c3t1 - Date Mar-85 Jun-85 Sep-85 Dec-85 Mar-86 Jun-86...

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Unformatted text preview: Date Mar-85 Jun-85 Sep-85 Dec-85 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 Rate 257.53 250.81 238.38 207.18 187.81 169.89 155.84 160.46 153.22 142.64 146.97 135.65 127.99 125.72 133.70 125.16 128.55 137.96 142.33 143.14 147.99 155.40 144.98 130.90 133.88 138.36 136.32 129.48 128.67 130.38 124.90 123.03 120.92 110.05 105.68 108.27 107.61 103.25 99.05 98.86 96.18 84.48 94.23 101.54 105.83 107.50 109.00 112.90 121.21 119.71 118.07 125.39 Mar-98 Jun-98 Sep-98 Dec-98 Mar-99 Jun-99 Sep-99 Dec-99 Mar-00 Jun-00 Sep-00 Dec-00 Mar-01 Jun-01 Sep-01 Dec-01 Mar-02 Jun-02 Sep-02 Dec-02 Mar-03 Jun-03 Sep-03 Dec-03 Mar-04 Jun-04 Sep-04 Dec-04 Mar-05 Jun-05 Sep-05 Dec-05 Mar-06 Jun-06 Sep-06 Dec-06 Mar-07 Jun-07 128.16 135.66 139.98 119.47 116.48 120.83 113.15 104.40 107.00 106.69 107.71 109.89 118.14 122.63 121.49 123.82 132.46 126.81 119.32 122.47 118.95 118.53 117.39 108.81 107.17 109.76 109.94 105.76 104.51 107.51 111.27 117.26 116.87 114.48 116.30 117.75 119.40 120.80 * Value assumed not to be known in developing moving-average forecasts Exchange Rate of Japanese Yen per U.S. Dollar (c3t1) 300.00 250.00 200.00 150.00 Rate 100.00 50.00 0.00 Dec-85 Jun-87 Dec-88 Jun-90 Dec-91 Jun-93 Dec-94 Jun-96 Dec-97 Jun-99 Dec-00 Jun-02 Dec-03 Jun-05 Dec-06 Mar-85 Sep-86 Mar-88 Sep-89 Mar-91 Sep-92 Mar-94 Sep-95 Mar-97 Sep-98 Mar-00 Sep-01 Mar-03 Sep-04 Mar-06 Tracking Report Dates Mar-1985 Jun-1985 Sep-1985 Dec-1985 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 300.00 Mar-1998 Jun-1998 Sep-1998 Dec-1998 Mar-1999 Jun-1999 Sep-1999 Dec-1999 Mar-2000 Jun-2000 Sep-2000 Dec-2000 Mar-2001 Jun-2001 Sep-2001 Dec-2001 Mar-2002 Jun-2002 Sep-2002 Dec-2002 Mar-2003 Jun-2003 Sep-2003 Dec-2003 Mar-2004 Jun-2004 Sep-2004 Dec-2004 Mar-2005 250.00 Jun-2005 Sep-2005 Dec-2005 Mar-2006 Jun-2006 Sep-2006 Dec-2006 Mar-2007 Jun-2007 200.00 150.00 Actual 257.53 Forecast 250.81 238.38 207.18 187.81 169.89 155.84 160.46 153.22 142.64 146.97 135.65 127.99 125.72 133.70 125.16 128.55 137.96 142.33 143.14 147.99 155.40 144.98 130.90 133.88 138.36 136.32 129.48 128.67 130.38 124.90 123.03 120.92 110.05 105.68 108.27 107.61 103.25 99.05 98.86 96.18 84.48 94.23 101.54 105.83 107.50 109.00 112.90 121.21 119.71 118.07 125.39 128.16 135.66 139.98 119.47 116.48 120.83 113.15 104.40 107.00 