Can anyone calculate Q2, please? For Q1 I got 44.6 which is correct.
1. Given the following data (say, test scores of a certain student), forecast the next value y6 using weighted moving average with weights u = 1, = 0.8,3 = 0.2 ( is the weight for the most recent value). Answer: y6 = #1
2
3 4 5 51 47 45 44 45
2. Fit the data in the previous question using AR(1). Do not center the data in this case because the length of the time series is so short that centering y does not make the mean of lagged variables to zero.
(a) Denoting the variable with no lag by y and the one with lag 1 by yt-1, the regression line is (use 1mO)
Yt=
#2
#3 [3/t1
*Disregard the fact that this regression line is not statistically significant be cause of extremely small sample size