share prices of BANK OF BARODA from 1st - 31st 0ct 2006

Simple Average Moving Average

Price Date Close Price Forecasted Series Error Error² Forecasted Series Error
Yt Yt+1 (e) (e²) k=2 (e)
3-Oct-06 284.3
4-Oct-06 284.5 284.3 0.2 0.04
5-Oct-06 289.5 284.4 5.1 26.01 284.4 5.1
6-Oct-06 290.15 286.1 4.05 16.4 287 3.15
9-Oct-06 287.85 287.11 0.74 0.54 289.83 -1.97
10-Oct-06 287.4 287.26 0.14 0.02 289 -1.6
11-Oct-06 279.5 287.28 -7.78 60.58 287.63 -8.13
12-Oct-06 285.65 286.17 -0.52 0.27 283.45 2.2
13-Oct-06 284.35 286.11 -1.76 3.08 282.58 1.78
16-Oct-06 278.55 285.91 -7.36 54.19 285 -6.45
17-Oct-06 276.4 285.18 -8.78 77 281.45 -5.05
18-Oct-06 274.4 284.38 -9.98 99.55 277.48 -3.08
19-Oct-06 264.2 283.55 -19.35 374.26 275.4 -11.2
20-Oct-06 267.15 282.06 -14.91 222.24 269.3 -2.15
21-Oct-06 266.8 280.99 -14.19 201.44 265.68 1.13
23-Oct-06 261.45 280.05 -18.6 345.84 266.98 -5.53
26-Oct-06 269.85 278.88 -9.03 81.62 264.13 5.73
27-Oct-06 265.05 278.35 -13.3 176.97 265.65 -0.6
30-Oct-06 281.3 277.61 3.69 13.59 267.45 13.85
31-Oct-06 278.2 277.81 0.39 0.15 273.18 5.02
279

1753.79

εe²/38 46.15 εe²/37

1st - 31st 0ct 2006
Moving Average Moving Average
Error² Forecasted Series Error Error² Forecasted Series Error Error²
(e²) k=3 (e) (e²) k=4 (e) (e²)

26.01
9.92 286.1 4.05 16.4
3.9 288.05 -0.2 0.04 287.11 0.74 0.54
2.56 289.17 -1.77 3.12 288 -0.6 0.36
66.02 288.47 -8.97 80.4 288.73 -9.23 85.1
4.84 284.92 0.73 0.54 286.23 -0.58 0.33
3.15 284.18 0.17 0.03 285.1 -0.75 0.56
41.6 283.17 -4.62 21.31 284.23 -5.68 32.21
25.5 282.85 -6.45 41.6 282.01 -5.61 31.5
9.46 279.77 -5.37 28.8 281.24 -6.84 46.75
125.44 276.45 -12.25 150.06 278.43 -14.23 202.35
4.62 271.67 -4.52 20.4 273.39 -6.24 38.91
1.27 268.58 -1.78 3.18 270.54 -3.74 13.97
30.53 266.05 -4.6 21.16 268.14 -6.69 44.72
32.78 265.13 4.72 22.25 264.9 4.95 24.5
0.36 266.03 -0.98 0.97 266.31 -1.26 1.59
191.82 265.45 15.85 251.22 265.79 15.51 240.64
25.25 272.07 6.13 37.62 269.41 8.79 77.22

605.02 699.1 841.26

16.35 εe²/36 19.42 εe²/35 24.04

Moving Average Moving Average Double Smoothing
Forecasted Series Error Error² Forecasted Series Error Error²
k=5 (e) (e²) k=6 (e) (e²) k=2

1008.33
1012.05
1000.78
287.26 0.14 0.02 990.73
287.88 -8.38 70.22 287.28 -7.78 60.58 989.65
286.88 -1.23 1.51 286.48 -0.83 0.69 974.05
286.11 -1.76 3.1 286.68 -2.32 5.41 966.78
284.95 -6.4 40.96 285.82 -7.27 52.8 987.98
283.09 -6.69 44.76 283.88 -7.48 56 1004.8
280.89 -6.49 42.12 281.98 -7.57 57.38 1007.68
279.87 -15.67 245.55 279.81 -15.61 243.62 999.98
275.58 -8.43 71.06 277.26 -10.11 102.18 1003.5
272.14 -5.34 28.52 274.18 -7.38 54.39 1018.85
269.79 -8.34 69.56 271.25 -9.8 96.04 1040.05
266.8 3.05 9.3 268.4 1.45 2.1 1047.53
265.89 -0.84 0.71 267.31 -2.26 5.1 1033.83
266.06 15.24 232.26 265.75 15.55 241.8 1034.5
268.89 9.31 86.68 268.6 9.6 92.16 1043.08

