[removed] 325

[removed] Alpha and Delta
Delta and Gamma
Alpha and Gamma
Std Dev and Mean

[removed] Large mean values indicate nonautoregressiveness.

[removed] Ho: r = .05 p < .5
Ho: r = 1 p =.05
Ho: r ≠ 0 p≤.05
Ho: r = 0 p≤.05

[removed] The estimated value is 80% of the average monthly seasonal estimate.

[removed] H1: u ≥ $1.258,000 A onetailed ttest to the left.

[removed] Time series data of profits by store.

[removed] Type 2 error

[removed] The weight cannot be calculated since the data observation is not given.

[removed] Zero mean with an normal distribution

[removed] Randomness only occurs for short time periods.

[removed] Yes. The correlation coefficient is .873 that is greater than .05.

[removed] Yes, since the residuals randomly vary in magnitude.

[removed] Winters with a very low seasonal coefficient. Single with a very low trend coefficient.

[removed] Large amounts of available business data naturally create statistical accuracy.

[removed] The significance level of the smoothing constants

[removed] 3 period moving average

[removed] Yes, since the p value is above the confidence level.

[removed] Seasonal moving averages and the trend data series.

[removed]

[removed] Double Exponential Smoothing (Holt’s)

[removed] .9 level, .8 trend, .9 seasonal [removed] .9 level, .1 trend, .1 seasonal

[removed] 22.63

[removed] 28.1

[removed] True

[removed] Quarter 1

[removed] 65.0

[removed] No. They still have seasonality. [removed] No. They still have significant cycle. [removed] Yes. They are normally distributed with a near zero mean. [removed] Yes. None of the residuals are significantly autoregressive.

[removed] The exponential smoothing model forecast is best since it picked up cycle better than the adjusted decomposition forecast and produced more random residuals. [removed] The decomposition forecast is best since it picks up seasonality much better than the exponential smoothing model and produces high Chisquare values. [removed] The exponential smoothing model is best since it has lower error measures than the decomposition model forecast and is, therefore, more accurate. [removed] The decomposition model forecast is best since the forecast is closer to the Hold Out and it produced lower error for the forecast period.

[removed] True 
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