Date

Close
Open
High
Low
Volume Adj
8/1/2014
85.38
85.39
86.01
85.21 6759200
8/4/2014
87.24
86.17
87.52
86.01 8262700
8/5/2014
86.75
87.14
87.24
86.02 9361800
8/6/2014
86.59
86.18
87.62
86.17 9789500
8/7/2014
85.51
86.99
87.01
85.23 7916900
8/8/2014
86.85
85.65
86.89
85.62 6382700
8/11/2014
87.5
87.07
87.98
87.05 5047900
8/12/2014
87.21
87.15
87.62
86.78 4510100
8/13/2014
87.6
87.74
87.95
87.42 4533200
8/14/2014
88.61
88.03
88.91
87.81 8218000
8/15/2014
89.28
89.02
89.47
88.69 8211000
8/18/2014
89.97
89.66
90.37
89.58 4973300
8/19/2014
90.09
90.13
90.29
89.64 4153000
8/20/2014
89.84
89.92
90.05
89.67 3894500
8/21/2014
90.38
90.06
90.53
89.98 4719100
8/22/2014
90.49
90.13
90.9
90.12 4756400
8/25/2014
90.38
90.95
91.14
90.3 3515400
8/26/2014
90.02
90.61
90.67
89.94 4117700
8/27/2014
90.37
90.14
90.41
89.98 3739700
8/28/2014
90.23
89.98
90.49
89.96 2678400
8/29/2014
89.88
90.32
90.38
89.33 4179400
9/2/2014
90.8
90.18
90.93
90.15 5602000
9/3/2014
90.94
91.06
91.16
90.67 3684000
9/4/2014
90.14
90.87
91.2
90.01 5458700
9/5/2014
90.94
90.14
90.94
90.1 4597100
9/8/2014
90.56
90.76
90.84
90.16 4331200
9/9/2014
89.6
90.5
90.54
89.51 4797700
9/10/2014
89.52
89.54
89.82
88.75 5078600
9/11/2014
89.97
89.2
90.04
89.06 4065500
9/12/2014
89.67
90.1
90.2
89.25 3888500
9/15/2014
90.08
89.74
90.37
89.56 4910000
9/16/2014
90.27
89.71
90.43
89.46 4324600
9/17/2014
90.33
90.58
90.77
89.97 4058100
9/18/2014
90.34
90.31
90.5
89.91 4343600
9/19/2014
90.49
90.8
91.15
90.39 13382900
9/22/2014
89.29
90.49
90.61
89.19 5003000
9/23/2014
88.31
89.12
89.24
88.23 6155800
9/24/2014
89.45
88.36
89.64
88.24 5607000
9/25/2014
88.07
89.26
89.6
88.06 7077400
9/26/2014
88.74
88.15
88.89
87.91 5786400
9/29/2014
88.83
88.12
89.05
87.36 5188600
9/30/2014
89.03
88.84
89.54
88.54 4824500
10/1/2014
87.49
89.08
89.24
87.2 7512500
10/2/2014
86.79
87.5
87.66
84.65 11051100
10/3/2014
88.45
88.1
88.9
87.55 7549000

Close
84.31
86.15
85.66
85.5
84.44
85.76
86.4
86.12
86.5
87.5
88.16
88.84
88.96
88.71
89.25
89.35
89.25
88.89
89.24
89.1
88.75
89.66
89.8
89.01
89.8
89.42
88.48
88.4
88.84
88.54
88.95
89.14
89.2
89.21
89.35
88.17
87.2
88.33
86.96
87.63
87.72
87.91
86.39
85.7
87.34

10/6/2014
10/7/2014
10/8/2014
10/9/2014
10/10/2014
10/13/2014
10/14/2014
10/15/2014
10/16/2014
10/17/2014
10/20/2014
10/21/2014
10/22/2014
10/23/2014
10/24/2014
10/27/2014
10/28/2014
10/29/2014
10/30/2014
10/31/2014
11/3/2014
11/4/2014
11/5/2014
11/6/2014
11/7/2014
11/10/2014
11/11/2014
11/12/2014
11/13/2014
11/14/2014
11/17/2014
11/18/2014
11/19/2014
11/20/2014
11/21/2014
11/24/2014
11/25/2014
11/26/2014
11/28/2014
12/1/2014
12/2/2014
12/3/2014
12/4/2014
12/5/2014
12/8/2014

88.56
87.11
88.11
85.71
86.27
83.91
84.14
82.08
81.74
83.83
85.52
87.54
87.1
87.99
88.61
88.45
89.93
89.53
90.22
91.38
91.71
90.35
91
92
90
89.78
89.98
89.9
90.49
90.8
90.41
90.28
89.82
88.9
88.96
90.58
91.65
91.92
92.51
92.7
93.47
93.11
93.23
93.76
93.8

88.79
88
87.06
88.03
85.92
85.92
84.75
82.39
79.93
82.68
84.23
86.32
87.94
88.21
87.91
88.47
89.04
89.84
89.44
91.51
91.24
91.97
91.6
91.29
89.39
90.24
90.01
89.77
90.1
90.68
90.5
90.33
90.26
89.25
89.69
89.32
90.71
91.96
92.53
92.63
92.65
93.54
93.61
93.69
94.21

89.18
88.26
88.15
88.16
87
86.39
85.52
83.76
82.47
84.66
85.61
87.68
88.61
88.63
88.66
88.99
89.96
90.25
90.54
91.98
91.82
91.98
91.6
92
90.02
90.42
90.03
90.12
90.71
90.85
90.78
90.69
90.28
89.46
89.8
90.66
91.92
92.28
92.96
93.14
93.81
93.66
93.63
93.98
94.5

88.07
87.04
86.33
85.57
85.4
83.76
83.9
78.54
79.55
82.68
84.15
86.25
86.98
87.76
87.58
88.24
88.95
88.95
88.91
90.75
91
89.8
89.59
91.15
88.65
88.95
89.13
89.33
90.03
90.38
90.05
90.13
89.19
88.75
88.76
89.32
90.71
91.67
92.23
92.1
92.42
92.5
92.57
93.34
93.41

4047800
6217600
7008000
8726200
12675300
9039800
8607100
21844400
13216500
12381800
8302100
9170400
9314500
7245300
4937500
5644300
4540000
5442100
4445300
7472200
5447700
7928500
7021000
9938800
16176300
8155700
5896800
5262500
5097900
4280300
4147900
4461600
7709500
8602600
7383100
6503300
7404200
4607200
3853000
6714700
6634900
5492400
6017300
5226800
6682200

87.45
86.02
87
84.63
85.19
82.86
83.08
81.05
80.71
82.78
84.45
86.44
86.01
86.89
87.5
87.34
88.8
88.41
89.09
90.23
90.56
89.22
89.86
90.85
88.87
88.65
88.85
88.77
89.35
89.66
89.28
89.15
88.69
87.78
87.84
89.44
90.5
90.77
91.35
91.54
92.3
91.94
92.06
92.58
92.62

12/9/2014
12/10/2014
12/11/2014
12/12/2014
12/15/2014
12/16/2014
12/17/2014
12/18/2014
12/19/2014
12/22/2014
12/23/2014
12/24/2014
12/26/2014
12/29/2014
12/30/2014
12/31/2014
1/2/2015
1/5/2015
1/6/2015
1/7/2015
1/8/2015
1/9/2015
1/12/2015
1/13/2015
1/14/2015
1/15/2015
1/16/2015
1/20/2015
1/21/2015
1/22/2015
1/23/2015
1/26/2015
1/27/2015
1/28/2015
1/29/2015
1/30/2015
2/2/2015
2/3/2015
2/4/2015
2/5/2015
2/6/2015
2/9/2015
2/10/2015
2/11/2015
2/12/2015

92.94
91.63
91.75
91.49
90.9
90.17
91.38
92.61
92.89
94.2
94.69
94.42
95.03
95.5
94.7
94.19
93.75
92.38
91.89
92.83
93.79
94.25
94.46
95.19
94.23
94.35
95.18
94.74
94.17
95.15
94.72
94.97
93.97
92.67
93.22
90.96
91.93
94.1
101.28
102.64
102.02
101.73
101.92
101.87
103.58

93.51
92.52
91.09
91.18
92.03
90.5
90.36
92.19
92.34
93.39
94.48
94.69
94.74
94.74
95.21
95.13
94.91
93.28
92.57
92.72
93.87
94.05
94.69
95.28
94
94.23
94
95.22
94.37
94.58
94.92
94.45
93.94
94.14
93.11
92.5
91.3
92.43
99.39
100.76
102.67
101.8
101.96
102.01
102.16

93.57
92.83
92.66
92.61
92.69
92
91.68
92.61
93.2
94.36
95.07
95.12
95.31
95.93
95.5
95.52
95.28
93.35
93.19
93.15
94.3
95.27
94.76
96.43
94.8
94.96
95.23
95.39
94.74
95.39
95.53
95
94.74
94.47
93.5
92.94
92.05
94.11
101.94
102.84
102.99
102.5
102.19
102.02
103.85

91.76
91.55
90.66
90.95
90.19
90.13
90.2
91.86
91.88
93.22
94.4
94.37
94.52
94.69
94.5
94.03
92.85
91.78
91.16
92.1
93.56
93.99
93.77
94.7
93.29
94.04
93.98
93.75
93.82
94.01
94.43
93.93
93.36
92.61
91.52
90.83
90.06
92.19
98.82
100.51
101.65
101.45
101.18
101.07
101.7

9519900
10346100
8227800
7890900
6746800
6549400
6885900
9387500
12837900
7477500
5385800
2165700
3141300
3584400
3490100
4797000
5865400
7789400
6793100
6589500
7579400
8621300
6586200
9354400
6509300
5662200
6117000
7940600
7474700
7014200
4664700
5446900
5390000
6198400
7681700
10212300
9392000
12329100
32640500
14089500
8475600
5461800
5726300
5868200
6816800

91.77
90.48
91.75
91.49
90.9
90.17
91.38
92.61
92.89
94.2
94.69
94.42
95.03
95.5
94.7
94.19
93.75
92.38
91.89
92.83
93.79
94.25
94.46
95.19
94.23
94.35
95.18
94.74
94.17
95.15
94.72
94.97
93.97
92.67
93.22
90.96
91.93
94.1
101.28
102.64
102.02
101.73
101.92
101.87
103.58

2/13/2015
2/17/2015
2/18/2015
2/19/2015
2/20/2015
2/23/2015
2/24/2015
2/25/2015
2/26/2015
2/27/2015
3/2/2015
3/3/2015
3/4/2015
3/5/2015
3/6/2015
3/9/2015
3/10/2015
3/11/2015
3/12/2015
3/13/2015
3/16/2015
3/17/2015
3/18/2015
3/19/2015
3/20/2015

104.17
104.12
103.86
103.89
104.55
104.99
104.67
105.57
104.56
104.08
105.89
106.35
105.57
105.03
103.82
105.26
103.09
102.89
107.17
106.44
107.37
106.96
107.97
107.37
108.43

103.73
104.23
103.4
104
103.86
104.76
104.54
104.68
105.5
104.67
104.35
105.78
105.86
105.54
104.67
103.94
104.27
103.51
103.85
107.28
106.84
107
106.9
107.84
107.83

104.41
104.45
104.33
104.08
104.69
105.23
105.05
105.98
105.71
105.14
105.98
106.64
106
105.81
105
105.42
104.35
104
107.33
107.28
107.73
107.21
108.42
108.48
108.94

103.43 5175600
103.57 4759300
103.4 3760200
103.55 5094100
102.73 5197000
104.44 5587100
104.35 4098800
104.67 6547200
104.14 5049000
103.96 4161600
104.35 5635500
105.21 4671900
104.78 4972300
104.87 3954700
103.49 5704200
103.82 4868900
103.09 6472600
102.87 4831900
103.81 10730400
105.52 8024200
106.05 6407300
106.15 4489400
105.73 5520600
107.14 4885600
107.5 8679200

104.17
104.12
103.86
103.89
104.55
104.99
104.67
105.57
104.56
104.08
105.89
106.35
105.57
105.03
103.82
105.26
103.09
102.89
107.17
106.44
107.37
106.96
107.97
107.37
108.43

Day of Week Coded Day Coded Day^2 Coded Day ^3 LN(Close)

Friday
1
1
1 4.4471119
Monday
2
4
8 4.4686629
Tuesday
3
9
27 4.4630304
Wednesday
4
16
64 4.4611843
Thursday
5
25
125 4.4486333
Friday
6
36
216 4.4641825
Monday
7
49
343 4.4716388
Tuesday
8
64
512 4.468319
Wednesday
9
81
729 4.472781
Thursday
10
100
1000 4.4842447
Friday
11
121
1331 4.4917775
Monday
12
144
1728 4.4994763
Tuesday
13
169
2197 4.5008092
Wednesday
14
196
2744 4.4980303
Thursday
15
225
3375 4.504023
Friday
16
256
4096 4.5052393
Monday
17
289
4913 4.504023
Tuesday
18
324
5832 4.5000319
Wednesday
19
361
6859 4.5039124
Thursday
20
400
8000 4.502362
Friday
21
441
9261 4.4984754
Tuesday
22
484
10648 4.5086593
Wednesday
23
529
12167 4.5101999
Thursday
24
576
13824 4.501364
Friday
25
625
15625 4.5101999
Monday
26
676
17576 4.5060126
Tuesday
27
729
19683 4.4953553
Wednesday
28
784
21952 4.4944621
Thursday
29
841
24389 4.4994763
Friday
30
900
27000 4.4961363
Monday
31
961
29791 4.5006982
Tuesday
32
1024
32768 4.5028052
Wednesday
33
1089
35937 4.5034696
Thursday
34
1156
39304 4.5035803
Friday
35
1225
42875 4.5052393
Monday
36
1296
46656 4.4918895
Tuesday
37
1369
50653 4.4808534
Wednesday
38
1444
54872 4.4936798
Thursday
39
1521
59319 4.478132
Friday
40
1600
64000 4.4857107
Monday
41
1681
68921 4.4867244
Tuesday
42
1764
74088 4.4889734
Wednesday
43
1849
79507 4.4715245
Thursday
44
1936
85184 4.4634914
Friday
45
2025
91125 4.4824374

Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday

46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90

2116
2209
2304
2401
2500
2601
2704
2809
2916
3025
3136
3249
3364
3481
3600
3721
3844
3969
4096
4225
4356
4489
4624
4761
4900
5041
5184
5329
5476
5625
5776
5929
6084
6241
6400
6561
6724
6889
7056
7225
7396
7569
7744
7921
8100

97336
103823
110592
117649
125000
132651
140608
148877
157464
166375
175616
185193
195112
205379
216000
226981
238328
250047
262144
274625
287496
300763
314432
328509
343000
357911
373248
389017
405224
421875
438976
456533
474552
493039
512000
531441
551368
571787
592704
614125
636056
658503
681472
704969
729000

4.4836803
4.4671717
4.478586
4.4509695
4.4574819
4.4297448
4.4324821
4.4076944
4.4035435
4.4287909
4.4487503
4.4720958
4.4670569
4.4772232
4.4842447
4.4824374
4.4990316
4.4945738
4.5022511
4.5150266
4.5186314
4.503691
4.5108595
4.5217886
4.4998097
4.4973622
4.4995874
4.4986979
4.5052393
4.5086593
4.5043549
4.502916
4.4978077
4.4875121
4.4881868
4.5062334
4.517977
4.5209186
4.5273167
4.5293685
4.5376405
4.5337816
4.5350696
4.5407383
4.5411649

Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Friday
Monday
Tuesday
Wednesday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday

91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135

8281
8464
8649
8836
9025
9216
9409
9604
9801
10000
10201
10404
10609
10816
11025
11236
11449
11664
11881
12100
12321
12544
12769
12996
13225
13456
13689
13924
14161
14400
14641
14884
15129
15376
15625
15876
16129
16384
16641
16900
17161
17424
17689
17956
18225

753571
778688
804357
830584
857375
884736
912673
941192
970299
1000000
1030301
1061208
1092727
1124864
1157625
1191016
1225043
1259712
1295029
1331000
1367631
1404928
1442897
1481544
1520875
1560896
1601613
1643032
1685159
1728000
1771561
1815848
1860867
1906624
1953125
2000376
2048383
2097152
2146689
2197000
2248091
2299968
2352637
2406104
2460375

4.5319541
4.5177587
4.5190675
4.5162297
4.50976
4.5016968
4.5150266
4.5283971
4.531416
4.5454202
4.5506084
4.5477529
4.5541926
4.5591262
4.550714
4.545314
4.5406317
4.5259105
4.5205922
4.5307699
4.5410582
4.5459508
4.5481765
4.5558749
4.5457386
4.5470113
4.5557698
4.5511363
4.5451017
4.5554546
4.5509252
4.5535611
4.5429756
4.5290448
4.5349623
4.5104198
4.5210274
4.544358
4.617889
4.6312277
4.6251689
4.6223222
4.6241882
4.6236975
4.6403443

Friday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday

136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160

18496
18769
19044
19321
19600
19881
20164
20449
20736
21025
21316
21609
21904
22201
22500
22801
23104
23409
23716
24025
24336
24649
24964
25281
25600

2515456
2571353
2628072
2685619
2744000
2803221
2863288
2924207
2985984
3048625
3112136
3176523
3241792
3307949
3375000
3442951
3511808
3581577
3652264
3723875
3796416
3869893
3944312
4019679
4096000

4.6460242
4.6455441
4.6430438
4.6433326
4.6496654
4.6538651
4.6508125
4.6593742
4.6497611
4.6451598
4.6624008
4.6667355
4.6593742
4.654246
4.6426586
4.6564335
4.6356024
4.6336605
4.6744164
4.6675814
4.6762808
4.6724549
4.6818534
4.6762808
4.6861048

Disney Closing Prices Graph

120

100

80

Closing Price

Close

60

Linear (Close)

40

20

0
8/1/2014

9/1/2014

10/1/2014

11/1/2014

12/1/2014

Time

1/1/2015

2/1/2015

3/1/2015

Moving Average Calculations for Disney

Date
Close
MovAvg
Forecast
Error
8/1/2014
85.38
8/4/2014
87.24
86.46
8/5/2014
86.75
86.86
8/6/2014
86.59
86.28
86.46
8/7/2014
85.51
86.32
86.86
8/8/2014
86.85
86.62
86.28
8/11/2014
87.5
87.19
86.32
8/12/2014
87.21
87.44
86.62
8/13/2014
87.6
87.81
87.19
8/14/2014
88.61
88.50
87.44
8/15/2014
89.28
89.29
87.81
8/18/2014
89.97
89.78
88.50
8/19/2014
90.09
89.97
89.29
8/20/2014
89.84
90.10
89.78
8/21/2014
90.38
90.24
89.97
8/22/2014
90.49
90.42
90.10
8/25/2014
90.38
90.30
90.24
8/26/2014
90.02
90.26
90.42
8/27/2014
90.37
90.21
90.30
8/28/2014
90.23
90.16
90.26
8/29/2014
89.88
90.30
90.21
9/2/2014
90.8
90.54
90.16
9/3/2014
90.94
90.63
90.30
9/4/2014
90.14
90.67
90.54
9/5/2014
90.94
90.55
90.63
9/8/2014
90.56
90.37
90.67
9/9/2014
89.6
89.89
90.55
9/10/2014
89.52
89.70
90.37
9/11/2014
89.97
89.72
89.89
9/12/2014
89.67
89.91
89.70
9/15/2014
90.08
90.01
89.72
9/16/2014
90.27
90.23
89.91
9/17/2014
90.33
90.31
90.01
9/18/2014
90.34
90.39
90.23
9/19/2014
90.49
90.04
90.31
9/22/2014
89.29
89.36
90.39
9/23/2014
88.31
89.02
90.04
9/24/2014
89.45
88.61
89.36
9/25/2014
88.07
88.75
89.02
9/26/2014
88.74
88.55
88.61
9/29/2014
88.83
88.87
88.75
9/30/2014
89.03
88.45
88.55
10/1/2014
87.49
87.77
88.87
10/2/2014
86.79
87.58
88.45

Closing Stock Prices (m=3)

ErrorSq
AbsError

0.13
-1.35
0.57
1.18
0.59
0.41
1.17
1.47
1.47
0.80
0.06
0.41
0.39
0.14
-0.40
0.07
-0.03
-0.33
0.64
0.64
-0.40
0.31
-0.11
-0.95
-0.85
0.08
-0.03
0.36
0.36
0.32
0.11
0.18
-1.10
-1.73
0.09
-0.95
0.13
0.08
0.48
-1.38
-1.66

0.02
1.82
0.32
1.40
0.35
0.17
1.38
2.17
2.17
0.65
0.00
0.17
0.15
0.02
0.16
0.01
0.00
0.11
0.41
0.41
0.16
0.10
0.01
0.90
0.72
0.01
0.00
0.13
0.13
0.10
0.01
0.03
1.20
2.99
0.01
0.90
0.02
0.01
0.23
1.90
2.76

0.13
1.35
0.57
1.18
0.59
0.41
1.17
1.47
1.47
0.80
0.06
0.41
0.39
0.14
0.40
0.07
0.03
0.33
0.64
0.64
0.40
0.31
0.11
0.95
0.85
0.08
0.03
0.36
0.36
0.32
0.11
0.18
1.10
1.73
0.09
0.95
0.13
0.08
0.48
1.38
1.66

10/3/2014
10/6/2014
10/7/2014
10/8/2014
10/9/2014
10/10/2014
10/13/2014
10/14/2014
10/15/2014
10/16/2014
10/17/2014
10/20/2014
10/21/2014
10/22/2014
10/23/2014
10/24/2014
10/27/2014
10/28/2014
10/29/2014
10/30/2014
10/31/2014
11/3/2014
11/4/2014
11/5/2014
11/6/2014
11/7/2014
11/10/2014
11/11/2014
11/12/2014
11/13/2014
11/14/2014
11/17/2014
11/18/2014
11/19/2014
11/20/2014
11/21/2014
11/24/2014
11/25/2014
11/26/2014
11/28/2014
12/1/2014
12/2/2014
12/3/2014
12/4/2014
12/5/2014

88.45
88.56
87.11
88.11
85.71
86.27
83.91
84.14
82.08
81.74
83.83
85.52
87.54
87.1
87.99
88.61
88.45
89.93
89.53
90.22
91.38
91.71
90.35
91
92
90
89.78
89.98
89.9
90.49
90.8
90.41
90.28
89.82
88.9
88.96
90.58
91.65
91.92
92.51
92.7
93.47
93.11
93.23
93.76

87.93
88.04
87.93
86.98
86.70
85.30
84.77
83.38
82.65
82.55
83.70
85.63
86.72
87.54
87.90
88.35
89.00
89.30
89.89
90.38
91.10
91.15
91.02
91.12
91.00
90.59
89.92
89.89
90.12
90.40
90.57
90.50
90.17
89.67
89.23
89.48
90.40
91.38
92.03
92.38
92.89
93.09
93.27
93.37
93.60

87.77
87.58
87.93
88.04
87.93
86.98
86.70
85.30
84.77
83.38
82.65
82.55
83.70
85.63
86.72
87.54
87.90
88.35
89.00
89.30
89.89
90.38
91.10
91.15
91.02
91.12
91.00
90.59
89.92
89.89
90.12
90.40
90.57
90.50
90.17
89.67
89.23
89.48
90.40
91.38
92.03
92.38
92.89
93.09
93.27

0.68
0.98
-0.82
0.07
-2.22
-0.71
-2.79
-1.16
-2.69
-1.64
1.18
2.97
3.84
1.47
1.27
1.07
0.55
1.58
0.53
0.92
1.49
1.33
-0.75
-0.15
0.98
-1.12
-1.22
-0.61
-0.02
0.60
0.68
0.01
-0.29
-0.68
-1.27
-0.71
1.35
2.17
1.52
1.13
0.67
1.09
0.22
0.14
0.49

0.46
0.97
0.68
0.00
4.91
0.50
7.77
1.34
7.25
2.68
1.38
8.82
14.77
2.16
1.61
1.14
0.30
2.50
0.28
0.84
2.21
1.78
0.57
0.02
0.96
1.25
1.49
0.38
0.00
0.36
0.46
0.00
0.08
0.46
1.61
0.50
1.83
4.71
2.32
1.27
0.45
1.20
0.05
0.02
0.24

0.68
0.98
0.82
0.07
2.22
0.71
2.79
1.16
2.69
1.64
1.18
2.97
3.84
1.47
1.27
1.07
0.55
1.58
0.53
0.92
1.49
1.33
0.75
0.15
0.98
1.12
1.22
0.61
0.02
0.60
0.68
0.01
0.29
0.68
1.27
0.71
1.35
2.17
1.52
1.13
0.67
1.09
0.22
0.14
0.49

