c3t6 - Date Mar-86 Jun-86 Sep-86 Dec-86 Mar-87 Jun-87...

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Unformatted text preview: Date Mar-86 Jun-86 Sep-86 Dec-86 Mar-87 Jun-87 Sep-87 Dec-87 Mar-88 Jun-88 Sep-88 Dec-88 Mar-89 Jun-89 Sep-89 Dec-89 Mar-90 Jun-90 Sep-90 Dec-90 Mar-91 Jun-91 Sep-91 Dec-91 Mar-92 Jun-92 Sep-92 Dec-92 Mar-93 Jun-93 Sep-93 Dec-93 Mar-94 Jun-94 Sep-94 Dec-94 Mar-95 Jun-95 Sep-95 Dec-95 Mar-96 Jun-96 Sep-96 Dec-96 Mar-97 Jun-97 Sep-97 Dec-97 Mar-98 Jun-98 Sep-98 Dec-98 Trucks 213.83 231.68 205.9 197.82 252.45 249.02 220.37 239.85 271.03 271.92 231.7 269.23 311.13 309.74 240.94 248.5 264.41 322.82 254.99 218.56 194.56 285.71 248.66 271.55 279.71 322.26 271.39 326.65 378.13 391.59 315.82 394.48 449.78 447.02 376.37 421.07 446.75 460.55 377.2 427.25 448.99 488.18 403.4 452.82 513.58 509.55 437.25 543.44 566.82 535.83 440.15 565.61 Mar-99 Jun-99 Sep-99 Dec-99 Mar-00 Jun-00 632.32 646.66 547.79 601.65 660.53 653.02 < -- Holdout Period Trucks 213.83 Date 231.68 205.9 197.82 252.45 249.02 220.37 239.85 271.03 271.92 231.7 269.23 311.13 309.74 240.94 248.5 264.41 322.82 254.99 218.56 194.56 285.71 248.66 271.55 279.71 322.26 271.39 326.65 378.13 391.59 315.82 394.48 449.78 800 447.02 376.37 421.07 446.75 460.55 377.2 427.25 448.99 488.18 403.4 452.82 513.58 509.55 437.25 543.44 566.82 535.83 440.15 565.61 632.32 646.66 700 600 500 400 300 200 100 0 Fitted Values Upper Mar-86 220.59 Jun-86 234.3 Sep-86 Forecast of Trucks 200.72 Dec-86 211.83 Mar-87 232.49 Jun-87 259.55 Sep-87 220.94 Dec-87 225.35 Mar-88 269.32 Jun-88 282.98 Sep-88 242.69 Dec-88 246.17 Mar-89 293.63 Jun-89 311.78 Sep-89 270.41 Dec-89 274.57 Mar-90 300.17 Jun-90 290.63 Sep-90 257.4 Dec-90 272.98 Mar-91 282.58 Jun-91 262.43 Sep-91 223.7 Dec-91 237.01 Mar-92 274.17 Jun-92 326.1 Sep-92 268.52 Dec-92 275.18 Mar-93 315.74 Jun-93 400.91 Sep-93 330.88 Dec-93 343.51 Mar-94 389.52 Jun-94 465.95 Sep-94 380.11 Dec-94 417.25 Mar-95 448 Jun-95 482.79 Sep-95 395.11 Dec-95 428.41 Mar-96 455.79 Jun-96 483.21 Sep-96 404.38 Dec-96 450.24 Mar-97 479.05 Jun-97 529.09 Sep-97 432.84 Dec-97 485.16 Mar-98 548.4 Jun-98 582.86 Sep-98 472.96 Dec-98 524 Mar-99 572.19 Jun-99 609.86 609.86 Sep-99 526.45 Dec-99 620.95 Mar-00 660.37 Jun-00 668.5 Lower Trucks 571.81 674.56 722.5 739.3 481.09 567.33 598.25 597.69 0 88 91 2 94 97 -9 -8 -8 -8 -9 -9 -9 -9 -9 -8 -8 -9 -9 n- n- n- n- -9 -9 Se p Se p Se p Se p Se p Ju Ju Ju Ju M M M M D D D D M Forecast -- Holt-Winters Selected Date Sep-1999 Dec-1999 Mar-2000 Jun-2000 Avg Max Min Quarterly 