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Figure 10.10 Autocorrelations for a first-order moving average model: Rt = et + qet-1

Figure 10.10 Autocorrelations for a first-order moving average model: Rt = et + qet-1

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Figure 10.11 Autocorrelations for a

fourth-order moving average model

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Section 10.7
Constructing
Time Series
Models

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Figure 10.12 A seasonal time
series model

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Figure 10.13 Seasonal model for
quarterly data using dummy variables

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Section 10.8
Fitting Time
Series Models
with
Autoregressive
Errors

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Figure 10.14 SAS printout for
model of annual sales revenue

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Figure 10.15 MINITAB residual
plot annual sales model

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Figure 10.16 SAS printout for annual
sales model with autoregressive errors

continued
on next slide
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Inc.

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Figure 10.16 SAS printout for annual
sales model with autoregressive errors
(cont’d)

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Copyright © 2012 Pearson Education, Inc.

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Section 10.9
Forecasting
with Time
Series
Autoregressive
Models

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