c3t9 - Year Cellular Telephone Adoption 0 0.99 2.47 4.66...

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Unformatted text preview: Year Cellular Telephone Adoption 12/31/1986 0 12/31/1987 0.99 12/31/1988 2.47 12/31/1989 4.66 12/31/1990 7.84 12/31/1991 12.33 12/31/1992 18.43 12/31/1993 26.31 12/31/1994 35.83 12/31/1995 46.45 12/31/1996 57.3 12/31/1997 67.44 12/31/1998 76.14 12/31/1999 83.08 12/31/2000 88.3 12/31/2001 92.07 12/31/2002 94.69 12/31/2003 96.48 12/31/2004 97.68 Use only the first 5 years to estimate the model Tracking Report Dates 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 Actual 0.00 Forecast 0.99 2.47 4.66 7.84 Cellular Telephone Adoption 8.48 15.84 27.65 43.70 61.18 76.19 86.66 92.96 96.40 98.20 99.10 99.56 99.78 99.89 99.95 99.97 Fitted Values 0.54 Upper Limit Lower Limit 1.09 2.20 4.37 8.48 16.60 28.73 45.02 62.71 77.90 88.54 94.98 98.56 100.49 101.52 102.09 102.43 102.65 102.81 102.93 15.08 26.57 42.37 59.65 74.48 84.79 90.93 94.24 95.90 96.69 97.02 97.13 97.14 97.09 97.01 120.00 100.00 80.00 60.00 40.00 20.00 0.00 1986 1987 1990 1991 1992 1993 1994 1995 1998 1999 2000 2001 Actual Forecast Fitted Values Upper Limit Lower Limit Forecast --Logistic CurveSelected Forecast Date 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 Total Avg Max Min Annual 15.84 27.65 43.70 61.18 76.19 86.66 92.96 96.40 98.20 99.10 99.56 99.78 99.89 99.95 99.97 1,197.03 79.80 99.97 15.84 5% - 95% Upper Limit 16.60 28.73 45.02 62.71 77.90 88.54 94.98 98.56 100.49 101.52 102.09 102.43 102.65 102.81 102.93 81.86 102.93 16.60 5% - 95% Lower Limit 15.08 26.57 42.37 59.65 74.48 84.79 90.93 94.24 95.90 96.69 97.02 97.13 97.14 97.09 97.01 77.74 97.14 15.08 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 9.06% 3.14 97.77% Audit Trail - Summary Analysis Audit Trail - Historical Versus Fitted Analysis Series:Cellular Telephone Adoption Dates 1986 1987 Original Data 0.00 0.99 Fitted Data 0.54 1.09 Error -0.54 -0.11 Series % Change 0.00% Forecast % Change 101.93% 2002 1989 1996 1997 1988 1988 1989 1990 Avg Max Min StDev Var Median Audit Trail - Statistics 2.47 4.66 7.84 3.19 7.84 0.00 3.14 9.83 2.47 2.20 4.37 8.48 3.34 8.48 0.54 3.23 10.42 2.20 0.27 0.30 -0.64 -0.14 0.30 -0.64 0.44 0.19 -0.11 149.78% 88.67% 68.20% 76.66% 149.78% 0.00% 61.75% 38.13% 78.44% 100.80% 98.56% 94.32% 98.90% 101.93% 94.32% 3.36% 0.11% 99.68% Accuracy Measures AIC BIC Mean Absolute Percentage Error (MAPE) R-Square Adjusted R-Square Root Mean Square Error Theil Method Statistics Method Selected Minimum Maximum ForecastX Configuration Parameters Value 13.50 11.94 9.06% 97.77% 91.06% 0.42 0.18 Value Logistic Curve 0.00 100.00 Forecast Statistics Durbin Watson (4) Mean Standard Deviation Ljung-Box Item Value Data range selected [c3t9 new.xlsx]Cellular Telephone'!$A$1:$B$6 Time scale for data Annual Periods to forecast 15.00 Seasonal Length Replace Outliers Activated No Replace Outliers Standard Deviations Replace Outliers Forecasting Technique Replace Missing Values No Replace Missing Values (Lower Limit) Replace Missing Values (Upper Limit) Remove Leading Zeroes No Remove Trailing Zeroes No Use Holdback Evaluation No Holdback Evaluation Period Apply Tracking Signal No Apply Tracking Signal (Under Forecast Percentage) Apply Tracking Signal (Over Forecast Percentage) Forecast Method Selected Logistic Curve Report Details Run Date: 3/3/2008 3:46:14 PM Author: Barry Keating Note: ion 1999 2000 2001 2002 mit Cumulative Error -0.54 -0.32 