An investor wanted to forecast the price of a certain stock. He collected the mean daily price for the stock over the past 10 years. Which of the following would be the most appropriate analysis
To perform?
A) The Marascuilo Procedure.
B) The Tukey-Kramer Procedure.
C) Least-squares forecasting with monthly or quarterly data.
D) Autoregressive modeling.

Question

Quizplus · Accepted Answer

Autoregressive modeling is appropriate for time series data like stock prices, as it uses past values to predict future values.

An Investor Wanted to Forecast the Price of a Certain