Forcastings

I am working on problem 12.4

Finance - Bonds and their Valuation/2466

I have an excel spreadsheet with 2 question on it. They relate to the valuation of bonds. I have provided the answers, however I am not sure how the answers were derived. I need to know the formula used in Excel to arrive at these answers - or - the steps performed on the HP12C Financial Calculator to arrive at these answers. I have a great deal more to do if someone is willing to assist me with over the next 6 weeks

Forecasts

1. The time series Xt is generated by the ARIMA (1,1,2) model (1-0.60B)(1-B)Xt= (1 - 0.86B + 0.30Bsquared)at Where B is the back-shift operator, and at is white noise. Is there an exponential smoothing algorithm that generates the same forecasts as this model? If so, write down the recurrence form of that algorithm.

need a measure of total shareholder wealth for dissertation involving a regression of CEO compensation on shareholder wealth

i am writing an undergraduate disseration looking at performance pay and CEO incentives within the US oil and gas industry. i am looking at about 50 firms over a 5 year period. i need a measure for total shareholder wealth that is relatively easy to calculate (i've only got about 2 weeks), i can easily obtain data for (I have access to annual reports and proxy statements), and can be regressed on CEO compensation. if you could give me the formula for such a measure and instructions on where to find the data, that would be much appreciated. thanks in advance for any help you can give,

Bayesian forecasting

Discuss the differences between Bayesian forecasting and the incorportation of intervention analysis into the ARIMA model-building framework.