Forecasting Paper
Expl. Var, Matrix and Graph
| Month | Monthly Houston Apartment Rental Rates | Percent Change | Oil Prices per Barrel USD | Percent Change | Housing Starts Units 000's | Percent Change | S&P 500 Stock Index | Percent Change | |||||||||
| Jan-11 | 911 | 91.59 | 630 | 1271.87 | |||||||||||||
| Feb-11 | 874 | -4.06% | 89.54 | -2.24% | 517 | -17.94% | 1307.59 | 2.81% | |||||||||
| Mar-11 | 880 | 0.69% | 99.63 | 11.27% | 600 | 16.05% | 1306.33 | -0.10% | Correlation | ||||||||
| Apr-11 | 885 | 0.57% | 107.55 | 7.95% | 554 | -7.67% | 1332.41 | 2.00% | Oil | Housing | S&P | ||||||
| May-11 | 815 | -7.91% | 113.03 | 5.10% | 561 | 1.26% | 1361.22 | 2.16% | Oil | 1 | |||||||
| Jun-11 | 811 | -0.49% | 100.30 | -11.26% | 608 | 8.38% | 1314.55 | -3.43% | Housing | -0.7440562412 | 1 | ||||||
| Jul-11 | 822 | 1.36% | 94.81 | -5.47% | 623 | 2.47% | 1339.67 | 1.91% | S&P | -0.744993232 | 0.8985405098 | 1 | |||||
| Aug-11 | 992 | 20.68% | 94.98 | 0.18% | 585 | -6.10% | 1286.94 | -3.94% | |||||||||
| Sep-11 | 1,049 | 5.75% | 88.93 | -6.37% | 650 | 11.11% | 1204.42 | -6.41% | |||||||||
| Oct-11 | 1,044 | -0.48% | 77.34 | -13.03% | 610 | -6.15% | 1099.23 | -8.73% | |||||||||
| Nov-11 | 1,053 | 0.86% | 92.19 | 19.20% | 711 | 16.56% | 1218.28 | 10.83% | |||||||||
| Dec-11 | 1,098 | 4.27% | 100.20 | 8.69% | 694 | -2.39% | 1244.58 | 2.16% | |||||||||
| Jan-12 | 1,120 | 2.00% | 102.96 | 2.75% | 723 | 4.18% | 1277.06 | 2.61% | |||||||||
| Feb-12 | 1,188 | 6.07% | 97.63 | -5.18% | 704 | -2.63% | 1324.09 | 3.68% | |||||||||
| Mar-12 | 1,189 | 0.08% | 108.76 | 11.40% | 695 | -1.28% | 1374.09 | 3.78% | |||||||||
| Apr-12 | 1,223 | 2.86% | 105.25 | -3.23% | 753 | 8.35% | 1419.04 | 3.27% | |||||||||
| May-12 | 1,193 | -2.45% | 106.17 | 0.87% | 708 | -5.98% | 1405.82 | -0.93% | |||||||||
| Jun-12 | 1,132 | -5.11% | 83.17 | -21.66% | 757 | 6.92% | 1278.04 | -9.09% | |||||||||
| Jul-12 | 1,152 | 1.77% | 83.72 | 0.66% | 740 | -2.25% | 1365.51 | 6.84% | |||||||||
| Aug-12 | 1,155 | 0.26% | 88.99 | 6.29% | 754 | 1.89% | 1375.14 | 0.71% | |||||||||
| Sep-12 | 1,174 | 1.65% | 95.34 | 7.14% | 847 | 12.33% | 1404.94 | 2.17% | |||||||||
| Oct-12 | 1,140 | -2.90% | 92.44 | -3.04% | 915 | 8.03% | 1444.49 | 2.82% | |||||||||
| Nov-12 | 1,140 | 0.00% | 87.05 | -5.83% | 833 | -8.96% | 1427.59 | -1.17% | |||||||||
| Dec-12 | 1,177 | 3.25% | 88.69 | 1.88% | 976 | 17.17% | 1409.46 | -1.27% | |||||||||
| Jan-13 | 1,131 | -3.91% | 91.83 | 3.54% | 888 | -9.02% | 1462.42 | 3.76% | |||||||||
| Feb-13 | 1,115 | -1.41% | 97.46 | 6.13% | 970 | 9.23% | 1513.17 | 3.47% | |||||||||
| Mar-13 | 1,140 | 2.24% | 90.71 | -6.93% | 999 | 2.99% | 1518.20 | 0.33% | |||||||||
| Apr-13 | 1,162 | 1.93% | 97.10 | 7.04% | 826 | -17.32% | 1562.17 | 2.90% | |||||||||
| May-13 | 1,144 | -1.55% | 90.74 | -6.55% | 920 | 11.38% | 1582.70 | 1.31% | |||||||||
| Jun-13 | 1,133 | -0.96% | 93.41 | 2.94% | 852 | -7.39% | 1640.42 | 3.65% | |||||||||
| Jul-13 | 1,105 | -2.47% | 97.94 | 4.85% | 891 | 4.58% | 1614.96 | -1.55% | |||||||||
| Aug-13 | 1,107 | 0.18% | 107.93 | 10.20% | 898 | 0.79% | 1706.87 | 5.69% | |||||||||
| Sep-13 | 1,094 | -1.17% | 108.67 | 0.69% | 860 | -4.23% | 1639.77 | -3.93% | |||||||||
| Oct-13 | 1,099 | 0.46% | 102.09 | -6.06% | 921 | 7.09% | 1695.00 | 3.37% | |||||||||
| Nov-13 | 1,084 | -1.36% | 94.56 | -7.38% | 1104 | 19.87% | 1761.64 | 3.93% | |||||||||
| Dec-13 | 1,117 | 3.04% | 93.61 | -1.00% | 1010 | -8.51% | 1800.90 | 2.23% | |||||||||
| Jan-14 | 1,138 | 0.62% | 95.14 | 1.63% | 902 | -10.69% | 1831.98 | 1.73% | |||||||||
| Feb-14 | 1,092 | -4.04% | 96.44 | 1.37% | 948 | 5.10% | 1741.89 | -4.92% | |||||||||
| Mar-14 | 1,133 | 3.75% | 105.34 | 9.23% | 973 | 2.64% | 1845.73 | 5.96% | |||||||||
| Apr-14 | 1,157 | 2.12% | 99.69 | -5.36% | 1038 | 6.68% | 1885.52 | 2.16% | |||||||||
| May-14 | 1,209 | 4.49% | 99.69 | 0.00% | 987 | -4.91% | 1883.68 | -0.10% | |||||||||
| Jun-14 | 1,217 | 0.66% | 103.07 | 3.39% | 928 | -5.98% | 1924.97 | 2.19% | |||||||||
| Jul-14 | 1,196 | -1.73% | 106.06 | 2.90% | 1085 | 16.92% | 1973.32 | 2.51% | |||||||||
| Aug-14 | 1,176 | -1.67% | 97.86 | -7.73% | 984 | -9.31% | 1925.15 | -2.44% | |||||||||
| Sep-14 | 1,174 | -0.17% | 92.92 | -5.05% | 999 | 1.52% | 2002.28 | 4.01% | |||||||||
| Oct-14 | 1,191 | 1.45% | 90.74 | -2.35% | 1094 | 9.51% | 1946.16 | -2.80% | |||||||||
| Nov-14 | 1,230 | 3.27% | 80.53 | -11.25% | 994 | -9.14% | 2017.81 | 3.68% | |||||||||
| Dec-14 | 1,272 | 3.41% | 78.77 | -2.19% | 1081 | 8.75% | 2053.44 | 1.77% | |||||||||
| Jan-15 | 1,265 | -0.55% | 68.98 | -12.43% | 1101 | 1.85% | 2058.20 | 0.23% | |||||||||
| Feb-15 | 1,248 | -1.34% | 52.72 | -23.57% | 887 | -19.44% | 2020.85 | -1.81% | |||||||||
| Mar-15 | 1,260 | 0.96% | 49.25 | -6.58% | 974 | 9.81% | 2117.39 | 4.78% | |||||||||
| Apr-15 | 1,296 | 2.86% | 49.59 | 0.69% | 1200 | 23.20% | 2059.69 | -2.73% | |||||||||
| May-15 | 1,286 | -0.77% | 50.12 | 1.07% | 1066 | -11.17% | 2108.29 | 2.36% | |||||||||
| Jun-15 | 1,337 | 3.97% | 59.10 | 17.92% | 1201 | 12.66% | 2111.73 | 0.16% | |||||||||
| Jul-15 | 1,327 | -0.75% | 60.24 | 1.93% | 1140 | -5.08% | 2077.42 | -1.62% | |||||||||
| Aug-15 | 1,311 | -1.21% | 56.94 | -5.48% | 1134 | -0.53% | 2098.04 | 0.99% | |||||||||
| Sep-15 | 1,321 | 0.76% | 45.25 | -20.53% | 1209 | 6.61% | 1913.85 | -8.78% | |||||||||
| Oct-15 | 1,324 | 0.23% | 45.38 | 0.29% | 1059 | -12.41% | 1923.82 | 0.52% | |||||||||
| Nov-15 | 1,324 | 0.00% | 44.75 | -1.39% | 1176 | 11.05% | 2104.05 | 9.37% | |||||||||
| Dec-15 | 1,334 | 0.76% | 46.12 | 3.06% | 1138 | -3.23% | 2102.63 | -0.07% | |||||||||
| Jan-16 | 1,345 | 0.82% | 40.58 | -12.01% | 1123 | -1.32% | 2012.66 | -4.28% | |||||||||
| Feb-16 | 1,359 | 1.04% | 36.81 | -9.29% | 1209 | 7.66% | 1939.38 | -3.64% | |||||||||
| Mar-16 | 1,424 | 4.78% | 31.62 | -14.10% | 1128 | -6.70% | 1978.35 | 2.01% | |||||||||
| Apr-16 | 1,419 | -0.35% | 34.39 | 8.76% | 1164 | 3.19% | 2072.78 | 4.77% | |||||||||
| May-16 | 1,413 | -0.42% | 35.36 | 2.82% | 1119 | -3.87% | 2081.43 | 0.42% | |||||||||
| Jun-16 | 1,406 | -0.50% | 44.75 | 26.56% | 1190 | 6.34% | 2099.33 | 0.86% | |||||||||
| Jul-16 | 1,373 | -2.35% | 49.07 | 9.65% | 1223 | 2.77% | 2102.95 | 0.17% | |||||||||
| Aug-16 | 1,373 | 0.00% | 49.02 | -0.10% | 1164 | -4.82% | 2170.84 | 3.23% | |||||||||
| Sep-16 | 1,380 | 0.51% | 40.05 | -18.30% | 1062 | -8.76% | 2170.86 | 0.00% | |||||||||
| Oct-16 | 1,392 | 0.87% | 43.17 | 7.79% | 1328 | 25.05% | 2161.20 | -0.44% | |||||||||
| Nov-16 | 1,370 | -1.58% | 48.80 | 13.04% | 1149 | -13.48% | 2111.72 | -2.29% | |||||||||
| Dec-16 | 1,343 | -1.97% | 46.66 | -4.39% | 1268 | 10.36% | 2191.08 | 3.76% | |||||||||
| Jan-17 | 1,305 | -2.83% | 51.08 | 9.47% | 1236 | -2.52% | 2257.83 | 3.05% | |||||||||
| Feb-17 | 1,285 | -1.53% | 52.36 | 2.51% | 1288 | 4.21% | 2279.55 | 0.96% | |||||||||
