Given are two "mystery" time series below. Each is a real world, quarterly time series, that has been transformed in some way so that you cannot discover (easily) its true identity. The assignment is to create a 1-year (4-quarter) forecast for each series. Use any method or combination of methods that you feel is best.
After the due date, I will reveal the actual values for the next 4 quarters and, for each series, 15 points extra credit will be awarded to the most accurate forecast based on MSE. (Other, less accurate forecasts will receive extra credit points based on their accuracy in comparison to the most accurate forecast).
Your forecast as well as a description of how it was created (any transformation you made to the series, which observations were used in the calcuation, what technique, etc....you should provide enough detail that someone else could replicate your forecast exactly).
Attachment:- Series X and Y.rar