part you thoroughly motivate your interest in the time series you are about to analyze. You should argue why it is of interest and importance to model your data series. You also briefly report what you do in your project and what results and conclusions you reach. 3. Data. In this section you describe where and how you got the data. Carefully describe all data characteristics‚ length of your time series‚ and frequency. Make a graph of your data series; you could also make a table with summary statistics
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Demand Forecasting Problems Simple Regression a) RCB manufacturers black & white television sets for overseas markets. Annual exports in thousands of units are tabulated below for the past 6 years. Given the long term decline in exports‚ forecast the expected number of units to be exported next year. |Year |Exports |Year |Exports | |1 |33 |4 |26
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concepts. Here we discussed autoregressive time series‚ covariance stationary series‚ mean reversion‚ random walks‚ Dickey-Fuller statistic for a unit root test. * The second part of the project contains analysis and interpretation of co-integration and error correction model between EUR/AMD and GBP/AMD exchange rates. Considering the fact‚ that behavior of these two currencies has been changed during the crisis‚ we separately discuss three time series periods: * 1999 2013 * 1999 to 2008
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Time series analysis (Session – I) Commands and syntax for data analysis using STATA 1. Open and Run the STATA application • Click on the Data on the task bar and open Data editor • Copy the data from Excel sheet and paste it on the data editor • Preserve the data • Close Data Editor 2. Type “describe” in the command space- Software will show the description of the data set. 3. Graphs i) To Draw a scatter plot of variables
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Question 5 - 10 marks (Equity Options) It is January 2nd‚ 2014 and Google Inc. (GOOG) stock is currently trading on the Nasdaq at a price of $1‚105.00 US dollars. Using the information provided below‚ please answer the following questions: (Note: ’Last’ means the last traded price of the put or call option. Use this number for your calculations). Call options: Put options: a) Based on the current stock price‚ which one of the two options is in the money? by how much? (1 marks) b)
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FORECASTING IN QUANTITATIVE ANALYSIS I am highly honoured to give a presentation on forecasting. You are all welcome. Every organisation’s success depends on how well it is able to forecast. We will look at the meaning of forecast‚ the steps‚ qualitative and quantitative forecasting and finally the benefits. The Meaning Of Forecasting Forecasting is a process of predicting or estimating the future based on past and present data. Forecasting provides information about the potential future events
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Cover Executive Summary In this report‚ a business analysis and valuation exercise was conducted on the firms in our Hyp$100‚000 investment portfolio to evaluate their strategies and historical performance‚ as well as to determine the intrinsic value of their shares. To reduce risks through portfolio diversification‚ two firms from unrelated industries were selected. Hyflux was chosen as the SGX Mainboard Company due to the huge earnings potential from its operations in China and the Middle
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Forcasting Techniques and Technical Analysis 1 Forecasting Techniques and Technical Analysis By Students: Nodar Svanidze‚ Zurab Sxirtladze Research Paper In: Managerial Economics Dr. Edward Raupp Tbilisi 2011 Forcasting Techniques and Technical Analysis 2 Forecasting Forecasting is used for identifing a variety of business – trends‚ planning management activities. Such information makes it possible to take better decisions and create better plans. Forecasting is required
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List of Tables Table No. 1 : Classification of Components of Time Series Data Analysis 7 Table No. 2 : Data as per Balance Sheets and Income Statement of GIBL from 2063-2070 8 Table No.3 : Foreign Deposits 9 Table No.4 : Domestic Deposits 11 Table No.5: Investment 12 Table No.6 : Net Interest Income 14 Table No.7 : Net Profit after Tax 15 Table No.8 : Summary and Findings 17 List of Figures Figure 1 – Trend Line of
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Research Paper Trend and variability of rainfall in Tigray‚ Northern Ethiopia: Analysis of meteorological data and farmers’ perception Accepted 11th May‚ 2013 ABSTRACT Rainfall is the most important but variable climatic parameter in the semiarid tropics. In this study‚ the trend and variability of rainfall were compared with the perception of farmers in northern Ethiopia. Daily rainfall data obtained from five meteorological stations located in different agroecological zones were used
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