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  • Moving Average Method: Months (2019) Y (Share Price) MA (3) Y-Yt MAD - Y-Yt - MSE (Y-Yt)

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    Jasmeet singh ajmani
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    This document summarizes the moving average method for forecasting share prices. It contains a table showing the actual monthly share price (Y), a 3-month moving average forecast (MA(3)), the errors (Y-Yt), the mean absolute deviation (MAD) of errors, and the mean squared error (MSE) of errors for 12 months from January 2019 to December 2019. It then calculates the overall mean absolute deviation and mean squared error. The final section shows a line chart comparing the actual versus forecasted share prices and calculates the mean absolute percentage error (MAPE) of the forecasts.

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    Moving average

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    This document summarizes the moving average method for forecasting share prices. It contains a table showing the actual monthly share price (Y), a 3-month moving average forecast (MA(3)), the errors (Y-Yt), the mean absolute deviation (MAD) of errors, and the mean squared error (MSE) of errors for 12 months from January 2019 to December 2019. It then calculates the overall mean absolute deviation and mean squared error. The final section shows a line chart comparing the actual versus forecasted share prices and calculates the mean absolute percentage error (MAPE) of the forecasts.

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    © All Rights Reserved
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    8 views2 pages

    Moving Average Method: Months (2019) Y (Share Price) MA (3) Y-Yt MAD - Y-Yt - MSE (Y-Yt)

    Uploaded by

    Jasmeet singh ajmani
    This document summarizes the moving average method for forecasting share prices. It contains a table showing the actual monthly share price (Y), a 3-month moving average forecast (MA(3)), the errors (Y-Yt), the mean absolute deviation (MAD) of errors, and the mean squared error (MSE) of errors for 12 months from January 2019 to December 2019. It then calculates the overall mean absolute deviation and mean squared error. The final section shows a line chart comparing the actual versus forecasted share prices and calculates the mean absolute percentage error (MAPE) of the forecasts.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 2

    Moving Average Method

    Months(2019) Y (Share price) MA(3) Y-Yt MAD|Y-Yt| MSE(Y-Yt)²


    January 181.199997
    February 177.449997
    March 174.25
    April 214.300003 177.63333133 36.66667 36.66667167 1344.44481111
    May 172.600006 188.66666667 -16.06666 16.06666067 258.137584978
    June 162.550003 187.050003 -24.5 24.5 600.25
    July 135.600006 183.150004 -47.55 47.549998 2261.0023098
    August 116.699997 156.91667167 -40.21667 40.21667467 1617.38092124
    September 117.449997 138.28333533 -20.83334 20.83333833 434.027986111
    October 177.699997 123.25 54.45 54.449997 2964.8021733
    November 161.5 137.28333033 24.21667 24.21666967 586.447089744
    December 185.149994 152.21666467 32.93333 32.93332933 1084.60418098
    January (2020) 174.78333033 297.4333393 11151.0970573

    n=9 MAD MSE


    = Σ|Y-Yt|/ n =Σ(Y-Yt) ² / n
    33.048148815 1239.010784
    MAPE |Y-Yt|/Yt*100

    Moving Average Method


    20.64177% 250
    8.51590% 200
    13.09810% 150
    25.96232% 100
    25.62932%
    50
    15.06569%
    0
    44.17850% ry ry ch ril ay ne ly st r er r r 0)
    ua ua ar Ap M Ju Ju gu be ob be be 02
    17.63992% n br M u e m ct m m 2
    Ja Fe
    A pt O ve ce y(
    Se No De uar
    21.63582% n
    Ja
    170.17260%
    Actual share price Forecasted share price
    MAPE
    =(Σ|Y-Yt|/yt*100)/n
    18.90807%

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