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    Moving average and mean square error

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    As long as there is either an upward or downward trend in the data, will a k-period moving average have a smaller mean square error than a moving average obtained with k+1 periods? Why or why not?

    © BrainMass Inc. brainmass.com June 3, 2020, 5:54 pm ad1c9bdddf
    https://brainmass.com/statistics/central-tendency/moving-average-and-mean-square-error-42038

    Solution Summary

    This solution is provided in 222 words in an attached .doc file. It uses the example of a time series to predict and calculate the mean square error.

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