12/8/2014
12/9/2014
12/10/2014
12/11/2014
12/12/2014
12/15/2014
12/16/2014
12/17/2014
12/18/2014
12/19/2014
12/22/2014
12/23/2014
12/24/2014
12/26/2014
12/29/2014
12/30/2014
12/31/2014
1/2/2015
1/5/2015
1/6/2015
1/7/2015
1/8/2015
1/9/2015
1/12/2015
1/13/2015
1/14/2015
1/15/2015
1/16/2015
1/20/2015
1/21/2015
1/22/2015
1/23/2015
1/26/2015
1/27/2015
1/28/2015
1/29/2015
1/30/2015
2/2/2015
2/3/2015
2/4/2015
2/5/2015
2/6/2015
2/9/2015
2/10/2015
2/11/2015

93.8
92.94
91.63
91.75
91.49
90.9
90.17
91.38
92.61
92.89
94.2
94.69
94.42
95.03
95.5
94.7
94.19
93.75
92.38
91.89
92.83
93.79
94.25
94.46
95.19
94.23
94.35
95.18
94.74
94.17
95.15
94.72
94.97
93.97
92.67
93.22
90.96
91.93
94.1
101.28
102.64
102.02
101.73
101.92
101.87

93.50
92.79
92.11
91.62
91.38
90.85
90.82
91.39
92.29
93.23
93.93
94.44
94.71
94.98
95.08
94.80
94.21
93.44
92.67
92.37
92.84
93.62
94.17
94.63
94.63
94.59
94.59
94.76
94.70
94.69
94.68
94.95
94.55
93.87
93.29
92.28
92.04
92.33
95.77
99.34
101.98
102.13
101.89
101.84
102.46

93.37
93.60
93.50
92.79
92.11
91.62
91.38
90.85
90.82
91.39
92.29
93.23
93.93
94.44
94.71
94.98
95.08
94.80
94.21
93.44
92.67
92.37
92.84
93.62
94.17
94.63
94.63
94.59
94.59
94.76
94.70
94.69
94.68
94.95
94.55
93.87
93.29
92.28
92.04
92.33
95.77
99.34
101.98
102.13
101.89

0.43
-0.66
-1.87
-1.04
-0.62
-0.72
-1.21
0.53
1.79
1.50
1.91
1.46
0.49
0.59
0.79
-0.28
-0.89
-1.05
-1.83
-1.55
0.16
1.42
1.41
0.84
1.02
-0.40
-0.28
0.59
0.15
-0.59
0.45
0.03
0.29
-0.98
-1.88
-0.65
-2.33
-0.35
2.06
8.95
6.87
2.68
-0.25
-0.21
-0.02

0.19
0.43
3.50
1.08
0.38
0.52
1.46
0.28
3.22
2.26
3.64
2.12
0.24
0.35
0.62
0.08
0.79
1.10
3.36
2.40
0.02
2.03
2.00
0.70
1.05
0.16
0.08
0.35
0.02
0.34
0.21
0.00
0.08
0.95
3.55
0.42
5.41
0.12
4.26
80.10
47.20
7.18
0.06
0.04
0.00

0.43
0.66
1.87
1.04
0.62
0.72
1.21
0.53
1.79
1.50
1.91
1.46
0.49
0.59
0.79
0.28
0.89
1.05
1.83
1.55
0.16
1.42
1.41
0.84
1.02
0.40
0.28
0.59
0.15
0.59
0.45
0.03
0.29
0.98
1.88
0.65
2.33
0.35
2.06
8.95
6.87
2.68
0.25
0.21
0.02

2/12/2015
2/13/2015
2/17/2015
2/18/2015
2/19/2015
2/20/2015
2/23/2015
2/24/2015
2/25/2015
2/26/2015
2/27/2015
3/2/2015
3/3/2015
3/4/2015
3/5/2015
3/6/2015
3/9/2015
3/10/2015
3/11/2015
3/12/2015
3/13/2015
3/16/2015
3/17/2015
3/18/2015
3/19/2015
3/20/2015
3/23/2015
3/24/2015
3/25/2015
3/26/2015
3/27/2015

103.58
104.17
104.12
103.86
103.89
104.55
104.99
104.67
105.57
104.56
104.08
105.89
106.35
105.57
105.03
103.82
105.26
103.09
102.89
107.17
106.44
107.37
106.96
107.97
107.37
108.43

103.21
103.96
104.05
103.96
104.10
104.48
104.74
105.08
104.93
104.74
104.84
105.44
105.94
105.65
104.81
104.70
104.06
103.75
104.38
105.50
106.99
106.92
107.43
107.43
107.92

101.84
102.46
103.21
103.96
104.05
103.96
104.10
104.48
104.74
105.08
104.93
104.74
104.84
105.44
105.94
105.65
104.81
104.70
104.06
103.75
104.38
105.50
106.99
106.92
107.43
107.43
107.92
107.92
107.92
107.92
107.92

1.74
1.71
0.91
-0.10
-0.16
0.59
0.89
0.19
0.83
-0.52
-0.85
1.15
1.51
0.13
-0.91
-1.83
0.45
-1.61
-1.17
3.42
2.06
1.87
-0.03
1.05
-0.06
1.00

3.03
2.94
0.83
0.01
0.03
0.35
0.79
0.04
0.69
0.27
0.73
1.33
2.27
0.02
0.82
3.35
0.21
2.60
1.36
11.72
4.23
3.50
0.00
1.10
0.00
0.99

1.74
1.71
0.91
0.10
0.16
0.59
0.89
0.19
0.83
0.52
0.85
1.15
1.51
0.13
0.91
1.83
0.45
1.61
1.17
3.42
2.06
1.87
0.03
1.05
0.06
1.00

m=3)
APE

1.00 MAD
2.14 MSE
0.011 MAPE
0.002
0.016
0.007
0.014
0.007
0.005
0.013
0.017
0.016
0.009
0.001
0.005
0.004
0.002
0.004
0.001
0.000
0.004
0.007
0.007
0.004
0.003
0.001
0.011
0.009
0.001
0.000
0.004
0.004
0.004
0.001
0.002
0.012
0.020
0.001
0.011
0.001
0.001
0.005
0.016
0.019

0.008
0.011
0.009
0.001
0.026
0.008
0.033
0.014
0.033
0.020
0.014
0.035
0.044
0.017
0.014
0.012
0.006
0.018
0.006
0.010
0.016
0.015
0.008
0.002
0.011
0.012
0.014
0.007
0.000
0.007
0.007
0.000
0.003
0.008
0.014
0.008
0.015
0.024
0.017
0.012
0.007
0.012
0.002
0.001
0.005

0.005
0.007
0.020
0.011
0.007
0.008
0.013
0.006
0.019
0.016
0.020
0.015
0.005
0.006
0.008
0.003
0.009
0.011
0.020
0.017
0.002
0.015
0.015
0.009
0.011
0.004
0.003
0.006
0.002
0.006
0.005
0.000
0.003
0.010
0.020
0.007
0.026
0.004
0.022
0.088
0.067
0.026
0.002
0.002
0.000

0.017
0.016
0.009
0.001
0.002
0.006
0.008
0.002
0.008
0.005
0.008
0.011
0.014
0.001
0.009
0.018
0.004
0.016
0.011
0.032
0.019
0.017
0.000
0.010
0.001
0.009

Disney Closing Price Over Time (Moving Average = 3)

120

100

80

closing price

Close

60

Forecast

40

20

0
8/1/2014

9/1/2014

10/1/2014

11/1/2014

12/1/2014
Time

1/1/2015

2/1/2015

3/1/2015

Moving Average Calculations for Disney

Date
Close
MovAvg
Forecast
Error
8/1/2014
85.38
8/4/2014
87.24
8/5/2014
86.75
86.29
8/6/2014
86.59
86.59
8/7/2014
85.51
86.64
86.29
8/8/2014
86.85
86.73
86.59
8/11/2014
87.5
86.93
86.64
8/12/2014
87.21
87.55
86.73
8/13/2014
87.6
88.04
86.93
8/14/2014
88.61
88.53
87.55
8/15/2014
89.28
89.11
88.04
8/18/2014
89.97
89.56
88.53
8/19/2014
90.09
89.91
89.11
8/20/2014
89.84
90.15
89.56
8/21/2014
90.38
90.24
89.91
8/22/2014
90.49
90.22
90.15
8/25/2014
90.38
90.33
90.24
8/26/2014
90.02
90.30
90.22
8/27/2014
90.37
90.18
90.33
8/28/2014
90.23
90.26
90.30
8/29/2014
89.88
90.44
90.18
9/2/2014
90.8
90.40
90.26
9/3/2014
90.94
90.54
90.44
9/4/2014
90.14
90.68
90.40
9/5/2014
90.94
90.44
90.54
9/8/2014
90.56
90.15
90.68
9/9/2014
89.6
90.12
90.44
9/10/2014
89.52
89.86
90.15
9/11/2014
89.97
89.77
90.12
9/12/2014
89.67
89.90
89.86
9/15/2014
90.08
90.06
89.77
9/16/2014
90.27
90.14
89.90
9/17/2014
90.33
90.30
90.06
9/18/2014
90.34
90.14
90.14
9/19/2014
90.49
89.75
90.30
9/22/2014
89.29
89.58
90.14
9/23/2014
88.31
89.12
89.75
9/24/2014
89.45
88.77
89.58
9/25/2014
88.07
88.68
89.12
9/26/2014
88.74
88.82
88.77
9/29/2014
88.83
88.43
88.68
9/30/2014
89.03
88.18
88.82
10/1/2014
87.49
88.12
88.43
10/2/2014
86.79
88.06
88.18

Closing Stock Prices (m=5)

ErrorSq
AbsError

-0.78
0.26
0.86
0.48
0.67
1.06
1.24
1.44
0.98
0.28
0.47
0.34
0.14
-0.20
0.04
-0.07
-0.30
0.54
0.50
-0.26
0.40
-0.12
-0.84
-0.63
-0.15
-0.19
0.31
0.37
0.27
0.20
0.19
-0.85
-1.44
-0.13
-1.05
-0.03
0.15
0.21
-0.94
-1.39

0.61
0.07
0.74
0.23
0.44
1.12
1.54
2.06
0.96
0.08
0.22
0.11
0.02
0.04
0.00
0.00
0.09
0.29
0.25
0.07
0.16
0.01
0.70
0.40
0.02
0.04
0.10
0.14
0.07
0.04
0.04
0.73
2.08
0.02
1.11
0.00
0.02
0.04
0.89
1.92

0.78
0.26
0.86
0.48
0.67
1.06
1.24
1.44
0.98
0.28
0.47
0.34
0.14
0.20
0.04
0.07
0.30
0.54
0.50
0.26
0.40
0.12
0.84
0.63
0.15
0.19
0.31
0.37
0.27
0.20
0.19
0.85
1.44
0.13
1.05
0.03
0.15
0.21
0.94
1.39

10/3/2014
10/6/2014
10/7/2014
10/8/2014
10/9/2014
10/10/2014
10/13/2014
10/14/2014
10/15/2014
10/16/2014
10/17/2014
10/20/2014
10/21/2014
10/22/2014
10/23/2014
10/24/2014
10/27/2014
10/28/2014
10/29/2014
10/30/2014
10/31/2014
11/3/2014
11/4/2014
11/5/2014
11/6/2014
11/7/2014
11/10/2014
11/11/2014
11/12/2014
11/13/2014
11/14/2014
11/17/2014
11/18/2014
11/19/2014
11/20/2014
11/21/2014
11/24/2014
11/25/2014
11/26/2014
11/28/2014
12/1/2014
12/2/2014
12/3/2014
12/4/2014
12/5/2014

88.45
88.56
87.11
88.11
85.71
86.27
83.91
84.14
82.08
81.74
83.83
85.52
87.54
87.1
87.99
88.61
88.45
89.93
89.53
90.22
91.38
91.71
90.35
91
92
90
89.78
89.98
89.9
90.49
90.8
90.41
90.28
89.82
88.9
88.96
90.58
91.65
91.92
92.51
92.7
93.47
93.11
93.23
93.76

87.68
87.80
87.59
87.15
86.22
85.63
84.42
83.63
83.14
83.46
84.14
85.15
86.40
87.35
87.94
88.42
88.90
89.35
89.90
90.55
90.64
90.93
91.29
91.01
90.63
90.55
90.33
90.03
90.19
90.32
90.38
90.36
90.04
89.67
89.71
89.98
90.40
91.12
91.87
92.45
92.74
93.00
93.25
93.47
93.37

88.12
88.06
87.68
87.80
87.59
87.15
86.22
85.63
84.42
83.63
83.14
83.46
84.14
85.15
86.40
87.35
87.94
88.42
88.90
89.35
89.90
90.55
90.64
90.93
91.29
91.01
90.63
90.55
90.33
90.03
90.19
90.32
90.38
90.36
90.04
89.67
89.71
89.98
90.40
91.12
91.87
92.45
92.74
93.00
93.25

0.33
0.50
-0.57
0.31
-1.88
-0.88
-2.31
-1.49
-2.34
-1.89
0.69
2.06
3.40
1.95
1.59
1.26
0.51
1.51
0.63
0.87
1.48
1.16
-0.29
0.07
0.71
-1.01
-0.85
-0.57
-0.43
0.46
0.61
0.09
-0.10
-0.54
-1.14
-0.71
0.87
1.67
1.52
1.39
0.83
1.02
0.37
0.23
0.51

0.11
0.25
0.32
0.09
3.53
0.78
5.35
2.21
5.48
3.56
0.48
4.24
11.55
3.82
2.54
1.58
0.26
2.29
0.39
0.76
2.18
1.34
0.08
0.00
0.51
1.02
0.72
0.33
0.19
0.21
0.37
0.01
0.01
0.29
1.30
0.51
0.76
2.78
2.30
1.92
0.69
1.04
0.14
0.05
0.26

0.33
0.50
0.57
0.31
1.88
0.88
2.31
1.49
2.34
1.89
0.69
2.06
3.40
1.95
1.59
1.26
0.51
1.51
0.63
0.87
1.48
1.16
0.29
0.07
0.71
1.01
0.85
0.57
0.43
0.46
0.61
0.09
0.10
0.54
1.14
0.71
0.87
1.67
1.52
1.39
0.83
1.02
0.37
0.23
0.51

12/8/2014
12/9/2014
12/10/2014
12/11/2014
12/12/2014
12/15/2014
12/16/2014
12/17/2014
12/18/2014
12/19/2014
12/22/2014
12/23/2014
12/24/2014
12/26/2014
12/29/2014
12/30/2014
12/31/2014
1/2/2015
1/5/2015
1/6/2015
1/7/2015
1/8/2015
1/9/2015
1/12/2015
1/13/2015
1/14/2015
1/15/2015
1/16/2015
1/20/2015
1/21/2015
1/22/2015
1/23/2015
1/26/2015
1/27/2015
1/28/2015
1/29/2015
1/30/2015
2/2/2015
2/3/2015
2/4/2015
2/5/2015
2/6/2015
2/9/2015
2/10/2015
2/11/2015

93.8
92.94
91.63
91.75
91.49
90.9
90.17
91.38
92.61
92.89
94.2
94.69
94.42
95.03
95.5
94.7
94.19
93.75
92.38
91.89
92.83
93.79
94.25
94.46
95.19
94.23
94.35
95.18
94.74
94.17
95.15
94.72
94.97
93.97
92.67
93.22
90.96
91.93
94.1
101.28
102.64
102.02
101.73
101.92
101.87

93.07
92.78
92.32
91.74
91.19
91.14
91.31
91.59
92.25
93.15
93.76
94.25
94.77
94.87
94.77
94.63
94.10
93.38
93.01
92.93
93.03
93.44
94.10
94.38
94.50
94.68
94.74
94.53
94.72
94.79
94.75
94.60
94.30
93.91
93.16
92.55
92.58
94.30
96.18
98.39
100.35
101.92
102.04
102.22
102.65

93.47
93.37
93.07
92.78
92.32
91.74
91.19
91.14
91.31
91.59
92.25
93.15
93.76
94.25
94.77
94.87
94.77
94.63
94.10
93.38
93.01
92.93
93.03
93.44
94.10
94.38
94.50
94.68
94.74
94.53
94.72
94.79
94.75
94.60
94.30
93.91
93.16
92.55
92.58
94.30
96.18
98.39
100.35
101.92
102.04

0.33
-0.43
-1.44
-1.03
-0.83
-0.84
-1.02
0.24
1.30
1.30
1.95
1.54
0.66
0.78
0.73
-0.17
-0.58
-0.88
-1.72
-1.49
-0.18
0.86
1.22
1.02
1.09
-0.15
-0.15
0.50
0.00
-0.36
0.43
-0.07
0.22
-0.63
-1.63
-0.69
-2.20
-0.62
1.52
6.98
6.46
3.63
1.38
0.00
-0.17

0.11
0.18
2.08
1.05
0.69
0.71
1.04
0.06
1.69
1.69
3.80
2.36
0.43
0.61
0.54
0.03
0.33
0.78
2.97
2.23
0.03
0.74
1.49
1.03
1.18
0.02
0.02
0.25
0.00
0.13
0.19
0.01
0.05
0.39
2.64
0.48
4.83
0.38
2.32
48.75
41.71
13.15
1.89
0.00
0.03

0.33
0.43
1.44
1.03
0.83
0.84
1.02
0.24
1.30
1.30
1.95
1.54
0.66
0.78
0.73
0.17
0.58
0.88
1.72
1.49
0.18
0.86
1.22
1.02
1.09
0.15
0.15
0.50
0.00
0.36
0.43
0.07
0.22
0.63
1.63
0.69
2.20
0.62
1.52
6.98
6.46
3.63
1.38
0.00
0.17

2/12/2015
2/13/2015
2/17/2015
2/18/2015
2/19/2015
2/20/2015
2/23/2015
2/24/2015
2/25/2015
2/26/2015
2/27/2015
3/2/2015
3/3/2015
3/4/2015
3/5/2015
3/6/2015
3/9/2015
3/10/2015
3/11/2015
3/12/2015
3/13/2015
3/16/2015
3/17/2015
3/18/2015
3/19/2015
3/20/2015
3/23/2015
3/24/2015
3/25/2015
3/26/2015
3/27/2015

103.58
104.17
104.12
103.86
103.89
104.55
104.99
104.67
105.57
104.56
104.08
105.89
106.35
105.57
105.03
103.82
105.26
103.09
102.89
107.17
106.44
107.37
106.96
107.97
107.37
108.43

103.13
103.52
103.92
104.12
104.28
104.39
104.73
104.87
104.77
104.95
105.29
105.29
105.38
105.33
105.21
104.55
104.02
104.45
104.97
105.39
106.17
107.18
107.22
107.62

102.22
102.65
103.13
103.52
103.92
104.12
104.28
104.39
104.73
104.87
104.77
104.95
105.29
105.29
105.38
105.33
105.21
104.55
104.02
104.45
104.97
105.39
106.17
107.18
107.22
107.62
107.62
107.62
107.62
107.62
107.62

1.36
1.52
0.99
0.34
-0.03
0.43
0.71
0.28
0.84
-0.31
-0.69
0.94
1.06
0.28
-0.35
-1.51
0.05
-1.46
-1.13
2.72
1.47
1.98
0.79
0.79
0.15
0.81

1.84
2.30
0.98
0.12
0.00
0.19
0.50
0.08
0.70
0.09
0.48
0.88
1.12
0.08
0.13
2.29
0.00
2.14
1.27
7.42
2.16
3.91
0.63
0.62
0.02
0.66

1.36
1.52
0.99
0.34
0.03
0.43
0.71
0.28
0.84
0.31
0.69
0.94
1.06
0.28
0.35
1.51
0.05
1.46
1.13
2.72
1.47
1.98
0.79
0.79
0.15
0.81

(m=5)
APE

0.90 MAD
1.68 MSE
0.010 MAPE

0.009
0.003
0.010
0.005
0.008
0.012
0.014
0.016
0.011
0.003
0.005
0.004
0.002
0.002
0.000
0.001
0.003
0.006
0.005
0.003
0.004
0.001
0.009
0.007
0.002
0.002
0.003
0.004
0.003
0.002
0.002
0.010
0.016
0.001
0.012
0.000
0.002
0.002
0.011
0.016

0.004
0.006
0.007
0.003
0.022
0.010
0.028
0.018
0.029
0.023
0.008
0.024
0.039
0.022
0.018
0.014
0.006
0.017
0.007
0.010
0.016
0.013
0.003
0.001
0.008
0.011
0.009
0.006
0.005
0.005
0.007
0.001
0.001
0.006
0.013
0.008
0.010
0.018
0.017
0.015
0.009
0.011
0.004
0.002
0.005

0.003
0.005
0.016
0.011
0.009
0.009
0.011
0.003
0.014
0.014
0.021
0.016
0.007
0.008
0.008
0.002
0.006
0.009
0.019
0.016
0.002
0.009
0.013
0.011
0.011
0.002
0.002
0.005
0.000
0.004
0.005
0.001
0.002
0.007
0.018
0.007
0.024
0.007
0.016
0.069
0.063
0.036
0.014
0.000
0.002

0.013
0.015
0.009
0.003
0.000
0.004
0.007
0.003
0.008
0.003
0.007
0.009
0.010
0.003
0.003
0.015
0.001
0.014
0.011
0.025
0.014
0.018
0.007
0.007
0.001
0.007

Disney Closing Prices Over Time (Moving Average = 5)

120

100

80

closing prices

Close

60

Forecast

40

20

0
8/1/2014

9/1/2014

10/1/2014

11/1/2014

12/1/2014
time

1/1/2015

2/1/2015

3/1/2015

Simple Exponential Smoothing for Disney Closing Prices

Date
Close Smoothed Level (At)
Forecast Error Error Squared AbsError
8/1/2014 85.38
85.38
8/4/2014 87.24
87.24
85.38 1.86
3.46
1.86
8/5/2014 86.75
86.75
87.24 -0.49
0.24
0.49
8/6/2014 86.59
86.59
86.75 -0.16
0.03
0.16
8/7/2014 85.51
85.51
86.59 -1.08
1.17
1.08
8/8/2014 86.85
86.85
85.51 1.34
1.80
1.34
8/11/2014 87.50
87.50
86.85 0.65
0.42
0.65
8/12/2014 87.21
87.21
87.50 -0.29
0.08
0.29
8/13/2014 87.60
87.60
87.21 0.39
0.15
0.39
8/14/2014 88.61
88.61
87.60 1.01
1.02
1.01
8/15/2014 89.28
89.28
88.61 0.67
0.45
0.67
8/18/2014 89.97
89.97
89.28 0.69
0.48
0.69
8/19/2014 90.09
90.09
89.97 0.12
0.01
0.12
8/20/2014 89.84
89.84
90.09 -0.25
0.06
0.25
8/21/2014 90.38
90.38
89.84 0.54
0.29
0.54
8/22/2014 90.49
90.49
90.38 0.11
0.01
0.11
8/25/2014 90.38
90.38
90.49 -0.11
0.01
0.11
8/26/2014 90.02
90.02
90.38 -0.36
0.13
0.36
8/27/2014 90.37
90.37
90.02 0.35
0.12
0.35
8/28/2014 90.23
90.23
90.37 -0.14
0.02
0.14
8/29/2014 89.88
89.88
90.23 -0.35
0.12
0.35
9/2/2014 90.80
90.80
89.88 0.92
0.85
0.92
9/3/2014 90.94
90.94
90.80 0.14
0.02
0.14
9/4/2014 90.14
90.14
90.94 -0.80
0.64
0.80
9/5/2014 90.94
90.94
90.14 0.80
0.64
0.80
9/8/2014 90.56
90.56
90.94 -0.38
0.14
0.38
9/9/2014 89.60
89.60
90.56 -0.96
0.92
0.96
9/10/2014 89.52
89.52
89.60 -0.08
0.01
0.08
9/11/2014 89.97
89.97
89.52 0.45
0.20
0.45
9/12/2014 89.67
89.67
89.97 -0.30
0.09
0.30
9/15/2014 90.08
90.08
89.67 0.41
0.17
0.41
9/16/2014 90.27
90.27
90.08 0.19
0.04
0.19
9/17/2014 90.33
90.33
90.27 0.06
0.00
0.06
9/18/2014 90.34
90.34
90.33 0.01
0.00
0.01
9/19/2014 90.49
90.49
90.34 0.15
0.02
0.15
9/22/2014 89.29
89.29
90.49 -1.20
1.44
1.20
9/23/2014 88.31
88.31
89.29 -0.98
0.96
0.98
9/24/2014 89.45
89.45
88.31 1.14
1.30
1.14
9/25/2014 88.07
88.07
89.45 -1.38
1.90
1.38
9/26/2014 88.74
88.74
88.07 0.67
0.45
0.67
9/29/2014 88.83
88.83
88.74 0.09
0.01
0.09
9/30/2014 89.03
89.03
88.83 0.20
0.04
0.20
10/1/2014 87.49
87.49
89.03 -1.54
2.37
1.54
10/2/2014 86.79
86.79
87.49 -0.70
0.49
0.70