| Mar-17 | 1,271 | -1.09% | 53.90 | 2.94% | 1189 | -7.69% | 2395.96 | 5.11% | |||||||||
| Apr-17 | 1,274 | 0.24% | 53.82 | -0.15% | 1154 | -2.94% | 2358.84 | -1.55% | |||||||||
| May-17 | 1,294 | 1.57% | 50.25 | -6.63% | 1129 | -2.17% | 2388.33 | 1.25% | |||||||||
| Jun-17 | 1,299 | 0.39% | 48.83 | -2.83% | 1217 | 7.79% | 2430.06 | 1.75% | |||||||||
| Jul-17 | 1,285 | -1.08% | 48.32 | -1.04% | 1185 | -2.63% | 2429.01 | -0.04% | |||||||||
| Aug-17 | 1,282 | -0.23% | 45.11 | -6.64% | 1172 | -1.10% | 2476.35 | 1.95% | |||||||||
| Sep-17 | 1,279 | -0.23% | 49.19 | 9.04% | 1135 | -3.16% | 2476.55 | 0.01% | |||||||||
| Oct-17 | 1,320 | 3.21% | 47.32 | -3.80% | 1290 | 13.66% | 2529.12 | 2.12% | |||||||||
MA Returns and Backtesting
| Month | Returns ??? | Moving Average Forecasted Values | Absolute Error | Absolute Percentage Error | |||||||||||||||
| Jan-11 | 5 Months | 10 Months | 20 Months | 50 Months | 5 Months | 10 Months | 20 Months | 50 Months | 5 Months | 10 Months | 20 Months | 50 Months | |||||||
| Feb-11 | 0.0447 | ||||||||||||||||||
| Mar-11 | -0.0241 | ||||||||||||||||||
| Apr-11 | 0.0360 | ||||||||||||||||||
| May-11 | 0.0052 | ||||||||||||||||||
| Jun-11 | -0.0258 | ||||||||||||||||||
| Jul-11 | 0.0350 | 0.0072 | FALSE | 0.00% | |||||||||||||||
| Aug-11 | 0.0568 | 0.0053 | 0.0516 | 90.74% | |||||||||||||||
| Sep-11 | 0.0983 | 0.0214 | 0.0768 | 78.18% | |||||||||||||||
| Oct-11 | -0.0136 | 0.0339 | 0.0475 | -349.04% | |||||||||||||||
| Nov-11 | -0.0542 | 0.0301 | 0.0844 | -155.56% | |||||||||||||||
| Dec-11 | 0.0589 | 0.0245 | 0.0158 | 0.0345 | 0.0431 | 58.51% | 73.14% | ||||||||||||
| Jan-12 | 0.0410 | 0.0292 | 0.0173 | 0.0118 | 0.0238 | 28.72% | 57.95% | ||||||||||||
| Feb-12 | -0.0539 | 0.0261 | 0.0238 | 0.0800 | 0.0776 | -148.40% | -144.11% | ||||||||||||
| Mar-12 | -0.0090 | -0.0044 | 0.0148 | 0.0046 | 0.0238 | -51.63% | -264.12% | ||||||||||||
| Apr-12 | 0.1026 | -0.0034 | 0.0134 | 0.1060 | 0.0892 | 103.35% | 86.98% | ||||||||||||
| May-12 | 0.1637 | 0.0279 | 0.0262 | 0.1358 | 0.1375 | 82.94% | 84.00% | ||||||||||||
| Jun-12 | 0.0444 | 0.0489 | 0.0391 | 0.0044 | 0.0054 | 9.98% | 12.11% | ||||||||||||
| Jul-12 | -0.0864 | 0.0496 | 0.0378 | 0.1360 | 0.1242 | -157.36% | -143.77% | ||||||||||||
| Aug-12 | -0.0185 | 0.0431 | 0.0193 | 0.0616 | 0.0379 | -332.66% | -204.56% | ||||||||||||
| Sep-12 | 0.0205 | 0.0412 | 0.0189 | 0.0207 | 0.0016 | 100.81% | 7.97% | ||||||||||||
| Oct-12 | 0.0267 | 0.0247 | 0.0263 | 0.0211 | 0.0019 | 0.0004 | 0.0056 | 7.29% | 1.32% | 21.00% | |||||||||
| Nov-12 | -0.0139 | -0.0027 | 0.0231 | 0.0202 | 0.0113 | 0.0370 | 0.0341 | -80.89% | -266.14% | -245.08% | |||||||||
| Dec-12 | -0.0596 | -0.0143 | 0.0176 | 0.0207 | 0.0453 | 0.0772 | 0.0803 | -75.96% | -129.56% | -134.72% | |||||||||
| Jan-13 | -0.1665 | -0.0090 | 0.0170 | 0.0159 | 0.1575 | 0.1835 | 0.1824 | -94.61% | -110.24% | -109.56% | |||||||||
| Feb-13 | 0.0451 | -0.0386 | 0.0013 | 0.0073 | 0.0837 | 0.0438 | 0.0378 | 185.50% | 97.13% | 83.76% | |||||||||
| Mar-13 | -0.0979 | -0.0336 | -0.0045 | 0.0109 | 0.0643 | 0.0935 | 0.1088 | -65.65% | -95.46% | -111.10% | |||||||||
| Apr-13 | 0.0233 | -0.0586 | -0.0306 | 0.0042 | 0.0818 | 0.0539 | 0.0190 | 351.75% | 231.59% | 81.85% | |||||||||
| May-13 | -0.0501 | -0.0511 | -0.0327 | 0.0025 | 0.0010 | 0.0174 | 0.0527 | -1.99% | -34.71% | -105.08% | |||||||||
| Jun-13 | -0.0490 | -0.0492 | -0.0291 | -0.0049 | 0.0003 | 0.0199 | 0.0441 | -0.54% | -40.58% | -90.04% | |||||||||
| Jul-13 | -0.0126 | -0.0257 | -0.0321 | -0.0066 | 0.0131 | 0.0195 | 0.0060 | -103.47% | -154.18% | -47.47% | |||||||||
| Aug-13 | 0.0072 | -0.0373 | -0.0355 | -0.0046 | 0.0445 | 0.0427 | 0.0118 | 618.61% | 593.27% | 163.49% | |||||||||
| Sep-13 | -0.0182 | -0.0163 | -0.0374 | -0.0072 | 0.0019 | 0.0192 | 0.0110 | -10.51% | -105.91% | -60.64% | |||||||||
| Oct-13 | -0.0110 | -0.0245 | -0.0378 | -0.0101 | 0.0136 | 0.0269 | 0.0009 | -123.74% | -244.89% | -7.84% | |||||||||
| Nov-13 | 0.0029 | -0.0167 | -0.0330 | -0.0080 | 0.0197 | 0.0359 | 0.0109 | 668.47% | 1221.53% | 370.94% | |||||||||
| Dec-13 | 0.0303 | -0.0063 | -0.0160 | -0.0074 | 0.0366 | 0.0463 | 0.0376 | 120.93% | 153.00% | 124.36% | |||||||||
| Jan-14 | -0.0081 | 0.0022 | -0.0175 | -0.0110 | 0.0104 | 0.0094 | 0.0028 | -127.58% | -114.98% | -34.80% | |||||||||
| Feb-14 | -0.0469 | -0.0008 | -0.0085 | -0.0196 | 0.0461 | 0.0384 | 0.0274 | -98.25% | -81.81% | -58.30% | |||||||||
| Mar-14 | 0.0219 | -0.0066 | -0.0156 | -0.0241 | 0.0285 | 0.0375 | 0.0460 | 130.03% | 171.08% | 210.29% | |||||||||
| Apr-14 | 0.0058 | -0.0000 | -0.0084 | -0.0187 | 0.0058 | 0.0141 | 0.0245 | 100.04% | 245.17% | 425.31% | |||||||||
| May-14 | -0.0212 | 0.0006 | -0.0029 | -0.0175 | 0.0217 | 0.0183 | 0.0037 | -102.65% | -86.37% | -17.25% | |||||||||
| Jun-14 | -0.0132 | -0.0097 | -0.0037 | -0.0196 | 0.0035 | 0.0095 | 0.0064 | -26.31% | -71.67% | -48.56% | |||||||||
| Jul-14 | 0.0527 | -0.0107 | -0.0058 | -0.0216 | 0.0634 | 0.0584 | 0.0742 | 120.38% | 110.97% | 141.01% | |||||||||
| Aug-14 | -0.0017 | 0.0092 | 0.0013 | -0.0183 | 0.0109 | 0.0030 | 0.0166 | -639.79% | -176.75% | -973.09% | |||||||||
| Sep-14 | 0.0822 | 0.0045 | 0.0022 | -0.0154 | 0.0778 | 0.0800 | 0.0976 | 94.57% | 97.28% | 118.69% | |||||||||
| Oct-14 | 0.0902 | 0.0198 | 0.0102 | -0.0029 | 0.0704 | 0.0800 | 0.0931 | 78.08% | 88.73% | 103.26% | |||||||||
| Nov-14 | -0.0099 | 0.0420 | 0.0162 | -0.0007 | 0.0519 | 0.0260 | 0.0092 | -524.82% | -263.28% | -93.11% | |||||||||
| Dec-14 | -0.0219 | 0.0427 | 0.0160 | 0.0037 | 0.0646 | 0.0379 | 0.0256 | -294.99% | -172.99% | -116.99% | |||||||||
| Jan-15 | 0.0397 | 0.0278 | 0.0185 | 0.0015 | 0.0119 | 0.0212 | 0.0383 | 30.05% | 53.46% | 96.32% | |||||||||
| Feb-15 | 0.0814 | 0.0361 | 0.0203 | 0.0060 | 0.0453 | 0.0611 | 0.0754 | 55.68% | 75.09% | 92.68% | |||||||||
| Mar-15 | 0.0039 | 0.0359 | 0.0278 | 0.0125 | 0.0320 | 0.0240 | 0.0086 | 825.14% | 617.29% | 221.46% | |||||||||
| Apr-15 | 0.0784 | 0.0186 | 0.0303 | 0.0133 | 0.0067 | 0.0598 | 0.0481 | 0.0651 | 0.0718 | 76.23% | 61.32% | 83.04% | 91.51% | ||||||
| May-15 | 0.0810 | 0.0363 | 0.0395 | 0.0169 | 0.0073 | 0.0447 | 0.0415 | 0.0642 | 0.0737 | 55.19% | 51.25% | 79.19% | 90.95% | ||||||
| Jun-15 | 0.0684 | 0.0569 | 0.0423 | 0.0218 | 0.0094 | 0.0115 | 0.0261 | 0.0466 | 0.0590 | 16.84% | 38.11% | 68.10% | 86.21% | ||||||
| Jul-15 | -0.0096 | 0.0626 | 0.0493 | 0.0258 | 0.0101 | 0.0722 | 0.0589 | 0.0353 | 0.0196 | -755.39% | -616.45% | -369.91% | -205.54% | ||||||
| Aug-15 | 0.0413 | 0.0444 | 0.0402 | 0.0252 | 0.0098 | 0.0031 | 0.0011 | 0.0161 | 0.0315 | 7.57% | 2.77% | 39.08% | 76.30% | ||||||
| Sep-15 | -0.0329 | 0.0519 | 0.0353 | 0.0257 | 0.0111 | 0.0848 | 0.0681 | 0.0586 | 0.0440 | -258.00% | -207.36% | -178.26% | -133.87% | ||||||
| Oct-15 | -0.0456 | 0.0297 | 0.0330 | 0.0245 | 0.0098 | 0.0753 | 0.0786 | 0.0701 | 0.0554 | -165.05% | -172.33% | -153.69% | -121.43% | ||||||
