Question: decided AR and MA terms, and sp long return; but move the end date of the sample 10 days back. By using this equation, forecast

decided AR and MA terms, and sp long return; but move the end date of the sample 10 days back. By using this equation, forecast the last 10 days of your sample. Compare it with the actual values and comment about the MAE and RMSE.

- UNTILED Work 16000 16000 Object Wiew Pre Quick Option Window Help .06 .04 .02 .00 -02 Forecast: LONG RETURF Actual: LONG RETURN Forecast sample: 10/21/2020 10/30/.. Included observations: 8 Root Mean Squared Error 0.014541 Mean Absolute Error 0.012951 Mean Abs. Percent Error 304.7490 Theil Inequality Coef. 0.368319 Bias Proportion 0.047795 Variance Proportion 0.073302 Covariance Proportion 0.878903 Theil U2 Coefficient 1.107674 Symmetric MAPE 114,3862 -.04 -.06 -.08 21 22 23 26 27 28 29 30 2020m 10 LONG_RETURF Actuals +2 S.E. Command Type here to search D400 12 - UNTILED Work 16000 16000 Object Wiew Pre Quick Option Window Help .06 .04 .02 .00 -02 Forecast: LONG RETURF Actual: LONG RETURN Forecast sample: 10/21/2020 10/30/.. Included observations: 8 Root Mean Squared Error 0.014541 Mean Absolute Error 0.012951 Mean Abs. Percent Error 304.7490 Theil Inequality Coef. 0.368319 Bias Proportion 0.047795 Variance Proportion 0.073302 Covariance Proportion 0.878903 Theil U2 Coefficient 1.107674 Symmetric MAPE 114,3862 -.04 -.06 -.08 21 22 23 26 27 28 29 30 2020m 10 LONG_RETURF Actuals +2 S.E. Command Type here to search D400 12

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