Hi Jonathan,
I know all of you have been reporting same answers for HW 4 (MAD, MSE, MAPE). But professor's direction was to take the data from Aug 10 onwards, then make the MA3 calculations, that is Aug 10, 11, 14 has no forecast data, Aug 15 should be the first with forecast data.
Also, first error data (Ft-Dt) should be possible only for Aug 16 since Ft is the forecast made in the previous period (Aug 15) and Dt is the actual data for the current period (Aug 16). With this my MAD value for MA3 comes to 84.72.
Let me know if I misread something. Look at the numbers below (the headings are little misaligned)
| Date |
Dow 30 (Dt) |
MA3 (Ft) |
Error (Ft - Dt) |
Absolute Error |
MAD |
84.72
| 10-Aug-06 |
11,124.37 |
|
|
|
| 11-Aug-06 |
11,088.02 |
|
|
|
| 14-Aug-06 |
11,097.87 |
|
|
|
| 15-Aug-06 |
11,230.26 |
11,103.42 |
|
|
| 16-Aug-06 |
11,327.12 |
11,138.72 |
-223.70 |
223.70 |
| 17-Aug-06 |
11,334.96 |
11,218.42 |
-196.24 |
196.24 |
| 18-Aug-06 |
11,381.47 |
11,297.45 |
-163.05 |
163.05 |
| 21-Aug-06 |
11,345.04 |
11,347.85 |
-47.59 |
47.59 |
| 22-Aug-06 |
11,339.84 |
11,353.82 |
8.01 |
8.01 |
| 23-Aug-06 |
11,297.90 |
11,355.45 |
55.92 |
55.92 |
| 24-Aug-06 |
11,304.46 |
11,327.59 |
50.99 |
50.99 |
| 25-Aug-06 |
11,284.05 |
11,314.07 |
43.54 |
43.54 |
| 28-Aug-06 |
11,352.01 |
11,295.47 |
-37.94 |
37.94 |
| 29-Aug-06 |
11,369.94 |
11,313.51 |
-74.47 |
74.47 |
| 30-Aug-06 |
11,382.91 |
11,335.33 |
-69.40 |
69.40 |
| 31-Aug-06 |
11,381.15 |
11,368.29 |
-45.82 |
45.82 |
Regards,
Girish