Exam 20: Time Series Analysis

A seasonal regression model was fit to quarterly sales data (in $10,000) for a small company specializing in green cleaning products.The results are shown below.The regression coefficients in the seasonal regression model indicate that sales are on average ________________________ .

A seasonal regression model was fit to quarterly sales data (in $10,000) for a small company specializing in green cleaning products.The results are shown below.What is the forecast (in $10,000) for the second quarter of the next year?

Suppose that the single exponential smoothing (SES) model was applied to data measuring demand for a particular part needed by customer with results as shown below.The likely value used for α is ________________________

The table below shows the actual closing daily stock prices for Kyocera Corporation for September 2 through September 4, 2008.What is the 2-day moving average forecast for September 5?

Annual estimates of the population in the age group 65 + in Alameda County, California from 1999 (t = 1) onward are shown in the time series graph below.The dominant component in the time series is ________________________

Annual estimates of the population in Kauai County, Hawaii from 1999 (t = 1) onward are shown in the time series graph below.The dominant component in this time series is ________________________ .

Daily closing stock prices for Kyocera Corporation were obtained from August 1, 2008 through August 29, 2008 and appear in the time series graph below.The dominant component in this time series is ________________________ .

A third-order autoregressive model, AR (3) was fit to monthly closing stock prices, adjusted for dividends, of Boeing Corporation from January 2006 through August 2008 (closing price on the first trading day of the month).Based on the results shown below, the estimated model is ________________________ .

The table below shows the actual closing daily stock prices for Kyocera Corporation for September 2 through September 5, 2008, as well as 4-day moving average and naïve forecasts.The MAD for the Naïve method is 1.22.What is the MAD for the 4-period MA and how does it compare with the Naïve?

A first-order autoregressive model, AR (3) was fit to monthly closing stock prices, adjusted for dividends, of Boeing Corporation from January 2006 through August 2008 (closing price on the first trading day of the month).Based on the results shown below, the estimated model is ________________________ .

Quarterly sales data (in $10,000) for a small company specializing in green cleaning products are shown in the time series graph below.The forecasting method that would likely fit these data the best is ________________________

American Spinners, a large automobile parts supplier, keeps track of the demand for a particular part needed by its customers, automobile manufacturers.The time series plot below shows monthly demand for this part (in thousands) for a five year period.The dominant component in this time series is ________________________ .

Annual estimates of the population in Kauai County, Hawaii from 1999 (t = 1) onward are shown in the graph below.The most appropriate forecasting method for this series is ________________________ .

The table below shows the actual closing daily stock prices for Kyocera Corporation for September 2 through September 5, 2008.Suppose the forecast for Sept.2 is 81.88.Using SES (single exponential smoothing) with a smoothing constant of 0.2 (α = 0.2), what is the forecast for Sept.3?

The following table shows actual sales values and forecasts.The MSE for the forecasting method used is ________________________ .

The following table shows actual sales values and forecasts.The MAD for the forecasting method used is ________________________ .

Annual estimates of the population in the age group 65 + in Alameda County, California from 1999 (t = 1) onward are used to estimate the following quadratic trend model: Yt = 148187 - 554*t + 135.5*t**2.Using this model, the estimate for 2008 is ________________________ .

A quadratic trend model was fit to data on annual estimates of the population in the age group 65 + in Alameda County, California from 1999 (t = 1) onward.The results are shown below.Using this model, the estimate of population in the 65+ age group in Alameda County for 2008 (t = 10) is ________________________ . Fitted Trend Equation: Yt = 148187 - 554*t + 135.5*t**2