| Nov-15 | 0.0208 | 0.0043 | 0.0306 | 0.0245 | 0.0077 | 0.0164 | 0.0099 | 0.0038 | 0.0130 | 79.10% | 47.46% | 18.26% | 62.79% | ||||||
| Dec-15 | -0.0425 | -0.0052 | 0.0287 | 0.0245 | 0.0062 | 0.0373 | 0.0712 | 0.0670 | 0.0487 | -87.80% | -167.53% | -157.60% | -114.52% | ||||||
| Jan-16 | -0.0579 | -0.0118 | 0.0163 | 0.0221 | 0.0056 | 0.0461 | 0.0742 | 0.0800 | 0.0635 | -79.66% | -128.18% | -138.11% | -109.66% | ||||||
| Feb-16 | 0.0078 | -0.0316 | 0.0101 | 0.0202 | 0.0055 | 0.0395 | 0.0023 | 0.0124 | 0.0023 | 504.18% | 29.62% | 158.63% | 29.43% | ||||||
| Mar-16 | 0.0544 | -0.0235 | 0.0031 | 0.0213 | 0.0045 | 0.0779 | 0.0514 | 0.0332 | 0.0499 | 143.15% | 94.33% | 60.90% | 91.73% | ||||||
| Apr-16 | -0.0409 | -0.0035 | 0.0004 | 0.0214 | 0.0048 | 0.0375 | 0.0414 | 0.0623 | 0.0457 | -91.49% | -101.04% | -152.22% | -111.65% | ||||||
| May-16 | 0.0169 | -0.0158 | -0.0105 | 0.0194 | 0.0050 | 0.0327 | 0.0274 | 0.0025 | 0.0119 | 193.57% | 162.13% | 14.83% | 70.27% | ||||||
| Jun-16 | 0.0211 | -0.0039 | -0.0079 | 0.0162 | 0.0055 | 0.0251 | 0.0290 | 0.0050 | 0.0156 | 118.64% | 137.21% | 23.54% | 73.75% | ||||||
| Jul-16 | -0.0166 | 0.0119 | -0.0099 | 0.0127 | 0.0039 | 0.0285 | 0.0068 | 0.0293 | 0.0206 | -171.37% | -40.63% | -176.33% | -123.54% | ||||||
| Aug-16 | 0.0385 | 0.0070 | -0.0083 | 0.0124 | 0.0003 | 0.0315 | 0.0467 | 0.0261 | 0.0382 | 81.86% | 121.45% | 67.88% | 99.19% | ||||||
| Sep-16 | -0.0230 | 0.0038 | 0.0002 | 0.0154 | 0.0002 | 0.0268 | 0.0232 | 0.0384 | 0.0232 | -116.47% | -100.67% | -166.83% | -100.83% | ||||||
| Oct-16 | 0.0003 | 0.0074 | -0.0042 | 0.0122 | 0.0015 | 0.0071 | 0.0045 | 0.0120 | 0.0012 | 2686.20% | 1695.83% | 4526.12% | 451.36% | ||||||
| Nov-16 | -0.0032 | 0.0040 | 0.0001 | 0.0082 | 0.0018 | 0.0072 | 0.0032 | 0.0114 | 0.0050 | -227.40% | -101.72% | -357.90% | -157.78% | ||||||
| Dec-16 | -0.0189 | -0.0008 | 0.0055 | 0.0078 | 0.0014 | 0.0181 | 0.0245 | 0.0268 | 0.0203 | -95.70% | -129.20% | -141.38% | -107.19% | ||||||
| Jan-17 | -0.0088 | -0.0013 | 0.0029 | 0.0030 | 0.0004 | 0.0076 | 0.0117 | 0.0118 | 0.0093 | -85.59% | -132.28% | -133.59% | -105.08% | ||||||
| Feb-17 | -0.0632 | -0.0107 | -0.0035 | -0.0015 | 0.0006 | 0.0525 | 0.0598 | 0.0617 | 0.0638 | -83.02% | -94.51% | -97.59% | -100.87% | ||||||
| Mar-17 | -0.0062 | -0.0188 | -0.0057 | -0.0081 | 0.0005 | 0.0126 | 0.0005 | 0.0019 | 0.0067 | -202.17% | -8.23% | -30.38% | -107.68% | ||||||
| Apr-17 | 0.0341 | -0.0201 | -0.0080 | -0.0079 | 0.0037 | 0.0542 | 0.0421 | 0.0421 | 0.0304 | 158.87% | 123.50% | 123.27% | 89.20% | ||||||
| May-17 | 0.0370 | -0.0126 | -0.0067 | -0.0083 | 0.0035 | 0.0496 | 0.0437 | 0.0453 | 0.0335 | 134.16% | 118.18% | 122.45% | 90.63% | ||||||
| Jun-17 | 0.0271 | -0.0014 | -0.0014 | -0.0048 | 0.0062 | 0.0285 | 0.0284 | 0.0319 | 0.0209 | 105.34% | 105.02% | 117.76% | 77.24% | ||||||
| Jul-17 | -0.0452 | 0.0057 | -0.0025 | -0.0012 | 0.0062 | 0.0509 | 0.0427 | 0.0440 | 0.0514 | -112.70% | -94.46% | -97.40% | -113.81% | ||||||
| Aug-17 | -0.0169 | 0.0094 | -0.0047 | -0.0045 | 0.0063 | 0.0263 | 0.0122 | 0.0124 | 0.0233 | -155.27% | -72.11% | -73.57% | -137.45% | ||||||
| Sep-17 | -0.0824 | 0.0072 | -0.0064 | -0.0032 | 0.0070 | 0.0896 | 0.0759 | 0.0792 | 0.0893 | -108.76% | -92.19% | -96.13% | -108.47% | ||||||
| Oct-17 | 0.0552 | -0.0161 | -0.0144 | -0.0044 | 0.0056 | 0.0713 | 0.0696 | 0.0596 | 0.0496 | 129.12% | 125.99% | 107.99% | 89.89% | ||||||
| Nov-17 | Forecast | ERROR:#REF! | ERROR:#REF! | ERROR:#REF! | -0.0080 | MAE | 0.0427 | 0.0412 | 0.0385 | 0.0352 | MAPE | 27.20% | 25.75% | 50.67% | -12.55% | ||||
| Month | Returns ??? | Moving Average Forecasted Values | Absolute Error | Absolute Percentage Error | |||||||||||||||
| Jan-11 | 5 Months | 10 Months | 20 Months | 50 Months | 5 Months | 10 Months | 20 Months | 50 Months | 5 Months | 10 Months | 20 Months | 50 Months | |||||||
| Feb-11 | 0.0749 | ||||||||||||||||||
| Mar-11 | -0.0329 | ||||||||||||||||||
| Apr-11 | -0.0477 | ||||||||||||||||||
| May-11 | 0.0628 | ||||||||||||||||||
| Jun-11 | 0.0660 | ||||||||||||||||||
| Jul-11 | -0.0024 | 0.0246 | 0.0271 | -1113.70% | |||||||||||||||
| Aug-11 | -0.0259 | 0.0092 | 0.0350 | -135.38% | |||||||||||||||
| Sep-11 | 0.1042 | 0.0106 | 0.0936 | 89.86% | |||||||||||||||
| Oct-11 | 0.1065 | 0.0409 | 0.0656 | 61.57% | |||||||||||||||
| Nov-11 | -0.0533 | 0.0497 | 0.1030 | -193.20% | |||||||||||||||
| Dec-11 | 0.1029 | 0.0258 | 0.0252 | 0.0771 | 0.0777 | 74.91% | 75.49% | ||||||||||||
| Jan-12 | 0.1576 | 0.0469 | 0.0280 | 0.1107 | 0.1296 | 70.25% | 82.22% | ||||||||||||
| Feb-12 | -0.0616 | 0.0836 | 0.0471 | 0.1452 | 0.1086 | -235.77% | -176.47% | ||||||||||||
| Mar-12 | 0.0820 | 0.0504 | 0.0457 | 0.0315 | 0.0363 | 38.46% | 44.25% | ||||||||||||
| Apr-12 | -0.0441 | 0.0455 | 0.0476 | 0.0896 | 0.0917 | -203.28% | -208.02% | ||||||||||||
| May-12 | 0.1100 | 0.0474 | 0.0366 | 0.0626 | 0.0734 | 56.93% | 66.72% | ||||||||||||
| Jun-12 | -0.0026 | 0.0488 | 0.0478 | 0.0513 | 0.0504 | -2010.60% | -1973.69% | ||||||||||||
| Jul-12 | 0.1170 | 0.0167 | 0.0502 | 0.1002 | 0.0668 | 85.68% | 57.10% | ||||||||||||
| Aug-12 | 0.1224 | 0.0525 | 0.0514 | 0.0700 | 0.0710 | 57.16% | 57.98% | ||||||||||||
| Sep-12 | 0.0993 | 0.0605 | 0.0530 | 0.0388 | 0.0463 | 39.05% | 46.61% | ||||||||||||
| Oct-12 | -0.1137 | 0.0892 | 0.0683 | 0.0468 | 0.2029 | 0.1820 | 0.1605 | -178.46% | -160.06% | -141.12% | |||||||||
| Nov-12 | -0.0695 | 0.0445 | 0.0466 | 0.0373 | 0.1140 | 0.1161 | 0.1068 | -164.04% | -167.13% | -153.73% | |||||||||
| Dec-12 | -0.1284 | 0.0311 | 0.0239 | 0.0355 | 0.1595 | 0.1523 | 0.1639 | -124.23% | -118.64% | -127.66% | |||||||||
| Jan-13 | -0.3262 | -0.0180 | 0.0172 | 0.0315 | 0.3083 | 0.3435 | 0.3577 | -94.50% | -105.29% | -109.65% | |||||||||
| Feb-13 | -0.1973 | -0.1077 | -0.0236 | 0.0120 | 0.0896 | 0.1737 | 0.2093 | -45.43% | -88.05% | -106.09% | |||||||||
| Mar-13 | -0.1806 | -0.1670 | -0.0389 | -0.0011 | 0.0136 | 0.1417 | 0.1794 | -7.52% | -78.46% | -99.36% | |||||||||
| Apr-13 | -0.0655 | -0.1804 | -0.0680 | -0.0101 | 0.1149 | 0.0025 | 0.0554 | -175.53% | -3.79% | -84.64% | |||||||||
| May-13 | 0.0739 | -0.1796 | -0.0742 | -0.0120 | 0.2535 | 0.1481 | 0.0859 | 343.03% | 200.47% | 116.29% | |||||||||
| Jun-13 | 0.1095 | -0.1391 | -0.0785 | -0.0136 | 0.2486 | 0.1880 | 0.1230 | 227.10% | 171.75% | 112.38% | |||||||||
| Jul-13 | 0.0294 | -0.0520 | -0.0798 | -0.0134 | 0.0814 | 0.1092 | 0.0428 | 276.88% | 371.58% | 145.60% | |||||||||
| Aug-13 | 0.2971 | -0.0067 | -0.0868 | -0.0093 | 0.3038 | 0.3840 | 0.3064 | 102.24% | 129.22% | 103.12% | |||||||||
| Sep-13 | 0.0540 | 0.0889 | -0.0458 | 0.0004 | 0.0349 | 0.0997 | 0.0535 | 64.64% | 184.74% | 99.18% | |||||||||
| Oct-13 | -0.0063 | 0.1128 | -0.0334 | -0.0047 | 0.1191 | 0.0271 | 0.0016 | -1891.41% | -430.61% | -24.71% | |||||||||
