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8: The Excel file Closing Stock Prices provides data for four stocks and the
a. Develop a spreadsheet for forecasting each of the stock prices and th
b. Compute MAD, MSE, and MAPE and determine whether two or thre
Closing Stock Prices
DJ
Industrials
Date IBM INTC CSCO GE Index
9/3/2010 $127.58 $18.43 $21.04 $15.39 10447.93
9/7/2010 $125.95 $18.12 $20.58 $15.44 10340.69
9/8/2010 $126.08 $17.90 $20.64 $15.70 10387.01
9/9/2010 $126.36 $18.00 $20.61 $15.91 10415.24
9/10/2010 $127.99 $17.97 $20.62 $15.98 10462.77
9/13/2010 $129.61 $18.56 $21.26 $16.25 10544.13
9/14/2010 $128.85 $18.74 $21.45 $16.16 10526.49
9/15/2010 $129.43 $18.72 $21.59 $16.34 10572.73
9/16/2010 $129.67 $18.97 $21.93 $16.23 10594.83
9/17/2010 $130.19 $18.81 $21.86 $16.29 10607.85
9/20/2010 $131.79 $18.93 $21.75 $16.55 10753.62
9/21/2010 $131.98 $19.14 $21.64 $16.52 10761.03
9/22/2010 $132.57 $19.01 $21.67 $16.50 10739.31
9/23/2010 $131.67 $18.98 $21.53 $16.14 10662.42
9/24/2010 $134.11 $19.42 $22.09 $16.66 10860.26
9/27/2010 $134.65 $19.24 $22.11 $16.43 10812.04
9/28/2010 $134.89 $19.51 $21.86 $16.44 10858.14
9/29/2010 $135.48 $19.24 $21.87 $16.36 10835.28
9/30/2010 $134.14 $19.20 $21.90 $16.25 10788.05
10/1/2010 $135.64 $19.32 $21.91 $16.36 10829.68
Two Period
9/3/2010 $127.58
9/7/2010 $125.95
9/8/2010 $126.08 $126.77 -0.69 0.69 0.47
9/9/2010 $126.36 $126.02 0.34 0.34 0.12
9/10/2010 $127.99 $126.22 1.77 1.77 3.13
9/13/2010 $129.61 $127.18 2.44 2.44 5.93
9/14/2010 $128.85 $128.80 0.05 0.05 0.00
9/15/2010 $129.43 $129.23 0.20 0.20 0.04
9/16/2010 $129.67 $129.14 0.53 0.53 0.28
9/17/2010 $130.19 $129.55 0.64 0.64 0.41
9/20/2010 $131.79 $129.93 1.86 1.86 3.46
9/21/2010 $131.98 $130.99 0.99 0.99 0.98
9/22/2010 $132.57 $131.89 0.69 0.69 0.47
9/23/2010 $131.67 $132.28 -0.60 0.60 0.37
9/24/2010 $134.11 $132.12 1.99 1.99 3.96
9/27/2010 $134.65 $132.89 1.76 1.76 3.10
9/28/2010 $134.89 $134.38 0.51 0.51 0.26
9/29/2010 $135.48 $134.77 0.71 0.71 0.50
9/30/2010 $134.14 $135.19 -1.05 1.05 1.09
10/1/2010 $135.64 $134.81 0.83 0.83 0.69
Total 0.98 1.40
Three Period
9/3/2010 $127.58
9/7/2010 $125.95
9/8/2010 $126.08
9/9/2010 $126.36 $126.54 -0.18 0.18 0.03
9/10/2010 $127.99 $126.13 1.86 1.86 3.46
