c3t4 - 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 Tracking Report Dates 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 800.00 Dec-1998 Mar-1999 Jun-1999 Sep-1999 Dec-1999 Mar-2000 Jun-2000 700.00 600.00 500.00 400.00 300.00 200.00 100.00 0.00 Actual 213.83 Forecast 231.68 205.90 197.82 252.45 249.02 220.37 239.85 271.03 271.92 231.70 269.23 311.13 309.74 240.94 248.50 264.41 322.82 254.99 218.56 194.56 285.71 248.66 271.55 279.71 322.26 271.39 326.65 378.13 391.59 315.82 394.48 449.78 447.02 376.37 421.07 446.75 460.55 377.20 427.25 448.99 488.18 403.40 452.82 513.58 509.55 437.25 543.44 566.82 535.83 440.15 565.61 632.32 646.66 Fitted Values Lower Limit 220.59 Upper Limit 234.30 200.72 211.83 232.49 259.55 220.94 225.35 269.32 282.98 242.69 246.17 293.63 311.78 270.41 274.57 300.17 290.63 257.40 272.98 282.58 262.43 223.70 237.01 274.17 326.10 268.52 275.18 315.74 400.91 330.88 343.51 389.52 465.95 380.11 417.25 448.00 482.79 395.11 428.41 455.79 483.21 404.38 450.24 479.05 529.09 432.84 485.16 548.40 582.86 472.96 524.00 572.19 609.86 609.86 526.45 569.33 483.57 620.95 671.62 570.27 660.37 719.10 601.65 668.50 735.42 601.57 Trucks Sep-1988 Sep-1990 Sep-1992 Sep-1994 Sep-1996 Mar-1987 Mar-1990 Mar-1991 Mar-1994 Mar-1996 Actual Forecast Fitted Values Upper Limit Lower Limit Forecast --Holt WintersSelected Date Sep-1999 Dec-1999 Mar-2000 Jun-2000 Total Avg Max Min Quarterly 526.45 620.95 660.37 668.50 2,476.27 619.07 668.50 526.45 Forecast Annual 1,147.40 6% - 94% Upper Limit 569.33 671.62 719.10 735.42 673.87 735.42 569.33 6% - 94% Lower Limit 483.57 570.27 601.65 601.57 564.27 601.65 483.57 1,147.40 1,147.40 1,147.40 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 Dates Mar-1986 Jun-1986 Sep-1986 Dec-1986 Mar-1987 Jun-1987 Sep-1987 Dec-1987 Mar-1988 Jun-1988 Sep-1988 Dec-1988 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 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 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 Series % Change 8.35% -11.13% -3.93% 27.62% -1.36% -11.50% 8.84% 13.00% 0.33% -14.79% 16.20% Forecast % Change 6.21% -14.33% 5.54% 9.75% 11.64% -14.87% 2.00% 19.51% 5.07% -14.24% 1.43% Mar-1998 Mar-1986 Mar-1992 Sep-1986 Sep-1997 Sep-1987 Mar-1988 Mar-1989 Sep-1989 Sep-1991 Mar-1993 Mar-1995 Sep-1995 Mar-1997 Sep-1993 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 Avg Max Min StDev Var Median 311.13 309.74 240.94 248.50 264.41 322.82 254.99 218.56 194.56 285.71 248.66 271.55 279.71 322.26 271.39 326.65 378.13 391.59 315.82 394.48 449.78 447.02 376.37 421.07 446.75 460.55 377.20 427.25 448.99 488.18 403.40 452.82 513.58 509.55 437.25 543.44 566.82 535.83 440.15 565.61 632.32 646.66 357.35 646.66 194.56 120.88 14,611.27 322.54 293.63 311.78 270.41 274.57 300.17 290.63 257.40 272.98 282.58 262.43 223.70 237.01 274.17 326.10 268.52 275.18 315.74 400.91 330.88 343.51 389.52 465.95 380.11 417.25 448.00 482.79 395.11 428.41 455.79 483.21 404.38 450.24 479.05 529.09 432.84 485.16 548.40 582.86 472.96 524.00 572.19 609.86 353.64 609.86 200.72 113.82 12,955.75 313.76 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 -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 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% -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% 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% 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% Audit Trail -- Coefficient Determination Table Series Trucks Trucks 1.00 Audit Trail -- Covariance Table Series Trucks Trucks 14,611.27 Audit Trail - Statistics Accuracy Measures AIC BIC Mean Absolute Percentage Error (MAPE) R-Square Adjusted R-Square Value 526.75 532.72 6.64% 93.70% 93.46% Forecast Statistics Durbin Watson (4) Standard Deviation Ljung-Box Root Mean Square Error Theil Method Statistics Method Selected Level Seasonal Trend Decomposition type Seasonal Indexes Index 1 Index 2 Index 3 Index 4 ForecastX Configuration Parameters Item Data range selected Time scale for data 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 Zeroes Remove Trailing Zeroes 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: 3/11/2008 10:54:04 AM Author: Barry Keating Note: 30.05 0.66 Value Holt Winters 0.41 0.37 0.03 Multiplicative Value 1.04 1.10 0.92 0.94 Value [c3t4.xls]Truck Production'!$A$1:$B$55 Quarterly 4.00 No No No No No No Holt Winters Sep-1996 Sep-1998 Mar-1996 Mar-1998 mit 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 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% Mar-2000 Sep-1997 Sep-1999 Sep-1995 Mar-1997 Mar-1999 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 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 0.88% 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% 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% ast Statistics ard Deviation Value 1.24 120.88 17.99 700.00 600.00 500.00 400.00 Original Data 300.00 Fitted Data 200.00 100.00 0.00 Dec-1986 Jun-1988 Dec-1989 Jun-1991 Dec-1992 Jun-1994 Dec-1995 Jun-1997 Dec-1998 Mar-1986 Sep-1987 Mar-1989 Sep-1990 Mar-1992 Sep-1993 Mar-1995 Sep-1996 Mar-1998 Dates 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 Original Data Fitted Data 213.83 220.59 231.68 205.90 197.82 252.45 249.02 220.37 239.85 271.03 271.92 231.70 269.23 311.13 309.74 240.94 248.50 264.41 322.82 254.99 218.56 194.56 285.71 248.66 271.55 279.71 322.26 271.39 326.65 378.13 391.59 315.82 394.48 449.78 447.02 376.37 421.07 446.75 460.55 377.20 427.25 448.99 488.18 403.40 452.82 513.58 509.55 437.25 543.44 566.82 535.83 440.15 565.61 632.32 646.66 234.30 200.72 211.83 232.49 259.55 220.94 225.35 269.32 282.98 242.69 246.17 293.63 311.78 270.41 274.57 300.17 290.63 257.40 272.98 282.58 262.43 223.70 237.01 274.17 326.10 268.52 275.18 315.74 400.91 330.88 343.51 389.52 465.95 380.11 417.25 448.00 482.79 395.11 428.41 455.79 483.21 404.38 450.24 479.05 529.09 432.84 485.16 548.40 582.86 472.96 524.00 572.19 609.86 ...
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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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