10/3/2014
10/6/2014
10/7/2014
10/8/2014
10/9/2014
10/10/2014
10/13/2014
10/14/2014
10/15/2014
10/16/2014
10/17/2014
10/20/2014
10/21/2014
10/22/2014
10/23/2014
10/24/2014
10/27/2014
10/28/2014
10/29/2014
10/30/2014
10/31/2014
11/3/2014
11/4/2014
11/5/2014
11/6/2014
11/7/2014
11/10/2014
11/11/2014
11/12/2014
11/13/2014
11/14/2014
11/17/2014
11/18/2014
11/19/2014
11/20/2014
11/21/2014
11/24/2014
11/25/2014
11/26/2014
11/28/2014
12/1/2014
12/2/2014
12/3/2014
12/4/2014
12/5/2014

88.45
88.56
87.11
88.11
85.71
86.27
83.91
84.14
82.08
81.74
83.83
85.52
87.54
87.10
87.99
88.61
88.45
89.93
89.53
90.22
91.38
91.71
90.35
91.00
92.00
90.00
89.78
89.98
89.90
90.49
90.80
90.41
90.28
89.82
88.90
88.96
90.58
91.65
91.92
92.51
92.70
93.47
93.11
93.23
93.76

88.45
88.56
87.11
88.11
85.71
86.27
83.91
84.14
82.08
81.74
83.83
85.52
87.54
87.10
87.99
88.61
88.45
89.93
89.53
90.22
91.38
91.71
90.35
91.00
92.00
90.00
89.78
89.98
89.90
90.49
90.80
90.41
90.28
89.82
88.90
88.96
90.58
91.65
91.92
92.51
92.70
93.47
93.11
93.23
93.76

86.79
88.45
88.56
87.11
88.11
85.71
86.27
83.91
84.14
82.08
81.74
83.83
85.52
87.54
87.10
87.99
88.61
88.45
89.93
89.53
90.22
91.38
91.71
90.35
91.00
92.00
90.00
89.78
89.98
89.90
90.49
90.80
90.41
90.28
89.82
88.90
88.96
90.58
91.65
91.92
92.51
92.70
93.47
93.11
93.23

1.66
0.11
-1.45
1.00
-2.40
0.56
-2.36
0.23
-2.06
-0.34
2.09
1.69
2.02
-0.44
0.89
0.62
-0.16
1.48
-0.40
0.69
1.16
0.33
-1.36
0.65
1.00
-2.00
-0.22
0.20
-0.08
0.59
0.31
-0.39
-0.13
-0.46
-0.92
0.06
1.62
1.07
0.27
0.59
0.19
0.77
-0.36
0.12
0.53

2.76
0.01
2.10
1.00
5.76
0.31
5.57
0.05
4.24
0.12
4.37
2.86
4.08
0.19
0.79
0.38
0.03
2.19
0.16
0.48
1.35
0.11
1.85
0.42
1.00
4.00
0.05
0.04
0.01
0.35
0.10
0.15
0.02
0.21
0.85
0.00
2.62
1.14
0.07
0.35
0.04
0.59
0.13
0.01
0.28

1.66
0.11
1.45
1.00
2.40
0.56
2.36
0.23
2.06
0.34
2.09
1.69
2.02
0.44
0.89
0.62
0.16
1.48
0.40
0.69
1.16
0.33
1.36
0.65
1.00
2.00
0.22
0.20
0.08
0.59
0.31
0.39
0.13
0.46
0.92
0.06
1.62
1.07
0.27
0.59
0.19
0.77
0.36
0.12
0.53

12/8/2014
12/9/2014
12/10/2014
12/11/2014
12/12/2014
12/15/2014
12/16/2014
12/17/2014
12/18/2014
12/19/2014
12/22/2014
12/23/2014
12/24/2014
12/26/2014
12/29/2014
12/30/2014
12/31/2014
1/2/2015
1/5/2015
1/6/2015
1/7/2015
1/8/2015
1/9/2015
1/12/2015
1/13/2015
1/14/2015
1/15/2015
1/16/2015
1/20/2015
1/21/2015
1/22/2015
1/23/2015
1/26/2015
1/27/2015
1/28/2015
1/29/2015
1/30/2015
2/2/2015
2/3/2015
2/4/2015
2/5/2015
2/6/2015
2/9/2015
2/10/2015
2/11/2015

93.80
92.94
91.63
91.75
91.49
90.90
90.17
91.38
92.61
92.89
94.20
94.69
94.42
95.03
95.50
94.70
94.19
93.75
92.38
91.89
92.83
93.79
94.25
94.46
95.19
94.23
94.35
95.18
94.74
94.17
95.15
94.72
94.97
93.97
92.67
93.22
90.96
91.93
94.10
101.28
102.64
102.02
101.73
101.92
101.87

93.80
92.94
91.63
91.75
91.49
90.90
90.17
91.38
92.61
92.89
94.20
94.69
94.42
95.03
95.50
94.70
94.19
93.75
92.38
91.89
92.83
93.79
94.25
94.46
95.19
94.23
94.35
95.18
94.74
94.17
95.15
94.72
94.97
93.97
92.67
93.22
90.96
91.93
94.10
101.28
102.64
102.02
101.73
101.92
101.87

93.76
93.80
92.94
91.63
91.75
91.49
90.90
90.17
91.38
92.61
92.89
94.20
94.69
94.42
95.03
95.50
94.70
94.19
93.75
92.38
91.89
92.83
93.79
94.25
94.46
95.19
94.23
94.35
95.18
94.74
94.17
95.15
94.72
94.97
93.97
92.67
93.22
90.96
91.93
94.10
101.28
102.64
102.02
101.73
101.92

0.04
-0.86
-1.31
0.12
-0.26
-0.59
-0.73
1.21
1.23
0.28
1.31
0.49
-0.27
0.61
0.47
-0.80
-0.51
-0.44
-1.37
-0.49
0.94
0.96
0.46
0.21
0.73
-0.96
0.12
0.83
-0.44
-0.57
0.98
-0.43
0.25
-1.00
-1.30
0.55
-2.26
0.97
2.17
7.18
1.36
-0.62
-0.29
0.19
-0.05

0.00
0.74
1.72
0.01
0.07
0.35
0.53
1.46
1.51
0.08
1.72
0.24
0.07
0.37
0.22
0.64
0.26
0.19
1.88
0.24
0.88
0.92
0.21
0.04
0.53
0.92
0.01
0.69
0.19
0.32
0.96
0.18
0.06
1.00
1.69
0.30
5.11
0.94
4.71
51.55
1.85
0.38
0.08
0.04
0.00

0.04
0.86
1.31
0.12
0.26
0.59
0.73
1.21
1.23
0.28
1.31
0.49
0.27
0.61
0.47
0.80
0.51
0.44
1.37
0.49
0.94
0.96
0.46
0.21
0.73
0.96
0.12
0.83
0.44
0.57
0.98
0.43
0.25
1.00
1.30
0.55
2.26
0.97
2.17
7.18
1.36
0.62
0.29
0.19
0.05

2/12/2015
2/13/2015
2/17/2015
2/18/2015
2/19/2015
2/20/2015
2/23/2015
2/24/2015
2/25/2015
2/26/2015
2/27/2015
3/2/2015
3/3/2015
3/4/2015
3/5/2015
3/6/2015
3/9/2015
3/10/2015
3/11/2015
3/12/2015
3/13/2015
3/16/2015
3/17/2015
3/18/2015
3/19/2015
3/20/2015
3/23/2015
3/24/2015
3/25/2015
3/26/2015
3/27/2015

103.58
104.17
104.12
103.86
103.89
104.55
104.99
104.67
105.57
104.56
104.08
105.89
106.35
105.57
105.03
103.82
105.26
103.09
102.89
107.17
106.44
107.37
106.96
107.97
107.37
108.43

103.58
104.17
104.12
103.86
103.89
104.55
104.99
104.67
105.57
104.56
104.08
105.89
106.35
105.57
105.03
103.82
105.26
103.09
102.89
107.17
106.44
107.37
106.96
107.97
107.37
108.43

101.87
103.58
104.17
104.12
103.86
103.89
104.55
104.99
104.67
105.57
104.56
104.08
105.89
106.35
105.57
105.03
103.82
105.26
103.09
102.89
107.17
106.44
107.37
106.96
107.97
107.37
108.43
108.43
108.43
108.43
108.43

1.71
0.59
-0.05
-0.26
0.03
0.66
0.44
-0.32
0.90
-1.01
-0.48
1.81
0.46
-0.78
-0.54
-1.21
1.44
-2.17
-0.20
4.28
-0.73
0.93
-0.41
1.01
-0.60
1.06

2.92
0.35
0.00
0.07
0.00
0.44
0.19
0.10
0.81
1.02
0.23
3.28
0.21
0.61
0.29
1.46
2.07
4.71
0.04
18.32
0.53
0.86
0.17
1.02
0.36
1.12

1.71
0.59
0.05
0.26
0.03
0.66
0.44
0.32
0.90
1.01
0.48
1.81
0.46
0.78
0.54
1.21
1.44
2.17
0.20
4.28
0.73
0.93
0.41
1.01
0.60
1.06

APE

alpha
1

0.021
0.006
0.002
0.013
0.015
0.007
0.003
0.004
0.011
0.008
0.008
0.001
0.003
0.006
0.001
0.001
0.004
0.004
0.002
0.004
0.010
0.002
0.009
0.009
0.004
0.011
0.001
0.005
0.003
0.005
0.002
0.001
0.000
0.002
0.013
0.011
0.013
0.016
0.008
0.001
0.002
0.018
0.008

0.79 MAD
1.28 MSE
0.008 MAPE

prob not appropiate model because

this means that the best forecast is

0.019
0.001
0.017
0.011
0.028
0.006
0.028
0.003
0.025
0.004
0.025
0.020
0.023
0.005
0.010
0.007
0.002
0.016
0.004
0.008
0.013
0.004
0.015
0.007
0.011
0.022
0.002
0.002
0.001
0.007
0.003
0.004
0.001
0.005
0.010
0.001
0.018
0.012
0.003
0.006
0.002
0.008
0.004
0.001
0.006

0.000
0.009
0.014
0.001
0.003
0.006
0.008
0.013
0.013
0.003
0.014
0.005
0.003
0.006
0.005
0.008
0.005
0.005
0.015
0.005
0.010
0.010
0.005
0.002
0.008
0.010
0.001
0.009
0.005
0.006
0.010
0.005
0.003
0.011
0.014
0.006
0.025
0.011
0.023
0.071
0.013
0.006
0.003
0.002
0.000

0.017
0.006
0.000
0.003
0.000
0.006
0.004
0.003
0.009
0.010
0.005
0.017
0.004
0.007
0.005
0.012
0.014
0.021
0.002
0.040
0.007
0.009
0.004
0.009
0.006
0.010

ppropiate model because alpha went to the extremes

that the best forecast is todays

Closing Prices Over Time (Exponential Smoothing)

120.00

100.00

80.00

Closing Price

Close

60.00

Forecast

40.00

20.00

0.00
8/1/2014

9/1/2014

10/1/2014

11/1/2014

12/1/2014

Time

1/1/2015

2/1/2015

3/1/2015

Coded Day Close

1
85.38
2
87.24
3
86.75
4
86.59
5
85.51
6
86.85
7
87.5
8
87.21
9
87.6
10
88.61
11
89.28
12
89.97
13
90.09
14
89.84
15
90.38
16
90.49
17
90.38
18
90.02
19
90.37
20
90.23
21
89.88
22
90.8
23
90.94
24
90.14
25
90.94
26
90.56
27
89.6
28
89.52
29
89.97
30
89.67
31
90.08
32
90.27
33
90.33
34
90.34
35
90.49
36
89.29
37
88.31
38
89.45
39
88.07
40
88.74
41
88.83
42
89.03
43
87.49
44
86.79
45
88.45

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.8379
R Square
0.7021
Adjusted R Square
0.7002
Standard Error
3.4597
Observations
160.0000
ANOVA
df
Regression
Residual
Total

1.0000
158.0000
159.0000

SS
4457.1440
1891.1585
6348.3025

Coefficients
Standard Error
84.0985
0.5496
0.1143
0.0059

Intercept
Coded Day

RESIDUAL OUTPUT
Observation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22

Predicted Close
84.2128
84.3271
84.4413
84.5556
84.6699
84.7841
84.8984
85.0127
85.1270
85.2412
85.3555
85.4698
85.5841
85.6983
85.8126
85.9269
86.0412
86.1554
86.2697
86.3840
86.4983
86.6125

Residuals
1.1672
2.9129
2.3087
2.0344
0.8401
2.0659
2.6016
2.1973
2.4730
3.3688
3.9245
4.5002
4.5059
4.1417
4.5674
4.5631
4.3388
3.8646
4.1003
3.8460
3.3817
4.1875

46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90

88.56
87.11
88.11
85.71
86.27
83.91
84.14
82.08
81.74
83.83
85.52
87.54
87.1
87.99
88.61
88.45
89.93
89.53
90.22
91.38
91.71
90.35
91
92
90
89.78
89.98
89.9
90.49
90.8
90.41
90.28
89.82
88.9
88.96
90.58
91.65
91.92
92.51
92.7
93.47
93.11
93.23
93.76
93.8

23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67

86.7268
86.8411
86.9554
87.0696
87.1839
87.2982
87.4125
87.5267
87.6410
87.7553
87.8695
87.9838
88.0981
88.2124
88.3266
88.4409
88.5552
88.6695
88.7837
88.8980
89.0123
89.1266
89.2408
89.3551
89.4694
89.5837
89.6979
89.8122
89.9265
90.0408
90.1550
90.2693
90.3836
90.4978
90.6121
90.7264
90.8407
90.9549
91.0692
91.1835
91.2978
91.4120
91.5263
91.6406
91.7549

4.2132
3.2989
3.9846
3.4904
2.4161
2.2218
2.5575
2.1433
2.4390
2.5147
2.4605
2.3562
2.3919
1.0776
-0.0166
1.0091
-0.4852
0.0705
0.0463
0.1320
-1.5223
-2.3366
-0.7908
-0.7951
-2.3594
-1.4737
-3.9879
-3.5422
-6.0165
-5.9008
-8.0750
-8.5293
-6.5536
-4.9778
-3.0721
-3.6264
-2.8507
-2.3449
-2.6192
-1.2535
-1.7678
-1.1920
-0.1463
0.0694
-1.4049

91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135

92.94
91.63
91.75
91.49
90.9
90.17
91.38
92.61
92.89
94.2
94.69
94.42
95.03
95.5
94.7
94.19
93.75
92.38
91.89
92.83
93.79
94.25
94.46
95.19
94.23
94.35
95.18
94.74
94.17
95.15
94.72
94.97
93.97
92.67
93.22
90.96
91.93
94.1
101.28
102.64
102.02
101.73
101.92
101.87
103.58

68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112

91.8691
91.9834
92.0977
92.2120
92.3262
92.4405
92.5548
92.6691
92.7833
92.8976
93.0119
93.1262
93.2404
93.3547
93.4690
93.5832
93.6975
93.8118
93.9261
94.0403
94.1546
94.2689
94.3832
94.4974
94.6117
94.7260
94.8403
94.9545
95.0688
95.1831
95.2974
95.4116
95.5259
95.6402
95.7545
95.8687
95.9830
96.0973
96.2115
96.3258
96.4401
96.5544
96.6686
96.7829
96.8972

-0.8691
0.0166
-2.0977
-2.4320
-2.3462
-2.5405
-2.0648
-1.8691
-2.3733
-2.6176
-3.1919
-4.2262
-4.2804
-2.7747
-1.8190
-1.6632
-1.1875
-1.1118
-0.4561
-0.9303
-0.9246
-0.5089
-0.5832
-1.5574
-2.9817
-2.9760
-3.3503
-4.0545
-4.8988
-3.8031
-2.6874
-2.5216
-1.3259
-0.9502
-1.3345
-0.8387
-0.4830
-1.3973
-2.0215
-2.5758
-4.0601
-4.6644
-3.8386
-2.9929
-2.6472

136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160

104.17
104.12
103.86
103.89
104.55
104.99
104.67
105.57
104.56
104.08
105.89
106.35
105.57
105.03
103.82
105.26
103.09
102.89
107.17
106.44
107.37
106.96
107.97
107.37
108.43

113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157

97.0115
97.1257
97.2400
97.3543
97.4686
97.5828
97.6971
97.8114
97.9257
98.0399
98.1542
98.2685
98.3828
98.4970
98.6113
98.7256
98.8399
98.9541
99.0684
99.1827
99.2969
99.4112
99.5255
99.6398
99.7540
99.8683
99.9826
100.0969
100.2111
100.3254
100.4397
100.5540
100.6682
100.7825
100.8968
101.0111
101.1253
101.2396
101.3539
101.4682
101.5824
101.6967
101.8110
101.9253
102.0395

-2.5515
-1.9357
-3.0100
-3.0043
-2.2886
-2.8428
-3.5271
-2.6614
-3.2057
-3.0699
-4.1842
-5.5985
-5.1628
-7.5370
-6.6813
-4.6256
2.4401
3.6859
2.9516
2.5473
2.6231
2.4588
4.0545
4.5302
4.3660
3.9917
3.9074
4.4531
4.7789
4.3446
5.1303
4.0060
3.4118
5.1075
5.4532
4.5589
3.9047
2.5804
3.9061
1.6218
1.3076
5.4733
4.6290
5.4447
4.9205

158
159
160

102.1538
102.2681
102.3823

5.8162
5.1019
6.0477

MS
F
Significance F
4457.1440 372.3796
0.0000
11.9694

t Stat
153.0185
19.2971

P-value
0.0000
0.0000

AD
1.1672
2.9129
2.3087
2.0344
0.8401
2.0659
2.6016
2.1973
2.4730
3.3688
3.9245
4.5002
4.5059
4.1417
4.5674
4.5631
4.3388
3.8646
4.1003
3.8460
3.3817
4.1875

Lower 95%
Upper 95%
83.0130
85.1840
0.1026
0.1260

ErrorSq
1.3624
8.4853
5.3300
4.1388
0.7058
4.2677
6.7682
4.8281
6.1159
11.3485
15.4016
20.2519
20.3034
17.1533
20.8610
20.8220
18.8255
14.9348
16.8124
14.7918
11.4362
17.5349

APE
0.0137
0.0334
0.0266
0.0235
0.0098
0.0238
0.0297
0.0252
0.0282
0.0380
0.0440
0.0500
0.0500
0.0461
0.0505
0.0504
0.0480
0.0429
0.0454
0.0426
0.0376
0.0461

Date
Coded Day
8/1/2014
1
8/4/2014
2
8/5/2014
3
8/6/2014
4
8/7/2014
5
8/8/2014
6
8/11/2014
7
8/12/2014
8
8/13/2014
9
8/14/2014
10
8/15/2014
11
8/18/2014
12
8/19/2014
13
8/20/2014
14
8/21/2014
15
8/22/2014
16
8/25/2014
17
8/26/2014
18
8/27/2014
19
8/28/2014
20
8/29/2014
21
9/2/2014
22
9/3/2014
23
9/4/2014
24
9/5/2014
25
9/8/2014
26
9/9/2014
27
9/10/2014
28
9/11/2014
29
9/12/2014
30
9/15/2014
31
9/16/2014
32
9/17/2014
33
9/18/2014
34
9/19/2014
35
9/22/2014
36
9/23/2014
37
9/24/2014
38
9/25/2014
39
9/26/2014
40
9/29/2014
41
9/30/2014
42
10/1/2014
43
10/2/2014
44
10/3/2014
45

4.2132
3.2989
3.9846
3.4904
2.4161
2.2218
2.5575
2.1433
2.4390
2.5147
2.4605
2.3562
2.3919
1.0776
0.0166
1.0091
0.4852
0.0705
0.0463
0.1320
1.5223
2.3366
0.7908
0.7951
2.3594
1.4737
3.9879
3.5422
6.0165
5.9008
8.0750
8.5293
6.5536
4.9778
3.0721
3.6264
2.8507
2.3449
2.6192
1.2535
1.7678
1.1920
0.1463
0.0694
1.4049

17.7510
10.8829
15.8774
12.1827
5.8375
4.9365
6.5411
4.5936
5.9487
6.3239
6.0538
5.5516
5.7212
1.1613
0.0003
1.0182
0.2354
0.0050
0.0021
0.0174
2.3174
5.4595
0.6254
0.6322
5.5667
2.1717
15.9036
12.5472
36.1980
34.8189
65.2061
72.7490
42.9493
24.7790
9.4379
13.1508
8.1263
5.4988
6.8603
1.5712
3.1250
1.4210
0.0214
0.0048
1.9736

0.0463
0.0366
0.0438
0.0385
0.0270
0.0248
0.0284
0.0239
0.0271
0.0279
0.0272
0.0261
0.0264
0.0121
0.0002
0.0113
0.0055
0.0008
0.0005
0.0015
0.0174
0.0269
0.0089
0.0090
0.0271
0.0167
0.0465
0.0411
0.0717
0.0701
0.0984
0.1043
0.0782
0.0582
0.0351
0.0416
0.0324
0.0265
0.0296
0.0139
0.0197
0.0132
0.0016
0.0008
0.0155

10/6/2014
10/7/2014
10/8/2014
10/9/2014
10/10/2014
10/13/2014
10/14/2014
10/15/2014
10/16/2014
10/17/2014
10/20/2014
10/21/2014
10/22/2014
10/23/2014
10/24/2014
10/27/2014
10/28/2014
10/29/2014
10/30/2014
10/31/2014
11/3/2014
11/4/2014
11/5/2014
11/6/2014
11/7/2014
11/10/2014
11/11/2014
11/12/2014
11/13/2014
11/14/2014
11/17/2014
11/18/2014
11/19/2014
11/20/2014
11/21/2014
11/24/2014
11/25/2014
11/26/2014
11/28/2014
12/1/2014
12/2/2014
12/3/2014
12/4/2014
12/5/2014
12/8/2014

46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90

0.8691
0.0166
2.0977
2.4320
2.3462
2.5405
2.0648
1.8691
2.3733
2.6176
3.1919
4.2262
4.2804
2.7747
1.8190
1.6632
1.1875
1.1118
0.4561
0.9303
0.9246
0.5089
0.5832
1.5574
2.9817
2.9760
3.3503
4.0545
4.8988
3.8031
2.6874
2.5216
1.3259
0.9502
1.3345
0.8387
0.4830
1.3973
2.0215
2.5758
4.0601
4.6644
3.8386
2.9929
2.6472

0.7554
0.0003
4.4003
5.9144
5.5048
6.4542
4.2633
3.4934
5.6327
6.8518
10.1881
17.8604
18.3220
7.6990
3.3087
2.7664
1.4102
1.2361
0.2080
0.8655
0.8549
0.2590
0.3401
2.4256
8.8906
8.8565
11.2243
16.4393
23.9983
14.4634
7.2219
6.3586
1.7580
0.9028
1.7808
0.7035
0.2333
1.9524
4.0867
6.6349
16.4844
21.7564
14.7352
8.9576
7.0076

0.0096
0.0002
0.0233
0.0271
0.0261
0.0283
0.0228
0.0206
0.0263
0.0290
0.0355
0.0475
0.0481
0.0306
0.0198
0.0181
0.0128
0.0120
0.0049
0.0100
0.0099
0.0054
0.0062
0.0168
0.0325
0.0324
0.0366
0.0446
0.0543
0.0416
0.0290
0.0271
0.0141
0.0100
0.0141
0.0088
0.0051
0.0148
0.0215
0.0275
0.0439
0.0508
0.0414
0.0319
0.0281

12/9/2014
12/10/2014
12/11/2014
12/12/2014
12/15/2014
12/16/2014
12/17/2014
12/18/2014
12/19/2014
12/22/2014
12/23/2014
12/24/2014
12/26/2014
12/29/2014
12/30/2014
12/31/2014
1/2/2015
1/5/2015
1/6/2015
1/7/2015
1/8/2015
1/9/2015
1/12/2015
1/13/2015
1/14/2015
1/15/2015
1/16/2015
1/20/2015
1/21/2015
1/22/2015
1/23/2015
1/26/2015
1/27/2015
1/28/2015
1/29/2015
1/30/2015
2/2/2015
2/3/2015
2/4/2015
2/5/2015
2/6/2015
2/9/2015
2/10/2015
2/11/2015
2/12/2015

