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Period Actual Forecast Error: Simple Moving Average

This document compares simple moving average and single exponential smoothing methods for forecasting time series data. It provides the actual values and forecasts from 2000 to 2018 using each method, and calculates the mean absolute deviation and mean squared error to evaluate forecast accuracy.

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Catherine Masitsa Omondi
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27 views

Period Actual Forecast Error: Simple Moving Average

This document compares simple moving average and single exponential smoothing methods for forecasting time series data. It provides the actual values and forecasts from 2000 to 2018 using each method, and calculates the mean absolute deviation and mean squared error to evaluate forecast accuracy.

Uploaded by

Catherine Masitsa Omondi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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Simple Moving Average

Simple Moving Average


25000
Periods 5
20000
MAD 12876
MSE 182109073
15000

Period Actual Forecast Error


10000
2000 1 10284.8
2001 2 10621.8
5000
2002 3 10977.5
2003 4 11510.7 0
2004 5 12274.9 1 2 3 4 5 6 7 8 9
2005 6 13093.7 2455 10639 Actual Forecast Period
2006 7 13855.9 2619 11237
2007 8 14477.6 2771 11706
2008 9 14718.6 2896 11823
2009 10 14418.7 2944 11475
2010 11 14964.4 2884 12081
2011 12 15517.9 2993 12525
2012 13 16155.3 3104 13052
2013 14 16691.5 3231 13460
2014 15 17427.6 3338 14089
2015 16 18120.7 3486 14635
2016 17 18624.5 3624 15000
2017 18 19386.8 3725 15662
2018 19 3877
Simple Moving Average

4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19
recast Period
Single Exponential Smoothing
Single Exponential Smoot
25000
α 0.7
20000
MAD 756
MSE 686608 15000

Period Actual Forecast Error


10000
2000 1 10284.8
2001 2 10621.8 10285 337
5000
2002 3 10977.5 10521 457
2003 4 11510.7 10840 670
0
2004 5 12274.9 11310 965 1 2 3 4 5 6 7 8 9
2005 6 13093.7 11985 1108 Actual Forecast Period
2006 7 13855.9 12761 1095
2007 8 14477.6 13527 950
2008 9 14718.6 14193 526
2009 10 14418.7 14561 142
2010 11 14964.4 14461 503
2011 12 15517.9 14813 704
2012 13 16155.3 15307 849
2013 14 16691.5 15901 791
2014 15 17427.6 16454 973
2015 16 18120.7 17136 985
2016 17 18624.5 17825 799
2017 18 19386.8 18385 1002
2018 19 19086
Single Exponential Smoothing

4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19
recast Period

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