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Date S&P 500 "Y" Variable 1/2/1996 636.02 2/1/1996 640.43 3/1/1996 645.5 4/1/1996 654.17 5/1/1996 669.12 6/3/1996 670.63 7/1/1996 639.95 8/1/1996 651.99 9/3/1996 687.33 ######## 705.27 ######## 757.02...

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Date S&P 500 "Y" Variable
1/2/1996 636.02
2/1/1996 640.43
3/1/1996 645.5
4/1/1996 654.17
5/1/1996 669.12
6/3/1996 670.63
7/1/1996 639.95
8/1/1996 651.99
9/3/1996 687.33
######## 705.27
######## 757.02
######## 740.74
1/2/1997 786.16
2/3/1997 790.82
3/3/1997 757.12
4/1/1997 801.34
5/1/1997 848.28
6/2/1997 885.14
7/1/1997 954.31
8/1/1997 899.47
9/2/1997 947.28
######## 914.62
######## 955.4
######## 970.43
1/2/1998 980.28
2/2/1998 1049.34
3/2/1998 1101.75
4/1/1998 1111.75
5/1/1998 1090.82
6/1/1998 1133.84
7/1/1998 1120.67
8/3/1998 957.28
9/1/1998 1017.01
######## 1098.67
######## 1163.63
######## 1229.23
1/4/1999 1279.64
2/1/1999 1238.33
3/1/1999 1286.37
4/1/1999 1335.18
5/3/1999 1301.84
6/1/1999 1372.71
7/1/1999 1328.72
8/2/1999 1320.41
9/1/1999 1282.71
######## 1362.93
######## 1388.91
######## 1469.25
1/3/2000 1394.46
2/1/2000 1366.42
3/1/2000 1498.58
4/3/2000 1452.43
5/1/2000 1420.6
6/1/2000 1454.6
7/3/2000 1430.83
8/1/2000 1517.68
9/1/2000 1436.51
######## 1429.4
######## 1314.95
######## 1320.28
1/2/2001 1366.01
2/1/2001 1239.94
3/1/2001 1160.33
4/2/2001 1249.46
5/1/2001 1255.82
6/1/2001 1224.38
7/2/2001 1211.23
8/1/2001 1133.58
9/4/2001 1040.94
######## 1059.78
######## 1139.45
######## 1148.08
1/2/2002 1130.2
2/1/2002 1106.73
3/1/2002 1147.39
4/1/2002 1076.92
5/1/2002 1067.14
6/3/2002 989.82
7/1/2002 911.62
8/1/2002 916.07
9/3/2002 815.28
######## 885.76
######## 936.31
######## 879.82
1/2/2003 855.7
2/3/2003 841.15
3/3/2003 848.18
4/1/2003 916.92
5/1/2003 963.59
6/2/2003 974.5
7/1/2003 990.31
8/1/2003 1008.01
9/2/2003 995.97
######## 1050.71
######## 1058.2
######## 1111.92
1/2/2004 1131.13
2/2/2004 1144.94
3/1/2004 1126.21
4/1/2004 1107.3
5/3/2004 1120.68
6/1/2004 1140.84
7/1/2004 1101.72
8/2/2004 1104.24
9/1/2004 1114.58
######## 1130.2
######## 1173.82
######## 1211.92
1/3/2005 1181.27
2/1/2005 1203.6
3/1/2005 1180.59
4/1/2005 1156.85
5/2/2005 1191.5
6/1/2005 1191.33
7/1/2005 1234.18
8/1/2005 1220.33
9/1/2005 1228.81
######## 1207.01
######## 1249.48
######## 1248.29
1/3/2006 1280.08
2/1/2006 1280.66
3/1/2006 1294.87
4/3/2006 1310.61
5/1/2006 1270.09
6/1/2006 1270.2
7/3/2006 1276.66
8/1/2006 1303.82
9/1/2006 1335.85
######## 1377.94
######## 1400.63
######## 1418.3
1/3/2007 1438.24
2/1/2007 1406.82
3/1/2007 1420.86
4/2/2007 1482.37
5/1/2007 1530.62
6/1/2007 1503.35
7/2/2007 1455.27
8/1/2007 1473.99
9/4/2007 1526.75
######## 1549.38
######## 1481.14
######## 1468.36
1/2/2008 1378.55
2/1/2008 1330.63
3/3/2008 1322.7
4/1/2008 1385.59
5/1/2008 1400.38
6/2/2008 1280
7/1/2008 1267.38
8/1/2008 1282.83
9/2/2008 1166.36
######## 968.75
######## 896.24
######## 903.25
1/2/2009 825.88
2/2/2009 735.09
3/2/2009 797.87
4/1/2009 872.81
5/1/2009 919.14
6/1/2009 919.32
7/1/2009 987.48
8/3/2009 1020.62
9/1/2009 1057.08
######## 1036.19
######## 1095.63
######## 1115.1
1/4/2010 1073.87
2/1/2010 1104.49
3/1/2010 1169.43
4/1/2010 1186.69
5/3/2010 1089.41
6/1/2010 1030.71
7/1/2010 1101.6
8/2/2010 1049.33
9/1/2010 1141.2
######## 1183.26
######## 1180.55
######## 1257.64
1/3/2011 1286.12
2/1/2011 1327.22
3/1/2011 1325.83
4/1/2011 1363.61
5/2/2011 1345.2
6/1/2011 1320.64
7/1/2011 1292.28
8/1/2011 1218.89
9/1/2011 1131.42
######## 1253.3
######## 1246.96
######## 1257.6
1/3/2012 1312.41
2/1/2012 1365.68
3/1/2012 1408.47
4/2/2012 1397.91
5/1/2012 1310.33
6/1/2012 1362.16
7/2/2012 1379.32
8/1/2012 1406.58
005_icql95k-r0zh0bv0.csv
Answered Same Day Dec 21, 2021

Solution

Robert answered on Dec 21 2021
122 Votes
a) Tell me why you selected the appropriate exponential smoothing method by commenting on your Y data characteristics.(you should use a time series plot and autoco
elations to do this)
Date
S
&
P

5
0
0
8
1
2
0
1
2
1
2
1
2
0
1
0
4
1
2
0
0
9
8
1
2
0
0
7
1
2
1
2
0
0
5
4
1
2
0
0
4
8
1
2
0
0
2
1
2
1
2
0
0
0
4
1
1
9
9
9
8
1
1
9
9
7
1
2
1
9
9
6
1500
1250
1000
750
500
Time Series Plot of S&P 500
The above graph is the time series plot of S&P 500 series. From the graph it can be seen that there is no such trend visible. Also, the data does not exhibit seasonal variation. However, there is a cyclical variation exist in the data.
Lag
A
u
t
o
c
o
e
l
a
t
i
o
n
50454035302520151051
1.0
0.8
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0
Autoco
elation Function for S&P 500
(with 5% significance limits for the autoco
elations)
The autoco
elation function of the S&P 500 series is given above. This shows that the data is seasonally co
elated.
These suggest that single exponential smoothing can be appropriate for the series.

) Apply the appropriate exponential smoothing forecast technique to your Y variable excluding the last year of data (hold out period). Show the Y data, fitted values and residuals in excel format and...
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