526.45 620.95 660.37 668.50 619.07 668.50 526.45 Forecast Annual 1,147.40 5% - 95% Upper 571.81 674.56 722.50 739.30 677.04 739.30 571.81 1,147.40 1,147.40 1,147.40 Holdout Period Forecast RMSE 5% - 95% forecast actual Lower 547.79 481.09 526.45 601.65 567.33 620.95 660.53 598.25 660.37 653.02 597.69 668.50 561.09 16.33 598.25 RMSE= 481.09 D Ju Column A Column C Column D Column E Column F ar ar ar ar ec ec ec ec ar ec n- 00 6 7 9 3 5 6 8 6 9 2 5 8 9 (At-Ft) 21.34 -19.30 0.15 -15.47 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 6.64% 120.88 93.70% Audit Trail - Summary Analysis Audit Trail - Historical Versus Fitted Analysis Series: Trucks Date Mar-1986 Jun-1986 Sep-1986 Dec-1986 Mar-1987 Jun-1987 Sep-1987 Dec-1987 Mar-1988 Jun-1988 Sep-1988 Dec-1988 Mar-1989 Jun-1989 Sep-1989 Dec-1989 Mar-1990 Jun-1990 Sep-1990 Dec-1990 Mar-1991 Jun-1991 Sep-1991 Dec-1991 Mar-1992 Jun-1992 Sep-1992 Dec-1992 Mar-1993 Jun-1993 Sep-1993 Dec-1993 Mar-1994 Jun-1994 Sep-1994 Dec-1994 Mar-1995 Jun-1995 Sep-1995 Dec-1995 Mar-1996 Jun-1996 Sep-1996 Dec-1996 Mar-1997 Original Data 213.83 231.68 205.90 197.82 252.45 249.02 220.37 239.85 271.03 271.92 231.70 269.23 311.13 309.74 240.94 248.50 264.41 322.82 254.99 218.56 194.56 285.71 248.66 271.55 279.71 322.26 271.39 326.65 378.13 391.59 315.82 394.48 449.78 447.02 376.37 421.07 446.75 460.55 377.20 427.25 448.99 488.18 403.40 452.82 513.58 Fitted Data 220.59 234.30 200.72 211.83 232.49 259.55 220.94 225.35 269.32 282.98 242.69 246.17 293.63 311.78 270.41 274.57 300.17 290.63 257.40 272.98 282.58 262.43 223.70 237.01 274.17 326.10 268.52 275.18 315.74 400.91 330.88 343.51 389.52 465.95 380.11 417.25 448.00 482.79 395.11 428.41 455.79 483.21 404.38 450.24 479.05 Error -6.76 -2.62 5.19 -14.02 19.95 -10.53 -0.57 14.49 1.71 -11.05 -10.99 23.06 17.50 -2.04 -29.47 -26.07 -35.76 32.19 -2.41 -54.42 -88.02 23.27 24.96 34.54 5.53 -3.84 2.87 51.47 62.39 -9.32 -15.07 50.97 60.26 -18.93 -3.73 3.81 -1.25 -22.24 -17.92 -1.17 -6.80 4.98 -0.98 2.57 34.54 Series % Change 8.35% -11.13% -3.93% 27.62% -1.36% -11.50% 8.84% 13.00% 0.33% -14.79% 16.20% 15.56% -0.45% -22.21% 3.14% 6.40% 22.09% -21.01% -14.29% -10.98% 46.85% -12.97% 9.20% 3.00% 15.21% -15.78% 20.36% 15.76% 3.56% -19.35% 24.91% 14.02% -0.61% -15.80% 11.88% 6.10% 3.09% -18.10% 13.27% 5.09% 8.73% -17.37% 12.25% 13.42% Forecast % Change 6.21% -14.33% 5.54% 9.75% 11.64% -14.87% 2.00% 19.51% 5.07% -14.24% 1.43% 19.28% 6.18% -13.27% 1.54% 9.33% -3.18% -11.43% 6.05% 3.52% -7.13% -14.76% 5.95% 15.68% 18.94% -17.66% 2.48% 14.74% 