1.

Forecasting the exchange rate using 3 months-Simple Moving Average and Weighted Moving
Average.

Observatio
Month Actual Forecast of 3 months Simple Moving Average
n
15792.3
-
1 Oct-17 9
16038.4
2 Nov-17 2  -
16173.6
3 Dec-17 2  -
16304.6
4 Jan-18 8 (15792,39+16038,42+16173,62)/3=16001.48
16783.5
5 Feb-18 3 (16038.42+16173,62+16304.68)/3=16172.24
16954.2
6 Mar-18 8 (16173,62+16304.68+16783.53)/3=16420.61
7 Apr-18 16833.5 (16304.68+16783.53+16954.28)/3=16680.83
16264.7
8 May-18 8 (16783.53+16954.28+16833.5)/3=16857.10
16666.8
9 Jun-18 8 (16954.28+16833.5+16264.78)/3=16684.19
16874.7
10 Jul-18 5 (16833.5+16264.78+16666.88)/3=16588.39
17157.4
11 Aug-18 5 (16264.78+16666.88+16874.75)/3=16602.14
17388.5
12 Sep-18 6 (16666.88+16874.75+17157.45)/3=16899.69
17278.8
13 Oct-18 4 (16874.75+17157.45+17388.56)/3=17140.25
16103.9
14 Nov-18 4 (17157.45+17388.56+17278.84)/3=17274.95
16559.7
15 Dec-18 5 (17388.56+17278.84+16103.94)/3=16923.78
16176.4
16 Jan-19 7 (17278.84+16103.94+16559.75)/3=16647.51
15999.0
17 Feb-19 6 (16103.94+16559.75+16176.47)/3=16280.05
15995.3
18 Mar-19 1 (16559.75+16176.47+15999.06)/3=16245.09
15887.9
19 Apr-19 1 (16176.47+15999.06+15995.31)/3=16056.95
16103.7
20 May-19 7 (15999.06+15995.31+15887.91)/3=15960.76
 Observatio
Month Actual Forecast of 3 months Weighted Moving Average
n
15792.3
-
1 Oct-17 9
16038.4
2 Nov-17 2  -
16173.6
3 Dec-17 2  -
16304.6
4 Jan-18 8 (0.2*15792,39)+(0.3*16038,42)+(0.5*16173,62)= 16056.81
16783.5
5 Feb-18 3 (0.2*16038.42)+( 0.3*16173,62)+(0.5*16304.68)= 16212.11
16954.2
6 Mar-18 8 (0.2*16173,62)+( 0.3*16304.68)+(0.5*16783.53)= 16517.89
7 Apr-18 16833.5 (0.2*16304.68)+( 0.3*16783.53)+(0.5*16954.28)= 16773.14
16264.7
8 May-18 8 (0.2*16783.53)+( 0.3*16954.28)+(0.5*16833.5)= 16859.74
16666.8
9 Jun-18 8 (0.2*16954.28)+( 0.3*16833.5)+(0.5*16264.78)= 16573.30
16874.7
10 Jul-18 5 (0.2*16833.5)+( 0.3*16264.78)+(0.5*16666.88)= 16579.57
17157.4
11 Aug-18 5 (0.2*16264.78)+( 0.3*16666.88)+(0.5*16874.75)= 16690.40
17388.5
12 Sep-18 6 (0.2*16666.88)+( 0.3*16874.75)+(0.5*17157.45)= 16974.53
17278.8
13 Oct-18 4 (0.2*16874.75)+(0.5*17157.45)+(0.5*17388.56)= 17216.47
16103.9
14 Nov-18 4 (0.2*17157.45)+( 0.3*17388.56)+(0.5*17278.84)= 17287.48
16559.7
15 Dec-18 5 (0.2*17388.56)+( 0.3*17278.84)+(0.5*16103.94)= 16713.33
16176.4
16 Jan-19 7 (0.2*17278.84)+( 0.3*16103.94)+(0.5*16559.75)= 16566.83
15999.0
17 Feb-19 6 (0.2*16103.94)+( 0.3*16559.75)+(0.5*16176.47)= 16276.95
15995.3
18 Mar-19 1 (0.2*16559.75)+( 0.3*16176.47)+(0.5*15999.06)= 16164.42
15887.9
19 Apr-19 1 (0.2*16176.47)+( 0.3*15999.06)+(0.5*15995.31)= 16032.67
16103.7
20 May-19 7 (0.2*15999.06)+(0.3*15995.31)+(0.5*15887.91)= 15942.36

2. Visualization of the actual data and smoothed data in one graph

 Pada gambar di atas terlihat kurva data aktual dari exchange rate dan nilai ramalan
berdasarkan metode 3 months-Simple Moving Average dan Weighted Moving Average. Hasil
peramalan menggunakan kedua metode tersebut terlihat tidak jauh berbeda, bahkan hampir
berhimpitan.