Hi
I would like to know how SAP calculates upper and lower limit with an ex-post outlier correction.
In enclosed file I added an example but this does not match our expactation.
Formula for upper and lower limit = Ex-post forecast +- Sigma * MAD
and MAD(t)= (1-Alpha)*MAD(t-1) + Alpha * |V(t)-P(t)|
Initial periods =3
Alpha is 0.3 and Sigma is 1.5
Does any of you have experience in calculating these upper and lower limits ?
Thanks for your advice
Fred