Forecasting Sample

Forecasting Sample - Error measurements for MA(n=5...

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Month Actual MA n=3 Error AbsErr (Err)^2 %AbsErr Month Actual MA n=5 Error AbsErr (Err)^2 %AbsErr 1 70 1 70 2 45 2 45 3 72 3 72 4 54 62.33 -8.33 8.33 69.44 0.15 4 54 5 80 57.00 23.00 23.00 529.00 0.29 5 80 6 66 68.67 -2.67 2.67 7.11 0.04 6 66 64.2 1.80 1.80 3.24 0.03 7 35 66.67 -31.67 31.67 1002.78 0.90 7 35 63.4 -28.40 28.40 806.56 0.81 8 82 60.33 21.67 21.67 469.44 0.26 8 82 61.4 20.60 20.60 424.36 0.25 9 56 61.00 -5.00 5.00 25.00 0.09 9 56 63.4 -7.40 7.40 54.76 0.13 10 74 57.67 16.33 16.33 266.78 0.22 10 74 63.8 10.20 10.20 104.04 0.14 11 37 70.67 -33.67 33.67 1133.44 0.91 11 37 62.6 -25.60 25.60 655.36 0.69 12 63 55.67 7.33 7.33 53.78 0.12 12 63 56.8 6.20 6.20 38.44 0.10 58.00 62.4 -1.44 16.63 395.20 0.33 -3.23 14.31 298.11 0.31 BIAS MAD MSE MAPE BIAS MAD MSE MAPE SM Const. SM Const. 0.25 0.5 Month Actual Forecast 1Error AbsErr (Err)^2 %AbsErr Month Actual Forecast 2 Error AbsErr (Err)^2 %AbsErr 1 70 1 70 2 45 70.00 -25.00 25.00 625.00 0.56 2 45 70.00 -25.00 25.00 625.00 0.56 3 72 63.75 8.25 8.25 68.06 0.11 3 72 57.50 14.50 14.50 210.25 0.20 4 54 65.81 -11.81 11.81 139.54 0.22 4 54 64.75 -10.75 10.75 115.56 0.20 5 80 62.86 17.14 17.14 293.80 0.21 5 80 59.38 20.63 20.63 425.39 0.26 6 66 67.14 -1.14 1.14 1.31 0.02 6 66 69.69 -3.69 3.69 13.60 0.06 7 35 66.86 -31.86 31.86 1014.96 0.91 7 35 67.84 -32.84 32.84 1078.71 0.94 8 82 58.89 23.11 23.11 533.90 0.28 8 82 51.42 30.58 30.58 935.02 0.37 9 56 64.67 -8.67 8.67 75.17 0.15 9 56 66.71 -10.71 10.71 114.72 0.19 10 74 62.50 11.50 11.50 132.19 0.16 10 74 61.36 12.64 12.64 159.88 0.17 11 37 65.38 -28.38
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Forecasting Sample - Error measurements for MA(n=5...

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