106.69 107.71 109.89 118.14 122.63 121.49 123.82 132.46 126.81 119.32 122.47 118.95 118.53 117.39 108.81 107.17 109.76 109.94 105.76 104.51 107.51 111.27 117.26 116.87 114.48 116.30 117.75 119.40 Fitted Values Lower Limit 208.31 Upper Limit 218.15 224.68 248.90 232.12 211.12 188.29 171.18 162.06 156.51 152.11 147.61 141.76 136.87 129.79 129.14 128.20 129.14 130.56 136.28 141.14 144.49 148.85 149.46 143.76 136.59 134.38 136.18 134.72 131.49 129.51 127.99 126.11 122.95 118.00 112.22 108.00 107.19 106.38 103.31 100.39 98.03 93.17 91.63 93.42 100.53 104.96 107.44 109.80 114.37 117.94 119.66 121.05 123.87 129.74 134.60 131.70 125.31 118.93 116.82 112.79 108.18 106.03 107.13 108.10 111.91 116.88 120.75 122.65 125.92 127.70 126.20 122.87 120.25 119.98 118.29 114.91 111.12 108.58 108.96 108.49 106.74 105.93 107.76 112.01 115.13 116.20 115.88 116.18 116.18 117.82 135.86 99.77 Rate 100.00 50.00 0.00 Sep-1986 Sep-1989 Sep-1992 Sep-1998 Dec-1985 Dec-1988 Dec-1991 Dec-1994 Dec-1997 Dec-2000 Mar-2003 Mar-1985 Mar-1991 Mar-1997 Jun-1987 Jun-1990 Jun-1993 Jun-1996 Jun-1999 Mar-1988 Mar-1994 Mar-2000 Jun-2002 Dec-2003 Sep-1995 Sep-2001 Actual Forecast Fitted Values Upper Limit Lower Limit Forecast --Moving AverageSelected Date Jun-2007 Total Avg Max Min Quarterly 117.82 117.82 117.82 117.82 117.82 Forecast Annual 5% - 95% Upper Limit 135.86 135.86 135.86 135.86 5% - 95% Lower Limit 99.77 99.77 99.77 99.77 #DIV/0! 0.00 0.00 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 6.33% 29.94 80.92% Audit Trail - Summary Analysis Audit Trail - Historical Versus Fitted Analysis Series:Rate Dates Mar-1985 Jun-1985 Sep-1985 Dec-1985 Mar-1986 Jun-1986 Sep-1986 Dec-1986 Mar-1987 Jun-1987 Sep-1987 Dec-1987 Mar-1988 Jun-1988 Original Data 257.53 250.81 238.38 207.18 187.81 169.89 155.84 160.46 153.22 142.64 146.97 135.65 127.99 125.72 Fitted Data 208.31 218.15 224.68 248.90 232.12 211.12 188.29 171.18 162.06 156.51 152.11 147.61 141.76 136.87 Error 49.22 32.65 13.69 -41.72 -44.31 -41.24 -32.45 -10.72 -8.84 -13.86 -5.14 -11.96 -13.77 -11.15 Series % Change -2.61% -4.96% -13.09% -9.35% -9.54% -8.27% 2.96% -4.51% -6.90% 3.03% -7.70% -5.65% -1.77% Forecast % Change 4.73% 2.99% 10.78% -6.74% -9.05% -10.81% -9.09% -5.33% -3.43% -2.81% -2.96% -3.97% -3.45% 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-1999 Dec-1999 Mar-2000 Jun-2000 Sep-2000 Dec-2000 Mar-2001 Jun-2001 Sep-2001 Dec-2001 Mar-2002 Jun-2002 Sep-2002 