Refer to your Holt forecasts of the quarterly S&P 500 for 2015, Exercise 14.30. a. Calculate MAD,

Question:

Refer to your Holt forecasts of the quarterly S&P 500 for 2015, Exercise 14.30.
a. Calculate MAD, MAPE, and RMSE for the forecasts with w = .3 and v = .5.
b. Calculate MAD, MAPE, and RMSE for the forecasts with w = .7 and v = .5.
c. Compare MAD, MAPE, and RMSE for the two Holt forecasts models. Which model leads to more accurate forecasts?