26.98% -17.47% 3.82% 13.39% 19.62% -18.42% 9.77% 7.37% 7.77% -18.16% 8.43% 6.39% 6.01% -16.31% 11.34% 6.40% Cumulative Error -6.76 -4.69 -1.40 -4.55 0.35 -1.46 -1.34 0.64 0.76 -0.42 -1.38 0.66 1.95 1.67 -0.41 -2.01 -4.00 -1.99 -2.01 -4.63 -8.60 -7.15 -5.76 -4.08 -3.69 -3.70 -3.46 -1.49 0.71 0.37 -0.12 1.47 3.25 2.60 2.42 2.46 2.36 1.71 1.21 1.15 0.96 1.05 1.00 1.04 1.78 Cumulative MAPE 3.16% 1.86% 1.52% 1.58% 1.58% 1.44% 1.24% 1.18% 1.05% 0.99% 0.94% 0.92% 0.88% 0.82% 0.82% 0.81% 0.81% 0.80% 0.76% 0.78% 0.85% 0.83% 0.81% 0.80% 0.77% 0.74% 0.71% 0.71% 0.70% 0.68% 0.67% 0.66% 0.65% 0.63% 0.62% 0.60% 0.59% 0.57% 0.56% 0.55% 0.54% 0.52% 0.51% 0.50% 0.49% Jun-1997 Sep-1997 Dec-1997 Mar-1998 Jun-1998 Sep-1998 Dec-1998 Mar-1999 Jun-1999 Avg Max Min StDev Var Median 509.55 437.25 543.44 566.82 535.83 440.15 565.61 632.32 646.66 357.35 646.66 194.56 120.88 14,611.27 322.54 529.09 432.84 485.16 548.40 582.86 472.96 524.00 572.19 609.86 353.64 609.86 200.72 113.82 12,955.75 313.76 -19.54 4.41 58.27 18.42 -47.03 -32.82 41.60 60.12 36.79 3.71 62.39 -88.02 30.10 905.94 -0.77 -0.79% -14.19% 24.29% 4.30% -5.47% -17.86% 28.50% 11.79% 2.27% 3.20% 46.85% -22.21% 15.15% 2.29% 3.56% 10.45% -18.19% 12.09% 13.03% 6.29% -18.86% 10.79% 9.20% 6.58% 2.68% 26.98% -18.86% 12.20% 1.49% 6.18% 1.32 1.39 2.57 2.89 1.90 1.22 1.99 3.09 3.71 -0.43 3.71 -8.60 2.95 8.72 0.68 0.48% 0.47% 0.47% 0.46% 0.45% 0.45% 0.44% 0.44% 0.43% 0.82% 3.16% 0.43% 0.46% 0.00% 0.71% Audit Trail -- Correlation Coefficient Table Series Description Trucks Trucks 1.00 Audit Trail - Statistics Accuracy Measures AIC BIC Mean Absolute Percentage Error (MAPE) R-Square Adjusted R-Square Mean Absolute Error Mean Error Mean Square Error Root Mean Square Error Theil Method Statistics Method Selected Alpha Beta Gamma Decomposition Type Seasonal Indices Index 1 Index 2 Index 3 Index 4 Value 526.75 532.72 6.64% 93.70% 93.46% 22.06 3.71 902.95 30.05 0.66 Value Holt-Winters 0.41 0.37 0.03 Multiplicative Value 1.04 1.10 0.92 0.94 Forecast Statistics Durbin Watson(1) Max Min Mean Absolute Deviation Root Mean Square Ljung-Box Value 1.40 646.66 194.56 104.48 119.75 31.87 <-- Seasonal Indices ForecastX Configuration Parameters Item Value Data Range Selected [c3t6.xls]Truck Production'!