Dec-2002 Mar-2003 Jun-2003 Sep-2003 Dec-2003 Mar-2004 Jun-2004 Sep-2004 133.70 125.16 128.55 137.96 142.33 143.14 147.99 155.40 144.98 130.90 133.88 138.36 136.32 129.48 128.67 130.38 124.90 123.03 120.92 110.05 105.68 108.27 107.61 103.25 99.05 98.86 96.18 84.48 94.23 101.54 105.83 107.50 109.00 112.90 121.21 119.71 118.07 125.39 128.16 135.66 139.98 119.47 116.48 120.83 113.15 104.40 107.00 106.69 107.71 109.89 118.14 122.63 121.49 123.82 132.46 126.81 119.32 122.47 118.95 118.53 117.39 108.81 107.17 109.76 109.94 129.79 129.14 128.20 129.14 130.56 136.28 141.14 144.49 148.85 149.46 143.76 136.59 134.38 136.18 134.72 131.49 129.51 127.99 126.11 122.95 118.00 112.22 108.00 107.19 106.38 103.31 100.39 98.03 93.17 91.63 93.42 100.53 104.96 107.44 109.80 114.37 117.94 119.66 121.05 123.87 129.74 134.60 131.70 125.31 118.93 116.82 112.79 108.18 106.03 107.13 108.10 111.91 116.88 120.75 122.65 125.92 127.70 126.20 122.87 120.25 119.98 118.29 114.91 111.12 108.58 3.92 -3.97 0.35 8.82 11.77 6.86 6.85 10.91 -3.87 -18.56 -9.88 1.77 1.94 -6.70 -6.05 -1.11 -4.61 -4.96 -5.18 -12.90 -12.33 -3.95 -0.39 -3.93 -7.33 -4.45 -4.21 -13.55 1.06 9.91 12.41 6.97 4.04 5.46 11.42 5.34 0.13 5.73 7.11 11.79 10.25 -15.13 -15.23 -4.48 -5.78 -12.42 -5.79 -1.49 1.68 2.75 10.04 10.72 4.61 3.06 9.81 0.89 -8.37 -3.73 -3.92 -1.71 -2.60 -9.48 -7.74 -1.36 1.36 6.35% -6.39% 2.71% 7.32% 3.17% 0.57% 3.39% 5.00% -6.71% -9.71% 2.27% 3.35% -1.48% -5.02% -0.62% 1.33% -4.20% -1.50% -1.71% -8.99% -3.98% 2.45% -0.61% -4.05% -4.07% -0.20% -2.71% -12.16% 11.54% 7.76% 4.22% 1.58% 1.39% 3.58% 7.37% -1.24% -1.37% 6.20% 2.21% 5.85% 3.19% -14.65% -2.51% 3.74% -6.36% -7.73% 2.49% -0.29% 0.95% 2.02% 7.51% 3.80% -0.93% 1.91% 6.98% -4.26% -5.91% 2.64% -2.88% -0.35% -0.97% -7.31% -1.51% 2.42% 0.16% -5.18% -0.50% -0.73% 0.74% 1.10% 4.38% 3.57% 2.37% 3.02% 0.41% -3.81% -4.99% -1.62% 1.34% -1.08% -2.40% -1.50% -1.18% -1.47% -2.50% -4.03% -4.90% -3.76% -0.75% -0.75% -2.89% -2.83% -2.35% -4.96% -1.66% 1.95% 7.62% 4.40% 2.37% 2.19% 4.16% 3.12% 1.46% 1.16% 2.33% 4.73% 3.75% -2.15% -4.86% -5.09% -1.77% -3.45% -4.09% -1.99% 1.04% 0.90% 3.53% 4.44% 3.31% 1.57% 2.67% 1.41% -1.17% -2.64% -2.13% -0.22% -1.41% -2.86% -3.30% -2.29% Dec-2004 Mar-2005 Jun-2005 Sep-2005 Dec-2005 Mar-2006 Jun-2006 Sep-2006 Dec-2006 Mar-2007 Avg Max Min StDev Var Median Audit Trail - Statistics 105.76 104.51 107.51 111.27 117.26 116.87 114.48 116.30 117.75 119.40 127.68 257.53 