Scribd Logo
Upload

Welcome to Scribd!

  • 2 views

    Assignment 3

    Uploaded by

    Ahmed Asghar
    Presentation

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd

    Assignment 3

    Uploaded by

    Ahmed Asghar
    2 views2 pages
    Presentation

    Copyright

    © © All Rights Reserved

    Available Formats

    DOCX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Presentation

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    2 views2 pages

    Assignment 3

    Uploaded by

    Ahmed Asghar
    Presentation

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    of 2

    Lahore School of Economics

    BSc IV
    Time Series Analysis and Forecasting Winter 2021

    Name:_____________________ Section:_______________

    Date:______________________ Score:________________

    Problem set 3

    Q.1: The following table shows the yearly sales of yield from 2001 to 2012.

    Time ¿Yt
    t
    2001 80.0
    2002 196.0
    2003 298.1
    2004 600.5
    2005 780.6
    2006 1650.1
    2007 2057.2
    2008 3489.6
    2009 4050.7
    2010 5068.9
    2011 7845.3
    2012 9096.6

    i. Fit a linear trend to the following data. Forecast the value for 2013.
    ii. Fit an exponential trend to the following data. Forecast the value for 2013.
    iii. Compute MSE for both models.
    iv. Which trend better fits the data.
    v. How the trend can be removed?
    Q.2: The following table shows the yearly sales of Novak Corporation from 1986 to 1996.

    Time ¿Yt
    t
    1986 13.6
    1987 14.6
    1988 16.4
    1989 17.8
    1990 18.6
    1991 20.0
    1992 21.9
    1993 24.9
    1994 27.3
    1995 29.1
    1996 31.6
    1997 33.4

    1. Fit Stochastic trend to the above data.


    2. How it can be removed?

    You might also like