MA Forecasting using MAD and DM Test of Predictive Accuracy
This calculator will help you with short term forecast using different Moving Average (MA) model. Aside from examining the Mean Absolute deviation (MAD) as the error measure, DM test is also helpful when choosing the best MA model Direction : Highlight the Actual_data column and press delete. Enter your historical data to run the past forecast and compare the error measures of the Moving Average model based on MAD. Check if the chosen model is significantly different from other MA methods via DM test. Note that the lower Mean Absolute Deviation (MAD), the better model but check also D.M test of predictive accuracy to compare the levels of accuracy To forecast the next period, check the value of each MA model based on the last actual row.