91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135

2.5515
1.9357
3.0100
3.0043
2.2886
2.8428
3.5271
2.6614
3.2057
3.0699
4.1842
5.5985
5.1628
7.5370
6.6813
4.6256
2.4401
3.6859
2.9516
2.5473
2.6231
2.4588
4.0545
4.5302
4.3660
3.9917
3.9074
4.4531
4.7789
4.3446
5.1303
4.0060
3.4118
5.1075
5.4532
4.5589
3.9047
2.5804
3.9061
1.6218
1.3076
5.4733
4.6290
5.4447
4.9205

6.5100
3.7471
9.0602
9.0258
5.2375
8.0817
12.4405
7.0830
10.2763
9.4245
17.5076
31.3430
26.6540
56.8068
44.6398
21.3960
5.9543
13.5857
8.7119
6.4889
6.8804
6.0456
16.4390
20.5230
19.0616
15.9335
15.2678
19.8304
22.8375
18.8754
26.3201
16.0483
11.6401
26.0865
29.7376
20.7840
15.2464
6.6584
15.2578
2.6304
1.7097
29.9570
21.4279
29.6453
24.2111

0.0270
0.0203
0.0319
0.0318
0.0240
0.0300
0.0375
0.0280
0.0338
0.0323
0.0445
0.0604
0.0554
0.0829
0.0727
0.0492
0.0241
0.0359
0.0289
0.0250
0.0257
0.0241
0.0391
0.0435
0.0419
0.0384
0.0376
0.0426
0.0455
0.0415
0.0486
0.0383
0.0328
0.0482
0.0513
0.0432
0.0372
0.0249
0.0371
0.0157
0.0127
0.0511
0.0435
0.0507
0.0460

2/13/2015
2/17/2015
2/18/2015
2/19/2015
2/20/2015
2/23/2015
2/24/2015
2/25/2015
2/26/2015
2/27/2015
3/2/2015
3/3/2015
3/4/2015
3/5/2015
3/6/2015
3/9/2015
3/10/2015
3/11/2015
3/12/2015
3/13/2015
3/16/2015
3/17/2015
3/18/2015
3/19/2015
3/20/2015
3/23/2015
3/24/2015
3/25/2015
3/26/2015
3/27/2015

136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165

5.8162
5.1019
6.0477

33.8282
26.0297
36.5741

0.0539
0.0475
0.0558

3.0045
MAD

11.8197
MSE

0.0321
MAPE

Close Forecasts
85.38
84.21
87.24
84.33
86.75
84.44
86.59
84.56
85.51
84.67
86.85
84.78
87.5
84.90
87.21
85.01
87.6
85.13
88.61
85.24
89.28
85.36
89.97
85.47
90.09
85.58
89.84
85.70
90.38
85.81
90.49
85.93
90.38
86.04
90.02
86.16
90.37
86.27
90.23
86.38
89.88
86.50
90.8
86.61
90.94
86.73
90.14
86.84
90.94
86.96
90.56
87.07
89.6
87.18
89.52
87.30
89.97
87.41
89.67
87.53
90.08
87.64
90.27
87.76
90.33
87.87
90.34
87.98
90.49
88.10
89.29
88.21
88.31
88.33
89.45
88.44
88.07
88.56
88.74
88.67
88.83
88.78
89.03
88.90
87.49
89.01
86.79
89.13
88.45
89.24

88.56
87.11
88.11
85.71
86.27
83.91
84.14
82.08
81.74
83.83
85.52
87.54
87.1
87.99
88.61
88.45
89.93
89.53
90.22
91.38
91.71
90.35
91
92
90
89.78
89.98
89.9
90.49
90.8
90.41
90.28
89.82
88.9
88.96
90.58
91.65
91.92
92.51
92.7
93.47
93.11
93.23
93.76
93.8

89.36
89.47
89.58
89.70
89.81
89.93
90.04
90.16
90.27
90.38
90.50
90.61
90.73
90.84
90.95
91.07
91.18
91.30
91.41
91.53
91.64
91.75
91.87
91.98
92.10
92.21
92.33
92.44
92.55
92.67
92.78
92.90
93.01
93.13
93.24
93.35
93.47
93.58
93.70
93.81
93.93
94.04
94.15
94.27
94.38

92.94
91.63
91.75
91.49
90.9
90.17
91.38
92.61
92.89
94.2
94.69
94.42
95.03
95.5
94.7
94.19
93.75
92.38
91.89
92.83
93.79
94.25
94.46
95.19
94.23
94.35
95.18
94.74
94.17
95.15
94.72
94.97
93.97
92.67
93.22
90.96
91.93
94.1
101.28
102.64
102.02
101.73
101.92
101.87
103.58

94.50
94.61
94.73
94.84
94.95
95.07
95.18
95.30
95.41
95.53
95.64
95.75
95.87
95.98
96.10
96.21
96.33
96.44
96.55
96.67
96.78
96.90
97.01
97.13
97.24
97.35
97.47
97.58
97.70
97.81
97.93
98.04
98.15
98.27
98.38
98.50
98.61
98.73
98.84
98.95
99.07
99.18
99.30
99.41
99.53

104.17
104.12
103.86
103.89
104.55
104.99
104.67
105.57
104.56
104.08
105.89
106.35
105.57
105.03
103.82
105.26
103.09
102.89
107.17
106.44
107.37
106.96
107.97
107.37
108.43

99.64
99.75
99.87
99.98
100.10
100.21
100.33
100.44
100.55
100.67
100.78
100.90
101.01
101.13
101.24
101.35
101.47
101.58
101.70
101.81
101.93
102.04
102.15
102.27
102.38
102.50
102.61
102.73
102.84
102.95

Disney Closing Prices (Linear Trend)

120

100

80

Closing Price

60

40

20

0
8/1/2014

9/1/2014

10/1/2014

11/1/2014

12/1/2014
Time

Close

Forecasts

1/1/2015

2/1/2015

3/1/2015

Date
Close Coded Day Coded Day^2
8/1/2014
85.38
1
1
8/4/2014
87.24
2
4
8/5/2014
86.75
3
9
8/6/2014
86.59
4
16
8/7/2014
85.51
5
25
8/8/2014
86.85
6
36
8/11/2014
87.5
7
49
8/12/2014
87.21
8
64
8/13/2014
87.6
9
81
8/14/2014
88.61
10
100
8/15/2014
89.28
11
121
8/18/2014
89.97
12
144
8/19/2014
90.09
13
169
8/20/2014
89.84
14
196
8/21/2014
90.38
15
225
8/22/2014
90.49
16
256
8/25/2014
90.38
17
289
8/26/2014
90.02
18
324
8/27/2014
90.37
19
361
8/28/2014
90.23
20
400
8/29/2014
89.88
21
441
9/2/2014
90.8
22
484
9/3/2014
90.94
23
529
9/4/2014
90.14
24
576
9/5/2014
90.94
25
625
9/8/2014
90.56
26
676
9/9/2014
89.6
27
729
9/10/2014
89.52
28
784
9/11/2014
89.97
29
841
9/12/2014
89.67
30
900
9/15/2014
90.08
31
961
9/16/2014
90.27
32
1024
9/17/2014
90.33
33
1089
9/18/2014
90.34
34
1156
9/19/2014
90.49
35
1225
9/22/2014
89.29
36
1296
9/23/2014
88.31
37
1369
9/24/2014
89.45
38
1444
9/25/2014
88.07
39
1521
9/26/2014
88.74
40
1600
9/29/2014
88.83
41
1681
9/30/2014
89.03
42
1764
10/1/2014
87.49
43
1849
10/2/2014
86.79
44
1936
10/3/2014
88.45
45
2025

SUMMARY OUTPUT
Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
ANOVA
Regression
Residual
Total

Intercept
Coded Day
Coded Day^2

RESIDUAL OUTPUT
Observation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21

10/6/2014
10/7/2014
10/8/2014
10/9/2014
10/10/2014
10/13/2014
10/14/2014
10/15/2014
10/16/2014
10/17/2014
10/20/2014
10/21/2014
10/22/2014
10/23/2014
10/24/2014
10/27/2014
10/28/2014
10/29/2014
10/30/2014
10/31/2014
11/3/2014
11/4/2014
11/5/2014
11/6/2014
11/7/2014
11/10/2014
11/11/2014
11/12/2014
11/13/2014
11/14/2014
11/17/2014
11/18/2014
11/19/2014
11/20/2014
11/21/2014
11/24/2014
11/25/2014
11/26/2014
11/28/2014
12/1/2014
12/2/2014
12/3/2014
12/4/2014
12/5/2014
12/8/2014

88.56
87.11
88.11
85.71
86.27
83.91
84.14
82.08
81.74
83.83
85.52
87.54
87.1
87.99
88.61
88.45
89.93
89.53
90.22
91.38
91.71
90.35
91
92
90
89.78
89.98
89.9
90.49
90.8
90.41
90.28
89.82
88.9
88.96
90.58
91.65
91.92
92.51
92.7
93.47
93.11
93.23
93.76
93.8

46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90

2116
2209
2304
2401
2500
2601
2704
2809
2916
3025
3136
3249
3364
3481
3600
3721
3844
3969
4096
4225
4356
4489
4624
4761
4900
5041
5184
5329
5476
5625
5776
5929
6084
6241
6400
6561
6724
6889
7056
7225
7396
7569
7744
7921
8100

22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66

12/9/2014
12/10/2014
12/11/2014
12/12/2014
12/15/2014
12/16/2014
12/17/2014
12/18/2014
12/19/2014
12/22/2014
12/23/2014
12/24/2014
12/26/2014
12/29/2014
12/30/2014
12/31/2014
1/2/2015
1/5/2015
1/6/2015
1/7/2015
1/8/2015
1/9/2015
1/12/2015
1/13/2015
1/14/2015
1/15/2015
1/16/2015
1/20/2015
1/21/2015
1/22/2015
1/23/2015
1/26/2015
1/27/2015
1/28/2015
1/29/2015
1/30/2015
2/2/2015
2/3/2015
2/4/2015
2/5/2015
2/6/2015
2/9/2015
2/10/2015
2/11/2015
2/12/2015

92.94
91.63
91.75
91.49
90.9
90.17
91.38
92.61
92.89
94.2
94.69
94.42
95.03
95.5
94.7
94.19
93.75
92.38
91.89
92.83
93.79
94.25
94.46
95.19
94.23
94.35
95.18
94.74
94.17
95.15
94.72
94.97
93.97
92.67
93.22
90.96
91.93
94.1
101.28
102.64
102.02
101.73
101.92
101.87
103.58

91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135

8281
8464
8649
8836
9025
9216
9409
9604
9801
10000
10201
10404
10609
10816
11025
11236
11449
11664
11881
12100
12321
12544
12769
12996
13225
13456
13689
13924
14161
14400
14641
14884
15129
15376
15625
15876
16129
16384
16641
16900
17161
17424
17689
17956
18225

67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111

2/13/2015
2/17/2015
2/18/2015
2/19/2015
2/20/2015
2/23/2015
2/24/2015
2/25/2015
2/26/2015
2/27/2015
3/2/2015
3/3/2015
3/4/2015
3/5/2015
3/6/2015
3/9/2015
3/10/2015
3/11/2015
3/12/2015
3/13/2015
3/16/2015
3/17/2015
3/18/2015
3/19/2015
3/20/2015

104.17
104.12
103.86
103.89
104.55
104.99
104.67
105.57
104.56
104.08
105.89
106.35
105.57
105.03
103.82
105.26
103.09
102.89
107.17
106.44
107.37
106.96
107.97
107.37
108.43

136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160

18496
18769
19044
19321
19600
19881
20164
20449
20736
21025
21316
21609
21904
22201
22500
22801
23104
23409
23716
24025
24336
24649
24964
25281
25600

112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156

157
158
159
160

gression Statistics
0.9354
0.8749
0.8733
2.2490
160.0000

df
2.0000
157.0000
159.0000

SS
MS
F
Significance F
5554.2150 2777.1075 549.0652
0.0000
794.0876
5.0579
6348.3025

Coefficients
Standard Error
90.0645
0.5401
-0.1067
0.0155
0.0014
0.0001

Predicted Close
89.9592
89.8566
89.7568
89.6597
89.5654
89.4738
89.3850
89.2989
89.2155
89.1349
89.0570
88.9819
88.9095
88.8399
88.7730
88.7088
88.6474
88.5888
88.5329
88.4797
88.4293

Residuals
-4.5792
-2.6166
-3.0068
-3.0697
-4.0554
-2.6238
-1.8850
-2.0889
-1.6155
-0.5249
0.2230
0.9881
1.1805
1.0001
1.6070
1.7812
1.7326
1.4312
1.8371
1.7503
1.4507

t Stat
166.7465
-6.8880
14.7276

P-value
0.0000
0.0000
0.0000

AD
4.5792
2.6166
3.0068
3.0697
4.0554
2.6238
1.8850
2.0889
1.6155
0.5249
0.2230
0.9881
1.1805
1.0001
1.6070
1.7812
1.7326
1.4312
1.8371
1.7503
1.4507

Lower 95%
Upper 95%
88.9977
91.1314
-0.1373
-0.0761
0.0012
0.0016

ErrorSq
20.9693
6.8468
9.0410
9.4233
16.4463
6.8844
3.5531
4.3633
2.6098
0.2755
0.0497
0.9764
1.3936
1.0002
2.5825
3.1725
3.0018
2.0484
3.3750
3.0635
2.1045

APE
0.0536
0.0300
0.0347
0.0355
0.0474
0.0302
0.0215
0.0240
0.0184
0.0059
0.0025
0.0110
0.0131
0.0111
0.0178
0.0197
0.0192
0.0159
0.0203
0.0194
0.0161

88.3816
88.3367
88.2945
88.2551
88.2184
88.1844
88.1532
88.1248
88.0990
88.0761
88.0558
88.0384
88.0236
88.0116
88.0024
87.9959
87.9921
87.9911
87.9928
87.9973
88.0045
88.0145
88.0272
88.0427
88.0609
88.0818
88.1055
88.1320
88.1611
88.1931
88.2277
88.2652
88.3053
88.3482
88.3939
88.4423
88.4934
88.5473
88.6039
88.6633
88.7254
88.7903
88.8579
88.9283
89.0014

2.4184
2.6033
1.8455
2.6849
2.3416
1.4156
1.3668
1.8452
1.5710
2.0039
2.2142
2.2916
2.3164
2.4784
1.2876
0.3141
1.4579
0.0789
0.7472
0.8327
1.0255
-0.5245
-1.2372
0.4073
0.4991
-0.9718
0.0045
-2.4220
-1.8911
-4.2831
-4.0877
-6.1852
-6.5653
-4.5182
-2.8739
-0.9023
-1.3934
-0.5573
0.0061
-0.2133
1.2046
0.7397
1.3621
2.4517
2.7086

2.4184
2.6033
1.8455
2.6849
2.3416
1.4156
1.3668
1.8452
1.5710
2.0039
2.2142
2.2916
2.3164
2.4784
1.2876
0.3141
1.4579
0.0789
0.7472
0.8327
1.0255
0.5245
1.2372
0.4073
0.4991
0.9718
0.0045
2.4220
1.8911
4.2831
4.0877
6.1852
6.5653
4.5182
2.8739
0.9023
1.3934
0.5573
0.0061
0.2133
1.2046
0.7397
1.3621
2.4517
2.7086

5.8486
6.7772
3.4059
7.2089
5.4832
2.0039
1.8681
3.4049
2.4679
4.0158
4.9025
5.2516
5.3656
6.1423
1.6580
0.0987
2.1254
0.0062
0.5582
0.6933
1.0515
0.2751
1.5307
0.1659
0.2491
0.9445
0.0000
5.8659
3.5764
18.3447
16.7097
38.2563
43.1035
20.4144
8.2592
0.8141
1.9416
0.3106
0.0000
0.0455
1.4510
0.5472
1.8553
6.0110
7.3367

0.0266
0.0286
0.0205
0.0295
0.0259
0.0158
0.0153
0.0205
0.0175
0.0222
0.0245
0.0254
0.0256
0.0274
0.0144
0.0036
0.0163
0.0009
0.0084
0.0094
0.0115
0.0060
0.0143
0.0046
0.0056
0.0112
0.0001
0.0283
0.0219
0.0510
0.0486
0.0754
0.0803
0.0539
0.0336
0.0103
0.0160
0.0063
0.0001
0.0024
0.0134
0.0083
0.0151
0.0268
0.0295

89.0772
89.1558
89.2371
89.3212
89.4080
89.4976
89.5899
89.6850
89.7828
89.8833
89.9866
90.0927
90.2015
90.3130
90.4273
90.5443
90.6640
90.7866
90.9118
91.0398
91.1706
91.3040
91.4403
91.5793
91.7210
91.8654
92.0127
92.1626
92.3153
92.4708
92.6290
92.7899
92.9536
93.1200
93.2892
93.4611
93.6358
93.8132
93.9933
94.1762
94.3618
94.5502
94.7414
94.9352
95.1319

1.2728
1.8442
2.7629
0.6788
0.3720
0.4824
0.3101
0.8050
1.0172
0.5267
0.2934
-0.2727
-1.3015
-1.3530
0.1527
1.1057
1.2560
1.7234
1.7882
2.4302
1.9394
1.9260
2.3197
2.2207
1.2190
-0.2354
-0.2627
-0.6726
-1.4153
-2.3008
-1.2490
-0.1799
-0.0636
1.0800
1.4008
0.9589
1.3942
1.6868
0.7067
0.0138
-0.6118
-2.1702
-2.8514
-2.1052
-1.3419

1.2728
1.8442
2.7629
0.6788
0.3720
0.4824
0.3101
0.8050
1.0172
0.5267
0.2934
0.2727
1.3015
1.3530
0.1527
1.1057
1.2560
1.7234
1.7882
2.4302
1.9394
1.9260
2.3197
2.2207
1.2190
0.2354
0.2627
0.6726
1.4153
2.3008
1.2490
0.1799
0.0636
1.0800
1.4008
0.9589
1.3942
1.6868
0.7067
0.0138
0.6118
2.1702
2.8514
2.1052
1.3419

1.6200
3.4010
7.6334
0.4607
0.1383
0.2327
0.0961
0.6480
1.0347
0.2774
0.0861
0.0744
1.6938
1.8306
0.0233
1.2226
1.5774
2.9703
3.1976
5.9058
3.7615
3.7093
5.3811
4.9317
1.4860
0.0554
0.0690
0.4524
2.0031
5.2935
1.5599
0.0324
0.0040
1.1664
1.9623
0.9195
1.9439
2.8454
0.4994
0.0002
0.3744
4.7099
8.1303
4.4320
1.8006

0.0141
0.0203
0.0300
0.0075
0.0041
0.0054
0.0034
0.0089
0.0112
0.0058
0.0032
0.0030
0.0146
0.0152
0.0017
0.0121
0.0137
0.0186
0.0193
0.0260
0.0208
0.0207
0.0247
0.0237
0.0131
0.0026
0.0029
0.0074
0.0156
0.0255
0.0137
0.0019
0.0007
0.0115
0.0148
0.0102
0.0147
0.0177
0.0075
0.0001
0.0065
0.0235
0.0310
0.0227
0.0143

95.3312
95.5333
95.7382
95.9458
96.1561
96.3692
96.5851
96.8036
97.0250
97.2490
97.4759
97.7054
97.9377
98.1728
98.4106
98.6511
98.8944
99.1404
99.3892
99.6407
99.8950
100.1520
100.4117
100.6742
100.9395
101.2075
101.4782
101.7517
102.0279
102.3069
102.5886
102.8730
103.1602
103.4502
103.7429
104.0383
104.3365
104.6374
104.9411
105.2475
105.5567
105.8686
106.1832
106.5006
106.8208

-1.0812
-1.0733
-0.5482
-1.7158
-1.8061
-1.1892
-1.8451
-2.6336
-1.8750
-2.5290
-2.5059
-3.7354
-5.2677
-4.9528
-7.4506
-6.7211
-4.7944
2.1396
3.2508
2.3793
1.8350
1.7680
1.4583
2.9058
3.2305
2.9125
2.3818
2.1383
2.5221
2.6831
2.0814
2.6970
1.3998
0.6298
2.1471
2.3117
1.2335
0.3926
-1.1211
0.0125
-2.4667
-2.9786
0.9868
-0.0606
0.5492

1.0812
1.0733
0.5482
1.7158
1.8061
1.1892
1.8451
2.6336
1.8750
2.5290
2.5059
3.7354
5.2677
4.9528
7.4506
6.7211
4.7944
2.1396
3.2508
2.3793
1.8350
1.7680
1.4583
2.9058
3.2305
2.9125
2.3818
2.1383
2.5221
2.6831
2.0814
2.6970
1.3998
0.6298
2.1471
2.3117
1.2335
0.3926
1.1211
0.0125
2.4667
2.9786
0.9868
0.0606
0.5492

1.1691
1.1521
0.3005
2.9440
3.2621
1.4143
3.4043
6.9361
3.5155
6.3961
6.2793
13.9533
27.7489
24.5299
55.5109
45.1733
22.9862
4.5778
10.5678
5.6610
3.3673
3.1259
2.1265
8.4435
10.4363
8.4828
5.6730
4.5724
6.3610
7.1992
4.3323
7.2736
1.9593
0.3967
4.6101
5.3439
1.5215
0.1541
1.2569
0.0002
6.0845
8.8720
0.9737
0.0037
0.3016

0.0115
0.0114
0.0058
0.0182
0.0191
0.0125
0.0195
0.0280
0.0197
0.0267
0.0264
0.0398
0.0568
0.0531
0.0819
0.0731
0.0509
0.0211
0.0317
0.0233
0.0180
0.0173
0.0143
0.0281
0.0310
0.0280
0.0229
0.0206
0.0241
0.0256
0.0199
0.0255
0.0134
0.0061
0.0203
0.0217
0.0117
0.0037
0.0108
0.0001
0.0239
0.0289
0.0092
0.0006
0.0051

107.1437
107.4693
107.7977
108.1288

-0.1837
0.5007
-0.4277
0.3012

0.1837
0.5007
0.4277
0.3012

0.0337
0.2507
0.1829
0.0907

0.0017
0.0046
0.0040
0.0028

1.7755
MAD

4.9630
MSE

0.0193
MAPE

Date
Coded Day Coded Day^2 Close Forecast
8/1/2014
1
1
85.38
89.96
8/4/2014
2
4
87.24
89.86
8/5/2014
3
9
86.75
89.76
8/6/2014
4
16
86.59
89.66
8/7/2014
5
25
85.51
89.57
8/8/2014
6
36
86.85
89.47
8/11/2014
7
49
87.5
89.38
8/12/2014
8
64
87.21
89.30
8/13/2014
9
81
87.6
89.22
8/14/2014
10
100
88.61
89.13
8/15/2014
11
121
89.28
89.06
8/18/2014
12
144
89.97
88.98
8/19/2014
13
169
90.09
88.91
8/20/2014
14
196
89.84
88.84
8/21/2014
15
225
90.38
88.77
8/22/2014
16
256
90.49
88.71
8/25/2014
17
289
90.38
88.65
8/26/2014
18
324
90.02
88.59
8/27/2014
19
361
90.37
88.53
8/28/2014
20
400
90.23
88.48
8/29/2014
21
441
89.88
88.43
9/2/2014
22
484
90.8
88.38
9/3/2014
23
529
90.94
88.34
9/4/2014
24
576
90.14
88.29
9/5/2014
25
625
90.94
88.26
9/8/2014
26
676
90.56
88.22
9/9/2014
27
729
89.6
88.18
9/10/2014
28
784
89.52
88.15
9/11/2014
29
841
89.97
88.12
9/12/2014
30
900
89.67
88.10
9/15/2014
31
961
90.08
88.08
9/16/2014
32
1024
90.27
88.06
9/17/2014
33
1089
90.33
88.04
9/18/2014
34
1156
90.34
88.02
9/19/2014
35
1225
90.49
88.01
9/22/2014
36
1296
89.29
88.00
9/23/2014
37
1369
88.31
88.00
9/24/2014
38
1444
89.45
87.99
9/25/2014
39
1521
88.07
87.99
9/26/2014
40
1600
88.74
87.99
9/29/2014
41
1681
88.83
88.00
9/30/2014
42
1764
89.03
88.00
10/1/2014
43
1849
87.49
88.01
10/2/2014
44
1936
86.79
88.03
10/3/2014
45
2025
88.45
88.04