9/13/2010 $129.61 $126.81 2.80 2.80 7.84
9/14/2010 $128.85 $127.99 0.86 0.86 0.75
9/15/2010 $129.43 $128.82 0.61 0.61 0.38
9/16/2010 $129.67 $129.30 0.37 0.37 0.14
9/17/2010 $130.19 $129.32 0.87 0.87 0.76
9/20/2010 $131.79 $129.76 2.03 2.03 4.11
9/21/2010 $131.98 $130.55 1.43 1.43 2.04
9/22/2010 $132.57 $131.32 1.25 1.25 1.56
9/23/2010 $131.67 $132.11 -0.44 0.44 0.20
9/24/2010 $134.11 $132.07 2.04 2.04 4.15
9/27/2010 $134.65 $132.78 1.87 1.87 3.48
9/28/2010 $134.89 $133.48 1.41 1.41 2.00
9/29/2010 $135.48 $134.55 0.93 0.93 0.86
9/30/2010 $134.14 $135.01 -0.87 0.87 0.75
10/1/2010 $135.64 $134.84 0.80 0.80 0.65
Total 1.21 1.95
DJ
IBM INTC CSCO GE Industrials IBM INTC
9/3/2010 $18.43
9/7/2010 $18.12
0.54% 9/8/2010 $17.90 $18.28 -0.38 0.38
0.27% 9/9/2010 $18.00 $18.01 -0.01 0.01
1.38% 9/10/2010 $17.97 $17.95 0.02 0.02
1.88% 9/13/2010 $18.56 $17.99 0.57 0.57
0.04% 9/14/2010 $18.74 $18.26 0.48 0.48
0.15% 9/15/2010 $18.72 $18.65 0.07 0.07
0.41% 9/16/2010 $18.97 $18.73 0.24 0.24
0.49% 9/17/2010 $18.81 $18.85 -0.04 0.04
1.41% 9/20/2010 $18.93 $18.89 0.04 0.04
0.75% 9/21/2010 $19.14 $18.87 0.27 0.27
0.52% 9/22/2010 $19.01 $19.04 -0.02 0.02
0.46% 9/23/2010 $18.98 $19.08 -0.10 0.10
1.48% 9/24/2010 $19.42 $19.00 0.43 0.43
1.31% 9/27/2010 $19.24 $19.20 0.03 0.03
0.38% 9/28/2010 $19.51 $19.33 0.18 0.18
0.52% 9/29/2010 $19.24 $19.37 -0.13 0.13
0.78% 9/30/2010 $19.20 $19.37 -0.17 0.17
0.61% 10/1/2010 $19.32 $19.22 0.10 0.10
0.74% Total 0.18
9/3/2010 $18.43
9/7/2010 $18.12
9/8/2010 $17.90
0.14% 9/9/2010 $18.00 $18.15 -0.15 0.15
1.45% 9/10/2010 $17.97 $18.01 -0.04 0.04
2.16% 9/13/2010 $18.56 $17.96 0.60 0.60
0.67% 9/14/2010 $18.74 $18.18 0.56 0.56
0.47% 9/15/2010 $18.72 $18.42 0.30 0.30
0.29% 9/16/2010 $18.97 $18.67 0.30 0.30
0.67% 9/17/2010 $18.81 $18.81 0.00 0.00
1.54% 9/20/2010 $18.93 $18.83 0.10 0.10
1.08% 9/21/2010 $19.14 $18.90 0.24 0.24
0.94% 9/22/2010 $19.01 $18.96 0.05 0.05
0.34% 9/23/2010 $18.98 $19.03 -0.05 0.05
1.52% 9/24/2010 $19.42 $19.04 0.38 0.38
1.39% 9/27/2010 $19.24 $19.14 0.10 0.10
1.05% 9/28/2010 $19.51 $19.21 0.29 0.29
0.69% 9/29/2010 $19.24 $19.39 -0.15 0.15
0.65% 9/30/2010 $19.20 $19.33 -0.13 0.13
0.59% 10/1/2010 $19.32 $19.32 0.01 0.01
0.92% Total 0.20
d moving average.
