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. Forecasting models with stationary Time series #8 and #9 in page 353:

    1.1: Closing stock prices: using moving average (AP=2 and 3) for each of the stocks and choose one of the two AP = 2 or 3;

    1.2: Closing stock prices: using simple exponential smoothing method (with alpha = 0.1 to 0.5) for each of the stocks and choose the best alpha for each stock;
  1. Forecasting models with a linear trend for Time series #12 and #14 2.1: Consumer Price Index: using double exponential smoothing method (with alpha = 0.1 to 0.9, beta = 0.1 to 0.9 ) and choose the best alpha and beta for the next year; 2.2: Consumer Price Index: using Linear regression method to forecast for the next two years;
  2. Forecasting Time Series with seasonality (Optional #24 on Page 353) 3.1: CD Interest Rates: Using Holt-Winters additive seasonality model for a season of 6 years; 3.2: CD Interest Rates: Using Holt-Winters multiplicative seasonality model for a season of 6 years;
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