84.48 29.94 896.24 120.83 108.96 108.49 106.74 105.93 107.76 112.01 115.13 116.20 115.88 116.18 129.46 248.90 91.63 30.82 949.58 121.05 -3.19 -3.98 0.78 5.34 9.50 4.86 -0.66 0.10 1.87 3.23 -1.79 49.22 -44.31 12.95 167.72 -1.36 -3.80% -1.19% 2.87% 3.49% 5.39% -0.33% -2.05% 1.59% 1.25% 1.40% -0.73% 11.54% -14.65% 5.17% 0.27% -0.34% 0.35% -0.43% -1.61% -0.76% 1.73% 3.94% 2.79% 0.93% -0.28% 0.25% -0.60% 10.78% -10.81% 3.64% 0.13% -0.76% Accuracy Measures AIC BIC Mean Absolute Percentage Error (MAPE) R-Square Adjusted R-Square Root Mean Square Error Theil Method Statistics Method Selected Average Periods 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: 3/3/2008 11:50:40 AM Author: Barry Keating Note: Value 711.15 713.64 6.33% 80.92% 80.92% 13.00 1.46 Value Moving Average 3 Forecast Statistics Durbin Watson (4) Mean Standard Deviation Ljung-Box Value [c3t1 new.xlsx]Yen to Dollar'!$A$1:$B$90 Quarterly 1.00 No No No No No No Moving Average Sep-2004 Mar-2003 Dec-2000 Dec-2003 Mar-2006 Jun-1999 Mar-2000 Jun-2002 mit Cumulative Error 49.22 40.93 31.85 13.46 1.91 -5.28 -9.17 -9.36 -9.30 -9.76 -9.34 -9.56 -9.88 -9.97 Cumulative MAPE 19.11% 12.81% 9.18% 8.14% 7.46% 6.89% 6.33% 5.64% 5.09% 4.68% 4.28% 3.98% 3.74% 3.52% Dec-2006 Sep-2001 Jun-2005 -9.05 -8.73 -8.19 -7.25 -6.25 -5.59 -5.00 -4.28 -4.26 -4.85 -5.06 -4.79 -4.54 -4.62 -4.67 -4.55 -4.55 -4.57 -4.58 -4.83 -5.04 -5.01 -4.89 -4.86 -4.93 -4.91 -4.90 -5.10 -4.96 -4.62 -4.24 -4.00 -3.83 -3.63 -3.33 -3.15 -3.09 -2.92 -2.73 -2.46 -2.23 -2.46 -2.69 -2.72 -2.77 -2.93 -2.98 -2.95 -2.88 -2.79 -2.59 -2.39 -2.29 -2.21 -2.03 -1.99 -2.08 -2.11 -2.13 -2.12 -2.13 -2.23 -2.30 -2.29 -2.24 3.30% 3.10% 2.92% 2.78% 2.66% 2.54% 2.43% 2.33% 2.23% 2.16% 2.09% 2.01% 1.94% 1.88% 1.82% 1.76% 1.70% 1.66% 1.61% 1.57% 1.54% 1.50% 1.46% 1.42% 1.39% 1.36% 1.33% 1.30% 1.27% 1.25% 1.23% 1.21% 1.18% 1.16% 1.14% 1.12% 1.10% 1.08% 1.06% 1.04% 1.03% 1.01% 1.00% 0.98% 0.97% 0.95% 0.94% 0.92% 0.91% 0.90% 0.88% 0.87% 0.86% 0.85% 0.84% 0.83% 0.82% 0.81% 0.79% 0.78% 0.77% 0.77% 0.76% 0.75% 0.74% -2.25 -2.27 -2.24 -2.15 -2.01 -1.93 -1.91 -1.89 -1.85 -1.79 -2.45 49.22 -9.97 8.74 76.37 -3.15 0.73% 0.72% 0.71% 0.70% 0.70% 0.69% 0.68% 0.67% 0.67% 0.66% 2.24% 19.11% 0.66% 2.78% 0.08% 1.23% ast Statistics ard Deviation Value 1.82 127.68 29.94 45.00 Tracking Report Dates Mar-1985 Jun-1985 Sep-1985 Dec-1985 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 300.00 Mar-1998 Jun-1998 