MGSC 372 Study Guide - Final Guide: Autoregressive Integrated Moving Average, Time Series, Aerojet Rocketdyne

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14 Jul 2014
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The following data represents quarterly prime interest rates from 1990 to 2007. Comment on seasonality in the prime interest data. The data does not exhibit a high degree of seasonality - the seasonal indices are all very close to 1. Find the seasonally adjusted value for the 2nd quarter of 2006. The seasonally adjusted value is almost the same as the original value because the seasonal index is so close to 1. Calculate a forecast for the second quarter of 2008 based on trend and seasonal effects. For the 2nd quarter of 2008, t = 74. Forecast = t74 x s2 = 6. 123306 x 1. 00472 = 6. 15221. Calculate the percent of trend for the fourth quarter of 2007. Calculate the ratio-to-moving-average for the 4th quarter of 1990. A department store manager wishes to investigate the influence of two factors: department (mens, Womens, and childrens) and location (city, mall, and outlet) on store profits.

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