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Consider the Facebook stock price which you have at the daily frequency for the month of December 2015. Your training set is composed of the
Consider the Facebook stock price which you have at the daily frequency for the month of December 2015. Your training set is composed of the first 16 observations while the test set contains observations 17 to 22 (see attached). Use the closing price ('Close'). Use the drift approach over the test and compute the MAPE.
Symbol Date Open High Low Close 2015-12-01 104.83 107.15 104.50 107.12 2015-12-02 107.00 107.92 105.79 106.07 106.27 106.85 103.35 2015-12-03 104.38 2015-12-04 104.81 107.73 104.11 106.18 2015-12-07 106.48 106.83 104.66 105.61 2015-12-08 104.00 106.91 103.95 106.49 2015-12-09 106.18 106.44 103.55 104.60 2015-12-10 105.05 106.40 104.41 105.42 2015-12-11 104.15 104.34 101.91 102.12 2015-12-14 102.29 104.74 101.46 104.66 2015-12-15 105.30 105.80 104.28 104.55 2015-12-16 105.37 107.09 104.19 106.79 2015-12-17 107.49 107.75 106.13 106.22 2015-12-18 106.08 106.59 103.97 104.04 2015-12-21 104.91 105.15 103.60 104.77 2015-12-22 105.22 105.66 104.81 105.51 2015-12-23 105.89 106.11 103.86 104.63 2015-12-24 104.74 105.32 104.50 105.02 2015-12-28 105.02 105.98 104.53 105.93 2015-12-29 106.42 107.74 106.25 107.26 2015-12-30 107.25 106.06 106.22 107.00 2015-12-31 106.00 106.17 104.62 104.66 1 FB 2 FB 3 FB 4 FB 5 FB 6 FB 7 FB 8 FB 9 FB 10 FB 11 FB 12 FB 13 FB 14 FB 15 FB 16 FB 17 FB 18 FB 19 FB 20 FB 21 FB 22 FB Adj_Close Volume 107.12 22781900 106.07 24429100 104.38 23236500 106.18 21224700 105.61 15474900 106.49 20401800 104.60 23517300 105.42 17414500 102.12 26427700 104.66 24648100 104.55 21764300 106.79 22680500 106.22 21675700 104.04 35994200 104.77 16138800 105.51 14597100 104.63 19599700 105.02 6501800 105.93 13069700 107.26 17179900 106.22 13115000 104.66 18298700 day 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 Symbol Date Open High Low Close 2015-12-01 104.83 107.15 104.50 107.12 2015-12-02 107.00 107.92 105.79 106.07 106.27 106.85 103.35 2015-12-03 104.38 2015-12-04 104.81 107.73 104.11 106.18 2015-12-07 106.48 106.83 104.66 105.61 2015-12-08 104.00 106.91 103.95 106.49 2015-12-09 106.18 106.44 103.55 104.60 2015-12-10 105.05 106.40 104.41 105.42 2015-12-11 104.15 104.34 101.91 102.12 2015-12-14 102.29 104.74 101.46 104.66 2015-12-15 105.30 105.80 104.28 104.55 2015-12-16 105.37 107.09 104.19 106.79 2015-12-17 107.49 107.75 106.13 106.22 2015-12-18 106.08 106.59 103.97 104.04 2015-12-21 104.91 105.15 103.60 104.77 2015-12-22 105.22 105.66 104.81 105.51 2015-12-23 105.89 106.11 103.86 104.63 2015-12-24 104.74 105.32 104.50 105.02 2015-12-28 105.02 105.98 104.53 105.93 2015-12-29 106.42 107.74 106.25 107.26 2015-12-30 107.25 106.06 106.22 107.00 2015-12-31 106.00 106.17 104.62 104.66 1 FB 2 FB 3 FB 4 FB 5 FB 6 FB 7 FB 8 FB 9 FB 10 FB 11 FB 12 FB 13 FB 14 FB 15 FB 16 FB 17 FB 18 FB 19 FB 20 FB 21 FB 22 FB Adj_Close Volume 107.12 22781900 106.07 24429100 104.38 23236500 106.18 21224700 105.61 15474900 106.49 20401800 104.60 23517300 105.42 17414500 102.12 26427700 104.66 24648100 104.55 21764300 106.79 22680500 106.22 21675700 104.04 35994200 104.77 16138800 105.51 14597100 104.63 19599700 105.02 6501800 105.93 13069700 107.26 17179900 106.22 13115000 104.66 18298700 day 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 Step by Step Solution
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