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Exam 3 QMB3250 UF With Questions And 100% ALL CORRECT ANSWERS
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JACKLINEExam 3 QMB3250 UF With Questions And 100% ALL CORRECT ANSWERS
Practice questions for this set
, Terms in this set (32)
For Simple moving average, longer periods are_______ than shorter periods.
Smoother
Smoother or less smooth
Creates a new time series from the original data by averaging adjacent values.
helps illuminate how the data is varying over time.
Simple Moving Average
Affected by outliers and peaks.
Doesn't work well when there are strong seasonal, trend or cyclical components.
values that are closest to the estimated value get the most weight in the moving average and values
Simple exponential smoothing that are farther away get less.
adjust weight between recent and historic data.
A smaller a (alpha) would be ___________ _.
Smoother
Smoother or more flat or less smooth
Time series where we add in columns containing lags.
Autoregressive models
Good for quarterly lag.
We can cautiously predict a little further away from the data. Better at fitting series that have trend,
cyclical, and seasonal components.
Linear
Multiple Regression Models
- Additive: SLR
- Exponential: SLR but log(y)
Quarters: Add indicator variables
the best prediction is the most recent point. Time series.
Random walk
Sometimes described as white noise.
Allow us to compare two or more means.
One way ANOVA Ho: M1 = M2 = Mk (No difference in treatments)
Ha: At least one population mean is different from the rest.
exogenous variable an extra variable added to help predict this cyclical trend.
Exam 3 QMB3250 UF
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