Three Period
DJ
CSCO GE Industrials
9/3/2010 $21.04
9/7/2010 $20.58
0.14 2.09% 9/8/2010 $20.64 $20.81 -0.17
0.00 0.06% 9/9/2010 $20.61 $20.61 0.00
0.00 0.11% 9/10/2010 $20.62 $20.63 0.00
0.33 3.08% 9/13/2010 $21.26 $20.62 0.65
0.23 2.54% 9/14/2010 $21.45 $20.94 0.51
0.01 0.38% 9/15/2010 $21.59 $21.36 0.24
0.06 1.27% 9/16/2010 $21.93 $21.52 0.41
0.00 0.19% 9/17/2010 $21.86 $21.76 0.10
0.00 0.21% 9/20/2010 $21.75 $21.90 -0.15
0.07 1.41% 9/21/2010 $21.64 $21.81 -0.17
0.00 0.13% 9/22/2010 $21.67 $21.70 -0.02
0.01 0.50% 9/23/2010 $21.53 $21.66 -0.13
0.18 2.20% 9/24/2010 $22.09 $21.60 0.49
0.00 0.17% 9/27/2010 $22.11 $21.81 0.30
0.03 0.90% 9/28/2010 $21.86 $22.10 -0.24
0.02 0.68% 9/29/2010 $21.87 $21.99 -0.12
0.03 0.90% 9/30/2010 $21.90 $21.87 0.03
0.01 0.52% 10/1/2010 $21.91 $21.89 0.03
0.06 0.96% Total
9/3/2010 $21.04
9/7/2010 $20.58
9/8/2010 $20.64
0.02 0.83% 9/9/2010 $20.61 $20.75 -0.14
0.00 0.20% 9/10/2010 $20.62 $20.61 0.01
0.36 3.24% 9/13/2010 $21.26 $20.62 0.64
0.32 3.01% 9/14/2010 $21.45 $20.83 0.62
0.09 1.59% 9/15/2010 $21.59 $21.11 0.48
0.09 1.57% 9/16/2010 $21.93 $21.43 0.50
0.00 0.00% 9/17/2010 $21.86 $21.66 0.21
0.01 0.51% 9/20/2010 $21.75 $21.79 -0.04
0.06 1.24% 9/21/2010 $21.64 $21.85 -0.21
0.00 0.26% 9/22/2010 $21.67 $21.75 -0.08
0.00 0.25% 9/23/2010 $21.53 $21.69 -0.16
0.14 1.95% 9/24/2010 $22.09 $21.61 0.48
0.01 0.51% 9/27/2010 $22.11 $21.76 0.35
0.09 1.50% 9/28/2010 $21.86 $21.91 -0.05
0.02 0.77% 9/29/2010 $21.87 $22.02 -0.15
0.02 0.66% 9/30/2010 $21.90 $21.95 -0.05
0.00 0.03% 10/1/2010 $21.91 $21.88 0.03
0.07 1.07% Total
Absolut Deviant Squared Error Absolut % Error Date GE Forecast
9/3/2010 $15.39
9/7/2010 $15.44
0.17 0.03 0.82% 9/8/2010 $15.70 $15.42
0.00 0.00 0.00% 9/9/2010 $15.91 $15.57
0.00 0.00 0.02% 9/10/2010 $15.98 $15.81
0.65 0.42 3.03% 9/13/2010 $16.25 $15.95
0.51 0.26 2.38% 9/14/2010 $16.16 $16.12
0.24 0.06 1.09% 9/15/2010 $16.34 $16.21
0.41 0.17 1.87% 9/16/2010 $16.23 $16.25
0.10 0.01 0.47% 9/17/2010 $16.29 $16.29
0.15 0.02 0.67% 9/20/2010 $16.55 $16.26
0.17 0.03 0.77% 9/21/2010 $16.52 $16.42
0.02 0.00 0.12% 9/22/2010 $16.50 $16.54
0.13 0.02 0.58% 9/23/2010 $16.14 $16.51
0.49 0.24 2.22% 9/24/2010 $16.66 $16.32
0.30 0.09 1.36% 9/27/2010 $16.43 $16.40
0.24 0.06 1.08% 9/28/2010 $16.44 $16.55
0.12 0.01 0.53% 9/29/2010 $16.36 $16.44
0.03 0.00 0.15% 9/30/2010 $16.25 $16.40
0.03 0.00 0.11% 10/1/2010 $16.36 $16.31
0.21 0.08 0.96% Total
9/3/2010 $15.39
9/7/2010 $15.44
9/8/2010 $15.70
0.14 0.02 0.70% 9/9/2010 $15.91 $15.51
0.01 0.00 0.05% 9/10/2010 $15.98 $15.68
