c3t12 - Year Dec-84 Dec-85 Dec-86 Dec-87 Dec-88 Dec-89...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: Year Dec-84 Dec-85 Dec-86 Dec-87 Dec-88 Dec-89 Dec-90 Dec-91 Dec-92 Dec-93 Dec-94 Dec-95 Dec-96 Dec-97 Dec-98 Dec-99 Dec-00 Dec-01 Dec-02 Dec-03 Dec-04 Adoption 0 3.03 7.35 13.3 21.09 30.67 41.59 52.99 63.84 73.32 80.99 86.82 91.04 94 96.02 97.38 98.28 98.88 99.27 99.52 99.69 Use only first five observations for estimation Adoption Date 3.03 7.35 13.3 21.09 140 120 100 80 60 40 20 0 1985 1985 Forecast of Adoption Values Upper 2.5 1986 5.93 1987 10.54 1988 16.61 Fitted 16.61 1989 24.32 1990 33.68 1991 44.41 1992 55.82 1993 66.94 1994 76.75 1995 84.57 1996 90.26 1997 94.07 1998 96.48 1999 97.95 2000 98.82 2001 99.32 2002 99.61 2003 99.78 2004 99.87 29.94 Lower 41.64 54.15 67.07 79.52 90.53 99.46 106.17 110.95 114.28 116.61 118.31 119.61 120.67 Adoption 121.57 122.38 18.69 25.72 34.66 44.56 54.35 62.96 69.69 74.34 77.19 78.69 79.28 79.32 79.03 78.56 77.98 77.36 1986 1987 1988 Column A 1989 1990 Column C 1991 1992 Column D 1993 1994 Column E 1995 Column F 1996 1997 1998 1999 2000 2001 2002 2003 2004 Forecast -- Base Model Selected Forecast Date 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 Avg Max Min Summary Comments Annual 24.32 33.68 44.41 55.82 66.94 76.75 84.57 90.26 94.07 96.48 97.95 98.82 99.32 99.61 99.78 99.87 78.92 99.87 24.32 2.5% - 97.5% Upper 29.94 41.64 54.15 67.07 79.52 90.53 99.46 106.17 110.95 114.28 116.61 118.31 119.61 120.67 121.57 122.38 94.56 122.38 29.94 2.5% - 97.5% Lower 18.69 25.72 34.66 44.56 54.35 62.96 69.69 74.34 77.19 78.69 79.28 79.32 79.03 78.56 77.98 77.36 63.27 79.32 18.69 The forecast has an average error of The data has a standard deviation of The forecast exceeds the accuracy of a simple average by 19.71% 7.83 83.70% Audit Trail - Summary Analysis Audit Trail - Historical Versus Fitted Analysis Series: Adoption Date 1985 1986 1987 1988 Avg Max Min StDev Var Median Audit Trail - Statistics Accuracy Measures AIC BIC Mean Absolute Percentage Error (MAPE) R-Square Adjusted R-Square Root Mean Square Error Method Statistics Method Selected p(inovation rate) r(immitation rate) qbar(cummulative value) ForecastX Configuration Parameters Item Value Data Range Selected [Book11]Answering Machine'!$A$1:$B$6 Time scale for data Annual Periods to forecast 16 Seasonal Length Replace Outliers Activated No Replace Outliers Standard Deviations Value 21.40 20.79 19.71% 83.70% 83.70% 2.74 Value Base Model 0.03 0.41 100.00 Forecast Statistics Durbin Watson(1) Mean Standard Deviation Ljung-Box Value 0.19 11.19 7.83 0.00 Original Data 3.03 7.35 13.30 21.09 11.19 21.09 3.03 7.83 61.23 10.32 Fitted Data 2.50 5.93 10.54 16.61 8.89 16.61 2.50 6.11 37.30 8.23 Error 0.53 1.42 2.75 4.48 2.30 4.48 0.53 1.72 2.95 2.09 Series % Change 142.57% 80.87% 58.60% 94.01% 142.57% 58.60% 43.50% 18.92% 80.87% Forecast % Change 137.09% 77.87% 57.53% 90.83% 137.09% 57.53% 41.33% 17.08% 77.87% Cumulative Error 0.53 0.98 1.57 2.30 1.34 2.30 0.53 0.76 0.58 1.27 Cumulative MAPE 17.51% 13.60% 11.36% 9.85% 13.08% 17.51% 9.85% 3.33% 0.11% 12.48% Replace Outliers Forecasting Technique Replace Missing Values Replace Missing Values (Lower Limit) Replace Missing Values (Upper Limit) Remove Leading Zeros Remove Trailing Zeros Use Holdback