| Nov-13 | 0.0073 | 0.0967 | -0.0212 | -0.0020 | 0.0894 | 0.0285 | 0.0093 | 1217.40% | 388.68% | 126.91% | |||||||||
| Dec-13 | 0.0093 | 0.0763 | 0.0122 | -0.0057 | 0.0670 | 0.0029 | 0.0150 | 721.40% | 30.84% | 161.42% | |||||||||
| Jan-14 | 0.0905 | 0.0723 | 0.0328 | -0.0030 | 0.0182 | 0.0577 | 0.0935 | 20.11% | 63.74% | 103.36% | |||||||||
| Feb-14 | 0.0036 | 0.0310 | 0.0599 | -0.0040 | 0.0273 | 0.0563 | 0.0076 | 751.54% | 1547.98% | 210.34% | |||||||||
| Mar-14 | 0.0269 | 0.0209 | 0.0668 | -0.0037 | 0.0060 | 0.0399 | 0.0306 | 22.37% | 148.33% | 113.76% | |||||||||
| Apr-14 | -0.0815 | 0.0275 | 0.0621 | -0.0082 | 0.1091 | 0.1437 | 0.0733 | -133.78% | -176.22% | -89.94% | |||||||||
| May-14 | 0.0929 | 0.0098 | 0.0430 | -0.0184 | 0.0831 | 0.0498 | 0.1113 | 89.49% | 53.66% | 119.81% | |||||||||
| Jun-14 | 0.0515 | 0.0265 | 0.0494 | -0.0187 | 0.0250 | 0.0021 | 0.0702 | 48.55% | 4.04% | 136.38% | |||||||||
| Jul-14 | 0.0285 | 0.0187 | 0.0248 | -0.0105 | 0.0099 | 0.0037 | 0.0390 | 34.55% | 13.02% | 136.68% | |||||||||
| Aug-14 | -0.1414 | 0.0237 | 0.0223 | -0.0056 | 0.1650 | 0.1637 | 0.1358 | -116.73% | -115.75% | -96.06% | |||||||||
| Sep-14 | 0.0224 | -0.0100 | 0.0088 | -0.0062 | 0.0324 | 0.0137 | 0.0287 | 144.58% | 60.94% | 127.70% | |||||||||
| Oct-14 | 0.0439 | 0.0108 | 0.0103 | 0.0112 | 0.0331 | 0.0336 | 0.0327 | 75.42% | 76.59% | 74.45% | |||||||||
| Nov-14 | -0.0890 | 0.0010 | 0.0137 | 0.0233 | 0.0900 | 0.1028 | 0.1123 | -101.11% | -115.43% | -126.14% | |||||||||
| Dec-14 | 0.1119 | -0.0271 | -0.0042 | 0.0279 | 0.1390 | 0.1161 | 0.0841 | 124.22% | 103.77% | 75.11% | |||||||||
| Jan-15 | 0.0183 | -0.0104 | 0.0066 | 0.0367 | 0.0287 | 0.0116 | 0.0185 | 157.14% | 63.79% | 101.15% | |||||||||
| Feb-15 | 0.0329 | 0.0215 | 0.0057 | 0.0339 | 0.0114 | 0.0272 | 0.0010 | 34.68% | 82.54% | 3.13% | |||||||||
| Mar-15 | 0.0864 | 0.0236 | 0.0172 | 0.0301 | 0.0628 | 0.0692 | 0.0563 | 72.71% | 80.11% | 65.16% | |||||||||
| Apr-15 | 0.0089 | 0.0321 | 0.0165 | 0.0330 | 0.0145 | 0.0232 | 0.0077 | 0.0241 | 0.0057 | 262.11% | 86.65% | 271.91% | 63.84% | ||||||
| May-15 | 0.0518 | 0.0517 | 0.0123 | 0.0186 | 0.0132 | 0.0002 | 0.0396 | 0.0333 | 0.0386 | 0.33% | 76.31% | 64.22% | 74.54% | ||||||
| Jun-15 | 0.1005 | 0.0397 | 0.0146 | 0.0184 | 0.0149 | 0.0609 | 0.0859 | 0.0821 | 0.0856 | 60.55% | 85.46% | 81.66% | 85.18% | ||||||
| Jul-15 | 0.0676 | 0.0561 | 0.0388 | 0.0238 | 0.0179 | 0.0114 | 0.0288 | 0.0438 | 0.0497 | 16.93% | 42.56% | 64.79% | 73.56% | ||||||
| Aug-15 | -0.0986 | 0.0631 | 0.0433 | 0.0268 | 0.0180 | 0.1616 | 0.1419 | 0.1254 | 0.1165 | -163.97% | -143.95% | -127.19% | -118.22% | ||||||
| Sep-15 | -0.0709 | 0.0261 | 0.0291 | 0.0214 | 0.0147 | 0.0969 | 0.1000 | 0.0923 | 0.0856 | -136.75% | -141.02% | -130.20% | -120.69% | ||||||
| Oct-15 | 0.0029 | 0.0101 | 0.0309 | 0.0133 | 0.0133 | 0.0072 | 0.0280 | 0.0104 | 0.0104 | 244.20% | 952.68% | 354.47% | 353.13% | ||||||
| Nov-15 | -0.0720 | 0.0003 | 0.0200 | 0.0133 | 0.0139 | 0.0723 | 0.0920 | 0.0853 | 0.0859 | -100.44% | -127.77% | -118.47% | -119.27% | ||||||
| Dec-15 | -0.1082 | -0.0342 | 0.0110 | 0.0084 | 0.0103 | 0.0740 | 0.1192 | 0.1166 | 0.1186 | -68.40% | -110.13% | -107.72% | -109.56% | ||||||
| Jan-16 | 0.1766 | -0.0693 | -0.0031 | 0.0070 | 0.0061 | 0.2460 | 0.1798 | 0.1696 | 0.1706 | 139.26% | 101.78% | 96.03% | 96.57% | ||||||
| Feb-16 | 0.0769 | -0.0143 | 0.0059 | 0.0112 | 0.0107 | 0.0912 | 0.0711 | 0.0657 | 0.0663 | 118.59% | 92.37% | 85.43% | 86.15% | ||||||
| Mar-16 | -0.0152 | 0.0153 | 0.0127 | 0.0125 | 0.0101 | 0.0305 | 0.0279 | 0.0277 | 0.0254 | -200.11% | -183.18% | -181.88% | -166.47% | ||||||
| Apr-16 | -0.0035 | 0.0116 | 0.0060 | 0.0103 | 0.0067 | 0.0152 | 0.0095 | 0.0138 | 0.0102 | -428.29% | -268.62% | -390.67% | -288.52% | ||||||
| May-16 | 0.0872 | 0.0253 | -0.0044 | 0.0172 | 0.0078 | 0.0619 | 0.0917 | 0.0700 | 0.0794 | 70.98% | 105.09% | 80.30% | 91.02% | ||||||
| Jun-16 | -0.0378 | 0.0644 | -0.0025 | 0.0204 | 0.0079 | 0.1022 | 0.0354 | 0.0583 | 0.0458 | -270.27% | -93.47% | -154.00% | -121.00% | ||||||
| Jul-16 | 0.0180 | 0.0215 | 0.0036 | 0.0163 | 0.0081 | 0.0036 | 0.0144 | 0.0016 | 0.0099 | 19.79% | 79.93% | 9.01% | 55.08% | ||||||
| Aug-16 | -0.1749 | 0.0097 | 0.0125 | 0.0217 | 0.0062 | 0.1846 | 0.1874 | 0.1966 | 0.1811 | -105.55% | -107.14% | -112.40% | -103.56% | ||||||
| Sep-16 | -0.0181 | -0.0222 | -0.0053 | 0.0073 | 0.0028 | 0.0041 | 0.0129 | 0.0255 | 0.0209 | -22.43% | -70.82% | -140.50% | -115.32% | ||||||
| Oct-16 | 0.0365 | -0.0251 | 0.0001 | 0.0055 | 0.0001 | 0.0616 | 0.0364 | 0.0310 | 0.0364 | 168.88% | 99.75% | 84.85% | 99.78% | ||||||
| Nov-16 | 0.0955 | -0.0353 | 0.0146 | 0.0057 | -0.0016 | 0.1308 | 0.0809 | 0.0898 | 0.0971 | 136.94% | 84.75% | 94.02% | 101.72% | ||||||
| Dec-16 | -0.0444 | -0.0086 | 0.0064 | 0.0062 | -0.0017 | 0.0358 | 0.0508 | 0.0505 | 0.0426 | -80.58% | -114.53% | -113.89% | -96.13% | ||||||
| Jan-17 | -0.0645 | -0.0211 | -0.0057 | 0.0035 | -0.0003 | 0.0435 | 0.0589 | 0.0680 | 0.0642 | -67.34% | -91.19% | -105.42% | -99.49% | ||||||
| Feb-17 | 0.0310 | 0.0010 | -0.0106 | -0.0023 | -0.0002 | 0.0300 | 0.0416 | 0.0333 | 0.0312 | 96.81% | 134.28% | 107.50% | 100.75% | ||||||
| Mar-17 | 0.0327 | 0.0108 | -0.0072 | -0.0058 | 0.0030 | 0.0219 | 0.0399 | 0.0385 | 0.0298 | 66.98% | 121.88% | 117.72% | 90.97% | ||||||
| Apr-17 | 0.0618 | 0.0101 | -0.0126 | -0.0075 | 0.0101 | 0.0517 | 0.0744 | 0.0693 | 0.0516 | 83.71% | 120.42% | 112.21% | 83.59% | ||||||
| May-17 | -0.0558 | 0.0033 | -0.0027 | 0.0005 | 0.0153 | 0.0591 | 0.0531 | 0.0563 | 0.0711 | -105.93% | -95.24% | -100.85% | -127.45% | ||||||
| Jun-17 | 0.0563 | 0.0010 | -0.0100 | 0.0012 | 0.0178 | 0.0553 | 0.0663 | 0.0550 | 0.0385 | 98.19% | 117.82% | 97.82% | 68.35% | ||||||
| Jul-17 | -0.0388 | 0.0252 | 0.0131 | 0.0039 | 0.0202 | 0.0640 | 0.0519 | 0.0427 | 0.0590 | -164.95% | -133.75% | -110.05% | -152.22% | ||||||
| Aug-17 | -0.0159 | 0.0112 | 0.0110 | 0.0056 | 0.0180 | 0.0272 | 0.0270 | 0.0215 | 0.0339 | -170.48% | -169.14% | -134.86% | -212.86% | ||||||
| Sep-17 | 0.0499 | 0.0015 | 0.0058 | 0.0102 | 0.0155 | 0.0484 | 0.0441 | 0.0397 | 0.0344 | 96.99% | 88.42% | 79.62% | 68.97% | ||||||
| Oct-17 | 0.0877 | -0.0009 | 0.0012 | 0.0038 | 0.0159 | 0.0886 | 0.0865 | 0.0839 | 0.0718 | 100.99% | 98.61% | 95.63% | 81.88% | ||||||
| Nov-17 | Forecast | ERROR:#REF! | ERROR:#REF! | ERROR:#REF! | 0.0091 | MAE | 0.0804 | 0.0807 | 0.0768 | 0.0603 | MAPE | -27.97% | 13.06% | 13.80% | -8.89% | ||||
| Month | Moving Average Forecasted Values | Absolute Error | Absolute Percentage Error | ||||||||||||||||
| Jan-11 | Returns ?? | 5 Months | 10 Months | 20 Months | 50 Months | 5 Months | 10 Months | 20 Months | 50 Months | 5 Months | 10 Months | 20 Months | 50 Months | ||||||
| Feb-11 | 0.1058 | ||||||||||||||||||
| Mar-11 | 0.0543 | ||||||||||||||||||
| Apr-11 | -0.0677 | ||||||||||||||||||
