turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- Analytics
- /
- Stat Procs
- /
- How to revise my forecasting equation to improve t...

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

07-13-2012 10:57 PM

Hi Collegues,

I have the attached data set.

Table 1 Column D calculates the roll rate of outstanding balance from delinquency cycle_1 to cycle_1.

Table 1 Cell c28 shows the moving sum equation I have used to forecast the value of that cell based on previous 24 months actual data.

Column N of Table 2 applies the same forecasting equation for a known data range and column P calculates how well our prediction equation does the forecasting.

Sad to say that the % absolute deviation is way too unacceptable.

Could any one help me to improve this equation to increase the forecasting precision.

Thanks

Mirisage

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

05-08-2013 06:30 PM

I have not completely reviewed your approach, but the first thing that jumps off the page at me is what appears to be a seasonal pattern that your method is not accounting for... look at June of each year for example. There is a significant drop off in roll rate each year at that time.

I see this post is over two years old.. I am sure you have figured this out by now.

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

05-08-2013 09:26 PM

Hi Craig,

Thank you for your contribution no problem even if the posting is old.

Regards

Mirisage