5-week forecast errors

Date Close 5-week 10 -week MAD MSE MAPE

12/4/2017 118.48 1.64 4.28 1.30%
12/11/2017 119.18 2.07
12/18/2017 120.94
12/25/2017 123.65
1/1/2018 125.33
1/8/2018 126.96 121.52 5.44 29.64 4.29%
1/15/2018 126.42 123.21 3.21 10.29 2.54%
1/22/2018 128.07 124.66 3.41 11.63 2.66%
1/29/2018 126.39 126.09 0.30 0.09 0.24%
2/5/2018 124.77 126.63 1.86 3.47 1.49%
2/12/2018 127.96 126.52 124.02 1.44 2.07 1.12%
2/19/2018 126.14 126.72 124.97 0.58 0.34 0.46%
2/26/2018 125.39 126.67 125.66 1.28 1.63 1.02%
3/5/2018 125.54 126.13 126.11 0.59 0.35 0.47%
3/12/2018 124.60 125.96 126.30 1.36 1.85 1.09%
3/19/2018 127.61 125.93 126.22 1.68 2.84 1.32%
3/26/2018 125.79 125.86 126.29 0.07 0.00 0.05%
4/2/2018 126.39 125.79 126.23 0.60 0.36 0.48%
4/9/2018 127.45 125.99 126.06 1.46 2.14 1.15%
4/16/2018 126.63 126.37 126.16 0.26 0.07 0.21%
4/23/2018 125.50 126.77 126.35 1.27 1.62 1.02%
4/30/2018 124.54 126.35 126.10 1.81 3.28 1.45%
5/7/2018 125.00 126.10 125.94 1.10 1.21 0.88%
5/14/2018 122.41 125.82 125.90 3.41 11.66 2.79%
5/21/2018 123.21 124.82 125.59 1.61 2.58 1.30%
5/28/2018 122.49 124.13 125.45 1.64 2.70 1.34%
6/4/2018 123.53 124.94
 10-week forecast errors
MAD MSE MAPE Chart Title
1.48 3.45 1.19% 130.00
1.28 1.86 128.00
126.00
124.00
122.00
120.00
118.00
116.00
114.00
3.94 15.53 3.08% 112.00
12/4/2017 1/4/2018 2/4/2018 3/4/2018 4/4/2
1.17 1.38 0.93%
0.27 0.07 0.22% Close 5-week 10 -w
0.57 0.32 0.45%
1.70 2.88 1.36%
1.39 1.92 1.09%
0.50 0.25 0.40%
0.16 0.03 0.13%
1.39 1.94 1.09%
0.47 0.22 0.37%
0.85 0.72 0.68%
1.56 2.45 1.26%
0.94 0.89 0.76%
3.49 12.21 2.86%
2.38 5.67 1.93%
2.96 8.78 2.42%
 Chart Title

2/4/2018 3/4/2018 4/4/2018 5/4/2018 6/4/2018

Close 5-week 10 -week

 WMA forecast errors
Date Close WA Forecast MAD MSE MAPE
12/4/2017 118.48 1.14 2.03 0.902%
12/11/2017 119.18 1.03 1.43
12/18/2017 120.94
12/25/2017 123.65
1/1/2018 125.33
1/8/2018 126.96 124.62 2.34 5.46 1.84%
1/15/2018 126.42 126.29 0.13 0.02 0.10%
1/22/2018 128.07 126.61 1.46 2.13 1.14%
1/29/2018 126.39 127.42 1.03 1.07 0.82%
2/5/2018 124.77 127.03 2.26 5.11 1.81%
2/12/2018 127.96 125.44 2.52 6.36 1.97%
2/19/2018 126.14 126.72 0.58 0.34 0.46%
2/26/2018 125.39 126.81 1.42 2.03 1.14%
3/5/2018 125.54 125.72 0.18 0.03 0.14%
3/12/2018 124.60 125.49 0.89 0.80 0.72%
3/19/2018 127.61 124.97 2.64 6.97 2.07%
3/26/2018 125.79 126.43 0.64 0.41 0.51%
4/2/2018 126.39 126.47 0.08 0.01 0.06%
4/9/2018 127.45 126.18 1.27 1.61 1.00%
4/16/2018 126.63 127.02 0.39 0.15 0.31%
4/23/2018 125.50 126.94 1.44 2.07 1.15%
4/30/2018 124.54 125.96 1.42 2.02 1.14%
5/7/2018 125.00 124.94 0.06 0.00 0.05%
5/14/2018 122.41 124.83 2.42 5.87 1.98%
5/21/2018 123.21 123.43 0.22 0.05 0.18%
5/28/2018 122.49 122.93 0.44 0.20 0.36%
6/4/2018 122.76
 Closing Price & Forecast Price of GLD
130.00

