Homework SourseThe closing prices for DJIA for each trading day of the year
The closing prices for DJIA for each trading day of the year is given in the table.
a. Using moving average method with span of 3 forecast the price of this index on the next trading day.
b. Repeat the model of part a with 10 and 15 day spans.
c. Which of the three spans appear to be more appropriate? Why?
| Date | Open | High | Low | Close |
| 15-Oct-03 | 9824.09 | 9901.64 | 9731.57 | 9803.05 |
| 16-Oct-03 | 9798.68 | 9838.53 | 9679.13 | 9791.72 |
| 17-Oct-03 | 9791.86 | 9833.12 | 9679.72 | 9721.79 |
| 20-Oct-03 | 9721.50 | 9816.97 | 9665.35 | 9777.94 |
| 21-Oct-03 | 9778.31 | 9824.90 | 9697.94 | 9747.64 |
| 22-Oct-03 | 9741.98 | 9741.98 | 9551.65 | 9598.24 |
| 23-Oct-03 | 9597.20 | 9661.05 | 9517.50 | 9613.13 |
| 24-Oct-03 | 9600.98 | 9631.50 | 9463.28 | 9582.46 |
| 27-Oct-03 | 9584.54 | 9696.98 | 9553.80 | 9608.16 |
| 28-Oct-03 | 9609.72 | 9769.57 | 9592.54 | 9748.31 |
| 29-Oct-03 | 9747.05 | 9830.23 | 9663.27 | 9774.53 |
| 30-Oct-03 | 9772.01 | 9882.97 | 9719.20 | 9786.61 |
| 31-Oct-03 | 9786.75 | 9880.08 | 9745.94 | 9801.12 |
| 3-Nov-03 | 9802.46 | 9936.31 | 9792.60 | 9858.46 |
| 4-Nov-03 | 9857.49 | 9905.94 | 9770.46 | 9838.83 |
| 5-Nov-03 | 9837.64 | 9883.86 | 9746.98 | 9820.83 |
| 6-Nov-03 | 9820.68 | 9888.90 | 9738.53 | 9856.97 |
| 7-Nov-03 | 9857.12 | 9945.71 | 9770.31 | 9809.79 |
| 10-Nov-03 | 9807.49 | 9861.05 | 9702.46 | 9756.53 |
| 11-Nov-03 | 9756.53 | 9801.21 | 9673.64 | 9737.79 |
| 12-Nov-03 | 9729.50 | 9882.60 | 9700.02 | 9848.83 |
| 13-Nov-03 | 9846.97 | 9895.71 | 9740.53 | 9837.94 |
| 14-Nov-03 | 9836.46 | 9919.19 | 9709.13 | 9768.68 |
| 17-Nov-03 | 9765.64 | 9775.35 | 9603.57 | 9710.83 |
| 18-Nov-03 | 9711.44 | 9792.16 | 9601.35 | 9624.16 |
| 19-Nov-03 | 9620.68 | 9731.94 | 9584.31 | 9690.46 |
| 20-Nov-03 | 9688.46 | 9756.09 | 9576.91 | 9619.42 |
| 21-Nov-03 | 9622.02 | 9692.53 | 9556.68 | 9628.53 |
| 24-Nov-03 | 9629.87 | 9788.60 | 9629.87 | 9747.79 |
| 25-Nov-03 | 9748.68 | 9821.94 | 9679.13 | 9763.94 |
| 26-Nov-03 | 9763.49 | 9838.01 | 9689.05 | 9779.57 |
| 28-Nov-03 | 9779.72 | 9832.16 | 9733.20 | 9782.46 |
| 1-Dec-03 | 9785.35 | 9943.34 | 9777.64 | 9899.05 |
| 2-Dec-03 | 9899.64 | 9936.97 | 9798.83 | 9853.64 |
| 3-Dec-03 | 9851.94 | 9974.45 | 9824.31 | 9873.42 |
| 4-Dec-03 | 9874.83 | 9978.08 | 9814.97 | 9930.82 |
| 5-Dec-03 | 9923.27 | 9954.16 | 9819.05 | 9862.68 |
| 8-Dec-03 | 9862.01 | 9997.34 | 9824.83 | 9965.27 |
| 9-Dec-03 | 9966.45 | 10048.75 | 9887.57 | 9923.42 |
| 10-Dec-03 | 9922.38 | 10000.53 | 9848.97 | 9921.86 |
| 11-Dec-03 | 9922.45 | 10056.97 | 9896.16 | 10008.16 |