$A$1:$B$55 Time scale for data Quarterly Periods to forecast 4 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 Zeros No Remove Trailing Zeros No Use Holdback Evaluation Yes Holdback Evaluation Period 4 Apply Tracking Signal No Apply Tracking Signal (Under Forecast Percentage) Apply Tracking Signal (Over Forecast Percentage) Forecast Method Selected Holt Winters Report Details Run Date: 9/8/2005 1:50 PM Author: John Galt Development, Inc. Note: ForecastX (At-Ft)2 455.55 372.31 0.02 239.40 Date Mar-86 Jun-86 Sep-86 Dec-86 Mar-87 Jun-87 Sep-87 Dec-87 Mar-88 Jun-88 Sep-88 Dec-88 Mar-89 Jun-89 Sep-89 Dec-89 Mar-90 Jun-90 Sep-90 Dec-90 Mar-91 Jun-91 Sep-91 Dec-91 Mar-92 Jun-92 Sep-92 Dec-92 Mar-93 Jun-93 Sep-93 Dec-93 Mar-94 Jun-94 Sep-94 Dec-94 Mar-95 Jun-95 Sep-95 Dec-95 Mar-96 Jun-96 Sep-96 Dec-96 Mar-97 Jun-97 Sep-97 Dec-97 Mar-98 Jun-98 Sep-98 Dec-98 Trucks 213.83 231.68 205.9 197.82 252.45 249.02 220.37 239.85 271.03 271.92 231.7 269.23 311.13 309.74 240.94 248.5 264.41 322.82 254.99 218.56 194.56 285.71 248.66 271.55 279.71 322.26 271.39 326.65 378.13 391.59 315.82 394.48 449.78 447.02 376.37 421.07 446.75 460.55 377.2 427.25 448.99 488.18 403.4 452.82 513.58 509.55 437.25 543.44 566.82 535.83 440.15 565.61 Seasonal Indices 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 Trucks SA 204.880 211.437 223.578 210.531 241.878 227.255 239.288 255.262 259.681 248.160 251.583 286.536 298.106 282.675 261.618 264.472 253.340 294.610 276.877 232.610 186.416 260.741 270.008 289.007 267.997 294.096 294.686 347.644 362.298 357.374 342.925 419.837 430.950 407.953 408.677 448.130 428.047 420.308 409.573 454.707 430.195 445.523 438.028 481.921 492.084 465.021 474.780 578.365 543.088 489.009 477.926 601.962 Mar-99 Jun-99 Sep-99 Dec-99 Mar-00 Jun-00 632.32 646.66 547.79 601.65 660.53 653.02 1.04 1.10 0.92 0.94 1.04 1.10 605.849 590.148 594.812 640.321 632.876 595.960 < -- Holdout Period Date Mar-86 Jun-86 Sep-86 Dec-86 Mar-87 Jun-87 Sep-87 Dec-87 Mar-88 Jun-88 Sep-88 Dec-88 Mar-89 Jun-89 Sep-89 Dec-89 Mar-90 Jun-90 Sep-90 Dec-90 Mar-91 Jun-91 Sep-91 Dec-91 Mar-92 Jun-92 Sep-92 Dec-92 Mar-93 Jun-93 Sep-93 Dec-93 Mar-94 Jun-94 Sep-94 Dec-94 Mar-95 Jun-95 Sep-95 Dec-95 Mar-96 Jun-96 Sep-96 Dec-96 Mar-97 Jun-97 Sep-97 Dec-97 Mar-98 Jun-98 Sep-98 Dec-98 TPSA 204.880 211.437 223.578 210.531 241.878 227.255 239.288 255.262 259.681 248.160 251.583 286.536 298.106 282.675 261.618 264.472 253.340 294.610 276.877 232.610 186.416 260.741 270.008 289.007 267.997 294.096 294.686 347.644 362.298 357.374 342.925 419.837 430.950 407.953 408.677 448.130 428.047 420.308 409.573 454.707 430.195 445.523 438.028 481.921 492.084 465.021 474.780 578.365 543.088 489.009 477.926 601.962 Mar-99 Jun-99 605.849 590.148 TPSA 204.88 Date 211.44 223.58 210.53 241.88 227.25 239.29 255.26 259.68 248.16 251.58 