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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



Copyright © 2012 Pearson Education, Inc. All rights reserved.



Figure 10.12 A seasonal time

series model



Copyright © 2012 Pearson Education, Inc.



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Figure 10.13 Seasonal model for

quarterly data using dummy variables



Copyright © 2012 Pearson Education, Inc.



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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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10-



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.



10-



Figure 10.16 SAS printout for annual

sales model with autoregressive errors

(cont’d)



Copyright © 2012 Pearson Education, Inc.



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Copyright © 2012 Pearson Education, Inc.



10-



Section 10.9

Forecasting

with Time

Series

Autoregressive

Models



Copyright © 2012 Pearson Education, Inc. All rights reserved.



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

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