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Forecast results are presented in graphic and tabular form below "Calculation parameter setup" table.
The chart displays real and forecast High prices for NASDAQ stock index. The real prices are plotted with black line. Forecast values are plotted with color dots. Dot color corresponds to evaluation of forecast reliability by G criterion, which values are provided in the table.
Forecast results are presented for each date (Date column) as follows:
Value - forecast price value.
Lower bound - lower forecast value border;
calculated as forecast value minus mean-square deviation value, where mean-square deviation is determined by test multitude.
Upper bound - upper forecast value border;
calculated as forecast value plus mean-square deviation value, where mean-square deviation is determined by test multitude.
Estimation - qualitative assessment of reliability of each point of the forecast, matching different values of G criterion.
G - criterion value (Forecast quality evaluation).
Real Value - real price value for the date selected.
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