Chapter 11 Times Series 485
g. Save your changes to the workbook
and write a report summarizing your
conclusions.
- The NFP workbook contains daily body
temperature data for 239 consecutive
days for a woman in her twenties. Daily
temperature readings are one compo-
nent of natural family planning (NFP)
in which a woman uses her monthly
cycle with a number of biological signs
to determine the onset of ovulation.
The fi le has four columns: Observation,
Period (the menstrual period), Day (the
day of the menstrual period), and Wak-
ing Temperature. Day 1 is the fi rst day of
menstruation.
a. Open the NFP workbook from the
Chapter11 folder and save it as NFP
Analysis.
b. Create a line plot of the daily body
temperature values. Do you see any
evidence of seasonality in the data?
c. Create a boxplot of temperature ver-
sus day. What can you determine
about the relationship between
body temperature and the onset of
menstruation?
d. Calculate the ACF for the temperature
data up through lag 70. On the basis
of the shape of the ACF, what would
you estimate as the length of the pe-
riod in days?
e. Smooth the data using exponential
smoothing. Use 0.15 as the location
parameter, 0.01 for the linear param-
eter (it will not be important in this
model), and 0.05 for the seasonal
parameter. Use the period length that
you estimated in part c of Exercise 9.
What body temperature values do you
forecast for the next cycle?
f. Repeat your forecast with values of
0.15 and 0.25 for the seasonal param-
eters. Which model has the lowest
standard error?
g. Save your changes to the workbook
and write a report summarizing your
conclusions.
- The Draft workbook contains data from
the 1970 Selective Service draft. Each
birth date was given a draft number.
Those eligible men with a low draft
number were drafted fi rst. One way
of presenting the draft number data is
through exponential smoothing. The
draft numbers vary greatly from day to
day, but by smoothing the data, you may
be better able to spot trends in the draft
numbers. In this exercise, you’ll use
exponential smoothing to examine the
distribution of the draft numbers.
a. Open the Draft workbook from the
Chapter11 folder and save it as Draft
Number Analysis.
b. Create one-parameter exponential
smoothed plots of the number vari-
able on the Draft Numbers worksheet.
Use values of 0.15, 0.085, and 0.05 for
the location parameter. Which value
results in the lowest mean square
error?
c. Examine your plots. Does there ap-
pear to be any sort of pattern in the
smoothed data?
d. Test to see whether any autocorrela-
tion exists in the draft numbers. Test
for autocorrelation up to a lag of 30. Is
there any evidence for autocorrelation
in the time series?
e. Save your changes to the workbook
and write a report summarizing your
observations.
- The Oil workbook displays informa-
tion on monthly production of crude
cottonseed oil from 1992 to 1995. The
production of cottonseed oil follows a
seasonal pattern. Using the data in this
workbook, project the monthly values
for 1996.