10/6/2014
10/7/2014
10/8/2014
10/9/2014
10/10/2014
10/13/2014
10/14/2014
10/15/2014
10/16/2014
10/17/2014
10/20/2014
10/21/2014
10/22/2014
10/23/2014
10/24/2014
10/27/2014
10/28/2014
10/29/2014
10/30/2014
10/31/2014
11/3/2014
11/4/2014
11/5/2014
11/6/2014
11/7/2014
11/10/2014
11/11/2014
11/12/2014
11/13/2014
11/14/2014
11/17/2014
11/18/2014
11/19/2014
11/20/2014
11/21/2014
11/24/2014
11/25/2014
11/26/2014
11/28/2014
12/1/2014
12/2/2014
12/3/2014
12/4/2014
12/5/2014
12/8/2014

46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90

2116
2209
2304
2401
2500
2601
2704
2809
2916
3025
3136
3249
3364
3481
3600
3721
3844
3969
4096
4225
4356
4489
4624
4761
4900
5041
5184
5329
5476
5625
5776
5929
6084
6241
6400
6561
6724
6889
7056
7225
7396
7569
7744
7921
8100

88.56
87.11
88.11
85.71
86.27
83.91
84.14
82.08
81.74
83.83
85.52
87.54
87.1
87.99
88.61
88.45
89.93
89.53
90.22
91.38
91.71
90.35
91
92
90
89.78
89.98
89.9
90.49
90.8
90.41
90.28
89.82
88.9
88.96
90.58
91.65
91.92
92.51
92.7
93.47
93.11
93.23
93.76
93.8

88.06
88.08
88.11
88.13
88.16
88.19
88.23
88.27
88.31
88.35
88.39
88.44
88.49
88.55
88.60
88.66
88.73
88.79
88.86
88.93
89.00
89.08
89.16
89.24
89.32
89.41
89.50
89.59
89.68
89.78
89.88
89.99
90.09
90.20
90.31
90.43
90.54
90.66
90.79
90.91
91.04
91.17
91.30
91.44
91.58

12/9/2014
12/10/2014
12/11/2014
12/12/2014
12/15/2014
12/16/2014
12/17/2014
12/18/2014
12/19/2014
12/22/2014
12/23/2014
12/24/2014
12/26/2014
12/29/2014
12/30/2014
12/31/2014
1/2/2015
1/5/2015
1/6/2015
1/7/2015
1/8/2015
1/9/2015
1/12/2015
1/13/2015
1/14/2015
1/15/2015
1/16/2015
1/20/2015
1/21/2015
1/22/2015
1/23/2015
1/26/2015
1/27/2015
1/28/2015
1/29/2015
1/30/2015
2/2/2015
2/3/2015
2/4/2015
2/5/2015
2/6/2015
2/9/2015
2/10/2015
2/11/2015
2/12/2015

91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135

8281
8464
8649
8836
9025
9216
9409
9604
9801
10000
10201
10404
10609
10816
11025
11236
11449
11664
11881
12100
12321
12544
12769
12996
13225
13456
13689
13924
14161
14400
14641
14884
15129
15376
15625
15876
16129
16384
16641
16900
17161
17424
17689
17956
18225

92.94
91.63
91.75
91.49
90.9
90.17
91.38
92.61
92.89
94.2
94.69
94.42
95.03
95.5
94.7
94.19
93.75
92.38
91.89
92.83
93.79
94.25
94.46
95.19
94.23
94.35
95.18
94.74
94.17
95.15
94.72
94.97
93.97
92.67
93.22
90.96
91.93
94.1
101.28
102.64
102.02
101.73
101.92
101.87
103.58

91.72
91.87
92.01
92.16
92.32
92.47
92.63
92.79
92.95
93.12
93.29
93.46
93.64
93.81
93.99
94.18
94.36
94.55
94.74
94.94
95.13
95.33
95.53
95.74
95.95
96.16
96.37
96.59
96.80
97.02
97.25
97.48
97.71
97.94
98.17
98.41
98.65
98.89
99.14
99.39
99.64
99.89
100.15
100.41
100.67

2/13/2015
2/17/2015
2/18/2015
2/19/2015
2/20/2015
2/23/2015
2/24/2015
2/25/2015
2/26/2015
2/27/2015
3/2/2015
3/3/2015
3/4/2015
3/5/2015
3/6/2015
3/9/2015
3/10/2015
3/11/2015
3/12/2015
3/13/2015
3/16/2015
3/17/2015
3/18/2015
3/19/2015
3/20/2015
3/23/2015
3/24/2015
3/25/2015
3/26/2015
3/27/2015

136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165

18496
18769
19044
19321
19600
19881
20164
20449
20736
21025
21316
21609
21904
22201
22500
22801
23104
23409
23716
24025
24336
24649
24964
25281
25600
25921
26244
26569
26896
27225

104.17
104.12
103.86
103.89
104.55
104.99
104.67
105.57
104.56
104.08
105.89
106.35
105.57
105.03
103.82
105.26
103.09
102.89
107.17
106.44
107.37
106.96
107.97
107.37
108.43

100.94
101.21
101.48
101.75
102.03
102.31
102.59
102.87
103.16
103.45
103.74
104.04
104.34
104.64
104.94
105.25
105.56
105.87
106.18
106.50
106.82
107.14
107.47
107.80
108.13
108.46
108.80
109.14
109.48
109.83

Disney Closing Prices (Quadratic Trend)

120

100

80

closing price

60

40

20

0
8/1/2014

9/1/2014

10/1/2014

11/1/2014

12/1/2014
Time

Close

Forecast

1/1/2015

2/1/2015

3/1/2015

Date
Close Coded Day Coded Day^2 Coded Day ^3
8/1/2014
85.38
1
1
1
8/4/2014
87.24
2
4
8
8/5/2014
86.75
3
9
27
8/6/2014
86.59
4
16
64
8/7/2014
85.51
5
25
125
8/8/2014
86.85
6
36
216
8/11/2014
87.5
7
49
343
8/12/2014
87.21
8
64
512
8/13/2014
87.6
9
81
729
8/14/2014
88.61
10
100
1000
8/15/2014
89.28
11
121
1331
8/18/2014
89.97
12
144
1728
8/19/2014
90.09
13
169
2197
8/20/2014
89.84
14
196
2744
8/21/2014
90.38
15
225
3375
8/22/2014
90.49
16
256
4096
8/25/2014
90.38
17
289
4913
8/26/2014
90.02
18
324
5832
8/27/2014
90.37
19
361
6859
8/28/2014
90.23
20
400
8000
8/29/2014
89.88
21
441
9261
9/2/2014
90.8
22
484
10648
9/3/2014
90.94
23
529
12167
9/4/2014
90.14
24
576
13824
9/5/2014
90.94
25
625
15625
9/8/2014
90.56
26
676
17576
9/9/2014
89.6
27
729
19683
9/10/2014
89.52
28
784
21952
9/11/2014
89.97
29
841
24389
9/12/2014
89.67
30
900
27000
9/15/2014
90.08
31
961
29791
9/16/2014
90.27
32
1024
32768
9/17/2014
90.33
33
1089
35937
9/18/2014
90.34
34
1156
39304
9/19/2014
90.49
35
1225
42875
9/22/2014
89.29
36
1296
46656
9/23/2014
88.31
37
1369
50653
9/24/2014
89.45
38
1444
54872
9/25/2014
88.07
39
1521
59319
9/26/2014
88.74
40
1600
64000
9/29/2014
88.83
41
1681
68921
9/30/2014
89.03
42
1764
74088
10/1/2014
87.49
43
1849
79507
10/2/2014
86.79
44
1936
85184
10/3/2014
88.45
45
2025
91125

10/6/2014
10/7/2014
10/8/2014
10/9/2014
10/10/2014
10/13/2014
10/14/2014
10/15/2014
10/16/2014
10/17/2014
10/20/2014
10/21/2014
10/22/2014
10/23/2014
10/24/2014
10/27/2014
10/28/2014
10/29/2014
10/30/2014
10/31/2014
11/3/2014
11/4/2014
11/5/2014
11/6/2014
11/7/2014
11/10/2014
11/11/2014
11/12/2014
11/13/2014
11/14/2014
11/17/2014
11/18/2014
11/19/2014
11/20/2014
11/21/2014
11/24/2014
11/25/2014
11/26/2014
11/28/2014
12/1/2014
12/2/2014
12/3/2014
12/4/2014
12/5/2014
12/8/2014

88.56
87.11
88.11
85.71
86.27
83.91
84.14
82.08
81.74
83.83
85.52
87.54
87.1
87.99
88.61
88.45
89.93
89.53
90.22
91.38
91.71
90.35
91
92
90
89.78
89.98
89.9
90.49
90.8
90.41
90.28
89.82
88.9
88.96
90.58
91.65
91.92
92.51
92.7
93.47
93.11
93.23
93.76
93.8

46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90

2116
2209
2304
2401
2500
2601
2704
2809
2916
3025
3136
3249
3364
3481
3600
3721
3844
3969
4096
4225
4356
4489
4624
4761
4900
5041
5184
5329
5476
5625
5776
5929
6084
6241
6400
6561
6724
6889
7056
7225
7396
7569
7744
7921
8100

97336
103823
110592
117649
125000
132651
140608
148877
157464
166375
175616
185193
195112
205379
216000
226981
238328
250047
262144
274625
287496
300763
314432
328509
343000
357911
373248
389017
405224
421875
438976
456533
474552
493039
512000
531441
551368
571787
592704
614125
636056
658503
681472
704969
729000

12/9/2014
12/10/2014
12/11/2014
12/12/2014
12/15/2014
12/16/2014
12/17/2014
12/18/2014
12/19/2014
12/22/2014
12/23/2014
12/24/2014
12/26/2014
12/29/2014
12/30/2014
12/31/2014
1/2/2015
1/5/2015
1/6/2015
1/7/2015
1/8/2015
1/9/2015
1/12/2015
1/13/2015
1/14/2015
1/15/2015
1/16/2015
1/20/2015
1/21/2015
1/22/2015
1/23/2015
1/26/2015
1/27/2015
1/28/2015
1/29/2015
1/30/2015
2/2/2015
2/3/2015
2/4/2015
2/5/2015
2/6/2015
2/9/2015
2/10/2015
2/11/2015
2/12/2015

92.94
91.63
91.75
91.49
90.9
90.17
91.38
92.61
92.89
94.2
94.69
94.42
95.03
95.5
94.7
94.19
93.75
92.38
91.89
92.83
93.79
94.25
94.46
95.19
94.23
94.35
95.18
94.74
94.17
95.15
94.72
94.97
93.97
92.67
93.22
90.96
91.93
94.1
101.28
102.64
102.02
101.73
101.92
101.87
103.58

91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135

8281
8464
8649
8836
9025
9216
9409
9604
9801
10000
10201
10404
10609
10816
11025
11236
11449
11664
11881
12100
12321
12544
12769
12996
13225
13456
13689
13924
14161
14400
14641
14884
15129
15376
15625
15876
16129
16384
16641
16900
17161
17424
17689
17956
18225

753571
778688
804357
830584
857375
884736
912673
941192
970299
1000000
1030301
1061208
1092727
1124864
1157625
1191016
1225043
1259712
1295029
1331000
1367631
1404928
1442897
1481544
1520875
1560896
1601613
1643032
1685159
1728000
1771561
1815848
1860867
1906624
1953125
2000376
2048383
2097152
2146689
2197000
2248091
2299968
2352637
2406104
2460375

2/13/2015
2/17/2015
2/18/2015
2/19/2015
2/20/2015
2/23/2015
2/24/2015
2/25/2015
2/26/2015
2/27/2015
3/2/2015
3/3/2015
3/4/2015
3/5/2015
3/6/2015
3/9/2015
3/10/2015
3/11/2015
3/12/2015
3/13/2015
3/16/2015
3/17/2015
3/18/2015
3/19/2015
3/20/2015

104.17
104.12
103.86
103.89
104.55
104.99
104.67
105.57
104.56
104.08
105.89
106.35
105.57
105.03
103.82
105.26
103.09
102.89
107.17
106.44
107.37
106.96
107.97
107.37
108.43

136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160

18496
18769
19044
19321
19600
19881
20164
20449
20736
21025
21316
21609
21904
22201
22500
22801
23104
23409
23716
24025
24336
24649
24964
25281
25600

2515456
2571353
2628072
2685619
2744000
2803221
2863288
2924207
2985984
3048625
3112136
3176523
3241792
3307949
3375000
3442951
3511808
3581577
3652264
3723875
3796416
3869893
3944312
4019679
4096000

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.9391
R Square
0.8818
Adjusted R Square
0.8796
Standard Error
2.1927
Observations
160.0000
ANOVA
df
Regression
Residual
Total

3.0000
156.0000
159.0000

SS
MS
F
5598.2344 1866.0781 388.1090
750.0682
4.8081
6348.3025

Coefficients
Standard Error
88.6238
0.7100
-0.0009
0.0381
-0.0003
0.0005
0.0000
0.0000

Intercept
Coded Day
Coded Day^2
Coded Day ^3

t Stat
124.8255
-0.0249
-0.4820
3.0258

P-value
0.0000
0.9802
0.6304
0.0029

RESIDUAL OUTPUT
Observation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Predicted Close
88.6226
88.6209
88.6187
88.6162
88.6133
88.6100
88.6065
88.6027
88.5988
88.5946
88.5904
88.5860
88.5817
88.5773
88.5729
88.5687
88.5645
88.5606
88.5568
88.5533

Residuals
-3.2426
-1.3809
-1.8687
-2.0262
-3.1033
-1.7600
-1.1065
-1.3927
-0.9988
0.0154
0.6896
1.3840
1.5083
1.2627
1.8071
1.9213
1.8155
1.4594
1.8132
1.6767

AD
3.2426
1.3809
1.8687
2.0262
3.1033
1.7600
1.1065
1.3927
0.9988
0.0154
0.6896
1.3840
1.5083
1.2627
1.8071
1.9213
1.8155
1.4594
1.8132
1.6767

21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65

88.5500
88.5471
88.5446
88.5424
88.5407
88.5395
88.5388
88.5387
88.5392
88.5404
88.5422
88.5448
88.5481
88.5523
88.5573
88.5632
88.5701
88.5779
88.5867
88.5966
88.6076
88.6197
88.6330
88.6476
88.6633
88.6804
88.6989
88.7187
88.7399
88.7626
88.7868
88.8126
88.8399
88.8689
88.8995
88.9318
88.9659
89.0018
89.0395
89.0791
89.1205
89.1640
89.2094
89.2569
89.3064

1.3300
2.2529
2.3954
1.5976
2.3993
2.0205
1.0612
0.9813
1.4308
1.1296
1.5378
1.7252
1.7819
1.7877
1.9327
0.7268
-0.2601
0.8721
-0.5167
0.1434
0.2224
0.4103
-1.1430
-1.8576
-0.2133
-0.1204
-1.5889
-0.6087
-3.0299
-2.4926
-4.8768
-4.6726
-6.7599
-7.1289
-5.0695
-3.4118
-1.4259
-1.9018
-1.0495
-0.4691
-0.6705
0.7660
0.3206
0.9631
2.0736

1.3300
2.2529
2.3954
1.5976
2.3993
2.0205
1.0612
0.9813
1.4308
1.1296
1.5378
1.7252
1.7819
1.7877
1.9327
0.7268
0.2601
0.8721
0.5167
0.1434
0.2224
0.4103
1.1430
1.8576
0.2133
0.1204
1.5889
0.6087
3.0299
2.4926
4.8768
4.6726
6.7599
7.1289
5.0695
3.4118
1.4259
1.9018
1.0495
0.4691
0.6705
0.7660
0.3206
0.9631
2.0736

66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110

89.3581
89.4119
89.4679
89.5261
89.5866
89.6495
89.7147
89.7823
89.8523
89.9248
89.9998
90.0774
90.1576
90.2405
90.3260
90.4143
90.5053
90.5991
90.6958
90.7953
90.8978
91.0033
91.1117
91.2232
91.3378
91.4556
91.5765
91.7006
91.8280
91.9586
92.0926
92.2300
92.3708
92.5150
92.6628
92.8141
92.9689
93.1274
93.2895
93.4554
93.6250
93.7983
93.9755
94.1566
94.3415

2.3519
0.9381
1.5321
2.4739
0.4134
0.1305
0.2653
0.1177
0.6377
0.8752
0.4102
0.2026
-0.3376
-1.3405
-1.3660
0.1657
1.1447
1.3209
1.8142
1.9047
2.5722
2.1067
2.1183
2.5368
2.4622
1.4844
0.0535
0.0494
-0.3380
-1.0586
-1.9226
-0.8500
0.2392
0.3750
1.5372
1.8759
1.4511
1.9026
2.2105
1.2446
0.5650
-0.0483
-1.5955
-2.2666
-1.5115

2.3519
0.9381
1.5321
2.4739
0.4134
0.1305
0.2653
0.1177
0.6377
0.8752
0.4102
0.2026
0.3376
1.3405
1.3660
0.1657
1.1447
1.3209
1.8142
1.9047
2.5722
2.1067
2.1183
2.5368
2.4622
1.4844
0.0535
0.0494
0.3380
1.0586
1.9226
0.8500
0.2392
0.3750
1.5372
1.8759
1.4511
1.9026
2.2105
1.2446
0.5650
0.0483
1.5955
2.2666
1.5115

111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155

94.5304
94.7233
94.9202
95.1212
95.3263
95.5355
95.7489
95.9666
96.1885
96.4147
96.6453
96.8803
97.1197
97.3635
97.6119
97.8649
98.1224
98.3846
98.6515
98.9230
99.1994
99.4805
99.7665
100.0573
100.3531
100.6538
100.9595
101.2703
101.5862
101.9072
102.2333
102.5647
102.9013
103.2431
103.5903
103.9429
104.3009
104.6644
105.0333
105.4077
105.7878
106.1734
106.5647
106.9617
107.3644

-0.7404
-0.4733
-0.4602
0.0688
-1.0963
-1.1855
-0.5689
-1.2266
-2.0185
-1.2647
-1.9253
-1.9103
-3.1497
-4.6935
-4.3919
-6.9049
-6.1924
-4.2846
2.6285
3.7170
2.8206
2.2495
2.1535
1.8127
3.2269
3.5162
3.1605
2.5897
2.3038
2.6428
2.7567
2.1053
2.6687
1.3169
0.4897
1.9471
2.0491
0.9056
-0.0033
-1.5877
-0.5278
-3.0834
-3.6747
0.2083
-0.9244

0.7404
0.4733
0.4602
0.0688
1.0963
1.1855
0.5689
1.2266
2.0185
1.2647
1.9253
1.9103
3.1497
4.6935
4.3919
6.9049
6.1924
4.2846
2.6285
3.7170
2.8206
2.2495
2.1535
1.8127
3.2269
3.5162
3.1605
2.5897
2.3038
2.6428
2.7567
2.1053
2.6687
1.3169
0.4897
1.9471
2.0491
0.9056
0.0033
1.5877
0.5278
3.0834
3.6747
0.2083
0.9244

156
157
158
159
160

107.7729
108.1872
108.6074
109.0335
109.4655

-0.4029
-1.2272
-0.6374
-1.6635
-1.0355

0.4029
1.2272
0.6374
1.6635
1.0355
1.7005
MAD

Significance F
0.0000

Lower 95%
Upper 95%
87.2213
90.0262
-0.0761
0.0743
-0.0013
0.0008
0.0000
0.0000

ErrorSq
10.5141
1.9068
3.4921
4.1054
9.6302
3.0977
1.2243
1.9397
0.9975
0.0002
0.4756
1.9154
2.2751
1.5945
3.2655
3.6915
3.2959
2.1299
3.2877
2.8114

APE
0.0380
0.0158
0.0215
0.0234
0.0363
0.0203
0.0126
0.0160
0.0114
0.0002
0.0077
0.0154
0.0167
0.0141
0.0200
0.0212
0.0201
0.0162
0.0201
0.0186

Date
Coded Day Coded Day^2
8/1/2014
1
1
8/4/2014
2
4
8/5/2014
3
9
8/6/2014
4
16
8/7/2014
5
25
8/8/2014
6
36
8/11/2014
7
49
8/12/2014
8
64
8/13/2014
9
81
8/14/2014
10
100
8/15/2014
11
121
8/18/2014
12
144
8/19/2014
13
169
8/20/2014
14
196
8/21/2014
15
225
8/22/2014
16
256
8/25/2014
17
289
8/26/2014
18
324
8/27/2014
19
361
8/28/2014
20
400
8/29/2014
21
441
9/2/2014
22
484
9/3/2014
23
529
9/4/2014
24
576
9/5/2014
25
625
9/8/2014
26
676
9/9/2014
27
729
9/10/2014
28
784
9/11/2014
29
841
9/12/2014
30
900
9/15/2014
31
961
9/16/2014
32
1024
9/17/2014
33
1089
9/18/2014
34
1156
9/19/2014
35
1225
9/22/2014
36
1296
9/23/2014
37
1369
9/24/2014
38
1444
9/25/2014
39
1521
9/26/2014
40
1600
9/29/2014
41
1681
9/30/2014
42
1764
10/1/2014
43
1849
10/2/2014
44
1936
10/3/2014
45
2025

1.7688
5.0755
5.7381
2.5522
5.7565
4.0823
1.1261
0.9629
2.0471
1.2760
2.3648
2.9763
3.1750
3.1959
3.7353
0.5282
0.0676
0.7606
0.2670
0.0206
0.0495
0.1683
1.3065
3.4505
0.0455
0.0145
2.5245
0.3705
9.1803
6.2131
23.7833
21.8328
45.6962
50.8206
25.6997
11.6405
2.0332
3.6168
1.1014
0.2200
0.4496
0.5868
0.1028
0.9276
4.2997

0.0148
0.0248
0.0263
0.0177
0.0264
0.0223
0.0118
0.0110
0.0159
0.0126
0.0171
0.0191
0.0197
0.0198
0.0214
0.0081
0.0029
0.0097
0.0059
0.0016
0.0025
0.0046
0.0131
0.0214
0.0024
0.0014
0.0182
0.0069
0.0354
0.0289
0.0581
0.0555
0.0824
0.0872
0.0605
0.0399
0.0163
0.0218
0.0119
0.0053
0.0076
0.0085
0.0036
0.0107
0.0227

10/6/2014
10/7/2014
10/8/2014
10/9/2014
10/10/2014
10/13/2014
10/14/2014
10/15/2014
10/16/2014
10/17/2014
10/20/2014
10/21/2014
10/22/2014
10/23/2014
10/24/2014
10/27/2014
10/28/2014
10/29/2014
10/30/2014
10/31/2014
11/3/2014
11/4/2014
11/5/2014
11/6/2014
11/7/2014
11/10/2014
11/11/2014
11/12/2014
11/13/2014
11/14/2014
11/17/2014
11/18/2014
11/19/2014
11/20/2014
11/21/2014
11/24/2014
11/25/2014
11/26/2014
11/28/2014
12/1/2014
12/2/2014
12/3/2014
12/4/2014
12/5/2014
12/8/2014

46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90

2116
2209
2304
2401
2500
2601
2704
2809
2916
3025
3136
3249
3364
3481
3600
3721
3844
3969
4096
4225
4356
4489
4624
4761
4900
5041
5184
5329
5476
5625
5776
5929
6084
6241
6400
6561
6724
6889
7056
7225
7396
7569
7744
7921
8100

5.5316
0.8801
2.3474
6.1201
0.1709
0.0170
0.0704
0.0139
0.4067
0.7660
0.1682
0.0410
0.1140
1.7969
1.8660
0.0275
1.3104
1.7448
3.2915
3.6278
6.6162
4.4384
4.4871
6.4352
6.0623
2.2036
0.0029
0.0024
0.1142
1.1207
3.6965
0.7225
0.0572
0.1406
2.3631
3.5192
2.1056
3.6199
4.8862
1.5491
0.3193
0.0023
2.5456
5.1373
2.2847

0.0256
0.0104
0.0168
0.0269
0.0046
0.0015
0.0029
0.0013
0.0070
0.0096
0.0045
0.0022
0.0038
0.0151
0.0154
0.0018
0.0125
0.0144
0.0196
0.0205
0.0275
0.0226
0.0227
0.0271
0.0262
0.0160
0.0006
0.0005
0.0037
0.0116
0.0213
0.0093
0.0026
0.0040
0.0163
0.0198
0.0154
0.0200
0.0231
0.0131
0.0060
0.0005
0.0173
0.0247
0.0163