| 12-Dec-03 | 10008.75 | 10091.71 | 9946.60 | 10042.16 |
| 15-Dec-03 | 10046.53 | 10180.97 | 9994.38 | 10022.82 |
| 16-Dec-03 | 10023.34 | 10173.19 | 9986.23 | 10129.56 |
| 17-Dec-03 | 10128.75 | 10186.67 | 10040.08 | 10145.26 |
| 18-Dec-03 | 10141.41 | 10278.82 | 10117.78 | 10248.08 |
| 19-Dec-03 | 10249.48 | 10345.44 | 10189.63 | 10278.22 |
| 22-Dec-03 | 10276.48 | 10371.11 | 10216.08 | 10338.00 |
| 23-Dec-03 | 10337.56 | 10421.48 | 10265.71 | 10341.26 |
| 24-Dec-03 | 10341.41 | 10365.63 | 10263.04 | 10305.19 |
| 26-Dec-03 | 10305.85 | 10368.89 | 10282.22 | 10324.67 |
| 29-Dec-03 | 10321.35 | 10457.78 | 10319.70 | 10450.00 |
| 30-Dec-03 | 10449.70 | 10493.11 | 10374.52 | 10425.04 |
| 31-Dec-03 | 10426.30 | 10494.44 | 10382.89 | 10453.92 |
| 2-Jan-04 | 10452.74 | 10554.96 | 10367.41 | 10409.85 |
| 5-Jan-04 | 10411.85 | 10575.92 | 10411.85 | 10544.07 |
| 6-Jan-04 | 10543.85 | 10584.07 | 10454.37 | 10538.66 |
| 7-Jan-04 | 10535.46 | 10587.55 | 10432.00 | 10529.03 |
| 8-Jan-04 | 10530.07 | 10651.99 | 10480.59 | 10592.44 |
| 9-Jan-04 | 10589.25 | 10603.48 | 10420.52 | 10458.89 |
| 12-Jan-04 | 10461.55 | 10543.03 | 10389.85 | 10485.18 |
| 13-Jan-04 | 10485.18 | 10539.25 | 10341.19 | 10427.18 |
| 14-Jan-04 | 10428.67 | 10573.85 | 10426.89 | 10538.37 |
| 15-Jan-04 | 10534.52 | 10639.03 | 10454.52 | 10553.85 |
| 16-Jan-04 | 10556.37 | 10666.88 | 10503.70 | 10600.51 |
| 20-Jan-04 | 10601.40 | 10676.96 | 10447.92 | 10528.66 |
| 21-Jan-04 | 10522.77 | 10665.70 | 10453.11 | 10623.62 |
| 22-Jan-04 | 10624.22 | 10717.40 | 10545.03 | 10623.18 |
| 23-Jan-04 | 10625.25 | 10691.77 | 10490.14 | 10568.29 |
| 26-Jan-04 | 10568.00 | 10725.18 | 10510.44 | 10702.51 |
| 27-Jan-04 | 10701.10 | 10748.81 | 10579.33 | 10609.92 |
| 28-Jan-04 | 10610.07 | 10703.25 | 10412.44 | 10468.37 |
| 29-Jan-04 | 10467.41 | 10611.56 | 10369.92 | 10510.29 |
| 30-Jan-04 | 10510.22 | 10551.03 | 10385.56 | 10488.07 |
| 2-Feb-04 | 10487.78 | 10614.44 | 10395.55 | 10499.18 |
| 3-Feb-04 | 10499.48 | 10571.48 | 10414.15 | 10505.18 |
| 4-Feb-04 | 10503.11 | 10567.85 | 10394.81 | 10470.74 |
| 5-Feb-04 | 10469.33 | 10566.37 | 10399.92 | 10495.55 |
| 6-Feb-04 | 10494.89 | 10634.81 | 10433.70 | 10593.03 |
| 9-Feb-04 | 10592.00 | 10634.81 | 10433.70 | 10579.03 |
| 10-Feb-04 | 10578.74 | 10667.03 | 10511.18 | 10613.85 |
| 11-Feb-04 | 10605.48 | 10779.40 | 10561.55 | 10737.70 |
| 12-Feb-04 | 10735.18 | 10775.03 | 10636.44 | 10694.07 |
| 13-Feb-04 | 10696.22 | 10755.47 | 10578.66 | 10627.85 |
| 17-Feb-04 | 10628.88 | 10762.07 | 10628.88 | 10714.88 |
| 18-Feb-04 | 10706.68 | 10764.36 | 10623.62 | 10671.99 |
