Logo
Home Study Material Contact Search
AI Chat FREE
  1. mathematics
  2. statistics
  3. 1. the data below show the volume of transactions�

1. The data below show the volume of transactions​ (in hundreds of​ thousands) in shares of...

80.2K

Verified Solution

Question

Statistics

1. The data below show the volume of transactions​ (in hundredsof​ thousands) in shares of a corporation over a period of 12weeks. Using these​ data, estimate a​ first-order autoregressive​model, and use the fitted model to obtain forecasts of volume forthe next 3 weeks.

Week   Trading Volume
1   27.8
2   14.6
3   14.4
4   13.8
5   23.4
6   17.8
7   7.2
8   25.3
9   21.8
10   17.2
11   26.5
12   21.5

The estimated​ first-order autoregressive model isx^t = (?) + (?)xt-1

Answer & Explanation Solved by verified expert
4.0 Ratings (681 Votes)
Using ExcelMake First order Autoregression modelFirst Enter the dataNow Copy all values from Trading Volume and then paste in    See Answer
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students

Biology
1.2K views

What is the biggest concern around hydrofracking O Hydrofracking creates twice as much carbon dioxide...

Geometry
1.2K views

The masses m are located at the points P Find the center of mass of...

Geometry
1.2K views

Consider the triangle below b a 10 60

Medical Sciences
1.2K views

If an individual had a bone marrow cancer and there was a large increase of red...

Biology
1.2K views

In 2006 researchers from the University of Florida determined the following biological diversity in Everglades...

Biology
1.2K views

Transport proteins within a cell membrane pick up and release which of the following across...

Basic Math
1.2K views

Determine if the scenario Involves mutually exclusive events. Then find the probability. A box of...

Algebra
1.2K views

Find all x-values that satisfy the equation cos (2x) - 2 sin(2x)cos (2x) = 0,0?x?...

Algebra
1.2K views

Which statement best describes f x 2 x 7 1 O 6 is in the...

Accounting
1.2K views

QUESTION : RATIOS AND FINANCIAL PLANNING AT EAST COAST YACHTS Dan Ervin was...

Accounting
1.2K views

Cullumber Looms Inc. took a physical inventory at the end of the year and determined...

Finance
1.2K views

4. Assume that the following banks have the same net amount of 2 million, but...