0.64 0.41 2.99% 9/13/2010 $16.25 $15.86
0.62 0.38 2.89% 9/14/2010 $16.16 $16.05
0.48 0.23 2.22% 9/15/2010 $16.34 $16.13
0.50 0.25 2.26% 9/16/2010 $16.23 $16.25
0.21 0.04 0.94% 9/17/2010 $16.29 $16.24
0.04 0.00 0.20% 9/20/2010 $16.55 $16.29
0.21 0.04 0.96% 9/21/2010 $16.52 $16.36
0.08 0.01 0.37% 9/22/2010 $16.50 $16.45
0.16 0.02 0.73% 9/23/2010 $16.14 $16.52
0.48 0.23 2.16% 9/24/2010 $16.66 $16.39
0.35 0.12 1.57% 9/27/2010 $16.43 $16.43
0.05 0.00 0.21% 9/28/2010 $16.44 $16.41
0.15 0.02 0.69% 9/29/2010 $16.36 $16.51
0.05 0.00 0.22% 9/30/2010 $16.25 $16.41
0.03 0.00 0.15% 10/1/2010 $16.36 $16.35
0.25 0.10 1.14% Total
DJ
Error Absolut Deviant Squared Error Absolut % Error Date Industrials
Index
9/3/2010 $10,448
9/7/2010 $10,341
0.28 0.28 0.08 1.81% 9/8/2010 $10,387
0.34 0.34 0.12 2.14% 9/9/2010 $10,415
0.18 0.18 0.03 1.10% 9/10/2010 $10,463
0.31 0.31 0.09 1.88% 9/13/2010 $10,544
0.04 0.04 0.00 0.28% 9/14/2010 $10,526
0.14 0.14 0.02 0.83% 9/15/2010 $10,573
-0.02 0.02 0.00 0.12% 9/16/2010 $10,595
0.00 0.00 0.00 0.03% 9/17/2010 $10,608
0.29 0.29 0.08 1.75% 9/20/2010 $10,754
0.10 0.10 0.01 0.61% 9/21/2010 $10,761
-0.04 0.04 0.00 0.21% 9/22/2010 $10,739
-0.37 0.37 0.14 2.29% 9/23/2010 $10,662
0.34 0.34 0.12 2.04% 9/24/2010 $10,860
0.03 0.03 0.00 0.18% 9/27/2010 $10,812
-0.11 0.11 0.01 0.64% 9/28/2010 $10,858
-0.08 0.08 0.01 0.46% 9/29/2010 $10,835
-0.15 0.15 0.02 0.92% 9/30/2010 $10,788
0.05 0.05 0.00 0.34% 10/1/2010 $10,830
0.16 0.04 0.98% Total
DJ
Error Absolut Deviant Squared Error Absolut % Error Date Industrials
Index
9/3/2010 $10,448
9/7/2010 $10,341
9/8/2010 $10,387
0.40 0.40 0.16 2.51% 9/9/2010 $10,415
0.30 0.30 0.09 1.86% 9/10/2010 $10,463
0.39 0.39 0.15 2.38% 9/13/2010 $10,544
0.11 0.11 0.01 0.70% 9/14/2010 $10,526
0.21 0.21 0.04 1.29% 9/15/2010 $10,573
-0.02 0.02 0.00 0.12% 9/16/2010 $10,595
0.05 0.05 0.00 0.29% 9/17/2010 $10,608
0.26 0.26 0.07 1.59% 9/20/2010 $10,754
0.16 0.16 0.03 0.99% 9/21/2010 $10,761
0.05 0.05 0.00 0.28% 9/22/2010 $10,739
-0.38 0.38 0.15 2.38% 9/23/2010 $10,662
0.27 0.27 0.07 1.64% 9/24/2010 $10,860
0.00 0.00 0.00 0.02% 9/27/2010 $10,812
0.03 0.03 0.00 0.18% 9/28/2010 $10,858
-0.15 0.15 0.02 0.92% 9/29/2010 $10,835
-0.16 0.16 0.03 0.98% 9/30/2010 $10,788
0.01 0.01 0.00 0.06% 10/1/2010 $10,830
0.17 0.05 1.07% Total
Forecast Error Absolut Deviant Squared Error Absolut % Error
Chart Title
94 95 96 97 98 99 00 01 02 03 04 05 06 07 08 09 10 11 12
19 19 19 19 19 19 20 20 20 20 20 20 20 20 20 20 20 20 20
US Linear (US)
Japan Linear (Japan)
next three years?
