Abstract
This paper presents a microcomputer program for time series forecasting. The program has been developed in GW-BASIC for Zenith 150 microcomputers which are IBM PC compatible. It utilizes Single exponential smoothing, Adaptive-response-rate single exponential smoothing, and Brown's double exponential smoothing methods to forecast the future values of a given time series. The program produces plots of the original time series and forecasted series as well as forecasting errors. It computes 90% and 95% confidence intervals for forecasted values and calculates the following statistics: Mean squared error, Mean absolute percentage error, Mean absolute error, Durbin-Watson statistic, and Theil's U statistic.
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