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    Moving Average (MA)

    Uploaded by

    Leli Aryati
    The document contains sales data over a 31 day period including the daily close price and moving averages (MA) of the close price over different periods (N=3, 5, 7, 10, 15). It also shows the standard error and mean squared error of the different moving averages. Finally, it displays demand forecasts using simple exponential smoothing with different alpha values (0.1, 0.3, 0.5) along with their standard errors.

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    Moving Average (MA)

    Uploaded by

    Leli Aryati
    7 views5 pages
    The document contains sales data over a 31 day period including the daily close price and moving averages (MA) of the close price over different periods (N=3, 5, 7, 10, 15). It also shows the standard error and mean squared error of the different moving averages. Finally, it displays demand forecasts using simple exponential smoothing with different alpha values (0.1, 0.3, 0.5) along with their standard errors.

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    Moving average

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    The document contains sales data over a 31 day period including the daily close price and moving averages (MA) of the close price over different periods (N=3, 5, 7, 10, 15). It also shows the standard error and mean squared error of the different moving averages. Finally, it displays demand forecasts using simple exponential smoothing with different alpha values (0.1, 0.3, 0.5) along with their standard errors.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    7 views5 pages

    Moving Average (MA)

    Uploaded by

    Leli Aryati
    The document contains sales data over a 31 day period including the daily close price and moving averages (MA) of the close price over different periods (N=3, 5, 7, 10, 15). It also shows the standard error and mean squared error of the different moving averages. Finally, it displays demand forecasts using simple exponential smoothing with different alpha values (0.1, 0.3, 0.5) along with their standard errors.

    Copyright:

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

    Period Price (N=3) (N=5) (N=7) (N=10) (N=15) SE (N=3) SE (N=5) SE (N=7) SE (N=10)
    1 20
    2 24
    3 24
    4 16 23 49
    5 20 21 1
    6 20 20 21 0 1
    7 17 19 21 4 16
    8 22 19 19 20 9 9 4
    9 22 20 19 20 4 9 4
    10 20 20 20 20 0 0 0
    11 21 21 20 20 21 0 1 1 0
    12 16 21 20 20 21 25 16 16 25
    13 18 19 20 20 20 1 4 4 4
    14 17 18 19 19 19 1 4 4 4
    15 16 17 18 19 19 1 4 9 9
    16 19 17 18 19 19 20 4 1 0 0
    17 23 17 17 18 19 19 36 36 25 16
    18 20 19 19 19 19 19 1 1 1 1
    19 23 21 19 18 19 19 4 16 25 16
    20 17 22 20 19 19 20 25 9 4 4
    21 22 20 20 19 19 19 4 4 9 9
    22 18 21 21 20 19 20 9 9 4 1
    23 15 19 20 20 19 20 16 25 25 16
    24 22 18 19 20 19 19 16 9 4 9
    25 23 18 19 20 20 19 25 16 9 9
    26 18 20 20 20 20 19 4 4 4 4
    27 16 21 19 19 20 19 25 9 9 16
    28 22 19 19 19 19 19 9 9 9 9
    29 20 19 20 19 20 19 1 0 1 0
    30 24 19 20 19 19 20 25 16 25 25
    31 22 20 21 20 20
    SE (N=15)
    MSE (3) 9.96
    MSE (5) 9.12
    MSE (10) 8.85
    MSE (15) 9.47

    Close Price and MA 10


    30
    25
    20
    15 Close Price
    10 (N=10)

    5
    1 0
    16 1 3 5 7 9 11 1 3 15 17 1 9 21 2 3 25 2 7 2 9
    1
    16 Period
    9
    9
    4
    25
    9
    16
    1
    9
    9
    1
    16
    Period Demand Forecast (A=0.3) Forecast (A=0.5) Forecast (A=0.1) SE Alpha 0.3 SE Alpha 0.5

    1 20 20 20 20
    2 24 20 20 20 16 16
    3 24 21 22 20 9 4
    4 16 22 23 20 36 49
    5 20 20 20 20 0 0
    6 20 20 20 20 0 0
    7 17 20 20 20 9 9
    8 22 19 19 20 9 9
    9 22 20 21 20 4 1
    10 20 21 22 20 1 4
    11 21 21 21 20 0 0
    12 16 21 21 20 25 25
    13 18 20 19 20 4 1
    14 17 19 19 20 4 4
    15 16 18 18 20 4 4
    16 19 17 17 20 4 4
    17 23 18 18 20 25 25
    18 20 20 21 20 0 1
    19 23 20 21 20 9 4
    20 17 21 22 20 16 25
    21 22 20 20 20 4 4
    22 18 21 21 20 9 9
    23 15 20 20 20 25 25
    24 22 19 18 20 9 16
    25 23 20 20 20 9 9
    26 18 21 22 20 9 16
    27 16 20 20 20 16 16
    28 22 19 18 20 9 16
    29 20 20 20 20 0 0
    30 24 20 20 20 16 16
    SE Alpha 0.1
    Alpha Alpha
    smoothing: 0.3 smoothing: 0.5
    16 MSE: 9.689655 MSE: 10.75862
    16
    16 Alpha: 0.1
    0 MSE: 9.346154
    0
    9
    4
    4
    0
    1
    16
    4
    9
    16
    1
    9
    0
    9
    9
    4
    4
    25
    4
    9
    4
    16
    4
    0
    16
    Period Demand Forecast SE
    1 20 MSE: 8.857143
    2 24
    3 24 22 4
    4 16 23 49
    5 20 21 1
    6 20 21 1
    7 17 21 16
    8 22 20 4
    9 22 20 4
    10 20 21 1
    11 21 21 0
    12 16 21 25
    13 18 20 4
    14 17 20 9
    15 16 20 16
    16 19 20 1
    17 23 20 9
    18 20 20 0
    19 23 20 9
    20 17 20 9
    21 22 20 4
    22 18 20 4
    23 15 20 25
    24 22 20 4
    25 23 20 9
    26 18 20 4
    27 16 20 16
    28 22 20 4
    29 20 20 0
    30 24 20 16
    31 20

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