| 19-Feb-04 | 10674.59 | 10794.95 | 10626.44 | 10664.73 |
| 20-Feb-04 | 10666.29 | 10722.77 | 10559.11 | 10619.03 |
| 23-Feb-04 | 10619.55 | 10711.84 | 10508.89 | 10609.62 |
| 24-Feb-04 | 10609.55 | 10681.40 | 10479.33 | 10566.37 |
| 25-Feb-04 | 10566.59 | 10660.73 | 10509.40 | 10601.62 |
| 26-Feb-04 | 10598.14 | 10652.96 | 10493.70 | 10580.14 |
| 27-Feb-04 | 10581.55 | 10689.55 | 10519.03 | 10583.92 |
| 1-Mar-04 | 10582.25 | 10720.14 | 10568.74 | 10678.14 |
| 2-Mar-04 | 10678.36 | 10713.92 | 10539.40 | 10591.48 |
| 3-Mar-04 | 10588.59 | 10651.03 | 10506.66 | 10593.11 |
| 4-Mar-04 | 10593.48 | 10645.33 | 10522.59 | 10588.00 |
| 5-Mar-04 | 10582.59 | 10681.40 | 10497.11 | 10595.55 |
| 8-Mar-04 | 10595.37 | 10677.85 | 10505.85 | 10529.48 |
| 9-Mar-04 | 10529.52 | 10567.03 | 10391.48 | 10456.96 |
| 10-Mar-04 | 10457.59 | 10523.11 | 10259.34 | 10296.89 |
| 11-Mar-04 | 10288.85 | 10356.22 | 10102.75 | 10128.38 |
| 12-Mar-04 | 10130.67 | 10281.63 | 10097.04 | 10240.08 |
| 15-Mar-04 | 10238.45 | 10252.68 | 10066.08 | 10102.89 |
| 16-Mar-04 | 10103.41 | 10253.26 | 10085.34 | 10184.67 |
| 17-Mar-04 | 10184.30 | 10356.59 | 10184.30 | 10300.30 |
| 18-Mar-04 | 10298.96 | 10355.04 | 10187.78 | 10295.78 |
| 19-Mar-04 | 10295.85 | 10355.41 | 10163.71 | 10186.60 |
| 22-Mar-04 | 10185.93 | 10185.93 | 9985.19 | 10064.75 |
| 23-Mar-04 | 10066.67 | 10177.04 | 10020.75 | 10063.64 |
| 24-Mar-04 | 10065.41 | 10140.23 | 9975.86 | 10048.23 |
| 25-Mar-04 | 10049.56 | 10246.15 | 10049.56 | 10218.82 |
| 26-Mar-04 | 10218.37 | 10306.22 | 10145.63 | 10212.97 |
| 29-Mar-04 | 10212.91 | 10389.93 | 10212.91 | 10329.63 |
| 30-Mar-04 | 10327.63 | 10411.41 | 10264.15 | 10381.70 |
| 31-Mar-04 | 10380.89 | 10428.59 | 10287.11 | 10357.70 |
| 1-Apr-04 | 10357.52 | 10449.33 | 10299.48 | 10373.33 |
| 2-Apr-04 | 10375.33 | 10548.74 | 10375.33 | 10470.59 |
| 5-Apr-04 | 10470.59 | 10582.22 | 10423.33 | 10558.37 |
| 6-Apr-04 | 10553.76 | 10596.37 | 10467.26 | 10570.81 |
| 7-Apr-04 | 10569.26 | 10580.51 | 10422.74 | 10480.15 |
| 8-Apr-04 | 10482.77 | 10590.15 | 10383.84 | 10442.03 |
| 12-Apr-04 | 10444.38 | 10559.28 | 10439.27 | 10515.56 |
| 13-Apr-04 | 10516.05 | 10572.13 | 10343.17 | 10381.28 |
| 14-Apr-04 | 10378.10 | 10453.39 | 10259.35 | 10377.95 |
| 15-Apr-04 | 10377.95 | 10481.21 | 10279.37 | 10397.46 |
| 16-Apr-04 | 10398.32 | 10500.57 | 10343.74 | 10451.97 |
| 19-Apr-04 | 10451.62 | 10501.79 | 10351.97 | 10437.85 |
| 20-Apr-04 | 10437.85 | 10530.61 | 10297.39 | 10314.50 |
| 21-Apr-04 | 10311.87 | 10398.53 | 10200.38 | 10317.27 |
| 22-Apr-04 | 10314.99 | 10529.12 | 10255.88 | 10461.20 |