Sep-1998 Dec-1998 Mar-1999 Jun-1999 Sep-1999 Dec-1999 Mar-2000 Jun-2000 Sep-2000 Dec-2000 Mar-2001 Jun-2001 Sep-2001 Dec-2001 Mar-2002 Jun-2002 Sep-2002 Dec-2002 Mar-2003 Jun-2003 Sep-2003 Dec-2003 Mar-2004 Jun-2004 Sep-2004 Dec-2004 Mar-2005 250.00 Jun-2005 Sep-2005 Dec-2005 Mar-2006 Jun-2006 Sep-2006 Dec-2006 Mar-2007 Jun-2007 200.00 150.00 Actual 257.53 Forecast 250.81 238.38 207.18 187.81 169.89 155.84 160.46 153.22 142.64 146.97 135.65 127.99 125.72 133.70 125.16 128.55 137.96 142.33 143.14 147.99 155.40 144.98 130.90 133.88 138.36 136.32 129.48 128.67 130.38 124.90 123.03 120.92 110.05 105.68 108.27 107.61 103.25 99.05 98.86 96.18 84.48 94.23 101.54 105.83 107.50 109.00 112.90 121.21 119.71 118.07 125.39 128.16 135.66 139.98 119.47 116.48 120.83 113.15 104.40 107.00 106.69 107.71 109.89 118.14 122.63 121.49 123.82 132.46 126.81 119.32 122.47 118.95 118.53 117.39 108.81 107.17 109.76 109.94 105.76 104.51 107.51 111.27 117.26 116.87 114.48 116.30 117.75 119.40 Fitted Values Lower Limit 208.31 Upper Limit 218.15 224.68 227.42 223.37 228.34 210.81 191.82 176.23 165.44 156.41 151.83 147.79 141.30 135.80 134.01 129.65 128.23 130.22 133.54 135.43 139.99 145.36 146.77 144.48 142.63 140.70 136.89 133.79 133.34 132.64 129.95 127.29 125.58 121.86 116.92 113.59 110.51 106.97 104.77 103.41 100.99 96.36 94.56 95.06 96.45 98.72 103.62 107.35 111.29 114.06 116.18 119.45 122.51 125.40 129.45 129.73 127.95 126.48 121.98 114.86 112.37 110.41 107.79 107.14 109.89 113.01 115.97 119.19 123.71 125.44 124.78 124.98 124.00 121.22 119.33 117.23 114.17 112.33 110.61 108.29 107.43 107.50 107.80 109.26 111.48 113.48 115.24 116.53 116.53 116.96 139.79 94.13 Rate 100.00 50.00 0.00 Sep-1986 Sep-1989 Sep-1992 Sep-1998 Dec-1985 Dec-1988 Dec-1991 Dec-1994 Dec-1997 Dec-2000 Mar-2003 Mar-1985 Mar-1991 Mar-1997 Jun-1987 Jun-1990 Jun-1993 Jun-1996 Jun-1999 Mar-1988 Mar-1994 Mar-2000 Jun-2002 Dec-2003 Sep-1995 Sep-2001 Actual Forecast Fitted Values Upper Limit Lower Limit Forecast --Moving AverageSelected Date Jun-2007 Total Avg Max Min Quarterly 116.96 116.96 116.96 116.96 116.96 Forecast Annual 5% - 95% Upper Limit 139.79 139.79 139.79 139.79 5% - 95% Lower Limit 94.13 94.13 94.13 94.13 #DIV/0! 