Cumulative MAPE 0.00% 2.67% 2005 2004 2003 -0.13 -0.02 -0.14 -0.23 -0.02 -0.54 0.21 0.04 -0.14 3.01% 2.65% 2.45% 2.16% 3.01% 0.00% 1.22% 0.01% 2.65% ast Statistics ard Deviation Value 0.01 3.19 3.14 0.02 Cellular Telephone Adoption Cellular Telephone Upper 0.99 Date 1987 Forecast of5.71 Fitted Values Adoption 11.19 Lower 0.8 2.47 1988 1.93 4.66 1989 3.51 7.84 1990 5.71 1991 8.72 6.26 1992 12.81 16.29 9.32 1993 18.21 22.47 13.94 1994 25.13 30.06 20.2 1995 33.65 39.16 28.14 1996 43.58 49.61 37.55 1997 54.38 60.9 47.87 1998 65.19 72.16 58.23 1999 75.02 82.41 67.64 2000 83.11 90.9 75.32 2001 89.16 97.32 80.99 2002 93.31 101.85 84.78 2003 95.99 104.87 87.11 2004 97.64 106.86 88.43 Cellular Telephone Adoption 120 100 80 60 40 20 0 1987 Column A 1988 1989 Column C 1990 1991 Column D 1992 Column E 1993 1994 Column F 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 Forecast -- Base Model Selected Forecast Date 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 Avg Max Min Annual 8.72 12.81 18.21 25.13 33.65 43.58 54.38 65.19 75.02 83.11 89.16 93.31 95.99 97.64 56.85 97.64 8.72 2.5% - 97.5% Upper 11.19 16.29 22.47 30.06 39.16 49.61 60.90 72.16 82.41 90.90 97.32 101.85 104.87 106.86 63.29 106.86 11.19 2.5% - 97.5% Lower 6.26 9.32 13.94 20.20 28.14 37.55 47.87 58.23 67.64 75.32 80.99 84.78 87.11 88.43 50.41 88.43 6.26 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 23.27% 2.98 76.61% Audit Trail - Summary Analysis Audit Trail - Historical Versus Fitted Analysis Series: Cellular Telephone Adoption Original Date Data 1987 0.99 1988 2.47 1989 4.66 1990 7.84 Avg 3.99 Max 7.84 Min 0.99 StDev 2.98 Var 8.86 Median 3.57 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 Telephone Adoption.xls]Cellular Telephone'!$A$1:$B$6 [Cellular Time scale for data Annual Periods to forecast 14 Seasonal Length Replace Outliers Activated No Replace Outliers Standard Deviations Replace Outliers Forecasting Technique Replace Missing Values No Replace Missing Values (Lower Limit) Value 15.12 14.50 23.27% 76.61% 76.61% 1.25 Value Base Model 0.01 0.42 100.00 Forecast Statistics Durbin Watson(1) Mean Standard Deviation Ljung-Box Value 0.24 3.99 2.98 0.00 Fitted Data 0.80 1.93 3.51 5.71 2.99 5.71 0.80 2.13 4.52 2.72 Error 0.19 0.54 1.15 2.14 1.01 2.14 0.19 0.85 0.73 0.85 Series % Change 149.78% 88.67% 68.20% 102.22% 149.78% 68.20% 42.44% 18.01% 88.67% Forecast % Change 140.96% 81.99% 62.63% 95.19% 140.96% 62.63% 40.80% 16.65% 81.99% Cumulative Error 0.19 0.37 0.63 1.01 0.55 1.01 0.19 0.35 0.13 0.50 Cumulative MAPE 19.12% 15.05% 12.79% 11.29% 14.56% 19.12% 11.29% 3.41% 0.12% 13.92% 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 2:6 PM Author: John Galt Development, Inc. Note: ForecastX Yes No No No Bass Model Year 12/31/1986 12/31/1987 12/31/1988 12/31/1989 12/31/1990 12/31/1991 12/31/1992 12/31/1993 12/31/1994 12/31/1995 12/31/1996 12/31/1997 12/31/1998 12/31/1999 12/31/2000 12/31/2001 12/31/2002 12/31/2003 12/31/2004 12/31/2005 Cellular Telephone Adoption 0 0.99 2.47 4.66 7.84 Logistics 0.54 1.09 2.20 4.37 8.48 15.84 27.65 43.70 61.18 76.19 86.66 92.96 96.40 98.20 99.10 99.56 99.78 99.89 99.95 99.97 120 100 80 60 Cellular Telephone Adoption Logistics 40 20 0 12/31/1988 12/31/1992 12/31/1996 12/31/2000 12/31/2004 12/31/1986 12/31/1990 12/31/1994 12/31/1998 12/31/2002 ...
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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.

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