5.This is a copy of the original series moved forward two time periods A. Lagged series with no lag B. Lagged series with lag-1 C. Lagged series with lag-2 D.None of the above
6. This reflects swings in the series, where high values are immediately followed by low values and vice versa. A.Negative lag-1 autocorrelation B. Strong autocorrelation C. Positive lag-1 autocorrelation D.All the above
7.This approach is generally taken to take advantage of auto correlation A. Directly build autocorrelation into the regression model B.Construct a second level forecasting model on the residual series C. Both a and b D.None of the above
8.This is a series in which changes from one time period to the next are random. It is also a special case of an AR Model where slope coefficient is equal to 1. A. Random walk B.Linear Trend C. ARIMA forecast D. All the above
9.According to the Efficient Market Hypothesis in economics, asset prices are random walks and there fore predicting stock prices is a game of chance. A. True B. False
10.Besides looking at the autocorrelation of the raw series, it is useful to look at the autocorrelation of the residual series. A. True B. False
5.
Lagged series with lag-2:
This is a copy of the original series moved forward two time periods
Option c
6.
Negative lag-1 autocorrelation:
This reflects swings in the series, where high values are immediately followed by low values and vice versa
Option a
7.
This approach is generally taken to take advantage of auto correlation
Option c
8.
Random walk:
This is a series in which changes from one time period to the next are random. It is also a special case of an AR Model where slope coefficient is equal to 1
Option a
9.
According to the Efficient Market Hypothesis in economics, asset prices are random walks and there fore predicting stock prices is a game of chance.
True
10.
Besides looking at the autocorrelation of the raw series, it is useful to look at the autocorrelation of the residual series
True
5.This is a copy of the original series moved forward two time periods A. Lagged series...
5. The components of time-series are: a. Trend, Seasonal, Movement, and Random b. Trend, Mobility, Cyclical, and Seasonal c. Trend, Seasonal, Cyclical, and Random d. Trend, Seasonal, Cyclical, and Perfection The mean absolute deviation measures the accuracy of a forecast by calculating.. a. the mid-point of absolute forecasting error per period of historical data. b. the average absolute forecasting error per period of historical data. c. the standard deviation of absolute forecasting error per period of historical data d. both...
DO NOT ANSWER AT ALL IF YOU ARE ONLY ANSWERING 5 QUESTIONS THANK YOU True or false Process design includes selecting the appropriate technology, sizing the process over time, determining the role of inventory in the process, and locating the process. Operations and supply chain strategy is concerned with setting broad policies and plans for using the resources of a firm and must be integrated with corporate strategy. "Social" pertains to fair and beneficial business practices toward labour, the community,...