1. Open the data set titled “TS Data” on the IMB
2. Create a time plot for the PrimeR variable. Change the horizontal axis
to reflect months (“Date” column).
3. Create a table of Descriptive statistics for all variables.
4. Create two smoothed time series for the PrimeR variable, one using a
9 month moving average and one using exponential smoothing with
weighting factor = 0.6. Plot the new smoothed series together on a
single graph.
5. Estimate six regression models using PrimeR as the dependent
variable:
a. Linear Trend
b. Quadratic Trend
c. Cubic Trend
d. AR(1)
e. AR(2)
f. AR(3)
Specifics:
Include a 99% Confidence intervals with your regressions
Do not worry about “line fit plot” or residuals
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