Stat 4371: Using von Neumann’ - Calculations - Statistics Assignment Help

Assignment Task:

Task:

1. Using von Neumann’ s ratio, test (at α = 0.10) that the series is random and stationary.
2. Compute the sample autocorrelation coefficients of lag 1, lag 2, and lag 3; and test that ρ1 = 0 using the “rule of thumb”
3. Using calculations in question 2 above, test ρ1 = ρ2 = ρ3 = 0 at the 5% level of significance.
4. Forecast the values in the given series using a 3 × 3 double moving average (DMA) method.
5. Forecast the given yt values using Brown’s Smoothing (DSE) method with a 20% smoothing constant and a simple initialization (i.e. T?1 = y1, and β? 1(1) = 0.)
6. Forecast the yt values in the given series using Holt’s Smoothing (LSE) method
with α = γ = 0.2 and a simple initialization ( T?1 = y1, and β?1(1) = 0).

7. Compute Mean Absolute Percent Error (MAPE) for each of the three models above (q5-q7) and suggest the model that you would prefer based on the value of MAPE.

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