Evaluation Holdback Evaluation Period Apply Tracking Signal Apply Tracking Signal (Under Forecast Percentage) Apply Tracking Signal (Over Forecast Percentage) Forecast Method Selected Report Details Run Date: 4/16/2005 2:23 PM Author: John Galt Development, Inc. Note: ForecastX No Yes No No No Bass Model Adoption Date 3.03 7.35 13.3 21.09 120 1985 Forecast of Adoption Values 3.5 1986 8.25 1987 14.53 1988 22.57 Fitted 22.57 1989 32.37 1990 43.63 1991 55.59 1992 67.16 1993 77.27 1994 85.19 1995 90.83 1996 94.53 1997 96.82 1998 98.18 1999 98.97 2000 99.42 2001 99.67 2002 99.82 2003 99.9 2004 99.94 2005 99.97 2006 99.98 2007 99.99 2008 Adoption 100 80 60 40 20 0 85 86 87 88 90 91 92 93 95 96 97 98 00 01 02 03 04 05 06 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20 20 20 20 Column A Column C Column D Forecast -- Base Model Selected Forecast Date 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 Avg Annual 32.37 43.63 55.59 67.16 77.27 85.19 90.83 94.53 96.82 98.18 98.97 99.42 99.67 99.82 99.90 99.94 99.97 99.98 99.99 99.99 86.96 08 89 94 99 07 Max Min 99.99 32.37 Summary Comments The forecast has an average error of The data has a standard deviation of The forecast exceeds the accuracy of a simple average by 11.01% 7.83 97.42% Audit Trail - Summary Analysis Audit Trail - Historical Versus Fitted Analysis Series: Adoption Date 1985 1986 1987 1988 Avg Max Min StDev Var Median Audit Trail - Statistics Accuracy Measures AIC BIC Mean Absolute Percentage Error (MAPE) R-Square Adjusted R-Square Root Mean Square Error Method Statistics Method Selected p(inovation rate) r(immitation rate) qbar(cummulative value) ForecastX Configuration Parameters Item Value Data Range Selected [Answering Machine.xls]Answering Machine'!$A$1:$B$6 Time scale for data Annual Value 14.04 13.42 11.01% 97.42% 97.42% 1.09 Value Base Model 0.04 0.41 100.00 Forecast Statistics Durbin Watson(1) Mean Standard Deviation Ljung-Box Value 0.08 11.19 7.83 0.00 Original Data 3.03 7.35 13.30 21.09 11.19 21.09 3.03 7.83 61.23 10.32 Fitted Data 3.50 8.25 14.53 22.57 12.21 22.57 3.50 8.25 68.07 11.39 Error -0.47 -0.90 -1.24 -1.48 -1.02 -0.47 -1.48 0.44 0.19 -1.07 Series % Change 142.57% 80.87% 58.60% 94.01% 142.57% 58.60% 43.50% 18.92% 80.87% Forecast % Change 135.68% 76.18% 55.28% 89.05% 135.68% 55.28% 41.71% 17.40% 76.18% Cumulative Error -0.47 -0.68 -0.87 -1.02 -0.76 -0.47 -1.02 0.24 0.06 -0.78 Cumulative MAPE 15.49% 10.80% 8.23% 6.61% 10.28% 15.49% 6.61% 3.88% 0.15% 9.52% Periods to forecast Seasonal Length Replace Outliers Activated Replace Outliers Standard Deviations Replace Outliers Forecasting Technique Replace Missing Values Replace Missing Values (Lower Limit) Replace Missing Values (Upper Limit) Remove Leading Zeros Remove Trailing Zeros Use Holdback Evaluation Holdback Evaluation Period Apply Tracking Signal Apply Tracking Signal (Under Forecast Percentage) Apply Tracking Signal (Over Forecast Percentage) Forecast Method Selected Report Details Run Date: 4/19/2005 1:26 PM Author: John Galt Development, Inc. Note: ForecastX 20 No No Yes No No No Bass Model ...
View Full Document

This note was uploaded on 11/11/2009 for the course FTS 4905 taught by Professor Stanuryasev during the Spring '09 term at University of Florida.

Ask a homework question - tutors are online