| May-11 | 0.0004 | ||||||||||||||||||
| Jun-11 | -0.0718 | ||||||||||||||||||
| Jul-11 | -0.0558 | 0.0042 | 0.0600 | -107.51% | |||||||||||||||
| Aug-11 | 0.0848 | -0.0281 | 0.1130 | 133.16% | |||||||||||||||
| Sep-11 | -0.0080 | -0.0220 | 0.0140 | -173.84% | |||||||||||||||
| Oct-11 | 0.0297 | -0.0101 | 0.0398 | 133.92% | |||||||||||||||
| Nov-11 | -0.0144 | -0.0042 | 0.0102 | -70.75% | |||||||||||||||
| Dec-11 | 0.1420 | 0.0072 | 0.0057 | 0.1348 | 0.1363 | 94.90% | 95.97% | ||||||||||||
| Jan-12 | -0.0567 | 0.0468 | 0.0093 | 0.1036 | 0.0661 | -182.52% | -116.47% | ||||||||||||
| Feb-12 | 0.0379 | 0.0185 | -0.0018 | 0.0194 | 0.0397 | 51.17% | 104.64% | ||||||||||||
| Mar-12 | 0.0814 | 0.0277 | 0.0088 | 0.0537 | 0.0726 | 65.97% | 89.18% | ||||||||||||
| Apr-12 | 0.0143 | 0.0380 | 0.0169 | 0.0237 | 0.0026 | 165.61% | 18.06% | ||||||||||||
| May-12 | 0.1915 | 0.0438 | 0.0255 | 0.1477 | 0.1659 | 77.13% | 86.67% | ||||||||||||
| Jun-12 | -0.2260 | 0.0537 | 0.0502 | 0.2797 | 0.2762 | -123.74% | -122.23% | ||||||||||||
| Jul-12 | 0.0561 | 0.0198 | 0.0192 | 0.0363 | 0.0370 | 64.70% | 65.86% | ||||||||||||
| Aug-12 | -0.0048 | 0.0235 | 0.0256 | 0.0283 | 0.0304 | -585.53% | -629.44% | ||||||||||||
| Sep-12 | 0.1270 | 0.0062 | 0.0221 | 0.1207 | 0.1048 | 95.11% | 82.58% | ||||||||||||
| Oct-12 | -0.0765 | 0.0287 | 0.0363 | 0.0210 | 0.1053 | 0.1128 | 0.0975 | -137.55% | -147.37% | -127.42% | |||||||||
| Nov-12 | 0.0183 | -0.0249 | 0.0144 | 0.0119 | 0.0432 | 0.0039 | 0.0064 | 235.84% | 21.29% | 35.11% | |||||||||
| Dec-12 | -0.0807 | 0.0240 | 0.0219 | 0.0101 | 0.1047 | 0.1026 | 0.0908 | -129.75% | -127.15% | -112.49% | |||||||||
| Jan-13 | -0.1338 | -0.0034 | 0.0100 | 0.0094 | 0.1304 | 0.1438 | 0.1432 | -97.49% | -107.51% | -107.05% | |||||||||
| Feb-13 | 0.0097 | -0.0291 | -0.0115 | 0.0027 | 0.0389 | 0.0212 | 0.0070 | 399.43% | 217.80% | 72.08% | |||||||||
| Mar-13 | -0.0180 | -0.0526 | -0.0119 | 0.0068 | 0.0346 | 0.0060 | 0.0248 | -192.73% | -33.62% | -137.81% | |||||||||
| Apr-13 | 0.0611 | -0.0409 | -0.0329 | 0.0087 | 0.1020 | 0.0940 | 0.0524 | 166.87% | 153.76% | 85.79% | |||||||||
| May-13 | -0.0795 | -0.0323 | -0.0042 | 0.0075 | 0.0472 | 0.0753 | 0.0870 | -59.35% | -94.77% | -109.44% | |||||||||
| Jun-13 | 0.0576 | -0.0321 | -0.0177 | 0.0039 | 0.0896 | 0.0753 | 0.0536 | 155.71% | 130.78% | 93.17% | |||||||||
| Jul-13 | -0.0065 | 0.0062 | -0.0115 | 0.0053 | 0.0127 | 0.0050 | 0.0118 | -195.63% | -77.11% | -182.14% | |||||||||
| Aug-13 | 0.1948 | 0.0030 | -0.0248 | 0.0057 | 0.1918 | 0.2196 | 0.1891 | 98.48% | 112.74% | 97.06% | |||||||||
| Sep-13 | -0.1463 | 0.0455 | 0.0023 | 0.0084 | 0.1918 | 0.1486 | 0.1546 | -131.11% | -101.58% | -105.71% | |||||||||
| Oct-13 | 0.0895 | 0.0040 | -0.0141 | 0.0039 | 0.0855 | 0.1037 | 0.0856 | 95.51% | 115.80% | 95.66% | |||||||||
| Nov-13 | -0.0540 | 0.0378 | 0.0029 | 0.0065 | 0.0918 | 0.0569 | 0.0605 | -170.05% | -105.32% | -111.97% | |||||||||
| Dec-13 | 0.0571 | 0.0155 | 0.0109 | -0.0003 | 0.0416 | 0.0462 | 0.0574 | 72.83% | 80.99% | 100.54% | |||||||||
| Jan-14 | 0.0603 | 0.0282 | 0.0156 | 0.0018 | 0.0320 | 0.0447 | 0.0584 | 53.17% | 74.13% | 96.96% | |||||||||
| Feb-14 | 0.0461 | 0.0013 | 0.0234 | -0.0047 | 0.0448 | 0.0227 | 0.0509 | 97.16% | 49.25% | 110.26% | |||||||||
| Mar-14 | -0.0409 | 0.0398 | 0.0219 | 0.0089 | 0.0807 | 0.0628 | 0.0498 | -197.26% | -153.54% | -121.69% | |||||||||
| Apr-14 | -0.0313 | 0.0137 | 0.0258 | 0.0040 | 0.0450 | 0.0570 | 0.0353 | -143.85% | -182.41% | -112.87% | |||||||||
| May-14 | -0.0201 | 0.0183 | 0.0169 | 0.0027 | 0.0384 | 0.0370 | 0.0228 | -190.72% | -183.89% | -113.43% | |||||||||
| Jun-14 | 0.0550 | 0.0028 | 0.0155 | -0.0047 | 0.0522 | 0.0395 | 0.0597 | 94.88% | 71.80% | 108.45% | |||||||||
| Jul-14 | -0.0070 | 0.0018 | 0.0015 | 0.0019 | 0.0087 | 0.0085 | 0.0089 | -125.35% | -122.07% | -127.61% | |||||||||
| Aug-14 | -0.0070 | -0.0089 | 0.0155 | 0.0007 | 0.0018 | 0.0225 | 0.0077 | -25.98% | -320.18% | -109.43% | |||||||||
| Sep-14 | 0.2231 | -0.0021 | 0.0058 | 0.0043 | 0.2252 | 0.2173 | 0.2187 | 100.93% | 97.39% | 98.05% | |||||||||
| Oct-14 | 0.0737 | 0.0488 | 0.0335 | 0.0222 | 0.0249 | 0.0402 | 0.0515 | 33.78% | 54.51% | 69.89% | |||||||||
| Nov-14 | 0.0028 | 0.0676 | 0.0352 | 0.0254 | 0.0647 | 0.0324 | 0.0226 | 2282.13% | 1140.70% | 795.13% | |||||||||
| Dec-14 | 0.0354 | 0.0571 | 0.0294 | 0.0264 | 0.0218 | 0.0059 | 0.0089 | 61.59% | 16.70% | 25.24% | |||||||||
| Jan-15 | 0.1114 | 0.0656 | 0.0284 | 0.0251 | 0.0459 | 0.0831 | 0.0863 | 41.15% | 74.55% | 77.44% | |||||||||
| Feb-15 | -0.0123 | 0.0893 | 0.0436 | 0.0347 | 0.1016 | 0.0559 | 0.0470 | -826.58% | -454.85% | -382.26% | |||||||||
| Mar-15 | 0.1968 | 0.0422 | 0.0455 | 0.0312 | 0.1546 | 0.1513 | 0.1656 | 78.56% | 76.88% | 84.15% | |||||||||
| Apr-15 | 0.0179 | 0.0668 | 0.0672 | 0.0414 | 0.0200 | 0.0490 | 0.0493 | 0.0235 | 0.0021 | 273.79% | 275.83% | 131.30% | 11.72% | ||||||
| May-15 | 0.1099 | 0.0698 | 0.0635 | 0.0325 | 0.0182 | 0.0400 | 0.0464 | 0.0774 | 0.0917 | 36.44% | 42.23% | 70.41% | 83.42% | ||||||
| Jun-15 | -0.0278 | 0.0847 | 0.0752 | 0.0453 | 0.0193 | 0.1125 | 0.1030 | 0.0731 | 0.0471 | -404.98% | -370.50% | -263.09% | -169.56% | ||||||
| Jul-15 | 0.1333 | 0.0569 | 0.0731 | 0.0395 | 0.0201 | 0.0764 | 0.0602 | 0.0938 | 0.1131 | 57.30% | 45.15% | 70.39% | 84.90% | ||||||
| Aug-15 | -0.1161 | 0.0860 | 0.0641 | 0.0488 | 0.0228 | 0.2021 | 0.1802 | 0.1649 | 0.1389 | -174.09% | -155.23% | -142.05% | -119.63% | ||||||
| Sep-15 | 0.0028 | 0.0234 | 0.0451 | 0.0402 | 0.0219 | 0.0206 | 0.0423 | 0.0373 | 0.0191 | 726.61% | 1492.22% | 1316.81% | 672.58% | ||||||
| Oct-15 | -0.0972 | 0.0204 | 0.0451 | 0.0373 | 0.0231 | 0.1177 | 0.1424 | 0.1345 | 0.1203 | -121.00% | -146.42% | -138.35% | -123.73% | ||||||
| Nov-15 | 0.2068 | -0.0210 | 0.0319 | 0.0301 | 0.0194 | 0.2278 | 0.1750 | 0.1767 | 0.1874 | 110.15% | 84.59% | 85.44% | 90.61% | ||||||
| Dec-15 | -0.2082 | 0.0259 | 0.0414 | 0.0425 | 0.0237 | 0.2342 | 0.2496 | 0.2507 | 0.2320 | -112.45% | -119.89% | -120.41% | -111.40% | ||||||
| Jan-16 | -0.0085 | -0.0424 | 0.0218 | 0.0337 | 0.0190 | 0.0339 | 0.0303 | 0.0422 | 0.0275 | -397.40% | -356.11% | -495.12% | -322.67% | ||||||
| Feb-16 | 0.0302 | -0.0209 | 0.0013 | 0.0342 | 0.0191 | 0.0510 | 0.0289 | 0.0041 | 0.0111 | 169.11% | 95.74% | 13.44% | 36.76% | ||||||
| Mar-16 | -0.0297 | -0.0154 | 0.0025 | 0.0330 | 0.0169 | 0.0143 | 0.0322 | 0.0627 | 0.0466 | -48.23% | -108.46% | -211.01% | -156.69% | ||||||
| Apr-16 | -0.0520 | -0.0019 | -0.0114 | 0.0319 | 0.0174 | 0.0501 | 0.0406 | 0.0839 | 0.0694 | -96.37% | -78.00% | -161.25% | -133.43% | ||||||
| May-16 | -0.0553 | -0.0537 | -0.0139 | 0.0296 | 0.0156 | 0.0017 | 0.0415 | 0.0849 | 0.0709 | -3.02% | -74.94% | -153.51% | -128.18% | ||||||
| Jun-16 | -0.1019 | -0.0231 | -0.0327 | 0.0157 | 0.0129 | 0.0788 | 0.0692 | 0.1176 | 0.1148 | -77.35% | -67.88% | -115.40% | -112.62% | ||||||
