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    11 - Problem Set 11-0

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    Ali Ibraheem
    This document compares the performance of three different forecasting models: a naive model, a two-period moving average model, and a four-period moving average model based on error metrics. It contains a time series dataset in the first section, followed by error calculations for each of the three models.

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    11 - Problem Set 11-0

    Uploaded by

    Ali Ibraheem
    23 views3 pages
    This document compares the performance of three different forecasting models: a naive model, a two-period moving average model, and a four-period moving average model based on error metrics. It contains a time series dataset in the first section, followed by error calculations for each of the three models.

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    Quantitative Decision Making

    Original Title

    11_Problem Set 11-0

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    This document compares the performance of three different forecasting models: a naive model, a two-period moving average model, and a four-period moving average model based on error metrics. It contains a time series dataset in the first section, followed by error calculations for each of the three models.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    23 views3 pages

    11 - Problem Set 11-0

    Uploaded by

    Ali Ibraheem
    This document compares the performance of three different forecasting models: a naive model, a two-period moving average model, and a four-period moving average model based on error metrics. It contains a time series dataset in the first section, followed by error calculations for each of the three models.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    of 3

    Naives Modell Gesamte Historie

    Periode y_t ŷ_t-1,t (N) e_t |e_t| (e_t)^2 |(e_t/y_t)*100| ŷ_t-1,t (H)
    1 376
    2 403
    3 391
    4 416
    5 395
    6 417
    7 417
    8 417
    9 435
    10 403
    11 391
    12 452
    13 411
    14 403
    15 372
    16 409
    17 368
    18 399
    19 408
    20 440
    21 369
    22 390
    23 407
    24 378
    25 405

    MFE MFE
    MAE MAE
    MSE MSE
    MAPE MAPE
    Gesamte Historie Moving Average (P=2)
    e_t |e_t| (e_t)^2 |(e_t/y_t)*100| ŷ_t-1,t (MA2) e_t |e_t| (e_t)^2

    MFE
    MAE
    MSE
    MAPE
    Moving Average (P=4)
    |(e_t/y_t)*100| ŷ_t-1,t (MA4) e_t |e_t| (e_t)^2 |(e_t/y_t)*100|

    MFE
    MAE
    MSE
    MAPE

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