286.54 298.11 282.68 261.62 264.47 253.34 294.61 276.88 232.61 186.42 260.74 270.01 289.01 268 294.1 294.69 347.64 362.3 357.37 342.92 800 419.84 430.95 407.95 408.68 448.13 428.05 420.31 409.57 454.71 430.19 445.52 438.03 481.92 492.08 465.02 474.78 578.37 543.09 489.01 477.93 601.96 605.85 590.15 700 600 500 400 300 200 100 0 Fitted Values Upper Mar-86 211.66 Jun-86 213.28 Sep-86 Forecast of TPSA 217.18 Dec-86 225.01 Mar-87 222.91 Jun-87 236.66 Sep-87 237.06 Dec-87 242.91 Mar-88 253.65 Jun-88 261.53 Sep-88 260.17 Dec-88 260.93 Mar-89 277.99 Jun-89 292.77 Sep-89 293.32 Dec-89 283.35 Mar-90 279.1 Jun-90 271.28 Sep-90 286.68 Dec-90 286.49 Mar-91 265 Jun-91 230.9 Sep-91 247.78 Dec-91 261.41 Mar-92 277.94 Jun-92 276.81 Sep-92 288.63 Dec-92 295.29 Mar-93 324.27 Jun-93 347.1 Sep-93 357.12 Dec-93 355.54 Mar-94 391.46 Jun-94 416.35 Sep-94 418.79 Dec-94 420.3 Mar-95 439.88 Jun-95 440.8 Sep-95 437.4 Dec-95 430.19 Mar-96 447.74 Jun-96 445.42 Sep-96 451.34 Dec-96 450.82 Mar-97 471.44 Jun-97 487.47 Sep-97 483.09 Dec-97 485.19 Mar-98 535.91 Jun-98 546.63 Sep-98 526.32 Dec-98 509.65 Mar-99 559.88 Jun-99 589.14 589.14 Sep-99 597.44 Dec-99 605.27 Mar-00 613.1 Jun-00 620.92 Lower TPSA 647.7 666.11 684.88 703.86 547.17 544.42 541.31 537.99 0 88 91 2 94 97 -9 -8 -8 -8 -9 -9 -9 -9 -9 -8 -8 -9 -9 n- n- n- n- -9 -9 Se p Se p Se p Se p Se p Ju Ju Ju Ju M M M M D D D D M Forecast -- Double Exponential Smoothing-Holt Selected Forecast Date Quarterly Annual Sep-1999 597.44 Dec-1999 605.27 1,202.70 Mar-2000 613.10 Jun-2000 620.92 Avg 609.18 1,202.70 Max 620.92 1,202.70 Min 597.44 1,202.70 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 5% - 95% Upper 647.70 666.11 684.88 703.86 675.64 703.86 647.70 5% - 95% Lower 547.17 544.42 541.31 537.99 542.72 547.17 537.99 7.10% 116.60 92.06% Audit Trail - Summary Analysis Audit Trail - Historical Versus Fitted Analysis D Ju Column A Column C Column D Column E Column F ar ar ar ar ec ec ec ec ar ec n- 00 6 7 9 3 5 6 8 6 9 2 5 8 9 Series: TPSA Date Mar-1986 Jun-1986 Sep-1986 Dec-1986 Mar-1987 Jun-1987 Sep-1987 Dec-1987 Mar-1988 Jun-1988 Sep-1988 Dec-1988 Mar-1989 Jun-1989 Sep-1989 Dec-1989 Mar-1990 Jun-1990 Sep-1990 Dec-1990 Mar-1991 Jun-1991 Sep-1991 Dec-1991 Mar-1992 Jun-1992 Sep-1992 Dec-1992 Mar-1993 Jun-1993 Sep-1993 Dec-1993 Mar-1994 Jun-1994 Sep-1994 Dec-1994 Mar-1995 Jun-1995 Sep-1995 Dec-1995 Mar-1996 Jun-1996 Sep-1996 Dec-1996 Mar-1997 Original Data 204.88 211.44 223.58 210.53 241.88 227.25 239.29 255.26 259.68 248.16 251.58 286.54 298.11 282.68 261.62 264.47 