12/9/2014
12/10/2014
12/11/2014
12/12/2014
12/15/2014
12/16/2014
12/17/2014
12/18/2014
12/19/2014
12/22/2014
12/23/2014
12/24/2014
12/26/2014
12/29/2014
12/30/2014
12/31/2014
1/2/2015
1/5/2015
1/6/2015
1/7/2015
1/8/2015
1/9/2015
1/12/2015
1/13/2015
1/14/2015
1/15/2015
1/16/2015
1/20/2015
1/21/2015
1/22/2015
1/23/2015
1/26/2015
1/27/2015
1/28/2015
1/29/2015
1/30/2015
2/2/2015
2/3/2015
2/4/2015
2/5/2015
2/6/2015
2/9/2015
2/10/2015
2/11/2015
2/12/2015

91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135

8281
8464
8649
8836
9025
9216
9409
9604
9801
10000
10201
10404
10609
10816
11025
11236
11449
11664
11881
12100
12321
12544
12769
12996
13225
13456
13689
13924
14161
14400
14641
14884
15129
15376
15625
15876
16129
16384
16641
16900
17161
17424
17689
17956
18225

0.5482
0.2240
0.2118
0.0047
1.2018
1.4054
0.3237
1.5045
4.0743
1.5995
3.7067
3.6491
9.9204
22.0294
19.2891
47.6775
38.3462
18.3579
6.9092
13.8158
7.9560
5.0603
4.6377
3.2858
10.4130
12.3636
9.9885
6.7065
5.3076
6.9846
7.5994
4.4325
7.1222
1.7341
0.2398
3.7911
4.1987
0.8202
0.0000
2.5209
0.2785
9.5074
13.5035
0.0434
0.8545

0.0079
0.0050
0.0049
0.0007
0.0116
0.0126
0.0060
0.0129
0.0214
0.0133
0.0203
0.0201
0.0335
0.0506
0.0471
0.0759
0.0674
0.0455
0.0260
0.0362
0.0276
0.0221
0.0211
0.0178
0.0312
0.0338
0.0304
0.0249
0.0222
0.0253
0.0263
0.0201
0.0253
0.0126
0.0047
0.0184
0.0193
0.0086
0.0000
0.0153
0.0050
0.0299
0.0357
0.0019
0.0087

2/13/2015
2/17/2015
2/18/2015
2/19/2015
2/20/2015
2/23/2015
2/24/2015
2/25/2015
2/26/2015
2/27/2015
3/2/2015
3/3/2015
3/4/2015
3/5/2015
3/6/2015
3/9/2015
3/10/2015
3/11/2015
3/12/2015
3/13/2015
3/16/2015
3/17/2015
3/18/2015
3/19/2015
3/20/2015
3/23/2015
3/24/2015
3/25/2015
3/26/2015
3/27/2015

136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165

18496
18769
19044
19321
19600
19881
20164
20449
20736
21025
21316
21609
21904
22201
22500
22801
23104
23409
23716
24025
24336
24649
24964
25281
25600
25921
26244
26569
26896
27225

0.1623
1.5061
0.4063
2.7671
1.0722

0.0038
0.0115
0.0059
0.0155
0.0095

4.6879
MSE

0.0184
MAPE

Coded Day ^3 Close Forecast

1
85.38
88.62
8
87.24
88.62
27
86.75
88.62
64
86.59
88.62
125
85.51
88.61
216
86.85
88.61
343
87.5
88.61
512
87.21
88.60
729
87.6
88.60
1000
88.61
88.59
1331
89.28
88.59
1728
89.97
88.59
2197
90.09
88.58
2744
89.84
88.58
3375
90.38
88.57
4096
90.49
88.57
4913
90.38
88.56
5832
90.02
88.56
6859
90.37
88.56
8000
90.23
88.55
9261
89.88
88.55
10648
90.8
88.55
12167
90.94
88.54
13824
90.14
88.54
15625
90.94
88.54
17576
90.56
88.54
19683
89.6
88.54
21952
89.52
88.54
24389
89.97
88.54
27000
89.67
88.54
29791
90.08
88.54
32768
90.27
88.54
35937
90.33
88.55
39304
90.34
88.55
42875
90.49
88.56
46656
89.29
88.56
50653
88.31
88.57
54872
89.45
88.58
59319
88.07
88.59
64000
88.74
88.60
68921
88.83
88.61
74088
89.03
88.62
79507
87.49
88.63
85184
86.79
88.65
91125
88.45
88.66

97336
103823
110592
117649
125000
132651
140608
148877
157464
166375
175616
185193
195112
205379
216000
226981
238328
250047
262144
274625
287496
300763
314432
328509
343000
357911
373248
389017
405224
421875
438976
456533
474552
493039
512000
531441
551368
571787
592704
614125
636056
658503
681472
704969
729000

88.56
87.11
88.11
85.71
86.27
83.91
84.14
82.08
81.74
83.83
85.52
87.54
87.1
87.99
88.61
88.45
89.93
89.53
90.22
91.38
91.71
90.35
91
92
90
89.78
89.98
89.9
90.49
90.8
90.41
90.28
89.82
88.9
88.96
90.58
91.65
91.92
92.51
92.7
93.47
93.11
93.23
93.76
93.8

88.68
88.70
88.72
88.74
88.76
88.79
88.81
88.84
88.87
88.90
88.93
88.97
89.00
89.04
89.08
89.12
89.16
89.21
89.26
89.31
89.36
89.41
89.47
89.53
89.59
89.65
89.71
89.78
89.85
89.92
90.00
90.08
90.16
90.24
90.33
90.41
90.51
90.60
90.70
90.80
90.90
91.00
91.11
91.22
91.34

753571
778688
804357
830584
857375
884736
912673
941192
970299
1000000
1030301
1061208
1092727
1124864
1157625
1191016
1225043
1259712
1295029
1331000
1367631
1404928
1442897
1481544
1520875
1560896
1601613
1643032
1685159
1728000
1771561
1815848
1860867
1906624
1953125
2000376
2048383
2097152
2146689
2197000
2248091
2299968
2352637
2406104
2460375

92.94
91.63
91.75
91.49
90.9
90.17
91.38
92.61
92.89
94.2
94.69
94.42
95.03
95.5
94.7
94.19
93.75
92.38
91.89
92.83
93.79
94.25
94.46
95.19
94.23
94.35
95.18
94.74
94.17
95.15
94.72
94.97
93.97
92.67
93.22
90.96
91.93
94.1
101.28
102.64
102.02
101.73
101.92
101.87
103.58

91.46
91.58
91.70
91.83
91.96
92.09
92.23
92.37
92.52
92.66
92.81
92.97
93.13
93.29
93.46
93.62
93.80
93.98
94.16
94.34
94.53
94.72
94.92
95.12
95.33
95.54
95.75
95.97
96.19
96.41
96.65
96.88
97.12
97.36
97.61
97.86
98.12
98.38
98.65
98.92
99.20
99.48
99.77
100.06
100.35

2515456
2571353
2628072
2685619
2744000
2803221
2863288
2924207
2985984
3048625
3112136
3176523
3241792
3307949
3375000
3442951
3511808
3581577
3652264
3723875
3796416
3869893
3944312
4019679
4096000
4173281
4251528
4330747
4410944
4492125

104.17
104.12
103.86
103.89
104.55
104.99
104.67
105.57
104.56
104.08
105.89
106.35
105.57
105.03
103.82
105.26
103.09
102.89
107.17
106.44
107.37
106.96
107.97
107.37
108.43

100.65
100.96
101.27
101.59
101.91
102.23
102.56
102.90
103.24
103.59
103.94
104.30
104.66
105.03
105.41
105.79
106.17
106.56
106.96
107.36
107.77
108.19
108.61
109.03
109.47
109.90
110.35
110.80
111.25
111.72

Disney Closing Price (Cubic Trend)

120

100

80

Closing Price

Close

60

Forecast

40

20

0
8/1/2014

9/1/2014

10/1/2014

11/1/2014

12/1/2014
Time

1/1/2015

2/1/2015

3/1/2015

Date
Coded Day LN(Close) Close
8/1/2014
1
4.45
85.38
8/4/2014
2
4.47
87.24
8/5/2014
3
4.46
86.75
8/6/2014
4
4.46
86.59
8/7/2014
5
4.45
85.51
8/8/2014
6
4.46
86.85
8/11/2014
7
4.47
87.5
8/12/2014
8
4.47
87.21
8/13/2014
9
4.47
87.6
8/14/2014
10
4.48
88.61
8/15/2014
11
4.49
89.28
8/18/2014
12
4.50
89.97
8/19/2014
13
4.50
90.09
8/20/2014
14
4.50
89.84
8/21/2014
15
4.50
90.38
8/22/2014
16
4.51
90.49
8/25/2014
17
4.50
90.38
8/26/2014
18
4.50
90.02
8/27/2014
19
4.50
90.37
8/28/2014
20
4.50
90.23
8/29/2014
21
4.50
89.88
9/2/2014
22
4.51
90.8
9/3/2014
23
4.51
90.94
9/4/2014
24
4.50
90.14
9/5/2014
25
4.51
90.94
9/8/2014
26
4.51
90.56
9/9/2014
27
4.50
89.6
9/10/2014
28
4.49
89.52
9/11/2014
29
4.50
89.97
9/12/2014
30
4.50
89.67
9/15/2014
31
4.50
90.08
9/16/2014
32
4.50
90.27
9/17/2014
33
4.50
90.33
9/18/2014
34
4.50
90.34
9/19/2014
35
4.51
90.49
9/22/2014
36
4.49
89.29
9/23/2014
37
4.48
88.31
9/24/2014
38
4.49
89.45
9/25/2014
39
4.48
88.07
9/26/2014
40
4.49
88.74
9/29/2014
41
4.49
88.83
9/30/2014
42
4.49
89.03
10/1/2014
43
4.47
87.49
10/2/2014
44
4.46
86.79
10/3/2014
45
4.48
88.45

SUMMARY OUTPUT
Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
ANOVA
Regression
Residual
Total

Intercept
Coded Day

RESIDUAL OUTPUT
Observation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22

10/6/2014
10/7/2014
10/8/2014
10/9/2014
10/10/2014
10/13/2014
10/14/2014
10/15/2014
10/16/2014
10/17/2014
10/20/2014
10/21/2014
10/22/2014
10/23/2014
10/24/2014
10/27/2014
10/28/2014
10/29/2014
10/30/2014
10/31/2014
11/3/2014
11/4/2014
11/5/2014
11/6/2014
11/7/2014
11/10/2014
11/11/2014
11/12/2014
11/13/2014
11/14/2014
11/17/2014
11/18/2014
11/19/2014
11/20/2014
11/21/2014
11/24/2014
11/25/2014
11/26/2014
11/28/2014
12/1/2014
12/2/2014
12/3/2014
12/4/2014
12/5/2014
12/8/2014

46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90

4.48
4.47
4.48
4.45
4.46
4.43
4.43
4.41
4.40
4.43
4.45
4.47
4.47
4.48
4.48
4.48
4.50
4.49
4.50
4.52
4.52
4.50
4.51
4.52
4.50
4.50
4.50
4.50
4.51
4.51
4.50
4.50
4.50
4.49
4.49
4.51
4.52
4.52
4.53
4.53
4.54
4.53
4.54
4.54
4.54

88.56
87.11
88.11
85.71
86.27
83.91
84.14
82.08
81.74
83.83
85.52
87.54
87.1
87.99
88.61
88.45
89.93
89.53
90.22
91.38
91.71
90.35
91
92
90
89.78
89.98
89.9
90.49
90.8
90.41
90.28
89.82
88.9
88.96
90.58
91.65
91.92
92.51
92.7
93.47
93.11
93.23
93.76
93.8

23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67

12/9/2014
12/10/2014
12/11/2014
12/12/2014
12/15/2014
12/16/2014
12/17/2014
12/18/2014
12/19/2014
12/22/2014
12/23/2014
12/24/2014
12/26/2014
12/29/2014
12/30/2014
12/31/2014
1/2/2015
1/5/2015
1/6/2015
1/7/2015
1/8/2015
1/9/2015
1/12/2015
1/13/2015
1/14/2015
1/15/2015
1/16/2015
1/20/2015
1/21/2015
1/22/2015
1/23/2015
1/26/2015
1/27/2015
1/28/2015
1/29/2015
1/30/2015
2/2/2015
2/3/2015
2/4/2015
2/5/2015
2/6/2015
2/9/2015
2/10/2015
2/11/2015
2/12/2015

91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135

4.53
4.52
4.52
4.52
4.51
4.50
4.52
4.53
4.53
4.55
4.55
4.55
4.55
4.56
4.55
4.55
4.54
4.53
4.52
4.53
4.54
4.55
4.55
4.56
4.55
4.55
4.56
4.55
4.55
4.56
4.55
4.55
4.54
4.53
4.53
4.51
4.52
4.54
4.62
4.63
4.63
4.62
4.62
4.62
4.64

92.94
91.63
91.75
91.49
90.9
90.17
91.38
92.61
92.89
94.2
94.69
94.42
95.03
95.5
94.7
94.19
93.75
92.38
91.89
92.83
93.79
94.25
94.46
95.19
94.23
94.35
95.18
94.74
94.17
95.15
94.72
94.97
93.97
92.67
93.22
90.96
91.93
94.1
101.28
102.64
102.02
101.73
101.92
101.87
103.58

68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112

2/13/2015
2/17/2015
2/18/2015
2/19/2015
2/20/2015
2/23/2015
2/24/2015
2/25/2015
2/26/2015
2/27/2015
3/2/2015
3/3/2015
3/4/2015
3/5/2015
3/6/2015
3/9/2015
3/10/2015
3/11/2015
3/12/2015
3/13/2015
3/16/2015
3/17/2015
3/18/2015
3/19/2015
3/20/2015
3/23/2015
3/24/2015
3/25/2015
3/26/2015
3/27/2015

136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165

4.65
4.65
4.64
4.64
4.65
4.65
4.65
4.66
4.65
4.65
4.66
4.67
4.66
4.65
4.64
4.66
4.64
4.63
4.67
4.67
4.68
4.67
4.68
4.68
4.69

104.17
104.12
103.86
103.89
104.55
104.99
104.67
105.57
104.56
104.08
105.89
106.35
105.57
105.03
103.82
105.26
103.09
102.89
107.17
106.44
107.37
106.96
107.97
107.37
108.43

113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157

158
159
160

Regression Statistics
0.8403
0.7061
0.7043
0.0358
160.0000

df

SS
1.0000
158.0000
159.0000

0.4875
0.2029
0.6904

MS
F
0.4875 379.6603
0.0013

Coefficients
Standard Error
t Stat
4.4374
0.0057 779.5113
0.0012
0.0001 19.4849

Predicted LN(Close)
4.4386
4.4398
4.4410
4.4422
4.4434
4.4446
4.4458
4.4470
4.4481
4.4493
4.4505
4.4517
4.4529
4.4541
4.4553
4.4565
4.4577
4.4589
4.4601
4.4613
4.4625
4.4637

Residuals
0.0085
0.0289
0.0221
0.0190
0.0053
0.0196
0.0259
0.0214
0.0246
0.0349
0.0412
0.0477
0.0479
0.0439
0.0487
0.0487
0.0463
0.0411
0.0438
0.0411
0.0360
0.0450

Significance F
0.0000

P-value
0.0000
0.0000

Lower 95%
4.4261
0.0011

AD
0.67
2.43
1.84
1.58
0.39
1.63
2.18
1.79
2.08
2.98
3.55
4.14
4.16
3.80
4.24
4.25
4.04
3.57
3.82
3.58
3.12
3.94

ErrorSq
0.4497
5.9013
3.3777
2.4847
0.1557
2.6662
4.7566
3.2003
4.3130
8.9073
12.6175
17.1362
17.2803
14.4719
17.9887
18.0480
16.2826
12.7586
14.5812
12.7809
9.7432
15.5052

4.4649
4.4661
4.4673
4.4685
4.4697
4.4709
4.4720
4.4732
4.4744
4.4756
4.4768
4.4780
4.4792
4.4804
4.4816
4.4828
4.4840
4.4852
4.4864
4.4876
4.4888
4.4900
4.4912
4.4924
4.4936
4.4948
4.4960
4.4971
4.4983
4.4995
4.5007
4.5019
4.5031
4.5043
4.5055
4.5067
4.5079
4.5091
4.5103
4.5115
4.5127
4.5139
4.5151
4.5163
4.5175

0.0453
0.0353
0.0429
0.0375
0.0257
0.0236
0.0274
0.0229
0.0263
0.0272
0.0266
0.0256
0.0260
0.0115
-0.0008
0.0109
-0.0059
0.0005
0.0003
0.0014
-0.0173
-0.0265
-0.0087
-0.0087
-0.0264
-0.0162
-0.0450
-0.0397
-0.0686
-0.0671
-0.0930
-0.0984
-0.0743
-0.0556
-0.0334
-0.0397
-0.0307
-0.0249
-0.0279
-0.0125
-0.0181
-0.0116
0.0000
0.0024
-0.0138

3.97
3.07
3.77
3.28
2.22
2.03
2.38
1.97
2.28
2.36
2.32
2.22
2.27
0.96
0.12
0.91
0.58
0.01
0.03
0.07
1.58
2.39
0.83
0.83
2.39
1.49
4.00
3.55
6.02
5.89
8.06
8.51
6.53
4.94
3.03
3.58
2.80
2.29
2.56
1.19
1.69
1.11
0.06
0.16
1.31

15.7910
9.4236
14.1802
10.7677
4.9153
4.1313
5.6546
3.8935
5.1907
5.5853
5.3740
4.9415
5.1419
0.9256
0.0153
0.8294
0.3308
0.0001
0.0007
0.0044
2.4963
5.6953
0.6941
0.6887
5.6967
2.2315
16.0077
12.5900
36.1880
34.7296
64.9772
72.3970
42.5960
24.4492
9.1979
12.8243
7.8375
5.2355
6.5373
1.4058
2.8717
1.2403
0.0040
0.0249
1.7207

4.5187
4.5199
4.5210
4.5222
4.5234
4.5246
4.5258
4.5270
4.5282
4.5294
4.5306
4.5318
4.5330
4.5342
4.5354
4.5366
4.5378
4.5390
4.5402
4.5414
4.5426
4.5438
4.5450
4.5461
4.5473
4.5485
4.5497
4.5509
4.5521
4.5533
4.5545
4.5557
4.5569
4.5581
4.5593
4.5605
4.5617
4.5629
4.5641
4.5653
4.5665
4.5677
4.5689
4.5700
4.5712

-0.0078
0.0019
-0.0212
-0.0249
-0.0239
-0.0259
-0.0206
-0.0184
-0.0239
-0.0265
-0.0328
-0.0443
-0.0448
-0.0280
-0.0174
-0.0157
-0.0105
-0.0096
-0.0025
-0.0076
-0.0075
-0.0030
-0.0038
-0.0142
-0.0296
-0.0295
-0.0335
-0.0412
-0.0504
-0.0383
-0.0261
-0.0243
-0.0115
-0.0075
-0.0115
-0.0063
-0.0026
-0.0122
-0.0188
-0.0246
-0.0406
-0.0471
-0.0381
-0.0290
-0.0253

0.77
0.12
1.99
2.32
2.23
2.42
1.94
1.74
2.24
2.48
3.05
4.09
4.14
2.63
1.67
1.51
1.03
0.95
0.30
0.77
0.76
0.34
0.42
1.39
2.81
2.80
3.18
3.88
4.72
3.63
2.51
2.35
1.15
0.77
1.16
0.66
0.31
1.22
1.85
2.40
3.89
4.49
3.67
2.82
2.48

0.5950
0.0141
3.9640
5.3870
4.9779
5.8631
3.7706
3.0357
5.0310
6.1692
9.3313
16.6936
17.1146
6.9080
2.7881
2.2842
1.0673
0.9119
0.0882
0.5915
0.5797
0.1182
0.1733
1.9292
7.9059
7.8663
10.0982
15.0619
22.3191
13.1608
6.3071
5.4997
1.3203
0.5976
1.3392
0.4376
0.0936
1.4897
3.4048
5.7603
15.0935
20.1615
13.4353
7.9569
6.1322

4.5724
4.5736
4.5748
4.5760
4.5772
4.5784
4.5796
4.5808
4.5820
4.5832
4.5844
4.5856
4.5868
4.5880
4.5892
4.5904
4.5916
4.5928
4.5940
4.5951
4.5963
4.5975
4.5987
4.5999
4.6011
4.6023
4.6035
4.6047
4.6059
4.6071
4.6083
4.6095
4.6107
4.6119
4.6131
4.6143
4.6155
4.6167
4.6179
4.6190
4.6202
4.6214
4.6226
4.6238
4.6250

-0.0243
-0.0178
-0.0291
-0.0290
-0.0214
-0.0273
-0.0345
-0.0254
-0.0311
-0.0296
-0.0414
-0.0565
-0.0518
-0.0776
-0.0681
-0.0460
0.0263
0.0385
0.0312
0.0272
0.0278
0.0262
0.0416
0.0461
0.0444
0.0407
0.0398
0.0450
0.0480
0.0437
0.0511
0.0403
0.0345
0.0505
0.0537
0.0451
0.0388
0.0260
0.0386
0.0166
0.0134
0.0530
0.0449
0.0525
0.0474

2.38
1.77
2.84
2.84
2.13
2.68
3.37
2.51
3.05
2.92
4.04
5.45
5.02
7.40
6.55
4.49
2.57
3.81
3.07
2.66
2.74
2.57
4.16
4.63
4.46
4.08
3.99
4.53
4.85
4.41
5.19
4.06
3.46
5.15
5.49
4.59
3.93
2.60
3.92
1.63
1.31
5.46
4.61
5.42
4.89

5.6740
3.1252
8.0870
8.0647
4.5202
7.1954
11.3497
6.2779
9.3169
8.5221
16.2920
29.7410
25.2092
54.7356
42.8498
20.1936
6.5965
14.5185
9.4380
7.0959
7.4821
6.5881
17.2888
21.4285
19.8921
16.6536
15.9326
20.5399
23.5467
19.4723
26.9657
16.5065
11.9899
26.5464
30.1604
21.0795
15.4487
6.7579
15.3550
2.6483
1.7057
29.8613
21.2791
29.3889
23.9047

4.6262
4.6274
4.6286

0.0556
0.0489
0.0575

5.78
5.05
5.99

33.3758
25.5528
35.9115

2.8872
MAD

11.1858
MSE

Upper 95%
4.4486
0.0013

APE
0.0079
0.0278
0.0212
0.0182
0.0046
0.0188
0.0249
0.0205
0.0237
0.0337
0.0398
0.0460
0.0461
0.0423
0.0469
0.0469
0.0446
0.0397
0.0423
0.0396
0.0347
0.0434

Forecast
84.71
84.81
84.91
85.01
85.12
85.22
85.32
85.42
85.52
85.63
85.73
85.83
85.93
86.04
86.14
86.24
86.34
86.45
86.55
86.65
86.76
86.86
86.97
87.07
87.17
87.28
87.38
87.49
87.59
87.70
87.80
87.91
88.01
88.12
88.22
88.33
88.43
88.54
88.65
88.75
88.86
88.96
89.07
89.18
89.28

0.0437
0.0341
0.0414
0.0362
0.0247
0.0227
0.0264
0.0220
0.0253
0.0262
0.0257
0.0246
0.0251
0.0108
0.0014
0.0102
0.0065
0.0001
0.0003
0.0007
0.0181
0.0275
0.0094
0.0094
0.0274
0.0170
0.0467
0.0411
0.0717
0.0700
0.0982
0.1041
0.0779
0.0578
0.0346
0.0411
0.0318
0.0258
0.0289
0.0132
0.0189
0.0123
0.0007
0.0017
0.0145

89.39
89.50
89.60
89.71
89.82
89.93
90.03
90.14
90.25
90.36
90.46
90.57
90.68
90.79
90.90
91.01
91.12
91.22
91.33
91.44
91.55
91.66
91.77
91.88
91.99
92.10
92.21
92.32
92.43
92.54
92.65
92.76
92.87
92.99
93.10
93.21
93.32
93.43
93.54
93.65
93.77
93.88
93.99
94.10
94.22

0.0085
0.0013
0.0221
0.0259
0.0248
0.0269
0.0215
0.0192
0.0248
0.0275
0.0340
0.0460
0.0465
0.0290
0.0182
0.0164
0.0112
0.0103
0.0032
0.0083
0.0082
0.0037
0.0044
0.0149
0.0307
0.0306
0.0347
0.0427
0.0524
0.0397
0.0271
0.0252
0.0122
0.0082
0.0123
0.0070
0.0032
0.0129
0.0196
0.0256
0.0421
0.0489
0.0395
0.0301
0.0263

94.33
94.44
94.55
94.67
94.78
94.89
95.01
95.12
95.24
95.35
95.46
95.58
95.69
95.81
95.92
96.04
96.15
96.27
96.38
96.50
96.61
96.73
96.84
96.96
97.07
97.19
97.31
97.42
97.54
97.66
97.77
97.89
98.01
98.12
98.24
98.36
98.48
98.59
98.71
98.83
98.95
99.07
99.18
99.30
99.42

0.0252
0.0186
0.0302
0.0301
0.0223
0.0283
0.0358
0.0263
0.0322
0.0307
0.0430
0.0588
0.0539
0.0813
0.0712
0.0478
0.0254
0.0371
0.0301
0.0262
0.0268
0.0252
0.0401
0.0444
0.0428
0.0393
0.0384
0.0433
0.0462
0.0422
0.0492
0.0389
0.0333
0.0487
0.0516
0.0435
0.0374
0.0250
0.0372
0.0158
0.0127
0.0510
0.0433
0.0505
0.0457

99.54
99.66
99.78
99.90
100.02
100.14
100.26
100.38
100.50
100.62
100.74
100.86
100.98
101.10
101.22
101.34
101.46
101.58
101.71
101.83
101.95
102.07
102.19
102.32
102.44
102.56
102.68
102.81
102.93
103.05

0.0535
0.0471
0.0553
0.0308
MAPE

Trend Comparison
Linear
Quadratic
Cubic
Exponential

Adj Rsquared MAD

0.7002
0.8733
0.8796

MSE
3.0045
1.7755
1.7005
2.8872

APE
11.8197
4.9630
4.6879
11.1858

0.0321
0.0193
0.0184
0.0308

Cubic Trend has a slightly higher adjusted R2, and has the lowest amount of error.