| Jul-16 | -0.0247 | -0.0418 | -0.0313 | 0.0069 | 0.0105 | 0.0171 | 0.0066 | 0.0316 | 0.0352 | -69.31% | -26.94% | -128.02% | -142.71% | ||||||
| Aug-16 | -0.0972 | -0.0527 | -0.0341 | 0.0055 | 0.0062 | 0.0445 | 0.0632 | 0.1028 | 0.1034 | -45.76% | -64.97% | -105.69% | -106.39% | ||||||
| Sep-16 | 0.0588 | -0.0662 | -0.0341 | -0.0011 | 0.0088 | 0.1250 | 0.0929 | 0.0599 | 0.0500 | 212.58% | 157.90% | 101.86% | 85.06% | ||||||
| Oct-16 | 0.0253 | -0.0441 | -0.0489 | -0.0037 | 0.0088 | 0.0693 | 0.0741 | 0.0290 | 0.0164 | 274.29% | 293.28% | 114.73% | 65.03% | ||||||
| Nov-16 | -0.0565 | -0.0279 | -0.0255 | -0.0018 | 0.0094 | 0.0285 | 0.0310 | 0.0546 | 0.0659 | -50.54% | -54.83% | -96.73% | -116.72% | ||||||
| Dec-16 | 0.0544 | -0.0189 | -0.0303 | -0.0145 | 0.0058 | 0.0732 | 0.0847 | 0.0689 | 0.0486 | 134.66% | 155.72% | 126.68% | 89.38% | ||||||
| Jan-17 | -0.1086 | -0.0030 | -0.0279 | -0.0127 | 0.0084 | 0.1056 | 0.0808 | 0.0960 | 0.1170 | -97.20% | -74.33% | -88.32% | -107.73% | ||||||
| Feb-17 | -0.0812 | -0.0053 | -0.0358 | -0.0236 | 0.0059 | 0.0758 | 0.0454 | 0.0575 | 0.0870 | -93.44% | -55.91% | -70.90% | -107.21% | ||||||
| Mar-17 | 0.0120 | -0.0333 | -0.0387 | -0.0263 | 0.0058 | 0.0453 | 0.0507 | 0.0382 | 0.0061 | 378.53% | 423.40% | 319.66% | 51.14% | ||||||
| Apr-17 | 0.0219 | -0.0360 | -0.0320 | -0.0323 | 0.0088 | 0.0579 | 0.0539 | 0.0542 | 0.0131 | 264.27% | 245.90% | 247.65% | 60.01% | ||||||
| May-17 | -0.0293 | -0.0203 | -0.0196 | -0.0254 | 0.0090 | 0.0090 | 0.0097 | 0.0038 | 0.0383 | -30.60% | -33.09% | -13.05% | -130.77% | ||||||
| Jun-17 | -0.0386 | -0.0370 | -0.0200 | -0.0270 | 0.0088 | 0.0015 | 0.0185 | 0.0115 | 0.0473 | -3.94% | -48.03% | -29.84% | -122.76% | ||||||
| Jul-17 | -0.0160 | -0.0230 | -0.0142 | -0.0241 | 0.0068 | 0.0070 | 0.0019 | 0.0081 | 0.0228 | -43.51% | -11.64% | -50.34% | -142.29% | ||||||
| Aug-17 | -0.0585 | -0.0100 | -0.0217 | -0.0353 | 0.0081 | 0.0485 | 0.0369 | 0.0233 | 0.0666 | -82.92% | -63.00% | -39.77% | -113.75% | ||||||
| Sep-17 | -0.0555 | -0.0241 | -0.0300 | -0.0278 | 0.0057 | 0.0314 | 0.0254 | 0.0277 | 0.0612 | -56.57% | -45.86% | -49.95% | -110.33% | ||||||
| Oct-17 | -0.0117 | -0.0396 | -0.0299 | -0.0301 | 0.0047 | 0.0279 | 0.0183 | 0.0185 | 0.0164 | -239.24% | -156.65% | -158.20% | -140.71% | ||||||
| Nov-17 | Forecast | ERROR:#REF! | ERROR:#REF! | ERROR:#REF! | -0.0283 | MAE | 0.0726 | 0.0706 | 0.0677 | 0.0673 | MAPE | 19.37% | 16.22% | 0.84% | -44.80% | ||||
| Month | |||||||||||||||||||
| Jan-11 | Returns ?? | Moving Average Forecasted Values | Absolute Error | Absolute Percentage Error | |||||||||||||||
| Feb-11 | 4.31% | 5 Months | 10 Months | 20 Months | 50 Months | 5 Months | 10 Months | 20 Months | 50 Months | 5 Months | 10 Months | 20 Months | 50 Months | ||||||
| Mar-11 | -2.67% | ||||||||||||||||||
| Apr-11 | -0.55% | ||||||||||||||||||
| May-11 | 5.79% | ||||||||||||||||||
| Jun-11 | 0.52% | ||||||||||||||||||
| Jul-11 | -1.17% | 0.0148 | 0.0265 | -227.00% | |||||||||||||||
| Aug-11 | -0.52% | 0.0039 | 0.0091 | -173.46% | |||||||||||||||
| Sep-11 | -4.22% | 0.0081 | 0.0503 | -119.30% | |||||||||||||||
| Oct-11 | 7.84% | 0.0008 | 0.0776 | 98.98% | |||||||||||||||
| Nov-11 | -1.15% | 0.0049 | 0.0164 | -142.77% | |||||||||||||||
| Dec-11 | 0.00% | 0.0016 | 0.0082 | 0.0016 | 0.0082 | ERROR:#DIV/0! | ERROR:#DIV/0! | ||||||||||||
| Jan-12 | 1.03% | 0.0039 | 0.0039 | 0.0064 | 0.0064 | 62.18% | 62.43% | ||||||||||||
| Feb-12 | -0.13% | 0.0070 | 0.0076 | 0.0083 | 0.0089 | -649.46% | -693.25% | ||||||||||||
| Mar-12 | 0.26% | 0.0152 | 0.0080 | 0.0126 | 0.0054 | 494.09% | 212.68% | ||||||||||||
| Apr-12 | 0.00% | 0.0000 | 0.0025 | 0.0000 | 0.0025 | ERROR:#DIV/0! | ERROR:#DIV/0! | ||||||||||||
| May-12 | 0.64% | 0.0023 | 0.0019 | 0.0041 | 0.0044 | 63.61% | 69.48% | ||||||||||||
| Jun-12 | -3.42% | 0.0036 | 0.0038 | 0.0378 | 0.0380 | -110.51% | -110.96% | ||||||||||||
| Jul-12 | 6.04% | -0.0053 | 0.0009 | 0.0657 | 0.0595 | 108.80% | 98.59% | ||||||||||||
| Aug-12 | -0.37% | 0.0070 | 0.0111 | 0.0107 | 0.0148 | -288.98% | -399.10% | ||||||||||||
| Sep-12 | 1.24% | 0.0058 | 0.0029 | 0.0067 | 0.0095 | 53.61% | 76.71% | ||||||||||||
| Oct-12 | 2.09% | 0.0082 | 0.0053 | 0.0067 | 0.0126 | 0.0156 | 0.0141 | 60.46% | 74.67% | 67.70% | |||||||||
| Nov-12 | -6.73% | 0.0111 | 0.0074 | 0.0056 | 0.0785 | 0.0747 | 0.0729 | -116.56% | -110.95% | -108.36% | |||||||||
| Dec-12 | -3.35% | 0.0045 | -0.0004 | 0.0036 | 0.0380 | 0.0331 | 0.0371 | -113.51% | -98.83% | -110.72% | |||||||||
| Jan-13 | -0.67% | -0.0142 | -0.0036 | 0.0022 | 0.0076 | 0.0031 | 0.0089 | -113.73% | -45.76% | -132.85% | |||||||||
| Feb-13 | 0.40% | -0.0148 | -0.0045 | -0.0010 | 0.0189 | 0.0086 | 0.0051 | 468.52% | 212.71% | 125.72% | |||||||||
| Mar-13 | -3.48% | -0.0165 | -0.0041 | -0.0011 | 0.0182 | 0.0306 | 0.0337 | -52.48% | -88.10% | -96.85% | |||||||||
| Apr-13 | 5.82% | -0.0276 | -0.0082 | -0.0022 | 0.0858 | 0.0664 | 0.0604 | 147.52% | 114.18% | 103.87% | |||||||||
| May-13 | -1.96% | -0.0025 | 0.0010 | 0.0009 | 0.0171 | 0.0206 | 0.0206 | -87.03% | -105.04% | -104.69% | |||||||||
| Jun-13 | 4.14% | 0.0002 | -0.0070 | 0.0020 | 0.0412 | 0.0484 | 0.0393 | 99.45% | 116.94% | 95.05% | |||||||||
| Jul-13 | 1.92% | 0.0098 | -0.0025 | 0.0002 | 0.0094 | 0.0217 | 0.0190 | 48.84% | 113.00% | 98.98% | |||||||||
| Aug-13 | -1.76% | 0.0129 | -0.0018 | 0.0017 | 0.0305 | 0.0158 | 0.0193 | -173.14% | -89.67% | -109.84% | |||||||||
| Sep-13 | 2.69% | 0.0163 | -0.0057 | 0.0009 | 0.0106 | 0.0326 | 0.0260 | 39.34% | 121.07% | 96.83% | |||||||||
| Oct-13 | 0.87% | 0.0101 | 0.0038 | 0.0017 | 0.0013 | 0.0050 | 0.0070 | 15.18% | 57.00% | 80.75% | |||||||||
| Nov-13 | -3.96% | 0.0157 | 0.0080 | 0.0022 | 0.0553 | 0.0475 | 0.0417 | -139.76% | -120.17% | -105.51% | |||||||||
| Dec-13 | -0.51% | -0.0005 | 0.0047 | 0.0001 | 0.0047 | 0.0098 | 0.0052 | -91.00% | -191.06% | -101.45% | |||||||||
| Jan-14 | 3.36% | -0.0053 | 0.0038 | -0.0002 | 0.0390 | 0.0299 | 0.0338 | 115.87% | 88.79% | 100.54% | |||||||||
| Feb-14 | 0.13% | 0.0049 | 0.0106 | 0.0012 | 0.0037 | 0.0094 | 0.0001 | 292.29% | 747.71% | 5.72% | |||||||||
| Mar-14 | -1.88% | -0.0002 | 0.0049 | 0.0030 | 0.0185 | 0.0237 | 0.0217 | -98.84% | -126.23% | -115.75% | |||||||||
| Apr-14 | -0.38% | -0.0057 | 0.0050 | -0.0010 | 0.0019 | 0.0088 | 0.0028 | -49.50% | -230.99% | -73.77% | |||||||||
| May-14 | 3.71% | 0.0014 | 0.0005 | -0.0010 | 0.0357 | 0.0366 | 0.0381 | 96.13% | 98.69% | 102.72% | |||||||||
| Jun-14 | 1.36% | 0.0099 | 0.0023 | 0.0002 | 0.0037 | 0.0113 | 0.0133 | 27.16% | 83.26% | 98.34% | |||||||||
| Jul-14 | -6.08% | 0.0059 | 0.0054 | -0.0001 | 0.0667 | 0.0662 | 0.0607 | -109.64% | -108.86% | -99.77% | |||||||||
| Aug-14 | 7.25% | -0.0066 | -0.0034 | 0.0002 | 0.0791 | 0.0759 | 0.0724 | 109.03% | 104.66% | 99.75% | |||||||||
