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RCA

RCA I did a spectral analysis on RCA, a extensive corporation (American) of the color TV market. RCA's business activities are devised among research, design, and engendering of color television sets. RCA would like to research new techniques to forecast and find other constituents that may be grounded in the data analyzed primarily. Spectral analysis offers a better way of estimating cyclical components. Performing a spectral analysis is done by the aggregate forecast obtained by summing the component forecasts. The spectral analysis is performed automatically by using the Moving Window Spectral Method (MWS). "The Moving Window Spectral is a computer algorithm that takes advantage of the cyclical nature of the stock market to perform extraction. The computer code performs two-stages of execution. In the first stage, a history of observations is examined , and the relationship between values in different time periods is calculated. In the second stage, theses parameters are used to estimate future values from time series. These estimates comprise the forecast on which the trader may base decision-making." NO DATE ctvpr priceind incom 1 09/15/77 1.225 5.400 2.098 2 10/15/77 1.231 5.591 2.099 3 11/15/77 1.391 5.643 2.102 4 12/15/77 1.954 5.136 2.108 5 01/15/78 1.524 5.542 2.109 6 02/15/78 0.808 5.367 2.125 7 03/15/78 0.938 5.066 2.151 8 04/15/78 1.167 5.341 2.162 9 05/15/78 1.013 5.231 2.165 10 06/15/78 0.890 5.357 2.161 11 07/15/78 1.173 5.348 2.170 12 08/15/78 1.097 5.318 2.176 13 09/15/78 1.339 5.337 2.183 14 10/15/78 1.398 5.193 2.197 15 11/15/78 1.447 5.006 2.200 16 12/15/78 2.095 4.668 2.209 17 01/15/79 1.570 5.153 2.211 18 02/15/79 0.870 5.150 2.216 19 03/15/79 1.100 5.128 2.222 20 04/15/79 1.160 5.084 2.213 21 05/15/79 1.080 4.859 2.207 22 06/15/79 0.890 4.749 2.200 23 07/15/79 1.250 5.099 2.218 24 08/15/79 1.030 4.745 2.216 25 09/15/79 1.300 4.918 2.207 26 10/15/79 1.410 4.874 2.212 27 11/15/79 1.410 4.778 2.216 28 12/15/79 1.930 4.322 2.213 29 01/15/80 1.410 4.736 2.235 30 02/15/80 0.840 4.524 2.227 31 03/15/80 0.920 4.533 2.214 32 04/15/80 1.040 4.638 2.194 33 05/15/80 0.870 4.474 2.180 34 06/15/80 0.930 4.319 2.183 35 07/15/80 1.130 4.527 2.205 36 08/15/80 0.970 4.522 2.206 37 09/15/80 1.120 4.585 2.210 38 10/15/80 1.230 4.579 2.228 39 11/15/80 1.310 4.572 2.236 40 12/15/80 1.840 4.127 2.251 41 01/15/81 1.360 4.262 2.246 42 02/15/81 0.790 4.096 2.241 43 03/15/81 0.920 4.320 2.242 44 04/15/81 1.050 4.161 2.239 45 05/15/81 0.930 4.095 2.230 46 06/15/81 0.990 4.167 2.236 47 07/15/81 1.140 4.025 2.259 48 08/15/81 0.990 3.963 2.266 49 09/15/81 1.160 4.194 2.263 50 10/15/81 1.210 4.091 2.265 51 11/15/81 1.314 3.737 2.255 52 12/15/81 1.828 3.582 2.242 53 01/15/82 1.450 3.218 2.240 54 02/15/82 0.770 3.177 2.244 55 03/15/82 0.970 3.078 2.253 56 04/15/82 1.030 3.854 2.273 57 05/15/82 1.020 3.847 2.264 58 06/15/82 0.990 3.510 2.246 59 07/15/82 1.200 3.730 2.267 60 08/15/82 1.000 3.901 2.262 61 09/15/82 1.180 3.656 2.262 62 10/15/82 1.250 3.716 2.265 63 11/15/82 1.510 3.593 2.279 64 12/15/82 2.150 3.139 2.285 65 01/15/83 1.740 3.599 2.291 66 02/15/83 0.970 3.538 2.285 67 03/15/83 1.130 3.486 2.297 68 04/15/83 1.250 3.570 2.300 69 05/15/83 1.160 3.521 