| 23-Apr-04 | 10463.11 | 10543.95 | 10362.97 | 10472.84 |
| 26-Apr-04 | 10472.91 | 10540.26 | 10396.75 | 10444.73 |
| 27-Apr-04 | 10445.38 | 10570.92 | 10410.52 | 10478.16 |
| 28-Apr-04 | 10476.67 | 10479.58 | 10301.65 | 10342.60 |
| 29-Apr-04 | 10339.41 | 10443.81 | 10199.31 | 10272.27 |
| 30-Apr-04 | 10273.06 | 10374.61 | 10198.39 | 10225.57 |
| 3-May-04 | 10227.27 | 10365.74 | 10199.67 | 10314.00 |
| 4-May-04 | 10314.32 | 10403.14 | 10232.31 | 10317.20 |
| 5-May-04 | 10316.98 | 10382.98 | 10249.63 | 10310.95 |
| 6-May-04 | 10308.20 | 10332.10 | 10147.21 | 10241.26 |
| 7-May-04 | 10240.62 | 10302.93 | 10086.94 | 10117.34 |
| 10-May-04 | 10116.28 | 10116.28 | 9881.86 | 9990.02 |
| 11-May-04 | 9989.24 | 10092.78 | 9928.91 | 10019.47 |
| 12-May-04 | 10011.52 | 10089.87 | 9822.10 | 10045.16 |
| 13-May-04 | 10044.31 | 10100.24 | 9924.94 | 10010.74 |
| 14-May-04 | 10008.43 | 10096.69 | 9912.45 | 10012.87 |
| 17-May-04 | 10009.92 | 10009.92 | 9827.21 | 9906.91 |
| 18-May-04 | 9906.71 | 10028.27 | 9895.77 | 9968.51 |
| 19-May-04 | 9962.55 | 10124.79 | 9919.90 | 9937.71 |
| 20-May-04 | 9939.12 | 10014.50 | 9867.73 | 9937.64 |
| 21-May-04 | 9939.34 | 10058.50 | 9910.81 | 9966.74 |
| 24-May-04 | 9968.02 | 10084.91 | 9891.22 | 9958.43 |
| 25-May-04 | 9958.08 | 10139.27 | 9895.41 | 10117.62 |
| 26-May-04 | 10116.84 | 10175.75 | 10034.16 | 10109.89 |
| 27-May-04 | 10109.89 | 10267.66 | 10106.13 | 10205.20 |
| 28-May-04 | 10205.83 | 10250.27 | 10137.14 | 10188.45 |
| 1-Jun-04 | 10187.18 | 10254.17 | 10104.07 | 10202.65 |
| 2-Jun-04 | 10199.78 | 10310.10 | 10170.57 | 10262.97 |
| 3-Jun-04 | 10261.85 | 10309.46 | 10163.40 | 10195.91 |
| 4-Jun-04 | 10196.83 | 10327.84 | 10196.83 | 10242.82 |
| 7-Jun-04 | 10243.31 | 10410.81 | 10243.31 | 10391.08 |
| 8-Jun-04 | 10389.41 | 10462.97 | 10323.94 | 10432.52 |
| 9-Jun-04 | 10431.10 | 10466.59 | 10325.07 | 10368.44 |
| 10-Jun-04 | 10367.80 | 10448.00 | 10333.94 | 10410.10 |
| 14-Jun-04 | 10401.23 | 10403.50 | 10283.48 | 10334.73 |
| 15-Jun-04 | 10336.51 | 10464.04 | 10319.89 | 10380.43 |
| 16-Jun-04 | 10380.23 | 10433.52 | 10320.60 | 10379.58 |
| 17-Jun-04 | 10378.59 | 10417.69 | 10308.25 | 10377.52 |
| 18-Jun-04 | 10375.82 | 10471.84 | 10328.20 | 10416.41 |
| 21-Jun-04 | 10417.82 | 10471.76 | 10336.44 | 10371.47 |
| 22-Jun-04 | 10370.21 | 10431.05 | 10284.24 | 10395.07 |
| 23-Jun-04 | 10395.14 | 10498.67 | 10323.32 | 10479.57 |
| 24-Jun-04 | 10477.43 | 10530.01 | 10398.16 | 10443.81 |
| 25-Jun-04 | 10444.24 | 10514.67 | 10329.88 | 10371.84 |
| 28-Jun-04 | 10377.52 | 10505.16 | 10317.64 | 10357.09 |
| 29-Jun-04 | 10356.35 | 10460.25 | 10315.65 | 10413.43 |
