Using the data below, calculate the bias based on using naïve forecast

Week1, Time series value=24
Week2, Time series value=16
Week3, Time series value=9
Week4, Time series value=14

1 answer

To calculate the bias using a naïve forecast, we first need to understand that a naïve forecast for the next period is simply the actual value from the previous period.

Here are the time series values for the given weeks:

  • Week 1: 24
  • Week 2: 16
  • Week 3: 9
  • Week 4: 14

Now, let's establish the naïve forecasts for each week, starting from Week 2 (since there's no prior week for Week 1):

  • Forecast for Week 2 = Actual value of Week 1 = 24
  • Forecast for Week 3 = Actual value of Week 2 = 16
  • Forecast for Week 4 = Actual value of Week 3 = 9

Next, we can compare these forecasts with the actual values to calculate the forecast errors:

  1. Week 2: Forecast = 24; Actual = 16
    Error = 16 - 24 = -8

  2. Week 3: Forecast = 16; Actual = 9
    Error = 9 - 16 = -7

  3. Week 4: Forecast = 9; Actual = 14
    Error = 14 - 9 = 5

Now we have the forecast errors for each week:

  • Week 2: -8
  • Week 3: -7
  • Week 4: 5

To calculate the bias, we sum the forecast errors and divide by the number of observations:

  1. Sum of the errors = -8 + (-7) + 5 = -10
  2. The number of forecasts (observations) = 3 (Week 2, Week 3, and Week 4)

Finally, calculate the bias:

\[ \text{Bias} = \frac{\text{Sum of Errors}}{\text{Number of Forecasts}} = \frac{-10}{3} \approx -3.33 \]

Thus, the bias based on the naïve forecast is approximately -3.33. This indicates that, on average, the naïve forecast is underestimating the actual values by about 3.33 units.