英國(guó)業(yè)務(wù)測(cè)報(bào)assignment：business forcasting
08-21, 2013
dissertation題目：business forcasting
dissertation語(yǔ)言：英語(yǔ)dissertation English
dissertation專業(yè)：F&A
字?jǐn)?shù)：NO
學(xué)校國(guó)家：英國(guó)
是否有數(shù)據(jù)處理要求：是
您的學(xué)校：UCLAN
dissertation用于：BA Coursework 本科課程essay
截止日期：13/03/2100
補(bǔ)充要求和說(shuō)明：
EXCEL MINITAB
Division of Systems and Operations
COURSEWORK QUESTIONS
Module No MG3003
Module Title Business Forecasting
Full Year
A module of 20 credits Updated On 8/21/2013
Question_2
a) Explain what is meant by a
i) a linear trend; and
ii) a quadratic trend, in time series modelling.
Hence discuss the level of differencing required to make such trends stationary.
(10 marks)
b) Explain what is meant by the following ideas in time series modelling.
i) auto-regressive component; ii) moving average component.
The general Box-Jenkins ARIMA(p,d,q) model can be written as:
where d is the level\ of differencing; b(L) is a p-th order polynomial; and c(L) is a q-th order polynomial.
iii) Explain what this notation means.
Hence explain the structure of the following models for a time series yt.
iii) ARIMA(1,0,0) ; iv) ARIMA(0,1,1) , a0 = 0#p#分頁(yè)標(biāo)題#e# v) ARIMA(1,2,1)
(40 marks)
b) Sales of a painkilling drug for a UK based pharmaceutical company have been collected as in CW_Sales_1011, which is available as an Excel file.
A deasonalised version of the pharmaceutical sales data is available in CW_Sales_Deseason_1011 as an Excel file.
By building an ARIMA(1,1,1) model, based upon the deseasonalised sales data, forecast deseasonalised pharmaceutical sales for 2010. You should justify and interpret all key elements of your modelling.
(50 marks)
Total: 100 marks
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