10-Year Treasury Constant Maturity Rate, Percent (Daily, Not Seasonally Adjusted) Rate is shown for Friday of each we

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U.S. Treasury 10-Year Bond Yields at Week's End (n = 51 weeks) Date 4-January 2.67 11-January 2.71 18-January 2.79 13-December 1.82 20-December 1.92 27-December 1.88 Rate Cliatba Laut DAL FIL (b) Perform exponential smoothing with a = .20. Use both methods A and B to initialize the forecast. Record the statistics of fit. (Round the Mean squared error to 3 decimal places, percent values to 1 decimal place and Forecast to 2 decimal places.) > Answer is complete but not entirely correct. a=.20 Mean squared error Mean absolute percent error 4.6 X % Percent positive errors 0.1 % Forecast for period 52 1.84 (c) Do the smoothing again with a = 10 and then with a = .30, recording the statistics of fit. (Round the Mean squared error to 3 decimal places and percent values to 1 decimal place.) > Answer is complete but not entirely correct. a = .10 0.062 a =.30 0.020 Mean squared error Mean absolute percent error Percent positive errors 0.029 6.2 X % 0.3% 3.9 X % 0.3 x % |