LINKÖPINGS UNIVERSITET
Institutionen för Datavetenskap
Statistik, ANd
732G06 TIME SERIES ANALYSIS
Fall semester 2008
Assignment
Assignment week 37: Classical decomposition
1. Study Exercise 7.1 in Chapter 7 of the course book. In this exercise the authors have used an
Excel sheet to estimate different seasonal components. Your task is to construct such a sheet (it
may very well be personalized) including necessary and suitable formulas. In your sheet it
should suffice to enter original data to get the rest.
2. Solve Exercise 7.3 by using (a copy of) the Excel sheet you have constructed in task 1.
Submit your solution by e-mail by the end of week 38.