253.34 294.61 276.88 232.61 186.42 260.74 270.01 289.01 268.00 294.10 294.69 347.64 362.30 357.37 342.92 419.84 430.95 407.95 408.68 448.13 428.05 420.31 409.57 454.71 430.19 445.52 438.03 481.92 492.08 Fitted Data 211.66 213.28 217.18 225.01 222.91 236.66 237.06 242.91 253.65 261.53 260.17 260.93 277.99 292.77 293.32 283.35 279.10 271.28 286.68 286.49 265.00 230.90 247.78 261.41 277.94 276.81 288.63 295.29 324.27 347.10 357.12 355.54 391.46 416.35 418.79 420.30 439.88 440.80 437.40 430.19 447.74 445.42 451.34 450.82 471.44 Error -6.78 -1.84 6.40 -14.48 18.97 -9.41 2.23 12.35 6.03 -13.37 -8.59 25.61 20.12 -10.09 -31.70 -18.88 -25.76 23.33 -9.81 -53.88 -78.58 29.85 22.23 27.59 -9.94 17.28 6.06 52.35 38.03 10.28 -14.20 64.30 39.49 -8.40 -10.12 27.83 -11.84 -20.50 -27.83 24.51 -17.54 0.10 -13.31 31.11 20.64 Series % Change 3.20% 5.74% -5.84% 14.89% -6.05% 5.30% 6.68% 1.73% -4.44% 1.38% 13.89% 4.04% -5.18% -7.45% 1.09% -4.21% 16.29% -6.02% -15.99% -19.86% 39.87% 3.55% 7.04% -7.27% 9.74% 0.20% 17.97% 4.22% -1.36% -4.04% 22.43% 2.65% -5.34% 0.18% 9.65% -4.48% -1.81% -2.55% 11.02% -5.39% 3.56% -1.68% 10.02% 2.11% Forecast % Change 0.77% 1.83% 3.61% -0.94% 6.17% 0.17% 2.47% 4.42% 3.11% -0.52% 0.29% 6.54% 5.32% 0.19% -3.40% -1.50% -2.80% 5.68% -0.07% -7.50% -12.87% 7.31% 5.50% 6.32% -0.40% 4.27% 2.31% 9.81% 7.04% 2.89% -0.44% 10.10% 6.36% 0.59% 0.36% 4.66% 0.21% -0.77% -1.65% 4.08% -0.52% 1.33% -0.12% 4.57% Cumulative Error -6.78 -4.31 -0.74 -4.18 0.45 -1.19 -0.70 0.93 1.50 0.01 -0.77 1.43 2.86 1.94 -0.30 -1.46 -2.89 -1.44 -1.88 -4.48 -8.01 -6.29 -5.05 -3.69 -3.94 -3.12 -2.78 -0.81 0.53 0.85 0.37 2.37 3.49 3.14 2.76 3.46 3.05 2.43 1.65 2.22 1.74 1.70 1.35 2.03 2.44 Cumulative MAPE 3.31% 1.87% 1.57% 1.60% 1.60% 1.45% 1.26% 1.18% 1.07% 1.02% 0.96% 0.94% 0.91% 0.86% 0.86% 0.83% 0.82% 0.80% 0.76% 0.78% 0.84% 0.83% 0.81% 0.79% 0.76% 0.74% 0.72% 0.71% 0.70% 0.68% 0.66% 0.66% 0.65% 0.63% 0.61% 0.60% 0.59% 0.57% 0.56% 0.55% 0.54% 0.53% 0.52% 0.51% 0.50% Jun-1997 Sep-1997 Dec-1997 Mar-1998 Jun-1998 Sep-1998 Dec-1998 Mar-1999 Jun-1999 Avg Max Min StDev Var Median 465.02 474.78 578.37 543.09 489.01 477.93 601.96 605.85 590.15 356.29 605.85 186.42 116.60 13,595.06 320.52 487.47 483.09 485.19 535.91 546.63 526.32 509.65 559.88 589.14 352.35 589.14 211.66 109.57 12,004.56 294.30 -22.45 -8.31 93.17 7.17 -57.62 -48.40 92.31 45.97 1.01 3.94 93.17 -78.58 32.62 1,064.10 0.56 -5.50% 2.10% 21.82% -6.10% -9.96% -2.27% 25.95% 0.65% -2.59% 2.52% 39.87% -19.86% 10.54% 1.11% 1.09% 3.40% -0.90% 0.43% 10.45% 2.00% -3.71% -3.17% 