Stock Market Forecasts
This page creates forecasts for the weekly closing price of several stock market indices.
Index
Dow Jones Industrial Average
S&P 500 Index
NASDAQ Composite
Forecast Method
Random Walk
Simple Exponential Smoothing
Linear Exponential Smoothing
ARIMA Model #1
ARIMA Model #2
Model with Smallest MAPE
Forecast Limits
50%
90%
95%
99%
Week beginning
Forecast for Friday closing price
Lower 95% prediction limit
Upper 95% prediction limit
9/28/09
9662.82
9124.76
10200.9
10/5/09
9654.11
8906.96
10401.3
10/12/09
9645.41
8733.04
10557.8
10/19/09
9636.7
8582.14
10691.3
10/26/09
9628
8445.9
10810.1
One-Week Ahead Forecast Error Statistics
Root mean squared error (RMSE)
274.528
Mean absolute error (MAE)
194.317
Mean absolute percentage error (MAPE)
1.85313%
Mean error (ME)
-2.79607
Mean percentage error (MPE)
-0.0429556%
The above forecasts are provided to illustrate the capabilities of STATGRAPHICS Centurion XV. They should not be used to make actual buy or sell decisions, since many external factors can effect whether stock prices go up or down. StatPoint Technologies, Inc. is not responsible for the accuracy of the forecasts.
The STATGRAPHICS Forecast menu selection provides access to an extensive collection of forecasting methods.