Copy the data from #7 into an Excel spreadsheet

znefun9
timer Asked: Nov 23rd, 2017

Question Description

Year Rate
1991 5.38
1992 3.43
1993 3
1994 4.25
1995 5.49
1996 5.01
1997 5.06
1998 4.78
1999 4.64
2000 5.82
2001 3.4
2002 1.61
2003 1.01
2004 1.37
2005 3.15

The following data (stored in the document attached below) represent the three-month and 5 month treasury bill rates in the united states from 1991 to 2005

A. Plot the data
B. Fit a three year moving average in the data and plot the results
C. Using a smoothing coefficient of W= 0.50, exponentially smooth the series and plot the results
D. What is your exponentially smoothed forecast for 2006?
E. Repeat (c) and (d) using a smoothing coefficient of W= 0.25
F. Compare the results of (d) and (c)

Copy the data from #7 into an Excel spreadsheet and fit a 3 year and 5 years moving average to it. In the blue book, this is on page 255. This is in the chapter on Time Series and is called Treasury. Graph the original data with the 3 years and 5-year moving averages. Show the years.

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