9.86% 5.23% 2.04% 10.45% -12.87% 4.39% 0.19% 1.83% 1.90 1.68 3.59 3.66 2.44 1.44 3.19 3.99 3.94 0.11 3.99 -8.01 3.03 9.16 1.14 0.49% 0.48% 0.48% 0.47% 0.47% 0.46% 0.46% 0.45% 0.44% 0.83% 3.31% 0.44% 0.48% 0.00% 0.72% Audit Trail -- Correlation Coefficient Table Series Description TPSA TPSA 1.00 Audit Trail - Statistics Accuracy Measures AIC BIC Mean Absolute Percentage Error (MAPE) R-Square Adjusted R-Square Mean Absolute Error Mean Error Mean Square Error Root Mean Square Error Theil Method Statistics Method Selected Alpha Gamma ForecastX Configuration Parameters Item Value Data Range Selected [c3t6.xls]Seasonally Adjusted Data Only'!$A$1:$B$55 Time scale for data Quarterly Periods to forecast 4 Seasonal Length Replace Outliers Activated No Value 533.41 537.38 7.10% 92.06% 91.90% 24.44 3.94 1,059.91 32.56 0.90 Value Double Exponential Smoothing-Holt 0.47 0.03 Forecast Statistics Durbin Watson(1) Max Min Mean Absolute Deviation Root Mean Square Ljung-Box Value 1.70 605.85 186.42 102.02 115.51 28.01 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: 9/8/2005 2:52 PM Author: John Galt Development, Inc. Note: ForecastX No No No Yes 4 No Double Holt Date Mar-1986 Jun-1986 Sep-1986 Dec-1986 Mar-1987 Jun-1987 Sep-1987 Dec-1987 Mar-1988 Jun-1988 Sep-1988 Dec-1988 Mar-1989 Jun-1989 Sep-1989 Dec-1989 Mar-1990 Jun-1990 Sep-1990 Dec-1990 Mar-1991 Jun-1991 Sep-1991 Dec-1991 Mar-1992 Jun-1992 Sep-1992 Dec-1992 Mar-1993 Jun-1993 Sep-1993 Dec-1993 Mar-1994 Jun-1994 Sep-1994 Dec-1994 Mar-1995 Jun-1995 Sep-1995 Dec-1995 Mar-1996 Jun-1996 Sep-1996 Dec-1996 Mar-1997 Jun-1997 Sep-1997 Dec-1997 Mar-1998 Jun-1998 Sep-1998 Dec-1998 Mar-1999 Jun-1999 Sep-99 Dec-99 Mar-00 Jun-00 TPSA 204.88 211.44 223.58 210.53 241.88 227.25 239.29 255.26 259.68 248.16 251.58 286.54 298.11 282.68 261.62 264.47 253.34 294.61 276.88 232.61 186.42 260.74 270.01 289.01 268.00 294.10 294.69 347.64 362.30 357.37 342.92 419.84 430.95 407.95 408.68 448.13 428.05 420.31 409.57 454.71 430.19 445.52 438.03 481.92 492.08 465.02 474.78 578.37 543.09 489.01 477.93 601.96 605.85 590.15 594.81 640.32 632.88 595.96 TPSA_FCST 211.66 213.28 217.18 225.01 222.91 236.66 237.06 242.91 253.65 261.53 260.17 260.93 277.99 292.77 293.32 283.35 279.10 271.28 286.68 286.49 265.00 230.90 247.78 261.41 277.94 276.81 288.63 295.29 324.27 347.10 357.12 355.54 391.46 416.35 418.79 420.30 439.88 440.80 437.40 430.19 447.74 445.42 451.34 450.82 471.44 487.47 483.09 485.19 535.91 546.63 526.32 509.65 559.88 589.14 SI 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 