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question 3

View 9/08/2010 B C Date D A 09/03/2010 09/07/2010 09/08/2010 09/09/2010 09/10/2010 09/13/2010 2 B C 127.88 Stock Exchange 3 18.42 20.95 125.76 15.54 18.06 10390.38 10434 81 20.57 15.36 15.74 15.85 15.92 126.44 17.98 20.58 10326.59 10315.28 126.35 17.85 20.51 127.66 17.89 20.58 10374.84 130.84 18.72 21.15 16.13 10632.82 129.46 09/14/2010 21.24 1044131 10570.39 10569.85 10697 94 10778.19 18.64 16.19 16.26 18,73 21.47 21.87 09/15/2010 128.56 16.26 19.03 130,67 09/16/2010 16.28 22.04 18.77 129.89 09/17/2010 16.71 21.91 18.95 09/20/2010 9/21/2010 10866.29 132.31 16.62 21.49 19.17 132.29 mat dataset provides the dosing prices tor r oon eu k the icon to view the closing prices data a. Use Excel's Data Analysis Exponential Smoothing tool ts focnt Complete the exponential smoothing forecast model for stock A (Type integers or decimals rounded to two decimal places an neee Date Forecast A 09/03/2010 09/07/2010 09/08/2010 no02010 Click to select your answer(s). PREVIOUS JUN 18 emiy cartre ime Remairing: 01 4A22 Sumn Te This Test: 100 pts possibl ange over 12 days. Complete parts a through c each of the stock prices using simple exponential smoothing with a smoothing constant of 0.3. NEXT WX A provides the edoning ore icon to view the closing prices e 097/09/2010 09/10/2010 09/13/2010 09/14/2010 09/15/2010 097/16/2010 7 17/2010 Click to select your answer(s). PREVIOUS at ng dataset provides the closing prices for four os Click the icon to view the closing prices data. 09/17/2010 09/20/2010 09/21/2010 b.Compute the MAD, MSE, and MAPE for each of the models Compute the MAD (mean absolute deviation) for stock A (Type integers or decimals rounded to two decimal places as needed) Click to select your answer(s). 0069444 PREVIOUS g dataset provides the closing prices for four stocks andthe FFClick the icon to view the closing prices data b. Compute the MAD, MSE, and MAPE for each of the models Compute the MAD (mean absolute deviation) for stock A (Type integers or decimals rounded to two decimal places as needed.) Stock A Compute the MSE (mean square error) for stock A. Type integers or decimals rounded to two decimal places as needed.) Stock A ick to select your answer(s). PREVIOUS es the cloing prices for four stocks and the sok e view the closing prices data. Stock A % C.Does a smoothing constant of 0.1 or 0.5 yield better results? Select the correct answer below and, if necessary, fill in the answer box to complete the dhoi OA. A smoothing constant of yields better results because the values of MAD MSE ed (Type an integer or a decimal.) B. Neither 0.1 nor 0.5 yield better results because the values df MAD, MSE and MAPE for lm as Click to select your answer(s). 006944-A PREVIOUS JUN 18 CO osing prices or four s s dee n orrect answer below and, necessary, flA in the answer box to compte o the closing prices data A. A smoothing constant of (Type an integer or a decimal.) B. Neither 0.1 nor 0.5 yield better results because the values of MAD, MSE and MAPE t yields better results because the values d MAD ME C. Neither 0.1 nor 0.5 yield better results because the values of MAD, MSE and MAPE tor D.A smoothing constant of (Type an integer or a decimal.) yields better results because the values of MAD, MSEand MP ck to select your answer(s) 10 PREVIOUS JUN 18 MacBook Pro

Answer 1

Forecast A Absolute Error Squared Error Absolute Percentage Error A a 09/03/2010 127.88 09/07/2010 125.76 2.12 4.49 127.88 1.69 % 09/08/2010 0.00 126.44 126.40 0.04 0.03 % 09/09/2010 126.35 126.43 0.08 0.01 0.06 % 09/10/2010 127.66 126.37 1.29 1.66 1.01% 09/13/2010 130.84 127.27 3.57 12.72 2.73 % 09/14/2010 129.46 129.77 0.31 0.10 0.24 % 09/15/2010 128.56 129.55 0.99 0.99 0.77 % 09/16/2010 128.86 1.81 3.28 1.39% 130.67 09/17/2010 129.89 130.13 0.24 0.06 0.18 % 09/20/2010 2.35 5.52 132.31 129.96 1.78 % 09/21/2010 132.29 131.61 0.68 0.47 0.52 % b. MAD 1.23 MSE 2.66 0.94 % МАРЕ The correct option is C. C. Neither 0.1 nor 0.5 yield better results because the values of MAD, MSE and MAPE for alpha=0.3 are all lower.