| Sep-14 | 0.48% | 0.0117 | 0.0030 | 0.0055 | 0.0069 | 0.0018 | 0.0007 | 142.35% | 37.96% | 13.58% | |||||||||
| Oct-14 | 1.92% | 0.0134 | 0.0074 | 0.0061 | 0.0058 | 0.0118 | 0.0132 | 30.12% | 61.33% | 68.48% | |||||||||
| Nov-14 | -1.42% | 0.0099 | 0.0099 | 0.0068 | 0.0240 | 0.0240 | 0.0210 | -169.73% | -169.77% | -148.21% | |||||||||
| Dec-14 | 1.91% | 0.0043 | 0.0051 | 0.0079 | 0.0148 | 0.0140 | 0.0113 | 77.40% | 73.38% | 58.97% | |||||||||
| Jan-15 | -0.35% | 0.0203 | 0.0069 | 0.0059 | 0.0238 | 0.0104 | 0.0094 | -677.02% | -295.50% | -267.58% | |||||||||
| Feb-15 | -0.47% | 0.0051 | 0.0084 | 0.0067 | 0.0098 | 0.0131 | 0.0114 | -208.37% | -278.43% | -242.34% | |||||||||
| Mar-15 | -2.37% | 0.0032 | 0.0083 | 0.0044 | 0.0269 | 0.0320 | 0.0281 | -113.51% | -135.14% | -118.60% | |||||||||
| Apr-15 | 5.94% | -0.0054 | 0.0022 | 0.0023 | 0.0032 | 0.0648 | 0.0572 | 0.0571 | 0.0562 | 109.06% | 96.22% | 96.20% | 94.56% | ||||||
| May-15 | 6.18% | 0.0093 | 0.0068 | 0.0061 | 0.0036 | 0.0525 | 0.0550 | 0.0557 | 0.0582 | 84.91% | 88.95% | 90.12% | 94.24% | ||||||
| Jun-15 | 3.45% | 0.0179 | 0.0191 | 0.0079 | 0.0053 | 0.0166 | 0.0154 | 0.0266 | 0.0292 | 48.22% | 44.65% | 77.23% | 84.55% | ||||||
| Jul-15 | 1.15% | 0.0255 | 0.0153 | 0.0091 | 0.0061 | 0.0140 | 0.0038 | 0.0023 | 0.0053 | 122.16% | 33.36% | 20.24% | 46.53% | ||||||
| Aug-15 | 0.72% | 0.0287 | 0.0159 | 0.0117 | 0.0052 | 0.0215 | 0.0087 | 0.0045 | 0.0020 | 297.97% | 121.16% | 62.15% | 27.88% | ||||||
| Sep-15 | 2.15% | 0.0349 | 0.0147 | 0.0123 | 0.0052 | 0.0134 | 0.0067 | 0.0092 | 0.0162 | 62.38% | 31.35% | 42.68% | 75.60% | ||||||
| Oct-15 | 1.40% | 0.0273 | 0.0183 | 0.0117 | 0.0059 | 0.0133 | 0.0043 | 0.0023 | 0.0081 | 94.67% | 30.61% | 16.52% | 57.89% | ||||||
| Nov-15 | -2.57% | 0.0177 | 0.0178 | 0.0123 | 0.0063 | 0.0434 | 0.0435 | 0.0380 | 0.0320 | -169.07% | -169.32% | -148.07% | -124.49% | ||||||
| Dec-15 | 0.00% | 0.0057 | 0.0156 | 0.0120 | 0.0066 | 0.0057 | 0.0156 | 0.0120 | 0.0066 | ERROR:#DIV/0! | ERROR:#DIV/0! | ERROR:#DIV/0! | ERROR:#DIV/0! | ||||||
| Jan-16 | -2.43% | 0.0034 | 0.0160 | 0.0122 | 0.0050 | 0.0277 | 0.0404 | 0.0365 | 0.0294 | -114.01% | -166.00% | -150.10% | -120.76% | ||||||
| Feb-16 | -0.73% | -0.0029 | 0.0160 | 0.0091 | 0.0048 | 0.0044 | 0.0233 | 0.0164 | 0.0121 | -60.12% | -319.88% | -225.37% | -165.92% | ||||||
| Mar-16 | 3.45% | -0.0086 | 0.0093 | 0.0081 | 0.0046 | 0.0432 | 0.0252 | 0.0264 | 0.0299 | 125.05% | 73.01% | 76.62% | 86.54% | ||||||
| Apr-16 | 0.51% | -0.0045 | 0.0066 | 0.0128 | 0.0051 | 0.0096 | 0.0015 | 0.0078 | 0.0001 | 189.93% | 30.36% | 153.95% | 1.48% | ||||||
| May-16 | -3.42% | 0.0016 | 0.0036 | 0.0095 | 0.0053 | 0.0358 | 0.0379 | 0.0437 | 0.0395 | -104.67% | -110.66% | -127.67% | -115.37% | ||||||
| Jun-16 | 4.79% | -0.0052 | -0.0009 | 0.0075 | 0.0045 | 0.0532 | 0.0488 | 0.0404 | 0.0434 | 110.94% | 101.92% | 84.32% | 90.56% | ||||||
| Jul-16 | 0.10% | 0.0092 | 0.0032 | 0.0089 | 0.0055 | 0.0082 | 0.0022 | 0.0080 | 0.0045 | 825.86% | 217.10% | 800.05% | 451.32% | ||||||
| Aug-16 | -3.67% | 0.0109 | 0.0011 | 0.0097 | 0.0054 | 0.0476 | 0.0378 | 0.0464 | 0.0421 | -129.55% | -103.01% | -126.41% | -114.62% | ||||||
| Sep-16 | 2.47% | -0.0034 | -0.0040 | 0.0069 | 0.0053 | 0.0281 | 0.0287 | 0.0178 | 0.0194 | 113.73% | 116.05% | 72.07% | 78.49% | ||||||
| Oct-16 | -3.32% | 0.0005 | 0.0011 | 0.0083 | 0.0046 | 0.0337 | 0.0343 | 0.0415 | 0.0378 | -101.63% | -103.22% | -125.07% | -113.88% | ||||||
| Nov-16 | -2.71% | 0.0007 | -0.0023 | 0.0069 | 0.0040 | 0.0278 | 0.0248 | 0.0340 | 0.0311 | -102.74% | -91.68% | -125.50% | -114.86% | ||||||
| Dec-16 | 0.96% | -0.0143 | -0.0025 | 0.0067 | 0.0032 | 0.0239 | 0.0122 | 0.0029 | 0.0064 | 248.06% | 126.23% | 30.09% | 66.44% | ||||||
| Jan-17 | -0.42% | -0.0125 | -0.0008 | 0.0042 | 0.0030 | 0.0083 | 0.0034 | 0.0085 | 0.0072 | -195.61% | -80.30% | -200.09% | -170.94% | ||||||
| Feb-17 | -1.28% | -0.0060 | -0.0047 | 0.0009 | 0.0043 | 0.0067 | 0.0081 | 0.0137 | 0.0170 | -52.81% | -63.10% | -107.36% | -133.43% | ||||||
| Mar-17 | -3.34% | -0.0135 | -0.0065 | -0.0014 | 0.0047 | 0.0199 | 0.0269 | 0.0320 | 0.0381 | -59.51% | -80.56% | -95.74% | -114.02% | ||||||
| Apr-17 | 3.01% | -0.0136 | -0.0064 | -0.0037 | 0.0041 | 0.0437 | 0.0365 | 0.0338 | 0.0260 | 145.07% | 121.30% | 112.18% | 86.22% | ||||||
| May-17 | 0.11% | -0.0021 | -0.0082 | -0.0025 | 0.0047 | 0.0032 | 0.0093 | 0.0036 | 0.0036 | 297.41% | 857.16% | 332.95% | 331.38% | ||||||
| Jun-17 | -1.30% | -0.0038 | -0.0082 | -0.0035 | 0.0054 | 0.0091 | 0.0048 | 0.0094 | 0.0184 | -70.36% | -36.90% | -72.71% | -141.51% | ||||||
| Jul-17 | -0.77% | -0.0056 | -0.0058 | -0.0049 | 0.0040 | 0.0021 | 0.0019 | 0.0028 | 0.0116 | -27.06% | -24.24% | -36.22% | -151.68% | ||||||
| Aug-17 | 2.10% | -0.0046 | -0.0090 | -0.0040 | 0.0042 | 0.0255 | 0.0300 | 0.0250 | 0.0168 | 121.80% | 143.15% | 119.03% | 79.96% | ||||||
| Sep-17 | -0.97% | 0.0063 | -0.0036 | -0.0029 | 0.0038 | 0.0160 | 0.0061 | 0.0068 | 0.0135 | -164.78% | -62.67% | -69.77% | -138.99% | ||||||
| Oct-17 | 1.09% | -0.0017 | -0.0019 | -0.0022 | 0.0032 | 0.0126 | 0.0128 | 0.0131 | 0.0077 | 115.24% | 117.40% | 120.26% | 70.56% | ||||||
| Nov-17 | Forecast: | ERROR:#REF! | ERROR:#REF! | ERROR:#REF! | -0.0007 | MAE | 0.0245 | 0.0229 | 0.0234 | 0.0216 | ERROR:#DIV/0! | ERROR:#DIV/0! | ERROR:#DIV/0! | ERROR:#DIV/0! |
Sheet1
| Rental Vacancy Rate for Texas, Percent, Annual, Not Seasonally Adjusted | ||||||||
| Housing Starts: Total: New Privately Owned Housing Units Started, Thousands of Units, Monthly, Seasonally Adjusted Annual Rate $000's | ||||||||
| Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, Oklahoma, Dollars per Barrel, Daily, Not Seasonally Adjusted $dollars/ barrel | ||||||||
| Month | Apartment Rental Rates | % Change over time | Oil Prices | Housing Starts | TXRVAC | Vacany Rates | ||
| Jan-11 | 911 | 91.59 | 630 | 1/1/11 | 12.30% | |||
| Feb-11 | 874 | -4.06% | -4.06% | 89.54 | 517 | 12.30% | ||
| Mar-11 | 880 | 0.69% | -3.40% | 99.63 | 600 | 12.30% | ||
| Apr-11 | 885 | 0.57% | -2.85% | 107.55 | 554 | 12.30% | ||
| May-11 | 815 | -7.91% | -10.54% | 113.03 | 561 | 12.30% | ||
| Jun-11 | 811 | -0.49% | -10.98% | 100.30 | 608 | 12.30% | ||
| Jul-11 | 822 | 1.36% | -9.77% | 94.81 | 623 | 12.30% | ||
| Aug-11 | 992 | 20.68% | 8.89% | 94.98 | 585 | 12.30% | ||
| Sep-11 | 1,049 | 5.75% | 15.15% | 88.93 | 650 | 12.30% | ||
| Oct-11 | 1,044 | -0.48% | 14.60% | 77.34 | 610 | 12.30% | ||
| Nov-11 | 1,053 | 0.86% | 15.59% | 92.19 | 711 | 12.30% | ||
| Dec-11 | 1,098 | 4.27% | 100.20 | 694 | 12.30% | |||
| Jan-12 | 1,120 | 22.94% | 102.96 | 723 | 1/1/12 | 10.40% | ||
| Feb-12 | 1,188 | 6.07% | 97.63 | 704 | 10.40% | |||
| Mar-12 | 1,189 | 0.08% | 108.76 | 695 | 10.40% | |||
| Apr-12 | 1,223 | 2.86% | 105.25 | 753 | 10.40% | |||
| May-12 | 1,193 | -2.45% | 106.17 | 708 | 10.40% | |||
