36 months and: 1) Create a line graph of the stock prices 2) Determine whether to use single, double, or triple exponential smoothing based on the graph 3) Perform the chosen smoothing technique and provide forecasts for the next six months 4) Make a recommendation to buy or sell Microsoft stock based on the forecast

Uploaded by

kachizih
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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BUS 5030: Applied Economics and Statistics

Module 6 - Problem Set: Time Series Analysis Worksheet

Complete this worksheet using the directions within to guide you. Submit your completed
worksheet in the “Assignment and Grades” tab in your course menu. When you have submitted
this assignment for grading, please return to Module 6 for a module wrap-up.

Problem Set: Time Series Analysis Worksheet


Directions: In this assignment, you will take stock data and perform a time series analysis on
the data to forecast price movements. The chart at the end of this worksheet provides actual
end-of-the-month prices, rounded to the nearest dollar, of Microsoft’s stock for 36 months.
Use the chart to address the steps 1-4.

Step 1: Create a line graph showing the stock price over the 36 months. (You can use this
graph maker.) Provide a screenshot of the graph you created.

Step 2: Based on what you see in the graph from Step 1, should you use single, double, or
triple exponential smoothing? Why?

Step 3: Perform the smoothing you chose using this online tool and copy the graph and the
forecasted values for the next six months. Provide screenshots here.

Step 4: Based on the forecast in Step 3, make a recommendation on whether an investor


should buy or sell Microsoft stock. Explain in detail.
BUS 5030: Applied Economics and Statistics
Module 6 - Problem Set: Time Series Analysis Worksheet

Date Closing Price


1 60
2 60
3 62
4 65
5 64
6 66
7 68
8 70
9 69
10 73
11 75
12 74
13 83
14 84
15 86
16 95
17 94
18 91
19 94
20 99
21 99
22 106
23 112
24 114
25 107
26 111
27 102
28 104
29 112
30 118
31 131
32 124
33 134
34 136
35 138
BUS 5030: Applied Economics and Statistics
Module 6 - Problem Set: Time Series Analysis Worksheet

36 139
(Source: finance.yahoo.com)

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