S&P 500 Index.

Standard & Poor’s 500 Composite Stock

Index (S&P 500) is a stock...

S&P 500 Index. Standard & Poor’s 500 Composite Stock Index (S&P 500) is a stock market
index. Like the Dow Jones Industrial Average, it is an indicator of stock market activity. The
table below contains end-of-qu
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poors-500-composite-stock-index-sp-500-is-a-stock

S&P 500 Index. Standard & Poor’s 500 Composite Stock Index (S&P 500) is a stock market
index. Like the Dow Jones Industrial Average, it is an indicator of stock market activity. The
table below contains end-of-quarter values of the S&P 500 for the years 2001–2008.

(a) Calculate a 4-point moving average for the quarterly S&P 500.

(b) Plot the quarterly index and the 4-point moving average on the same graph. Can you identify
the long-term trend of the time series? Can you identify any seasonal variations about the
secular trend?

(c) Use the moving average method to forecast the S&P 500 for the 1st quarter of 2009.

(d) Calculate and plot the exponentially smoothed series for the quarterly S&P 500 using a
smoothing constant of w = .3.

(e) Use the exponential smoothing technique with w = .3 to forecast the S&P 500 for the 1st
quarter of 2009.

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 (f) Use the Holt–Winters forecasting model with trend and seasonal components to forecast the
S&P 500 for the 1st quarter of 2009. Use smoothing constants w = .3, ? = .8, and u = .5.

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poors-500-composite-stock-index-sp-500-is-a-stock

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