946.32 1070.26

εe²/34 27.83 εe²/33 32.43

 Double Smoothing
Forecasted Series Error Error² Forecasted Series Error Error²
Yt+1 (e) (e²) k=3 Yt+1 (e) (e²)

1007.65
1010.19 -9.41 88.6 1006.45
1006.41 -15.69 246.1 995.92
995.75 -6.1 37.21 991.52 1003.34 -11.82 139.76
990.19 -16.14 260.42 978.1 997.96 -19.86 394.46
981.85 -15.08 227.26 975.55 988.51 -12.96 167.99
970.41 17.56 308.44 976.98 981.72 -4.74 22.46
977.38 27.43 752.13 996.05 976.88 19.17 367.57
996.39 11.29 127.41 1004.25 982.86 21.39 457.48
1006.24 -6.26 39.22 1004.05 992.43 11.62 135.08
1003.83 -0.33 0.11 1003.38 1001.45 1.93 3.74
1001.74 17.11 292.84 1011.5 1003.89 7.61 57.84
1011.18 28.88 833.77 1030.1 1006.31 23.79 565.91
1029.45 18.08 326.71 1040.85 1014.99 25.86 668.51
1043.79 -9.96 99.25 1040.08 1027.48 12.6 158.76
1040.68 -6.18 38.13 1037.15 1037.01 0.14 0.02
1034.16 8.91 79.43 1037.12 1039.36 -2.24 5.04

3757.01 3144.63

εe²/35 107.34 εe²/33 95.29

Double Smoothing Double Smoothing
Forecasted Series Error Error² Forecasted Series
k=4 Yt+1 (e) (e²) k=5 Yt+1

1004.55
1001.39 1000.88
995.21 999.73
982.39 987.17
978.21 995.88 -17.67 312.3 981.62
981.01 989.3 -8.29 68.68 982.05
985.79 984.21 1.58 2.5 987.25 990.29
997.83 981.85 15.98 255.2 989.26 987.56
1002.39 985.71 16.68 278.16 997.62 985.47
1005.59 991.75 13.83 191.39 1003.95 987.56
1009.41 997.9 11.52 132.61 1009.97 992.03
1021.78 1003.8 17.97 322.99 1018.05 997.61
1033.19 1009.79 23.4 547.41 1025.91 1003.77
1036.94 1017.49 19.45 378.18 1031.59 1011.1
1041.01 1025.33 15.68 246 1038.31 1017.89
1038.45 1033.23 5.22 27.27 1041.28 1024.77

2762.69

εe²/31 89.12
 Double Smoothing
Error Error² Forecasted Series Error Error²
(e) (e²) k=6 Yt+1 (e) (e²)

999.58
992.28
985.73
984.25
-3.04 9.24 987.08
1.7 2.88 989.9
12.15 147.62 990.52 989.8 0.71 0.51
16.39 268.63 999.72 988.29 11.43 130.53
17.94 321.99 1007.88 989.53 18.34 336.47
20.44 417.79 1017.08 993.22 23.85 568.96
22.14 490.18 1022.12 998.69 23.42 548.67
20.49 419.84 1025.79 1004.53 21.26 451.92
20.42 416.81 1033.63 1010.52 23.11 534.06
16.51 272.71 1038.98 1017.7 21.28 452.98

2767.7 3024.08

εe²/29 95.44 εe²/27 112

in this forecast exponentialsmoothing is the best method for forecast because of least error sum of square.
 Exponential Smoothing Alpha =
Close Price 0.3 Forecasted Series Error Error²
Yt Yt٨ Yt+1٨aYt+(1-a)Yt=٨ (e) (e²)
998.85
1017.8 998.85 1004.54 -5.68 32.32
1006.3 1017.8 1014.35 3.45 11.9
995.25 1006.3 1002.99 3.32 10.99
986.2 995.25 992.54 2.72 7.37
993.1 986.2 988.27 -2.07 4.28
955 993.1 981.67 11.43 130.64
978.55 955 962.07 -7.07 49.91
997.4 978.55 984.21 -5.65 31.98
1012.2 997.4 1001.84 -4.44 19.71
1003.15 1012.2 1009.49 2.72 7.37
996.8 1003.15 1001.25 1.91 3.63
1010.2 996.8 1000.82 -4.02 16.16
1027.5 1010.2 1015.39 -5.19 26.94
1052.6 1027.5 1035.03 -7.53 56.7
1042.45 1052.6 1049.56 3.05 9.27
1025.2 1042.45 1037.28 5.17 26.78
1043.8 1025.2 1030.78 -5.58 31.14
1042.35 1043.8 1043.37 0.43 0.19
1018.9 1042.35 1035.32 7.04 49.49

526.79

εe²/38 13.86

or forecast because of least error sum of square.