0.92 0.94 1.04 1.10 633.28 629.27 639.27 652.76 TPF 220.902 233.702 200.012 211.423 232.644 259.325 218.317 228.238 264.733 286.572 239.608 245.171 290.133 320.800 270.129 266.236 291.291 297.257 264.020 269.191 276.576 253.004 228.190 245.627 290.078 303.320 265.812 277.458 338.439 380.334 328.895 334.067 408.558 456.218 385.689 394.913 459.101 483.012 402.826 404.214 467.299 488.074 415.662 423.590 492.035 534.146 444.903 455.889 559.328 598.969 484.718 478.870 584.341 645.546 583.223 591.270 667.203 715.263 Historic RMSE = 32.56 Holdout Period Forecast RMSE forecast actual 583.223 547.79 591.270 601.65 667.203 660.53 715.263 653.02 Holdout RMSE= 36.34 (At-Ft) -35.43 10.38 -6.68 -62.24 (At-Ft)2 1255.27 107.77 44.59 3873.75 Date Mar-86 Jun-86 Sep-86 Dec-86 Mar-87 Jun-87 Sep-87 Dec-87 Mar-88 Jun-88 Sep-88 Dec-88 Mar-89 Jun-89 Sep-89 Dec-89 Mar-90 Jun-90 Sep-90 Dec-90 Mar-91 Jun-91 Sep-91 Dec-91 Mar-92 Jun-92 Sep-92 Dec-92 Mar-93 Jun-93 Sep-93 Dec-93 Mar-94 Jun-94 Sep-94 Dec-94 Mar-95 Jun-95 Sep-95 Dec-95 Mar-96 Jun-96 Sep-96 Dec-96 Mar-97 Jun-97 Sep-97 Dec-97 Mar-98 Jun-98 Sep-98 Dec-98 TP 213.83 231.68 205.9 197.82 252.45 249.02 220.37 239.85 271.03 271.92 231.7 269.23 311.13 309.74 240.94 248.5 264.41 322.82 254.99 218.56 194.56 285.71 248.66 271.55 279.71 322.26 271.39 326.65 378.13 391.59 315.82 394.48 449.78 447.02 376.37 421.07 446.75 460.55 377.2 427.25 448.99 488.18 403.4 452.82 513.58 509.55 437.25 543.44 566.82 535.83 440.15 565.61 TPF 220.902 233.702 200.012 211.423 232.644 259.325 218.317 228.238 264.733 286.572 239.608 245.171 290.133 320.800 270.129 266.236 291.291 297.257 264.020 269.191 276.576 253.004 228.190 245.627 290.078 303.320 265.812 277.458 338.439 380.334 328.895 334.067 408.558 456.218 385.689 394.913 459.101 483.012 402.826 404.214 467.299 488.074 415.662 423.590 492.035 534.146 444.903 455.889 559.328 598.969 484.718 478.870 Mar-99 Jun-99 Sep-99 Dec-99 Mar-00 Jun-00 632.32 646.66 547.79 601.65 660.53 653.02 584.341 645.546 583.223 591.270 667.203 715.263 <-- Holdout Period Light Truck Production (TP) and Forecast (TPF) 100 200 300 400 500 600 700 800 0 Mar-86 Sep-86 Mar-87 Sep-87 Mar-88 Sep-88 Mar-89 Sep-89 Mar-90 Sep-90 Mar-91 Sep-91 Mar-92 Sep-92 TP Mar-93 ck Production and Light Truck Production Forecast Based on a Holt's Exponential Smoothing Forecast of Deseasonalized Light Truck Prod TPF Sep-93 Mar-94 Sep-94 Mar-95 Sep-95 Mar-96 Sep-96 Mar-97 Sep-97 Mar-98 Sep-98 Mar-99 Sep-99 Mar-00 ...
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