| Jun-12 | 1,132 | -5.11% | 83.17 | 757 | 10.40% | |||
| Jul-12 | 1,152 | 1.77% | 83.72 | 740 | 10.40% | |||
| Aug-12 | 1,155 | 0.26% | 88.99 | 754 | 10.40% | |||
| Sep-12 | 1,174 | 1.65% | 95.34 | 847 | 10.40% | |||
| Oct-12 | 1,140 | -2.90% | 92.44 | 915 | 10.40% | |||
| Nov-12 | 1,140 | 0.00% | 87.05 | 833 | 10.40% | |||
| Dec-12 | 1,177 | 3.25% | 88.69 | 976 | 10.40% | |||
| Jan-13 | 1,131 | 0.98% | 91.83 | 888 | 1/1/13 | 10.10% | ||
| Feb-13 | 1,115 | -1.41% | 97.46 | 970 | 10.10% | |||
| Mar-13 | 1,140 | 2.24% | 90.71 | 999 | 10.10% | |||
| Apr-13 | 1,162 | 1.93% | 97.10 | 826 | 10.10% | |||
| May-13 | 1,144 | -1.55% | 90.74 | 920 | 10.10% | |||
| Jun-13 | 1,133 | -0.96% | 93.41 | 852 | 10.10% | |||
| Jul-13 | 1,105 | -2.47% | 97.94 | 891 | 10.10% | |||
| Aug-13 | 1,107 | 0.18% | 107.93 | 898 | 10.10% | |||
| Sep-13 | 1,094 | -1.17% | 108.67 | 860 | 10.10% | |||
| Oct-13 | 1,099 | 0.46% | 102.09 | 921 | 10.10% | |||
| Nov-13 | 1,084 | -1.36% | 94.56 | 1104 | 10.10% | |||
| Dec-13 | 1,117 | 3.04% | 93.61 | 1010 | 10.10% | |||
| Jan-14 | 1,138 | 0.62% | 95.14 | 902 | 1/1/14 | 9.50% | ||
| Feb-14 | 1,092 | -4.04% | 96.44 | 948 | 9.50% | |||
| Mar-14 | 1,133 | 3.75% | 105.34 | 973 | 9.50% | |||
| Apr-14 | 1,157 | 2.12% | 99.69 | 1038 | 9.50% | |||
| May-14 | 1,209 | 4.49% | 99.69 | 987 | 9.50% | |||
| Jun-14 | 1,217 | 0.66% | 103.07 | 928 | 9.50% | |||
| Jul-14 | 1,196 | -1.73% | 106.06 | 1085 | 9.50% | |||
| Aug-14 | 1,176 | -1.67% | 97.86 | 984 | 9.50% | |||
| Sep-14 | 1,174 | -0.17% | 92.92 | 999 | 9.50% | |||
| Oct-14 | 1,191 | 1.45% | 90.74 | 1094 | 9.50% | |||
| Nov-14 | 1,230 | 3.27% | 80.53 | 994 | 9.50% | |||
| Dec-14 | 1,272 | 3.41% | 78.77 | 1081 | 9.50% | |||
| Jan-15 | 1,265 | 11.16% | 68.98 | 1101 | 1/1/15 | 9.60% | ||
| Feb-15 | 1,248 | -1.34% | 52.72 | 887 | 9.60% | |||
| Mar-15 | 1,260 | 0.96% | 49.25 | 974 | 9.60% | |||
| Apr-15 | 1,296 | 2.86% | 49.59 | 1200 | 9.60% | |||
| May-15 | 1,286 | -0.77% | 50.12 | 1066 | 9.60% | |||
| Jun-15 | 1,337 | 3.97% | 59.10 | 1201 | 9.60% | |||
| Jul-15 | 1,327 | -0.75% | 60.24 | 1140 | 9.60% | |||
| Aug-15 | 1,311 | -1.21% | 56.94 | 1134 | 9.60% | |||
| Sep-15 | 1,321 | 0.76% | 45.25 | 1209 | 9.60% | |||
| Oct-15 | 1,324 | 0.23% | 45.38 | 1059 | 9.60% | |||
| Nov-15 | 1,324 | 0.00% | 44.75 | 1176 | 9.60% | |||
| Dec-15 | 1,334 | 0.76% | 46.12 | 1138 | 9.60% | |||
| Jan-16 | 1,345 | 6.32% | 40.58 | 1123 | 1/1/16 | 9.40% | ||
| Feb-16 | 1,359 | 1.04% | 36.81 | 1209 | 9.40% | |||
| Mar-16 | 1,424 | 4.78% | 31.62 | 1128 | 9.40% | |||
| Apr-16 | 1,419 | -0.35% | 34.39 | 1164 | 9.40% | |||
| May-16 | 1,413 | -0.42% | 35.36 | 1119 | 9.40% | |||
| Jun-16 | 1,406 | -0.50% | 44.75 | 1190 | 9.40% | |||
| Jul-16 | 1,373 | -2.35% | 49.07 | 1223 | 9.40% | |||
| Aug-16 | 1,373 | 0.00% | 49.02 | 1164 | 9.40% | |||
| Sep-16 | 1,380 | 0.51% | 40.05 | 1062 | 9.40% | |||
| Oct-16 | 1,392 | 0.87% | 43.17 | 1328 | 9.40% | |||
| Nov-16 | 1,370 | -1.58% | 48.80 | 1149 | 9.40% | |||
| Dec-16 | 1,343 | -1.97% | 46.66 | 1268 | 9.40% | |||
| Jan-17 | 1,305 | -2.83% | 51.08 | 1236 | ||||
| Feb-17 | 1,285 | -1.53% | 52.36 | 1288 | ||||
| Mar-17 | 1,271 | -1.09% | 53.90 | 1189 | ||||
| Apr-17 | 1,274 | 0.24% | 53.82 | 1154 | ||||
| May-17 | 1,294 | 1.57% | 50.25 | 1129 | ||||
| Jun-17 | 1,299 | 0.39% | 48.83 | 1217 | ||||
| Jul-17 | 1,285 | -1.08% | 48.32 | 1185 | ||||
| Aug-17 | 1,282 | -0.23% | 45.11 | 1172 | ||||
| Sep-17 | 1,279 | -0.23% | 49.19 | 1135 | ||||
| Oct-17 | 1,320 | 3.21% | 47.32 | 1290 | ||||
Apartment Rental Rates 40544 40575 40603 40634 40664 40695 40725 40756 40787 40817 40848 40878 40909 40940 40969 41000 41030 41061 41091 41122 41153 41183 41214 41244 41275 41306 41334 41365 41395 41426 41456 41487 41518 41548 41579 41609 41640 41671 41699 41730 41760 41791 41821 41852 41883 41913 41944 41974 42005 42036 42064 42095 42125 42156 42186 42217 42248 42278 42309 42339 42370 42401 42430 42461 42491 42522 42552 42583 42614 42644 42675 42705 42736 42767 42795 42826 42856 42887 42917 42948 42979 43009 911 874 880 885 815 811 822 992 1049 1044 1053 1098 1120 1188 1189 1223 1193 1132 1152 1155 1174 1140 1140 1177 1131 1115 1140 1162 1144 1133 1105 1107 1094 1099 1084 1117 1138 1092 1133 1157 1209 1217 1196 1176 1174 1191 1230 1272 1265 1248 1260 1296 1286 1337 1327 1311 1321 1324 1324 1334 1345 1359 1424 1419 1413 1406 1373 1373 1380 1392 1370 1343 1305 1285 1271 1274 1294 1299 1285 1282 1279 1320 % Change over time 40544 40575 40603 40634 40664 40695 40725 40756 40787 40817 40848 40878 40909 40940 40969 41000 41030 41061 41091 41122 41153 41183 41214 41244 41275 41306 41334 41365 41395 41426 41456 41487 41518 41548 41579 41609 41640 41671 41699 41730 41760 41791 41821 41852 41883 41913 41944 41974 42005 42036 42064 42095 42125 42156 42186 42217 42248 42278 42309 42339 42370 42401 42430 42461 42491 42522 42552 42583 42614 42644 42675 42705 42736 42767 42795 42826 42856 42887 42917 42948 42979 43009 Oil Prices 40544 40575 40603 40634 40664 40695 40725 40756 40787 40817 40848 40878 40909 40940 40969 41000 41030 41061 41091 41122 41153 41183 41214 41244 41275 41306 41334 41365 41395 41426 41456 41487 41518 41548 41579 41609 41640 41671 41699 41730 41760 41791 41821 41852 41883 41913 41944 41974 42005 42036 42064 42095 42125 42156 42186 42217 42248 42278 42309 42339 42370 42401 42430 42461 42491 42522 42552 42583 42614 42644 42675 42705 42736 42767 42795 42826 42856 42887 42917 42948 42979 43009 91.59 89.54 99.63 107.55 113.03 100.3 94.81 94.98 88.93 77.34 92.19 100.2 102.96 97.63 108.76 105.25 106.17 83.17 83.72 88.99 95.34 92.44 87.05 88.69 91.83 97.46 90.71 97.1 90.74 93.41 97.94 107.93 108.67 102.09 94.56 93.61 95.14 96.44 105.34 99.69 99.69 103.07 106.06 97.86 92.92 90.74 80.53 78.77 68.98 52.72 49.25 49.59 50.12 59.1 60.24 56.94 45.25 45.38 44.75 46.12 40.58 36.81 31.62 34.39 35.36 44.75 49.07 49.02 40.049999999999997 43.17 48.8 46.66 51.08 52.36 53.9 53.82 50.25 48.83 48.32 45.11 49.19 47.32 Housing Starts 40544 40575 40603 40634 40664 40695 40725 40756 40787 40817 40848 40878 40909 40940 40969 41000 41030 41061 41091 41122 41153 41183 41214 41244 41275 41306 41334 41365 41395 41426 41456 41487 41518 41548 41579 41609 41640 41671 41699 41730 41760 41791 41821 41852 41883 41913 41944 41974 42005 42036 42064 42095 42125 42156 42186 42217 42248 42278 42309 42339 42370 42401 42430 42461 42491 42522 42552 42583 42614 42644 42675 42705 42736 42767 42795 42826 42856 42887 42917 42948 42979 43009 630 517 600 554 561 608 623 585 650 610 711 694 723 704 695 753 708 757 740 754 847 915 833 976 888 970 999 826 920 852 891 898 860 921 1104 1010 902 948 973 1038 987 928 1085 984 999 1094 994 1081 1101 887 974 1200 1066 1201 1140 1134 1209 1059 1176 1138 1123 1209 1128 1164 1119 1190 1223 1164 1062 1328 1149 1268 1236 1288 1189 1154 1129 1217 1185 1172 1135 1290