Current Forecast of FTSE 100

Units: Stock Price Index, Average of Month.  Not Seasonally Adjusted.

Solid Line = Actual Values.  Dashed Line = Predicted Values.



Forecast Values for FTSE 100

DateForecast
Jan-187699.23
Feb-187350
Mar-187510
Apr-187370
May-187500
Jun-187300
Jul-187170

How This Forecast is Produced

The forecast of the indicator above is produced using Multichannel Singular Spectrum Analysis, or MSSA.

The forecast is made by using MSSA to decompose the time series into a trend component and many cyclical components.  The decomposed components of the time series are then projected forward in time.

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