Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Scribd Logo
Upload

Welcome to Scribd!

  • At&t I

    Uploaded by

    afif12
    12 views1 page
    This document discusses and compares various business forecasting techniques using daily stock price data from AT&T from March 2016 to March 2017. It uses linear regression, simple exponential smoothing with various alpha values, decomposition with simple exponential smoothing, decomposition with linear regression, moving average, and weighted moving average models. The accuracy of each model's forecasts will be evaluated based on their retrospective R-square, mean absolute percentage error, AIC, BIC, and sum of squared error using a 12-month holdout period of the AT&T stock price data.

    Original Description:

    Marketing

    Original Title

    AT&T I

    Copyright

    © © All Rights Reserved

    Available Formats

    DOCX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    This document discusses and compares various business forecasting techniques using daily stock price data from AT&T from March 2016 to March 2017. It uses linear regression, simple exponential smoothing with various alpha values, decomposition with simple exponential smoothing, decomposition with linear regression, moving average, and weighted moving average models. The accuracy of each model's forecasts will be evaluated based on their retrospective R-square, mean absolute percentage error, AIC, BIC, and sum of squared error using a 12-month holdout period of the AT&T stock price data.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    12 views1 page

    At&t I

    Uploaded by

    afif12
    This document discusses and compares various business forecasting techniques using daily stock price data from AT&T from March 2016 to March 2017. It uses linear regression, simple exponential smoothing with various alpha values, decomposition with simple exponential smoothing, decomposition with linear regression, moving average, and weighted moving average models. The accuracy of each model's forecasts will be evaluated based on their retrospective R-square, mean absolute percentage error, AIC, BIC, and sum of squared error using a 12-month holdout period of the AT&T stock price data.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    of 1

    BUSINESS FORECASTING METHODS

    INTRODUCTION

    The focus of this paper is on business forecasting techniques. Throughout this reading,
    I used 6 distinct forecasting models which are Linear Regression, Simple Exponential
    Smoothing ( = 0,1; 0,3; 0,45; 0,6), Decomposition with SES ( = 0,1), Decomposition with
    Linear Regression, Moving Average, and Weighted Moving Average. Comparisons
    between the various models will be made by looking at each models retrospective and forecast
    R-Square, Mean Absolute Percentage Error (MAPE), AIC, BIC, Sum of Squared Error (SSE).
    Being that there is a sufficient amount of data, a 12-month holdout period was used to evaluate
    forecast accuracy.

    The data forecasted was of AT&Ts daily stock price measured in US dollar. The data
    used for forecasts ranged from March 18, 2016 to March 17, 2017, although as mentioned, a
    12-month holdout period was use for evaluative purposes.

    FORECASTING PROCESS

    You might also like