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

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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
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