2.310 70 06/15/83 1.080 3.548 2.317 71 07/15/83 1.430 3.349 2.348 72 08/15/83 1.150 3.406 2.341 73 09/15/83 1.420 3.389 2.351 74 10/15/83 1.420 3.351 2.377 75 11/15/83 1.610 3.288 2.390 76 12/15/83 2.740 2.842 2.407 77 01/15/84 1.840 3.332 2.432 78 02/15/84 1.100 3.203 2.450 79 03/15/84 1.330 3.205 2.458 80 04/15/84 1.410 3.190 2.461 81 05/15/84 1.240 3.227 2.460 82 06/15/84 1.220 3.029 2.465 83 07/15/84 1.520 3.319 2.477 84 08/15/84 1.290 3.203 2.480 85 09/15/84 1.430 3.076 2.485 86 10/15/84 1.630 2.976 2.480 87 11/15/84 1.850 2.930 2.481 88 12/15/84 2.990 2.605 2.492 Mean 1.289 4.169 2.265 Standard dev. 0.388 0.813 0.101 Mean abs dev. 0.280 0.715 0.077 Auto correl. 0.500 0.958 0.994 Total number of data points = 88 Number of historical data points = 88 Length of moving window = 12 Number of forecast periods = 12 Number of windows = 76 E Q U A T I O N : нлCTVPR ** -.39 fourcast.emc ІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІ A N A L Y S I S OF V A R I A N C E FREQ PERIOD DENSITY SST SSE Rsqrd(adj) MSM MSE F 0 ----- 1.65 0.19 0.1008 0.457 0.0309 0.001400 22 1 12.000 13.42 9.68 0.1331 0.986 3.1839 0.001849 1722 2 6.000 16.03 13.97 0.1333 0.990 4.6131 0.001852 2492 3 4.000 21.74 25.52 0.1245 0.995 8.4644 0.001729 4897 4 3.000 25.36 34.37 0.1284 0.996 11.4143 0.001783 6400 5 2.400 8.72 4.97 0.1184 0.975 1.6160 0.001645 983 6 2.000 13.08 11.29 0.1045 0.990 3.7298 0.001451 2570 ---------------------------- GRAND TOTAL 100.00 100.00 0.8430 0.991 33.0523 0.011708 2823 E Q U A T I O N : лINCOM fourcast.emc ІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІ A N A L Y S I S OF V A R I A N C E FREQ PERIOD DENSITY SST SSE Rsqrd(adj) MSM MSE F 0 ----- 22.29 24.16 1.6753 0.928 7.4957 0.023267 322 1 12.000 15.41 16.79 1.6665 0.897 5.0428 0.023146 218 2 6.000 14.42 14.74 1.5730 0.889 4.3891 0.021847 201 3 4.000 13.74 12.81 1.4175 0.885 3.7973 0.019688 193 4 3.000 14.42 15.06 1.5717 0.891 4.4972 0.021829 206 5 2.400 9.77 6.45 1.5758 0.745 1.6245 0.021887 74 6 2.000 9.96 9.99 1.5335 0.840 2.8179 0.021299 132 ---------------------------- GRAND TOTAL 100.00 100.01 11.0133 0.885 29.6645 0.152963 194 E Q U A T I O N : лPRICEIND fourcast.emc ІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІІ A N A L Y S I S OF V A R I A N C E FREQ PERIOD DENSITY SST SSE Rsqrd(adj) MSM MSE F 0 ----- 8.08 1.50 1.3700 0.047 0.0424 0.019028 2 1 12.000 9.27 6.74 1.2991 0.799 1.8142 0.018044 101 2 6.000 13.84 11.74 1.5099 0.866 3.4102 0.020971 163 3 4.000 12.06 9.62 1.4533 0.843 2.7231 0.020185 135 4 3.000 21.31 28.19 1.5117 0.944 8.8938 0.020996 424 5 2.400 16.23 16.02 1.5466 0.899 4.8234 0.021480 225 6 2.000 19.21 26.19 1.5563 0.938 8.2104 0.021616 380 ---------------------------- GRAND TOTAL 100.00 100.00 10.2470 0.893 29.9177 0.142320 210 л - Change in (or 1st difference). н - Power transformed. FREQ-frequency. Number of cycles per window of length 12 DENSITY-Relative size of this component Rsqrd(adj)-coefficient of multiple determination adjusted for number of variables MSM-mean square explained by model (degrees of freedom= 3) MSE-mean square unexplained by model (degrees of freedom= 72) F-(degrees of freedom in numerator= 3, denominator= 72, а=.01)= 4.06 Number of historical data points = 88. Bibliography:

Word Count: 1096