This is seamingly a trivial question, but several have looked at my question and are also perplexed. I created a simple moving average prediction based on 100 data points in JMP. I would like someone's assistantce in replicating, in Excel, the forecast provided by JMP using the coefficients provided by JMP. Writing out the equation using actual numbers would be perfect for my needs. I have looked for sources with more than generalized formulas for hours now. The coefficients are as follows: Term Lag Estimate Std Error t Ratio Prob>|t| Constant Estimate MA1 1 -0.99849 0.433763 -2.3 0.0235 0.179165 Intercept 0 0.179165 0.248344 0.72 0.4724 The first 10 data points, forecast and residuals are provided below: Observation Actual Y Predicted Y Residual Y 1 1.2917 0.1792 1.1125 2 3.5004 0.7354 2.7649 3 2.1595 2.0225 0.1370 4 2.2476 0.2819 1.9657 5 2.2791 1.7517 0.5274 6 2.3501 0.6187 1.7315 7 1.2491 1.6633 -0.4141 8 0.9596 -0.1832 1.1428 9 1.2070 1.1950 0.0120 10 0.1668 0.1899 -0.0231 Could someone provide the math using the numbers in the tables that yields the Predicted Y for Observation 5 and 9 as an example? Thank you!
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