Moving Average - Storage
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Stat > Time Series > Moving Average > Storage

Stores various statistics from the moving average fit in the worksheet.

Dialog box items

Moving averages: Check to store the moving averages, which are averages of consecutive groups of data in a time series.

Fits (one-period-ahead forecasts): Check to store the fitted values. The uncentered moving average at time T is the fitted value for time T+1. You should store the fitted values if you want to generate diagnostic residual plots.

Residuals: Check to store the residuals. The residual at time T is the difference between the actual data at time T and the fitted value at time T. These residuals are used to calculate MAPE, MAD and MSD. If you store the residuals you can generate diagnostic plots using Autocorrelation.

Forecasts: Check to store the forecasts. This option is available only if you generated forecasts in the initial Moving Average dialog box.

Upper 95% Prediction Interval: Check to store the upper 95% prediction limits for the forecasts.

Lower 95% Prediction Interval: Check to store the lower 95% prediction limits for the forecasts.