Decomposition Analysis for Disney Closing Prices

Date
Day of Week Coded Days Coded TimeCoded Time ^2Coded Time ^3
8/1/2014
Friday
5
1
1
1
8/4/2014
Monday
1
2
4
8
8/5/2014
Tuesday
2
3
9
27
8/6/2014 Wednesday
3
4
16
64
8/7/2014 Thursday
4
5
25
125
8/8/2014
Friday
5
6
36
216
8/11/2014
Monday
1
7
49
343
8/12/2014
Tuesday
2
8
64
512
8/13/2014 Wednesday
3
9
81
729
8/14/2014 Thursday
4
10
100
1000
8/15/2014
Friday
5
11
121
1331
8/18/2014
Monday
1
12
144
1728
8/19/2014
Tuesday
2
13
169
2197
8/20/2014 Wednesday
3
14
196
2744
8/21/2014 Thursday
4
15
225
3375
8/22/2014
Friday
5
16
256
4096
8/25/2014
Monday
1
17
289
4913
8/26/2014
Tuesday
2
18
324
5832
8/27/2014 Wednesday
3
19
361
6859
8/28/2014 Thursday
4
20
400
8000
8/29/2014
Friday
5
21
441
9261
9/2/2014
Tuesday
2
22
484
10648
9/3/2014 Wednesday
3
23
529
12167
9/4/2014 Thursday
4
24
576
13824
9/5/2014
Friday
5
25
625
15625
9/8/2014
Monday
1
26
676
17576
9/9/2014
Tuesday
2
27
729
19683
9/10/2014 Wednesday
3
28
784
21952
9/11/2014 Thursday
4
29
841
24389
9/12/2014
Friday
5
30
900
27000
9/15/2014
Monday
1
31
961
29791
9/16/2014
Tuesday
2
32
1024
32768
9/17/2014 Wednesday
3
33
1089
35937
9/18/2014 Thursday
4
34
1156
39304
9/19/2014
Friday
5
35
1225
42875
9/22/2014
Monday
1
36
1296
46656
9/23/2014
Tuesday
2
37
1369
50653
9/24/2014 Wednesday
3
38
1444
54872
9/25/2014 Thursday
4
39
1521
59319
9/26/2014
Friday
5
40
1600
64000
9/29/2014
Monday
1
41
1681
68921
9/30/2014
Tuesday
2
42
1764
74088
10/1/2014 Wednesday
3
43
1849
79507
10/2/2014 Thursday
4
44
1936
85184

10/3/2014
10/6/2014
10/7/2014
10/8/2014
10/9/2014
10/10/2014
10/13/2014
10/14/2014
10/15/2014
10/16/2014
10/17/2014
10/20/2014
10/21/2014
10/22/2014
10/23/2014
10/24/2014
10/27/2014
10/28/2014
10/29/2014
10/30/2014
10/31/2014
11/3/2014
11/4/2014
11/5/2014
11/6/2014
11/7/2014
11/10/2014
11/11/2014
11/12/2014
11/13/2014
11/14/2014
11/17/2014
11/18/2014
11/19/2014
11/20/2014
11/21/2014
11/24/2014
11/25/2014
11/26/2014
11/28/2014
12/1/2014
12/2/2014
12/3/2014
12/4/2014
12/5/2014

Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday

5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
5
1
2
3
4
5

45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89

2025
2116
2209
2304
2401
2500
2601
2704
2809
2916
3025
3136
3249
3364
3481
3600
3721
3844
3969
4096
4225
4356
4489
4624
4761
4900
5041
5184
5329
5476
5625
5776
5929
6084
6241
6400
6561
6724
6889
7056
7225
7396
7569
7744
7921

91125
97336
103823
110592
117649
125000
132651
140608
148877
157464
166375
175616
185193
195112
205379
216000
226981
238328
250047
262144
274625
287496
300763
314432
328509
343000
357911
373248
389017
405224
421875
438976
456533
474552
493039
512000
531441
551368
571787
592704
614125
636056
658503
681472
704969

12/8/2014
12/9/2014
12/10/2014
12/11/2014
12/12/2014
12/15/2014
12/16/2014
12/17/2014
12/18/2014
12/19/2014
12/22/2014
12/23/2014
12/24/2014
12/26/2014
12/29/2014
12/30/2014
12/31/2014
1/2/2015
1/5/2015
1/6/2015
1/7/2015
1/8/2015
1/9/2015
1/12/2015
1/13/2015
1/14/2015
1/15/2015
1/16/2015
1/20/2015
1/21/2015
1/22/2015
1/23/2015
1/26/2015
1/27/2015
1/28/2015
1/29/2015
1/30/2015
2/2/2015
2/3/2015
2/4/2015
2/5/2015
2/6/2015
2/9/2015
2/10/2015
2/11/2015

Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Friday
Monday
Tuesday
Wednesday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday

1
2
3
4
5
1
2
3
4
5
1
2
3
5
1
2
3
5
1
2
3
4
5
1
2
3
4
5
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3

90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134

8100
8281
8464
8649
8836
9025
9216
9409
9604
9801
10000
10201
10404
10609
10816
11025
11236
11449
11664
11881
12100
12321
12544
12769
12996
13225
13456
13689
13924
14161
14400
14641
14884
15129
15376
15625
15876
16129
16384
16641
16900
17161
17424
17689
17956

729000
753571
778688
804357
830584
857375
884736
912673
941192
970299
1000000
1030301
1061208
1092727
1124864
1157625
1191016
1225043
1259712
1295029
1331000
1367631
1404928
1442897
1481544
1520875
1560896
1601613
1643032
1685159
1728000
1771561
1815848
1860867
1906624
1953125
2000376
2048383
2097152
2146689
2197000
2248091
2299968
2352637
2406104

2/12/2015
2/13/2015
2/17/2015
2/18/2015
2/19/2015
2/20/2015
2/23/2015
2/24/2015
2/25/2015
2/26/2015
2/27/2015
3/2/2015
3/3/2015
3/4/2015
3/5/2015
3/6/2015
3/9/2015
3/10/2015
3/11/2015
3/12/2015
3/13/2015
3/16/2015
3/17/2015
3/18/2015
3/19/2015
3/20/2015
3/23/2015
3/24/2015
3/25/2015
3/26/2015
3/27/2015

Thursday
Friday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday
Monday
Tuesday
Wednesday
Thursday
Friday

4
5
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5

135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165

18225
18496
18769
19044
19321
19600
19881
20164
20449
20736
21025
21316
21609
21904
22201
22500
22801
23104
23409
23716
24025
24336
24649
24964
25281
25600
25921
26244
26569
26896
27225

2460375
2515456
2571353
2628072
2685619
2744000
2803221
2863288
2924207
2985984
3048625
3112136
3176523
3241792
3307949
3375000
3442951
3511808
3581577
3652264
3723875
3796416
3869893
3944312
4019679
4096000
4173281
4251528
4330747
4410944
4492125

Close Centered MA Ratio

85.380
87.240
86.750
86.294
86.590
86.588
85.510
86.640
86.850
86.732
87.500
86.934
87.210
87.554
87.600
88.040
88.610
88.534
89.280
89.110
89.970
89.558
90.090
89.912
89.840
90.154
90.380
90.236
90.490
90.222
90.380
90.328
90.020
90.298
90.370
90.176
90.230
90.260
89.880
90.444
90.800
90.398
90.940
90.540
90.140
90.676
90.940
90.436
90.560
90.152
89.600
90.118
89.520
89.864
89.970
89.768
89.670
89.902
90.080
90.064
90.270
90.138
90.330
90.302
90.340
90.144
90.490
89.752
89.290
89.576
88.310
89.122
89.450
88.772
88.070
88.680
88.740
88.824
88.830
88.432
89.030
88.176
87.490
88.118
86.790
88.064

SeasonalDeseasonalized
Index Closing Prices
1.001
85.335
1.001
87.130
1.005
1.000
86.789
1.000
0.999
86.682
0.987
1.000
85.533
1.001
1.001
86.805
1.007
1.001
87.389
0.996
1.000
87.250
0.995
0.999
87.693
1.001
1.000
88.634
1.002
1.001
89.233
1.005
1.001
89.856
1.002
1.000
90.131
0.997
0.999
89.935
1.002
1.000
90.405
1.003
1.001
90.443
1.001
1.001
90.266
0.997
1.000
90.061
1.002
0.999
90.466
1.000
1.000
90.255
0.994
1.001
89.833
1.004
1.000
90.841
1.004
0.999
91.037
0.994
1.000
90.165
1.006
1.001
90.893
1.005
1.001
90.445
0.994
1.000
89.641
0.996
0.999
89.615
1.002
1.000
89.995
0.997
1.001
89.623
1.000
1.001
89.966
1.001
1.000
90.311
1.000
0.999
90.426
1.002
1.000
90.365
1.008
1.001
90.443
0.997
1.001
89.177
0.991
1.000
88.350
1.008
0.999
89.545
0.993
1.000
88.094
0.999
1.001
88.694
1.005
1.001
88.718
1.010
1.000
89.070
0.993
0.999
87.583
0.986
1.000
86.814

to MA

Cubic
Trend Forecast
88.621
88.667
88.619
88.731
88.617
88.577
88.615
88.521
88.612
88.588
88.609
88.655
88.605
88.718
88.602
88.562
88.598
88.504
88.594
88.570
88.590
88.636
88.585
88.698
88.581
88.541
88.577
88.483
88.573
88.548
88.568
88.615
88.564
88.677
88.560
88.520
88.557
88.463
88.553
88.529
88.550
88.596
88.547
88.507
88.545
88.451
88.543
88.518
88.541
88.587
88.540
88.652
88.539
88.499
88.539
88.445
88.540
88.515
88.541
88.587
88.543
88.655
88.545
88.505
88.549
88.455
88.553
88.529
88.558
88.604
88.564
88.676
88.571
88.531
88.579
88.485
88.587
88.563
88.597
88.644
88.608
88.721
88.621
88.580
88.634
88.540
88.648
88.624

88.450
88.560
87.110
88.110
85.710
86.270
83.910
84.140
82.080
81.740
83.830
85.520
87.540
87.100
87.990
88.610
88.450
89.930
89.530
90.220
91.380
91.710
90.350
91.000
92.000
90.000
89.780
89.980
89.900
90.490
90.800
90.410
90.280
89.820
88.900
88.960
90.580
91.650
91.920
92.510
92.700
93.470
93.110
93.230
93.760

87.680
87.804
87.588
87.152
86.222
85.628
84.422
83.628
83.140
83.462
84.142
85.146
86.396
87.352
87.938
88.416
88.902
89.348
89.902
90.554
90.638
90.932
91.288
91.012
90.626
90.552
90.332
90.030
90.190
90.316
90.376
90.360
90.042
89.674
89.708
89.982
90.402
91.124
91.872
92.450
92.742
93.004
93.254
93.474
93.368

1.009
1.009
0.995
1.011
0.994
1.007
0.994
1.006
0.987
0.979
0.996
1.004
1.013
0.997
1.001
1.002
0.995
1.007
0.996
0.996
1.008
1.009
0.990
1.000
1.015
0.994
0.994
0.999
0.997
1.002
1.005
1.001
1.003
1.002
0.991
0.989
1.002
1.006
1.001
1.001
1.000
1.005
0.998
0.997
1.004

1.001
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.001
1.001
1.000
0.999
1.000
1.001

88.404
88.448
87.150
88.204
85.733
86.225
83.804
84.178
82.167
81.762
83.786
85.412
87.580
87.192
88.014
88.564
88.338
89.971
89.625
90.245
91.332
91.594
90.391
91.097
92.025
89.953
89.666
90.021
89.995
90.515
90.753
90.296
90.321
89.915
88.924
88.914
90.465
91.692
92.018
92.462
92.583
93.512
93.209
93.256
93.711

88.664
88.681
88.700
88.720
88.741
88.764
88.788
88.814
88.841
88.870
88.900
88.933
88.967
89.003
89.041
89.080
89.122
89.165
89.210
89.258
89.307
89.359
89.413
89.469
89.527
89.588
89.651
89.716
89.783
89.853
89.926
90.001
90.078
90.159
90.242
90.327
90.415
90.506
90.600
90.697
90.796
90.899
91.004
91.113
91.224

88.710
88.794
88.660
88.626
88.717
88.810
88.900
88.773
88.747
88.846
88.947
89.045
88.927
88.908
89.016
89.127
89.234
89.125
89.116
89.233
89.354
89.472
89.372
89.374
89.503
89.634
89.764
89.675
89.688
89.829
89.973
90.115
90.038
90.063
90.217
90.374
90.530
90.465
90.504
90.744
90.911
90.858
90.908
91.088
91.272

93.800
92.940
91.630
91.750
91.490
90.900
90.170
91.380
92.610
92.890
94.200
94.690
94.420
95.030
95.500
94.700
94.190
93.750
92.380
91.890
92.830
93.790
94.250
94.460
95.190
94.230
94.350
95.180
94.740
94.170
95.150
94.720
94.970
93.970
92.670
93.220
90.960
91.930
94.100
101.280
102.640
102.020
101.730
101.920
101.870

93.072
92.776
92.322
91.742
91.188
91.138
91.310
91.590
92.250
93.154
93.762
94.246
94.768
94.868
94.768
94.634
94.104
93.382
93.008
92.928
93.028
93.444
94.104
94.384
94.496
94.682
94.738
94.534
94.718
94.792
94.750
94.596
94.296
93.910
93.158
92.550
92.576
94.298
96.182
98.394
100.354
101.918
102.036
102.224
102.654

1.008
1.002
0.993
1.000
1.003
0.997
0.988
0.998
1.004
0.997
1.005
1.005
0.996
1.002
1.008
1.001
1.001
1.004
0.993
0.989
0.998
1.004
1.002
1.001
1.007
0.995
0.996
1.007
1.000
0.993
1.004
1.001
1.007
1.001
0.995
1.007
0.983
0.975
0.978
1.029
1.023
1.001
0.997
0.997
0.992

1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.001
1.001
1.000
0.999
1.001
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.000
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999

93.681
92.982
91.727
91.775
91.442
90.785
90.211
91.477
92.635
92.842
94.081
94.733
94.520
94.980
95.379
94.743
94.290
93.701
92.263
91.932
92.929
93.816
94.201
94.340
95.233
94.330
94.376
95.130
94.783
94.270
95.176
94.671
94.850
94.013
92.768
93.246
90.913
91.814
94.143
101.388
102.668
101.967
101.601
101.966
101.978

91.339
91.457
91.578
91.702
91.829
91.960
92.094
92.231
92.372
92.516
92.664
92.815
92.970
93.129
93.291
93.457
93.626
93.800
93.977
94.158
94.343
94.532
94.725
94.922
95.123
95.328
95.537
95.751
95.968
96.190
96.417
96.647
96.882
97.122
97.366
97.614
97.867
98.125
98.387
98.654
98.926
99.202
99.483
99.769
100.060

91.455
91.415
91.480
91.677
91.877
92.076
92.052
92.133
92.347
92.565
92.781
92.773
92.872
93.177
93.409
93.414
93.527
93.849
94.096
94.115
94.243
94.506
94.774
95.042
95.080
95.227
95.511
95.801
95.925
96.088
96.390
96.698
97.005
97.078
97.263
97.588
97.918
98.249
98.343
98.550
98.899
99.254
99.609
99.724
99.954

103.580
104.170
104.120
103.860
103.890
104.550
104.990
104.670
105.570
104.560
104.080
105.890
106.350
105.570
105.030
103.820
105.260
103.090
102.890
107.170
106.440
107.370
106.960
107.970
107.370
108.430

103.132
103.520
103.924
104.118
104.282
104.392
104.734
104.868
104.774
104.954
105.290
105.290
105.384
105.332
105.206
104.554
104.018
104.446
104.970
105.392
106.166
107.182
107.222
107.620

1.004
1.006
1.002
0.998
0.996
1.002
1.002
0.998
1.008
0.996
0.989
1.006
1.009
1.002
0.998
0.993
1.012
0.987
0.980
1.017
1.003
1.002
0.998
1.003

1.000
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.000
1.001
1.001
1.000
0.999
1.000
1.001

103.608
104.116
104.167
103.970
103.918
104.495
104.857
104.718
105.682
104.589
104.026
105.756
106.398
105.682
105.059
103.766
105.127
103.137
102.999
107.199
106.385
107.234
107.009
108.085
107.399
108.373

100.356
100.657
100.963
101.274
101.590
101.911
102.237
102.569
102.905
103.247
103.595
103.947
104.306
104.669
105.038
105.413
105.793
106.179
106.570
106.967
107.370
107.779
108.194
108.614
109.040
109.472
109.911
110.355
110.805
111.261
111.724

100.329
100.710
100.917
101.166
101.562
101.964
102.367
102.522
102.796
103.219
103.649
104.079
104.258
104.558
105.009
105.468
105.927
106.131
106.457
106.938
107.426
107.916
108.144
108.499
109.010
109.529
110.050
110.305
110.687
111.231
111.782

Error
-3.287
-1.491
-1.827
-1.931
-3.078
-1.805
-1.218
-1.352
-0.904
0.040
0.644
1.272
1.549
1.357
1.832
1.875
1.703
1.500
1.907
1.701
1.284
2.293
2.489
1.622
2.353
1.908
1.101
1.075
1.455
1.083
1.425
1.765
1.875
1.811
1.886
0.614
-0.221
0.965
-0.493
0.096
0.109
0.450
-1.050
-1.834

AD
Error Sq
3.287
10.805
1.491
2.225
1.827
3.338
1.931
3.728
3.078
9.472
1.805
3.258
1.218
1.483
1.352
1.827
0.904
0.817
0.040
0.002
0.644
0.415
1.272
1.619
1.549
2.400
1.357
1.842
1.832
3.355
1.875
3.517
1.703
2.902
1.500
2.249
1.907
3.637
1.701
2.893
1.284
1.648
2.293
5.258
2.489
6.196
1.622
2.630
2.353
5.536
1.908
3.641
1.101
1.212
1.075
1.155
1.455
2.116
1.083
1.173
1.425
2.031
1.765
3.115
1.875
3.516
1.811
3.281
1.886
3.556
0.614
0.377
0.221
0.049
0.965
0.932
0.493
0.243
0.096
0.009
0.109
0.012
0.450
0.202
1.050
1.102
1.834
3.364

APE
0.038
0.017
0.021
0.022
0.036
0.021
0.014
0.015
0.010
0.000
0.007
0.014
0.017
0.015
0.020
0.021
0.019
0.017
0.021
0.019
0.014
0.025
0.027
0.018
0.026
0.021
0.012
0.012
0.016
0.012
0.016
0.020
0.021
0.020
0.021
0.007
0.002
0.011
0.006
0.001
0.001
0.005
0.012
0.021

Monday
Tuesday
Wednesday
Thursday
Friday
SUM
Multiplier

Unadjusted SI
1.001
1.000
0.999
1.000
1.001
5.000
1.000

Monday
Tuesday
Wednesday
Thursday
Friday

1
2
3
4
5

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.94
R Square
0.88
Adjusted R Square
0.88
Standard Error
2.19
Observations
160.00
ANOVA
df
Regression
Residual
Total

Intercept
Coded Time
Coded Time ^2
Coded Time ^3

3.00
156.00
159.00
Coefficients
88.62
0.00
0.00
0.00

-0.260
-0.234
-1.550
-0.516
-3.007
-2.540
-4.990
-4.633
-6.667
-7.106
-5.117
-3.525
-1.387
-1.808
-1.026
-0.517
-0.784
0.805
0.414
0.987
2.026
2.238
0.978
1.626
2.497
0.366
0.016
0.305
0.212
0.661
0.827
0.295
0.242
-0.243
-1.317
-1.414
0.050
1.185
1.416
1.766
1.789
2.612
2.202
2.142
2.488

0.260
0.234
1.550
0.516
3.007
2.540
4.990
4.633
6.667
7.106
5.117
3.525
1.387
1.808
1.026
0.517
0.784
0.805
0.414
0.987
2.026
2.238
0.978
1.626
2.497
0.366
0.016
0.305
0.212
0.661
0.827
0.295
0.242
0.243
1.317
1.414
0.050
1.185
1.416
1.766
1.789
2.612
2.202
2.142
2.488

0.068
0.055
2.401
0.266
9.039
6.451
24.903
21.467
44.444
50.488
26.182
12.429
1.922
3.270
1.053
0.267
0.615
0.649
0.172
0.973
4.105
5.007
0.956
2.644
6.237
0.134
0.000
0.093
0.045
0.437
0.684
0.087
0.059
0.059
1.734
2.000
0.003
1.404
2.005
3.118
3.199
6.825
4.850
4.589
6.191

0.003
0.003
0.018
0.006
0.035
0.029
0.059
0.055
0.081
0.087
0.061
0.041
0.016
0.021
0.012
0.006
0.009
0.009
0.005
0.011
0.022
0.024
0.011
0.018
0.027
0.004
0.000
0.003
0.002
0.007
0.009
0.003
0.003
0.003
0.015
0.016
0.001
0.013
0.015
0.019
0.019
0.028
0.024
0.023
0.027

2.345
1.525
0.150
0.073
-0.387
-1.176
-1.882
-0.753
0.263
0.325
1.419
1.917
1.548
1.853
2.091
1.286
0.663
-0.099
-1.716
-2.225
-1.413
-0.716
-0.524
-0.582
0.110
-0.997
-1.161
-0.621
-1.185
-1.918
-1.240
-1.978
-2.035
-3.108
-4.593
-4.368
-6.958
-6.319
-4.243
2.730
3.741
2.766
2.121
2.196
1.916

2.345
1.525
0.150
0.073
0.387
1.176
1.882
0.753
0.263
0.325
1.419
1.917
1.548
1.853
2.091
1.286
0.663
0.099
1.716
2.225
1.413
0.716
0.524
0.582
0.110
0.997
1.161
0.621
1.185
1.918
1.240
1.978
2.035
3.108
4.593
4.368
6.958
6.319
4.243
2.730
3.741
2.766
2.121
2.196
1.916

5.501
2.325
0.022
0.005
0.150
1.384
3.542
0.568
0.069
0.106
2.012
3.674
2.398
3.433
4.372
1.653
0.439
0.010
2.945
4.952
1.997
0.513
0.275
0.339
0.012
0.994
1.348
0.385
1.404
3.680
1.538
3.912
4.142
9.658
21.092
19.075
48.419
39.933
17.999
7.456
13.997
7.651
4.497
4.822
3.670

0.025
0.016
0.002
0.001
0.004
0.013
0.021
0.008
0.003
0.004
0.015
0.020
0.016
0.019
0.022
0.014
0.007
0.001
0.019
0.024
0.015
0.008
0.006
0.006
0.001
0.011
0.012
0.007
0.013
0.020
0.013
0.021
0.021
0.033
0.050
0.047
0.076
0.069
0.045
0.027
0.036
0.027
0.021
0.022
0.019

