HSH® Associates, financial publishers, is the nation’s largest publisher of mortgage and consumer…

HSH® Associates, financial publishers, is the nation’s
largest publisher of mortgage and consumer loan information. Every week it collects
current data from 2,000 mortgage lenders across the nation. It tracks a variety
of adjustable rate mortgage (ARM) indexes and makes them available on its Web
site. The file ARM contains the national monthly average one-year ARM for the
time period January 2004 to December 2008.

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 a. Produce a scatter plot of the federal ARM for the time
period January 2004 to December 2008. Identify any time-series components that
exist in the data.

b. Identify the recurrence period of the time series.
Determine the seasonal index for each month within the recurrence period.

 c. Fit a nonlinear trend model containing coded years and
coded years squared as predictors for the deseasonalized data.

d. Provide a seasonally adjusted forecast using the
nonlinear trend model for January 2009.

e. Diagnose the model

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