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Author Question: When the underlying mean of a time series is very stable and there are no trend, cyclical, or ... (Read 129 times)

Brittanyd9008

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When the underlying mean of a time series is very stable and there are no trend, cyclical, or seasonal influences:
◦ a simple moving-average forecast with n = 3 should outperform a simple moving-average forecast with n = 20.
◦ a simple moving-average forecast with n = 20 should outperform a simple moving-average forecast with n = 3.
◦ an exponential smoothing forecast with α = 0.30 should outperform a simple moving-average forecast with α = 0.01.
◦ a simple moving-average forecast with n = 20 should perform about the same as a simple moving-average forecast with n = 3.


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Marked as best answer by Brittanyd9008 on Apr 18, 2020

Joc

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Brittanyd9008

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Reply 2 on: Apr 18, 2020
Gracias!


carlsona147

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Reply 3 on: Yesterday
Thanks for the timely response, appreciate it

 

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