3.251
3.460
3.203
2.694
2.328
2.586
2.623
2.148
2.774
1.341
0.431
1.811
2.092
1.012
0.021
-1.648
-0.667
-3.041
-3.567
0.232
-0.986
-0.546
-1.184
-0.529
-1.640
-1.099

3.251
3.460
3.203
2.694
2.328
2.586
2.623
2.148
2.774
1.341
0.431
1.811
2.092
1.012
0.021
1.648
0.667
3.041
3.567
0.232
0.986
0.546
1.184
0.529
1.640
1.099

10.570
11.974
10.258
7.255
5.420
6.687
6.882
4.613
7.694
1.798
0.186
3.279
4.375
1.024
0.000
2.715
0.445
9.246
12.726
0.054
0.973
0.298
1.403
0.280
2.691
1.209

0.031
0.033
0.031
0.026
0.022
0.025
0.025
0.021
0.026
0.013
0.004
0.017
0.020
0.010
0.000
0.016
0.006
0.029
0.035
0.002
0.009
0.005
0.011
0.005
0.015
0.010

Adj SI
1.001
1.000
0.999
1.000
1.001
3.999

1.703 MAD
4.688 MSE
0.018 MAPE

0.13% Above Average

-0.05% Below Average
-0.11% Below Average
-0.03% Below Average
0.05% Above Average

1.001
1.000
0.999
1.000
1.001

SS
MS
5601.38 1867.13
750.15
4.81
6351.53
Standard Error
0.71
0.04
0.00
0.00

t Stat
124.82
-0.02
-0.49
3.03

Significance F
388.29
0.00

P-value
0.00
0.98
0.63
0.00

Lower 95%
Upper 95%
87.22
90.02
-0.08
0.07
0.00
0.00
0.00
0.00

Disney Closing Prices (Seasonal Decompostion)

120.000

100.000

80.000

Closing Prices

60.000

40.000

20.000

0.000
8/1/2014

9/1/2014

10/1/2014

11/1/2014

12/1/2014
Time

Close

Forecast

1/1/2015

2/1/2015

3/1/2015

Date
Day of Week
8/1/2014 Friday
8/4/2014 Monday
8/5/2014 Tuesday
8/6/2014 Wednesday
8/7/2014 Thursday
8/8/2014 Friday
8/11/2014 Monday
8/12/2014 Tuesday
8/13/2014 Wednesday
8/14/2014 Thursday
8/15/2014 Friday
8/18/2014 Monday
8/19/2014 Tuesday
8/20/2014 Wednesday
8/21/2014 Thursday
8/22/2014 Friday
8/25/2014 Monday
8/26/2014 Tuesday
8/27/2014 Wednesday
8/28/2014 Thursday
8/29/2014 Friday
9/2/2014 Tuesday
9/3/2014 Wednesday
9/4/2014 Thursday
9/5/2014 Friday
9/8/2014 Monday
9/9/2014 Tuesday
9/10/2014 Wednesday
9/11/2014 Thursday
9/12/2014 Friday
9/15/2014 Monday
9/16/2014 Tuesday
9/17/2014 Wednesday
9/18/2014 Thursday
9/19/2014 Friday
9/22/2014 Monday
9/23/2014 Tuesday
9/24/2014 Wednesday
9/25/2014 Thursday
9/26/2014 Friday
9/29/2014 Monday
9/30/2014 Tuesday
10/1/2014 Wednesday
10/2/2014 Thursday

Coded Days

Close
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4

Disney Closing Prices - Season

Coded Time
85.38
1
87.24
2
86.75
3
86.59
4
85.51
5
86.85
6
87.5
7
87.21
8
87.6
9
88.61
10
89.28
11
89.97
12
90.09
13
89.84
14
90.38
15
90.49
16
90.38
17
90.02
18
90.37
19
90.23
20
89.88
21
90.8
22
90.94
23
90.14
24
90.94
25
90.56
26
89.6
27
89.52
28
89.97
29
89.67
30
90.08
31
90.27
32
90.33
33
90.34
34
90.49
35
89.29
36
88.31
37
89.45
38
88.07
39
88.74
40
88.83
41
89.03
42
87.49
43
86.79
44

10/3/2014 Friday
10/6/2014 Monday
10/7/2014 Tuesday
10/8/2014 Wednesday
10/9/2014 Thursday
10/10/2014 Friday
10/13/2014 Monday
10/14/2014 Tuesday
10/15/2014 Wednesday
10/16/2014 Thursday
10/17/2014 Friday
10/20/2014 Monday
10/21/2014 Tuesday
10/22/2014 Wednesday
10/23/2014 Thursday
10/24/2014 Friday
10/27/2014 Monday
10/28/2014 Tuesday
10/29/2014 Wednesday
10/30/2014 Thursday
10/31/2014 Friday
11/3/2014 Monday
11/4/2014 Tuesday
11/5/2014 Wednesday
11/6/2014 Thursday
11/7/2014 Friday
11/10/2014 Monday
11/11/2014 Tuesday
11/12/2014 Wednesday
11/13/2014 Thursday
11/14/2014 Friday
11/17/2014 Monday
11/18/2014 Tuesday
11/19/2014 Wednesday
11/20/2014 Thursday
11/21/2014 Friday
11/24/2014 Monday
11/25/2014 Tuesday
11/26/2014 Wednesday
11/28/2014 Friday
12/1/2014 Monday
12/2/2014 Tuesday
12/3/2014 Wednesday
12/4/2014 Thursday
12/5/2014 Friday

5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
5
1
2
3
4
5

88.45
88.56
87.11
88.11
85.71
86.27
83.91
84.14
82.08
81.74
83.83
85.52
87.54
87.1
87.99
88.61
88.45
89.93
89.53
90.22
91.38
91.71
90.35
91
92
90
89.78
89.98
89.9
90.49
90.8
90.41
90.28
89.82
88.9
88.96
90.58
91.65
91.92
92.51
92.7
93.47
93.11
93.23
93.76

45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89

12/8/2014 Monday
12/9/2014 Tuesday
12/10/2014 Wednesday
12/11/2014 Thursday
12/12/2014 Friday
12/15/2014 Monday
12/16/2014 Tuesday
12/17/2014 Wednesday
12/18/2014 Thursday
12/19/2014 Friday
12/22/2014 Monday
12/23/2014 Tuesday
12/24/2014 Wednesday
12/26/2014 Friday
12/29/2014 Monday
12/30/2014 Tuesday
12/31/2014 Wednesday
1/2/2015 Friday
1/5/2015 Monday
1/6/2015 Tuesday
1/7/2015 Wednesday
1/8/2015 Thursday
1/9/2015 Friday
1/12/2015 Monday
1/13/2015 Tuesday
1/14/2015 Wednesday
1/15/2015 Thursday
1/16/2015 Friday
1/20/2015 Tuesday
1/21/2015 Wednesday
1/22/2015 Thursday
1/23/2015 Friday
1/26/2015 Monday
1/27/2015 Tuesday
1/28/2015 Wednesday
1/29/2015 Thursday
1/30/2015 Friday
2/2/2015 Monday
2/3/2015 Tuesday
2/4/2015 Wednesday
2/5/2015 Thursday
2/6/2015 Friday
2/9/2015 Monday
2/10/2015 Tuesday
2/11/2015 Wednesday

1
2
3
4
5
1
2
3
4
5
1
2
3
5
1
2
3
5
1
2
3
4
5
1
2
3
4
5
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3

93.8
92.94
91.63
91.75
91.49
90.9
90.17
91.38
92.61
92.89
94.2
94.69
94.42
95.03
95.5
94.7
94.19
93.75
92.38
91.89
92.83
93.79
94.25
94.46
95.19
94.23
94.35
95.18
94.74
94.17
95.15
94.72
94.97
93.97
92.67
93.22
90.96
91.93
94.1
101.28
102.64
102.02
101.73
101.92
101.87

90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134

2/12/2015 Thursday
2/13/2015 Friday
2/17/2015 Tuesday
2/18/2015 Wednesday
2/19/2015 Thursday
2/20/2015 Friday
2/23/2015 Monday
2/24/2015 Tuesday
2/25/2015 Wednesday
2/26/2015 Thursday
2/27/2015 Friday
3/2/2015 Monday
3/3/2015 Tuesday
3/4/2015 Wednesday
3/5/2015 Thursday
3/6/2015 Friday
3/9/2015 Monday
3/10/2015 Tuesday
3/11/2015 Wednesday
3/12/2015 Thursday
3/13/2015 Friday
3/16/2015 Monday
3/17/2015 Tuesday
3/18/2015 Wednesday
3/19/2015 Thursday
3/20/2015 Friday
3/23/2015 Monday
3/24/2015 Tuesday
3/25/2015 Wednesday
3/26/2015 Thursday
3/27/2015 Friday

4
5
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5
1
2
3
4
5

103.58
104.17
104.12
103.86
103.89
104.55
104.99
104.67
105.57
104.56
104.08
105.89
106.35
105.57
105.03
103.82
105.26
103.09
102.89
107.17
106.44
107.37
106.96
107.97
107.37
108.43

135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165

isney Closing Prices - Seasonal Dummy

Coded Time ^2 Coded Time ^3 Monday
1
1
4
8
9
27
16
64
25
125
36
216
49
343
64
512
81
729
100
1000
121
1331
144
1728
169
2197
196
2744
225
3375
256
4096
289
4913
324
5832
361
6859
400
8000
441
9261
484
10648
529
12167
576
13824
625
15625
676
17576
729
19683
784
21952
841
24389
900
27000
961
29791
1024
32768
1089
35937
1156
39304
1225
42875
1296
46656
1369
50653
1444
54872
1521
59319
1600
64000
1681
68921
1764
74088
1849
79507
1936
85184

Tuesday
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0

Wednesday
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0

0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0

2025
2116
2209
2304
2401
2500
2601
2704
2809
2916
3025
3136
3249
3364
3481
3600
3721
3844
3969
4096
4225
4356
4489
4624
4761
4900
5041
5184
5329
5476
5625
5776
5929
6084
6241
6400
6561
6724
6889
7056
7225
7396
7569
7744
7921

91125
97336
103823
110592
117649
125000
132651
140608
148877
157464
166375
175616
185193
195112
205379
216000
226981
238328
250047
262144
274625
287496
300763
314432
328509
343000
357911
373248
389017
405224
421875
438976
456533
474552
493039
512000
531441
551368
571787
592704
614125
636056
658503
681472
704969

0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
1
0
0
0
0

0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
1
0
0
0

0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
1
0
0

8100
8281
8464
8649
8836
9025
9216
9409
9604
9801
10000
10201
10404
10609
10816
11025
11236
11449
11664
11881
12100
12321
12544
12769
12996
13225
13456
13689
13924
14161
14400
14641
14884
15129
15376
15625
15876
16129
16384
16641
16900
17161
17424
17689
17956

729000
753571
778688
804357
830584
857375
884736
912673
941192
970299
1000000
1030301
1061208
1092727
1124864
1157625
1191016
1225043
1259712
1295029
1331000
1367631
1404928
1442897
1481544
1520875
1560896
1601613
1643032
1685159
1728000
1771561
1815848
1860867
1906624
1953125
2000376
2048383
2097152
2146689
2197000
2248091
2299968
2352637
2406104

1
0
0
0
0
1
0
0
0
0
1
0
0
0
1
0
0
0
1
0
0
0
0
1
0
0
0
0
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0

0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
1
0
0
0
1
0
0
0
0
1
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0

0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
1
0
0
0
1
0
0
0
0
1
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1

18225
18496
18769
19044
19321
19600
19881
20164
20449
20736
21025
21316
21609
21904
22201
22500
22801
23104
23409
23716
24025
24336
24649
24964
25281
25600
25921
26244
26569
26896
27225

2460375
2515456
2571353
2628072
2685619
2744000
2803221
2863288
2924207
2985984
3048625
3112136
3176523
3241792
3307949
3375000
3442951
3511808
3581577
3652264
3723875
3796416
3869893
3944312
4019679
4096000
4173281
4251528
4330747
4410944
4492125

0
0
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0

0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0

0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0

SUMMARY OUTPUT
Thursday

Forecasts
0
88.637
0
88.689
0
88.619
0
88.581
1
88.554
0
88.625
0
88.676
0
88.604
0
88.565
1
88.536
0
88.607
0
88.656
0
88.583
0
88.544
1
88.515
0
88.586
0
88.635
0
88.563
0
88.524
1
88.496
0
88.567
0
88.550
0
88.512
1
88.486
0
88.558
0
88.611
0
88.542
0
88.507
1
88.483
0
88.558
0
88.614
0
88.548
0
88.516
1
88.496
0
88.575
0
88.635
0
88.573
0
88.546
1
88.530
0
88.614
0
88.679
0
88.623
0
88.601
1
88.591

Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations

0.939
0.882
0.876
2.221
160

ANOVA
df
Regression
Residual
Total

7
152
159
Coefficients
88.638
-0.001
0.000
0.000
0.054
-0.015
-0.050
-0.074

Intercept
Coded Time
Coded Time ^2
Coded Time ^3
Monday
Tuesday
Wednesday
Thursday

RESIDUAL OUTPUT
Observation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16

Predicted Close
88.637
88.689
88.619
88.581
88.554
88.625
88.676
88.604
88.565
88.536
88.607
88.656
88.583
88.544
88.515
88.586

0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
0
0
0
0
1
0

88.681
88.752
88.702
88.687
88.683
88.780
88.858
88.815
88.808
88.812
88.917
89.003
88.969
88.969
88.982
89.096
89.191
89.166
89.177
89.200
89.323
89.428
89.414
89.435
89.468
89.603
89.720
89.716
89.749
89.794
89.941
90.070
90.079
90.124
90.182
90.342
90.484
90.506
90.565
90.712
90.865
90.899
90.969
91.053
91.239

17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61

88.635
88.563
88.524
88.496
88.567
88.550
88.512
88.486
88.558
88.611
88.542
88.507
88.483
88.558
88.614
88.548
88.516
88.496
88.575
88.635
88.573
88.546
88.530
88.614
88.679
88.623
88.601
88.591
88.681
88.752
88.702
88.687
88.683
88.780
88.858
88.815
88.808
88.812
88.917
89.003
88.969
88.969
88.982
89.096
89.191

0
0
0
1
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
1
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0

91.407
91.456
91.542
91.642
91.843
92.028
92.093
92.195
92.312
92.530
92.732
92.815
92.934
93.143
93.358
93.456
93.590
93.814
94.044
94.157
94.307
94.471
94.739
94.989
95.122
95.292
95.477
95.765
95.968
96.154
96.356
96.661
96.950
97.121
97.330
97.554
97.881
98.193
98.387
98.618
98.866
99.217
99.551
99.769
100.025

62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106

89.166
89.177
89.200
89.323
89.428
89.414
89.435
89.468
89.603
89.720
89.716
89.749
89.794
89.941
90.070
90.079
90.124
90.182
90.342
90.484
90.506
90.565
90.712
90.865
90.899
90.969
91.053
91.239
91.407
91.456
91.542
91.642
91.843
92.028
92.093
92.195
92.312
92.530
92.732
92.815
92.934
93.143
93.358
93.456
93.590

1
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0

100.297
100.672
100.963
101.239
101.530
101.926
102.306
102.569
102.871
103.189
103.610
104.017
104.307
104.635
104.980
105.429
105.863
106.181
106.537
106.910
107.387
107.850
108.196
108.582
108.984
109.490
109.982
110.358
110.774
111.206
111.743

107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151

93.814
94.044
94.157
94.307
94.471
94.739
94.989
95.122
95.292
95.477
95.765
95.968
96.154
96.356
96.661
96.950
97.121
97.330
97.554
97.881
98.193
98.387
98.618
98.866
99.217
99.551
99.769
100.025
100.297
100.672
100.963
101.239
101.530
101.926
102.306
102.569
102.871
103.189
103.610
104.017
104.307
104.635
104.980
105.429
105.863

152
153
154
155
156
157
158
159
160

106.181
106.537
106.910
107.387
107.850
108.196
108.582
108.984
109.490

SS
MS
5598.527 799.790
749.775
4.933
6348.303
Standard Error
t Stat
0.790 112.227
0.039
-0.019
0.001
-0.483
0.000
2.992
0.557
0.096
0.543
-0.027
0.543
-0.092
0.557
-0.133

F
Significance F
162.139
0.000

P-value
0.000
0.985
0.630
0.003
0.924
0.978
0.927
0.894

MAD
1.702
Residuals
-3.257
-1.449
-1.869
-1.991
-3.044
-1.775
-1.176
-1.394
-0.965
0.074
0.673
1.314
1.507
1.296
1.865
1.904

AE
3.257
1.449
1.869
1.991
3.044
1.775
1.176
1.394
0.965
0.074
0.673
1.314
1.507
1.296
1.865
1.904

Lower 95%
Upper 95%
87.078
90.198
-0.077
0.076
-0.001
0.001
0.000
0.000
-1.046
1.153
-1.087
1.058
-1.122
1.023
-1.174
1.026

MSE
4.686
Error Sq
10.608
2.100
3.493
3.966
9.267
3.152
1.382
1.943
0.931
0.005
0.453
1.727
2.270
1.680
3.477
3.627

MAPE
0.018
APE
0.038
0.017
0.022
0.023
0.036
0.020
0.013
0.016
0.011
0.001
0.008
0.015
0.017
0.014
0.021
0.021

1.745
1.457
1.846
1.734
1.313
2.250
2.428
1.654
2.382
1.949
1.058
1.013
1.487
1.112
1.466
1.722
1.814
1.844
1.915
0.655
-0.263
0.904
-0.460
0.126
0.151
0.407
-1.111
-1.801
-0.231
-0.192
-1.592
-0.577
-2.973
-2.510
-4.948
-4.675
-6.728
-7.072
-5.087
-3.483
-1.429
-1.869
-0.992
-0.486
-0.741

1.745
1.457
1.846
1.734
1.313
2.250
2.428
1.654
2.382
1.949
1.058
1.013
1.487
1.112
1.466
1.722
1.814
1.844
1.915
0.655
0.263
0.904
0.460
0.126
0.151
0.407
1.111
1.801
0.231
0.192
1.592
0.577
2.973
2.510
4.948
4.675
6.728
7.072
5.087
3.483
1.429
1.869
0.992
0.486
0.741

3.045
2.123
3.407
3.006
1.723
5.064
5.895
2.737
5.673
3.800
1.120
1.027
2.212
1.236
2.150
2.966
3.290
3.401
3.666
0.429
0.069
0.817
0.212
0.016
0.023
0.166
1.234
3.244
0.053
0.037
2.534
0.332
8.840
6.301
24.482
21.859
45.260
50.014
25.877
12.129
2.041
3.494
0.985
0.236
0.549

0.019
0.016
0.020
0.019
0.015
0.025
0.027
0.018
0.026
0.022
0.012
0.011
0.017
0.012
0.016
0.019
0.020
0.020
0.021
0.007
0.003
0.010
0.005
0.001
0.002
0.005
0.013
0.021
0.003
0.002
0.018
0.007
0.035
0.029
0.059
0.056
0.082
0.087
0.061
0.041
0.016
0.021
0.011
0.005
0.008

0.764
0.353
1.020
2.057
2.282
0.936
1.565
2.532
0.397
0.060
0.264
0.151
0.696
0.859
0.340
0.201
-0.304
-1.282
-1.382
0.096
1.144
1.355
1.798
1.835
2.571
2.141
2.177
2.521
2.393
1.484
0.088
0.108
-0.353
-1.128
-1.923
-0.815
0.298
0.360
1.468
1.875
1.486
1.887
2.142
1.244
0.600

0.764
0.353
1.020
2.057
2.282
0.936
1.565
2.532
0.397
0.060
0.264
0.151
0.696
0.859
0.340
0.201
0.304
1.282
1.382
0.096
1.144
1.355
1.798
1.835
2.571
2.141
2.177
2.521
2.393
1.484
0.088
0.108
0.353
1.128
1.923
0.815
0.298
0.360
1.468
1.875
1.486
1.887
2.142
1.244
0.600

0.583
0.125
1.041
4.230
5.206
0.876
2.450
6.409
0.157
0.004
0.069
0.023
0.484
0.738
0.116
0.040
0.092
1.644
1.910
0.009
1.308
1.836
3.234
3.369
6.611
4.584
4.739
6.356
5.727
2.201
0.008
0.012
0.125
1.271
3.699
0.665
0.089
0.129
2.156
3.517
2.207
3.562
4.587
1.548
0.360

0.008
0.004
0.011
0.023
0.025
0.010
0.017
0.028
0.004
0.001
0.003
0.002
0.008
0.009
0.004
0.002
0.003
0.014
0.016
0.001
0.012
0.015
0.019
0.020
0.028
0.023
0.023
0.027
0.026
0.016
0.001
0.001
0.004
0.012
0.021
0.009
0.003
0.004
0.016
0.020
0.016
0.020
0.022
0.013
0.006

-0.064
-1.664
-2.267
-1.477
-0.681
-0.489
-0.529
0.068
-1.062
-1.127
-0.585
-1.228
-1.984
-1.206
-1.941
-1.980
-3.151
-4.660
-4.334
-6.921
-6.263
-4.287
2.662
3.774
2.803
2.179
2.151
1.845
3.283
3.498
3.157
2.621
2.360
2.624
2.684
2.101
2.699
1.371
0.470
1.873
2.043
0.935
0.050
-1.609
-0.603

0.064
1.664
2.267
1.477
0.681
0.489
0.529
0.068
1.062
1.127
0.585
1.228
1.984
1.206
1.941
1.980
3.151
4.660
4.334
6.921
6.263
4.287
2.662
3.774
2.803
2.179
2.151
1.845
3.283
3.498
3.157
2.621
2.360
2.624
2.684
2.101
2.699
1.371
0.470
1.873
2.043
0.935
0.050
1.609
0.603

0.004
2.770
5.140
2.182
0.464
0.239
0.280
0.005
1.128
1.270
0.342
1.507
3.938
1.455
3.769
3.920
9.929
21.715
18.784
47.905
39.220
18.375
7.084
14.245
7.860
4.747
4.626
3.404
10.781
12.237
9.967
6.871
5.568
6.886
7.205
4.414
7.285
1.881
0.221
3.509
4.175
0.874
0.002
2.589
0.364

0.001
0.018
0.025
0.016
0.007
0.005
0.006
0.001
0.011
0.012
0.006
0.013
0.021
0.013
0.020
0.021
0.034
0.050
0.046
0.076
0.068
0.046
0.026
0.037
0.027
0.021
0.021
0.018
0.032
0.034
0.030
0.025
0.023
0.025
0.026
0.020
0.026
0.013
0.005
0.018
0.019
0.009
0.000
0.015
0.006

-3.091
-3.647
0.260
-0.947
-0.480
-1.236
-0.612
-1.614
-1.060

3.091
3.647
0.260
0.947
0.480
1.236
0.612
1.614
1.060

9.552
13.302
0.068
0.898
0.230
1.528
0.374
2.604
1.124

0.030
0.035
0.002
0.009
0.004
0.012
0.006
0.015
0.010

Disney Closing Prices (Seasonal Dummy)

120.000

100.000

80.000

closing prices

60.000

40.000

20.000

0.000
8/1/2014

9/1/2014

10/1/2014

11/1/2014

12/1/2014
time

Forecasts

Close

1/1/2015

2/1/2015

3/1/2015

Moving Average Comparison

MAD
MSE
MAPE
MA 3
0.9972
2.1422
0.0107
MA 5
0.9021
1.6780
0.0096
Moving Average 5 is slightly better than Moving Average 3.
Simple Exponential Smoothing

MAD

MSE
MAPE
0.7914 1.2773
0.0085

Trend Comparison
Adj Rsquared

MAD

0.7002
0.8733
0.8796

Linear
Quadratic
Cubic
Exponential

MSE

3.0045
1.7755
1.7005
2.8872

APE

11.8197
4.9630
4.6879
11.1858

0.0321
0.0193
0.0184
0.0308

Seasonal - Cubic
MAD

MSE

APE

1.70290
4.68834
0.01840
1.70159
4.68610
0.01838
Seasonal Dummy is slightly better than Seasonal Decomposition.
Decompostion
Dummy

x
x
x

MA 5
SES
CUBIC
S. DUMMY
Preliminary

x
SES
x
x
Final

WINNER

SES > MA 5
SES > Cubic
SES > Seasonal Dummy

MAPE Comparisons
.0085 > .0096
.0085 > .0184
.0085 > .0184