125.00

Weights
0.0%
0.0% 120.00
1.5%
38.1%
60.3% 100.0% 115.00

110.00
12/4/2017 1/4/2018 2/4/2018 3/4/2018 4/4/2018 5/4/2018 6

Close WA Forecast
e of GLD

4/2018 5/4/2018 6/4/2018

t
 SES forecast errors
Date Close SES MAD MSE MAPE Alpha
12/4/2017 118.48 1.15 1.88 0.917% 0.526
12/11/2017 119.18 1.11 1.37
12/18/2017 120.94
12/25/2017 123.65
1/1/2018 125.33
1/8/2018 126.96 125.33 1.63 2.66 1.28%
1/15/2018 126.42 126.19 0.23 0.05 0.18%
1/22/2018 128.07 126.31 1.76 3.10 1.37%
1/29/2018 126.39 127.24 0.85 0.72 0.67%
2/5/2018 124.77 126.79 2.02 4.08 1.62%
2/12/2018 127.96 125.73 2.23 4.99 1.75%
2/19/2018 126.14 126.90 0.76 0.58 0.60%
2/26/2018 125.39 126.50 1.11 1.23 0.89%
3/5/2018 125.54 125.92 0.38 0.14 0.30%
3/12/2018 124.60 125.72 1.12 1.25 0.90%
3/19/2018 127.61 125.13 2.48 6.15 1.94%
3/26/2018 125.79 126.44 0.65 0.42 0.51%
4/2/2018 126.39 126.10 0.29 0.09 0.23%
4/9/2018 127.45 126.25 1.20 1.44 0.94%
4/16/2018 126.63 126.88 0.25 0.06 0.20%
4/23/2018 125.50 126.75 1.25 1.56 1.00%
4/30/2018 124.54 126.09 1.55 2.41 1.25%
5/7/2018 125.00 125.27 0.27 0.08 0.22%
5/14/2018 122.41 125.13 2.72 7.40 2.22%
5/21/2018 123.21 123.70 0.49 0.24 0.40%
5/28/2018 122.49 123.44 0.95 0.90 0.78%
6/4/2018 122.94
 Closing Price & Forecast Price of GLD
130.00

125.00

120.00

115.00

110.00
12/4/2017 1/4/2018 2/4/2018 3/4/2018 4/4/2018 5/4/2018 6/4/2018

Close SES
/2018 6/4/2018
Date Close SES MAD MSE MAPE Alpha
7.50 82.29 5.760% 0.526
8.00 9.07 Theil's U
1.000801274

140.00 152.00 12.00 144.00 8.57%

136.00 140.00 4.00 16.00 2.94%
150.00 138.00 12.00 144.00 8.00%
144.00 134.00 10.00 100.00 6.94%
150.00 144.00 6.00 36.00 4.00%
160.00 170.00 10.00 100.00 6.25%
166.00 160.00 6.00 36.00 3.61%
- -
((F-A)/At+1)2 ((At+1-A)/At+1)
2
Closing Price & Forecast Price of GLD
175.00

170.00

165.00

160.00
0.000816327 0.0008163265 155.00
0.007785467 0.0105968858 150.00
0.004444444 0.0016
145.00
0.001736111 0.0017361111
140.00
0.004444444 0.0044444444
0.00140625 0.00140625 135.00

0 130.00

125.00
0.020633044 0.0206000179 120.00

115.00

110.00

Close SES
orecast Price of GLD

ose SES