| 30-Jun-04 | 10413.43 | 10489.16 | 10348.98 | 10435.48 |
| 1-Jul-04 | 10434.00 | 10473.23 | 10255.55 | 10334.16 |
| 2-Jul-04 | 10334.00 | 10371.40 | 10228.71 | 10282.83 |
| 6-Jul-04 | 10280.26 | 10308.43 | 10163.60 | 10219.34 |
| 7-Jul-04 | 10211.92 | 10300.53 | 10156.45 | 10240.29 |
| 8-Jul-04 | 10238.52 | 10297.73 | 10134.99 | 10171.56 |
| 9-Jul-04 | 10173.12 | 10277.16 | 10150.32 | 10213.22 |
| 12-Jul-04 | 10211.75 | 10284.39 | 10130.42 | 10238.22 |
| 13-Jul-04 | 10238.37 | 10297.58 | 10188.45 | 10247.59 |
| 14-Jul-04 | 10232.84 | 10313.95 | 10129.31 | 10208.80 |
| 15-Jul-04 | 10208.20 | 10275.27 | 10115.81 | 10163.16 |
| 16-Jul-04 | 10162.34 | 10289.40 | 10095.32 | 10139.78 |
| 19-Jul-04 | 10140.95 | 10211.60 | 10027.33 | 10094.06 |
| 20-Jul-04 | 10094.43 | 10186.90 | 10031.24 | 10149.07 |
| 21-Jul-04 | 10156.30 | 10279.96 | 10027.92 | 10046.13 |
| 22-Jul-04 | 10047.60 | 10114.41 | 9906.62 | 10050.33 |
| 23-Jul-04 | 10045.46 | 10069.51 | 9893.93 | 9962.22 |
| 26-Jul-04 | 9964.71 | 10054.32 | 9874.38 | 9961.92 |
| 27-Jul-04 | 9963.54 | 10133.95 | 9942.75 | 10085.14 |
| 28-Jul-04 | 10084.03 | 10170.31 | 9966.34 | 10117.07 |
| 29-Jul-04 | 10115.52 | 10213.08 | 10049.74 | 10129.24 |
| 30-Jul-04 | 10129.12 | 10194.13 | 10045.76 | 10139.71 |
| 2-Aug-04 | 10138.45 | 10224.29 | 10063.75 | 10179.16 |
| 3-Aug-04 | 10178.27 | 10228.49 | 10064.57 | 10120.24 |
| 4-Aug-04 | 10117.96 | 10186.16 | 10029.02 | 10126.51 |
| 5-Aug-04 | 10127.10 | 10158.44 | 9945.84 | 9963.03 |
| 6-Aug-04 | 9960.67 | 9963.47 | 9767.54 | 9815.33 |
| 9-Aug-04 | 9816.14 | 9902.49 | 9773.74 | 9814.66 |
| 10-Aug-04 | 9815.55 | 9961.70 | 9798.44 | 9944.67 |
| 11-Aug-04 | 9931.24 | 9981.61 | 9804.63 | 9938.32 |
| 12-Aug-04 | 9936.48 | 9940.02 | 9780.52 | 9814.59 |
| 13-Aug-04 | 9814.11 | 9897.34 | 9746.60 | 9825.35 |
| 16-Aug-04 | 9825.35 | 9987.58 | 9807.44 | 9954.55 |
| 17-Aug-04 | 9955.50 | 10053.21 | 9916.05 | 9972.83 |
| 18-Aug-04 | 9964.22 | 10097.01 | 9910.82 | 10083.15 |
| 19-Aug-04 | 10082.78 | 10111.91 | 9972.39 | 10040.82 |
| 20-Aug-04 | 10040.81 | 10143.76 | 9989.65 | 10110.14 |
| 23-Aug-04 | 10111.10 | 10159.54 | 10046.72 | 10073.05 |
| 24-Aug-04 | 10074.89 | 10165.07 | 10044.66 | 10098.63 |
| 25-Aug-04 | 10098.49 | 10224.29 | 10041.93 | 10181.74 |
| 26-Aug-04 | 10181.07 | 10225.61 | 10124.88 | 10173.41 |
| 27-Aug-04 | 10174.07 | 10235.49 | 10143.91 | 10195.01 |
| 30-Aug-04 | 10193.83 | 10226.87 | 10110.43 | 10122.52 |
| 31-Aug-04 | 10121.97 | 10198.03 | 10056.09 | 10173.92 |
| 1-Sep-04 | 10170.12 | 10230.48 | 10092.37 | 10168.46 |