Soal: 4. The Excel file Energy Production & Consumption provides data on production, imports, exports, and
a. Develop line charts for each variable and identify the characteristics of the time series(that is, random
b. In forecasting the future, discuss whether all or only a portion of the data should be used
0 30
0
0 20
0.000112
10
0.001915
0.002187 0
0.006026 49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 00 03 06 09 12 15
19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20
0.019678
0.026394 Stationary between 1970 and 2008; upward trend since
0.038147
0.039819
0.043164 Primary Energy Production
0.064158 100
0.088456 90
0.141534
80
0.153722
0.239347 70
0.412939 60
0.583752 50
0.910177
40
1.272083
1.899798 30
2.111121 20
2.701762
10
3.024126
2.775827 0
49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 00 03 06 09 12 15
2.739169 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20
3.007589
3.131148 Trend
3.202549
3.552531
4.075563 Primary Energy Imports
4.380109
40
4.753933
5.586968 35
5.602161
30
6.10435
6.422132 25
6.479206
6.410499 20
6.693877 15
7.075436
7.086674 10
6.596992
5
7.067809
7.610256 0
7.862349 49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 00 03 06 09 12 15
19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20
8.028853
8.145429 Upward trend with possible cyclical behavior
7.958858
8.221985
8.16081 When the data exhibit different characteristics in different periods,
8.215414 it would make more sense to only use the recent data so as not
8.455364 to infer long term trends that are no longer representative of the data.
8.427297
8.356019
8.434433
8.268699
8.061821
8.244432
8.337559
8.336886
Primary Energy Exports
14
12
10
0
09 012 015 49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 00 03 06 09 12 15
2 2 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20
90
80
70
60
50
40
30
20
10
0
09 012 015 49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 00 03 06 09 12 15
2 2 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20
100
80
60
40
20
0
9 12 15 49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 00 03 06 09 12 15
20 20 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20
0
49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 00 03 06 09 12 15
19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20
Linear
Stock
Regression
Exchange
Date Prediction
9/3/2010 10550.24 10,346.15 SLOPE
9/7/2010 10281.27 10,414.23 INTERCEPT
9/8/2010 10392.61 10,431.25
9/9/2010 10451.16 10,448.28
9/10/2010 10424.55 10,465.30
9/13/2010 10451.92 10,516.36
Data Saat Ini
9/14/2010 10434.54 10,533.38
9/15/2010 10583.75 10,550.40
9/16/2010 10608.97 10,567.43
9/17/2010 10521.46 10,584.45
9/20/2010 10790.89 10,635.51
9/21/2010 10653.91 10,652.53
9/22/2010 10,669.55
9/23/2010 10,686.57 Data Prediksi
9/24/2010 10,703.60
tock Exchange in the Excel file Stock Prices. Use simple
the data. What would be the forecasts for the next three
0
0 2 4 6 8 10 12