There is much more data that I can’t crop all. Please tell me the solution metho
ID: 3371276 • Letter: T
Question
There is much more data that I can’t crop all. Please tell me the solution method, really appreciate it!Using the data in the Federal Funds Rate tab in the data file, perform the following analysese. a) Create a new column in the data file with the 5 period moving average series of the Federal Funds rate. b) Create a new column in the data file with the expontential smoothing series with W-0.25 c) Plot the three columns against the date. d) Fit an Autoregressive model to this data, assume that the true model has only one lag in it.
Explanation / Answer
Date Fedfunds MA Exp 7/1/1954 0.8 #N/A #N/A 8/1/1954 1.22 #N/A 0.8 9/1/1954 1.06 #N/A 1.115 10/1/1954 0.85 #N/A 1.07375 11/1/1954 0.83 0.952 0.905938 12/1/1954 1.28 1.048 0.848984 1/1/1955 1.39 1.082 1.172246 2/1/1955 1.29 1.128 1.335562 3/1/1955 1.35 1.228 1.30139 4/1/1955 1.43 1.348 1.337848 5/1/1955 1.43 1.378 1.406962 6/1/1955 1.64 1.428 1.42424 7/1/1955 1.68 1.506 1.58606 8/1/1955 1.96 1.628 1.656515 9/1/1955 2.18 1.778 1.884129 10/1/1955 2.24 1.94 2.106032 11/1/1955 2.35 2.082 2.206508 12/1/1955 2.48 2.242 2.314127 1/1/1956 2.45 2.34 2.438532 2/1/1956 2.5 2.404 2.447133 3/1/1956 2.5 2.456 2.486783 4/1/1956 2.62 2.51 2.496696 5/1/1956 2.75 2.564 2.589174 6/1/1956 2.71 2.616 2.709793 7/1/1956 2.75 2.666 2.709948 8/1/1956 2.73 2.712 2.739987 9/1/1956 2.95 2.778 2.732497
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