Which of the Following Statements Regarding Time-Series Methods Is FALSE

Multiple Choice

Which of the following statements regarding time-series methods is FALSE?

A) A naive forecast is identical to a simple moving average of one period.
B) Exponential smoothing with an alpha equal to 1.00 is identical to a naive forecast.
C) A weighted moving average with weights of 0.5 and 0.5 is identical to a simple moving average of two periods.
D) A simple moving average of three periods is identical to exponential smoothing with an alpha equal to 0.33.