| 2-Sep-04 | 10168.39 | 10312.99 | 10129.01 | 10290.28 |
| 3-Sep-04 | 10277.82 | 10346.99 | 10229.52 | 10260.20 |
| 7-Sep-04 | 10261.52 | 10388.95 | 10255.62 | 10341.16 |
| 8-Sep-04 | 10342.42 | 10390.64 | 10267.94 | 10313.36 |
| 9-Sep-04 | 10313.36 | 10337.33 | 10269.49 | 10289.10 |
| 10-Sep-04 | 10289.47 | 10348.68 | 10196.19 | 10313.07 |
| 13-Sep-04 | 10306.65 | 10380.47 | 10250.61 | 10314.76 |
| 14-Sep-04 | 10315.13 | 10374.79 | 10260.93 | 10318.16 |
| 15-Sep-04 | 10316.90 | 10324.87 | 10195.60 | 10231.36 |
| 16-Sep-04 | 10231.59 | 10315.72 | 10194.35 | 10244.49 |
| 17-Sep-04 | 10245.82 | 10352.37 | 10219.71 | 10284.46 |
| 20-Sep-04 | 10283.87 | 10293.23 | 10152.90 | 10204.89 |
| 21-Sep-04 | 10204.52 | 10291.39 | 10159.54 | 10244.93 |
| 22-Sep-04 | 10244.05 | 10244.05 | 10075.33 | 10109.18 |
| 23-Sep-04 | 10108.29 | 10134.84 | 9999.67 | 10038.90 |
| 24-Sep-04 | 10039.42 | 10111.39 | 9993.92 | 10047.24 |
| 27-Sep-04 | 10046.65 | 10077.32 | 9952.78 | 9988.54 |
| 28-Sep-04 | 9989.73 | 10132.04 | 9950.71 | 10077.40 |
| 29-Sep-04 | 10078.06 | 10160.50 | 10002.57 | 10136.24 |
| 30-Sep-04 | 10136.38 | 10155.49 | 9987.36 | 10080.27 |
| 1-Oct-04 | 10082.04 | 10237.05 | 10081.38 | 10192.65 |
| 4-Oct-04 | 10191.40 | 10313.81 | 10153.79 | 10216.54 |
| 5-Oct-04 | 10216.76 | 10253.93 | 10123.19 | 10177.68 |
| 6-Oct-04 | 10170.70 | 10267.14 | 10112.20 | 10239.92 |
| 7-Oct-04 | 10239.84 | 10267.57 | 10086.83 | 10125.40 |
| 8-Oct-04 | 10124.11 | 10177.53 | 10013.91 | 10055.20 |
| 11-Oct-04 | 10056.09 | 10142.74 | 10017.67 | 10081.97 |
| 12-Oct-04 | 10080.42 | 10121.49 | 9985.44 | 10077.18 |
| 13-Oct-04 | 10085.21 | 10157.11 | 9935.08 | 10002.33 |
| 14-Oct-04 | 10002.54 | 10048.48 | 9837.22 | 9894.45 |
| 15-Oct-04 | 9895.63 | 10022.31 | 9845.56 | 9933.38 |
Solution
Moving average of span 3 using minitab
Moving Average for C5
Data C5
Length 253
NMissing 0
Moving Average
Length 3
Accuracy Measures
MAPE 0.66
MAD 67.11
MSD 7166.28
Forecasts
Period Forecast Lower Upper
254 9943.39 9777.47 10109.3
Moving average of span 10
Moving Average for C5
Data C5
Length 253
NMissing 0
Moving Average
Length 10
Accuracy Measures
MAPE 1.1
MAD 110.7
MSD 17615.7
Forecasts
Period Forecast Lower Upper
254 10080.4 9820.27 10340.5
Moving average of span 15
Moving Average for C5
Data C5
Length 253
NMissing 0
Moving Average
Length 15
Accuracy Measures
MAPE 1.3
MAD 131.1
MSD 25314.1
Forecasts
Period Forecast Lower Upper
254 10085.3 9773.44 10397.1
The forecast goes on increases as span increases as smaller the duration more sensitive the forecast is and as the duration increases the data is more smoothen and is less sensitive
