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Stats(correlation/linera regression) Investers often choose mutal funds on basis

ID: 3156326 • Letter: S

Question

Stats(correlation/linera regression) Investers often choose mutal funds on basis of past performances, and many brokers,mutual companies, and other websites offer such data. In the Mutual funds return, you'll find the 3 month return, the annualized 1-year, 5-year, and 10-year return, and the return since inception of 64 funds of various types. which data from the past provides the best predictions of the recent 3 months? Examine the scatrerplots and regression models for predicting 3-month returns

Explanation / Answer

The return since inception of 64 funds of various types would provide the best predictions for the recent 3 months returns. This is because longer the span of the data, better would be the predictions estimate, as this would reduce the error due sampling and also the seasonal trend.