How system is calculating ExPost Values

History -

Ex-Post

Jan -

2,000

Feb----

1,520 -

2,000

Mar----

2,000 -

1,856

Apr----

2,520 -

1,899

May----

1,520 -

1,899

Jun----

2,520 -

1,899

Jul----

1,520 -

1,865

Aug -

2,500 -

1,762

Sep -

1,500 -

1,791

Oct -

2,500 -

1,704

Nov -

1,500 -

1,943

Dec -

2,000 -

1,810

Hi Hitesh,

Just gone through following link. You will find the formuleas of diffrent forecast model. In that you will find the how does system calculate expost forecast & other things also.

forecast

Actualy this sheet made by Percx (SDN Member). Now same i am sharing with you.

Link is : APO Basic FC Models xl

Hope this will help You.

Regards

Sujay

Edited by: Sujay Joshi on Jun 24, 2009 10:50 AM

I am still working on it.

Hi Hitesh,

This question is marked as answered... are you still having issue?

Just in case it looks like you are trying to calculate the ex-post forecast.

Well since you are using a constant model, the formula is quite easy:

you have only a base forecast and only the alpha facvtor is used.

First ex post is for 2nd iteration: it is eaul to the first iteration of history.

In your case 2000

then you use the following formula

expost(n)=history(n-1) * alpha + ex-post(n-1)*(1-alpha)

let's say: E(n)=H(n-1)A+E(n-1)(1-A)

in your case:

E3=15200.3+20000.7=1856

E4=20000.3+18560.7=1899

This way

E5 should be equal to 2085.

That is were the automatic correct happen:

because aprile value 2500 is outside the boundaries the outlier correct it a give it the value of the ex post: 1899.

Then for sure the expost stay the same (E5=18990.3+18990.7=1899!)

Now how are the boundarie calculated?

If I remeber well based on the MAD: mean absole deviation.

in you case for april

MAD= (|1520-2000|+|2000-1856|)/2=312

MAD*sigma=390

And the deviation=2520-1899=621

So the deviation is bigger than the boundarie: the value is corrected by the outlier!

I hope it is readable!

Thanks and Regards

Julien