0.00 0.00 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 8.21% 29.94 73.66% Audit Trail - Summary Analysis Audit Trail - Historical Versus Fitted Analysis Series:Rate Dates Mar-1985 Jun-1985 Sep-1985 Dec-1985 Mar-1986 Jun-1986 Sep-1986 Dec-1986 Mar-1987 Jun-1987 Sep-1987 Dec-1987 Mar-1988 Jun-1988 Original Data 257.53 250.81 238.38 207.18 187.81 169.89 155.84 160.46 153.22 142.64 146.97 135.65 127.99 125.72 Fitted Data 208.31 218.15 224.68 227.42 223.37 228.34 210.81 191.82 176.23 165.44 156.41 151.83 147.79 141.30 Error 49.22 32.65 13.69 -20.24 -35.56 -58.45 -54.97 -31.36 -23.01 -22.80 -9.44 -16.17 -19.80 -15.58 Series % Change -2.61% -4.96% -13.09% -9.35% -9.54% -8.27% 2.96% -4.51% -6.90% 3.03% -7.70% -5.65% -1.77% Forecast % Change 4.73% 2.99% 1.22% -1.78% 2.22% -7.68% -9.01% -8.12% -6.12% -5.46% -2.93% -2.66% -4.39% 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-1999 Dec-1999 Mar-2000 Jun-2000 Sep-2000 Dec-2000 Mar-2001 Jun-2001 Sep-2001 Dec-2001 Mar-2002 Jun-2002 Sep-2002 Dec-2002 Mar-2003 Jun-2003 Sep-2003 Dec-2003 Mar-2004 Jun-2004 Sep-2004 133.70 125.16 128.55 137.96 142.33 143.14 147.99 155.40 144.98 130.90 133.88 138.36 136.32 129.48 128.67 130.38 124.90 123.03 120.92 110.05 105.68 108.27 107.61 103.25 99.05 98.86 96.18 84.48 94.23 101.54 105.83 107.50 109.00 112.90 121.21 119.71 118.07 125.39 128.16 135.66 139.98 119.47 116.48 120.83 113.15 104.40 107.00 106.69 107.71 109.89 118.14 122.63 121.49 123.82 132.46 126.81 119.32 122.47 118.95 118.53 117.39 108.81 107.17 109.76 109.94 135.80 134.01 129.65 128.23 130.22 133.54 135.43 139.99 145.36 146.77 144.48 142.63 140.70 136.89 133.79 133.34 132.64 129.95 127.29 125.58 121.86 116.92 113.59 110.51 106.97 104.77 103.41 100.99 96.36 94.56 95.06 96.45 98.72 103.62 107.35 111.29 114.06 116.18 119.45 122.51 125.40 129.45 129.73 127.95 126.48 121.98 114.86 112.37 110.41 107.79 107.14 109.89 113.01 115.97 119.19 123.71 125.44 124.78 124.98 124.00 121.22 119.33 117.23 114.17 112.33 -2.09 -8.84 -1.10 9.73 12.11 9.60 12.56 15.41 -0.38 -15.87 -10.61 -4.27 -4.39 -7.41 -5.11 -2.96 -7.74 -6.92 -6.37 -15.53 -16.18 -8.65 -5.98 -7.25 -7.92 -5.92 -7.23 -16.51 -2.13 6.98 10.77 11.05 10.28 9.28 13.86 8.42 4.00 9.21 8.71 13.15 14.59 -9.98 -13.26 -7.12 -13.34 -17.58 -7.86 -5.68 -2.70 2.10 11.00 12.74 8.48 7.85 13.27 3.11 -6.12 -2.31 -6.03 -5.47 -3.83 -10.53 -10.06 -4.40 -2.39 6.35% -6.39% 2.71% 7.32% 3.17% 0.57% 3.39% 5.00% -6.71% -9.71% 2.27% 3.35% -1.48% -5.02% -0.62% 1.33% -4.20% -1.50% -1.71% -8.99% -3.98% 2.45% -0.61% -4.05% -4.07% -0.20% -2.71% -12.16% 11.54% 7.76% 4.22% 1.58% 1.39% 3.58% 7.37% -1.24% -1.37% 6.20% 2.21% 5.85% 3.19% -14.65% -2.51% 3.74% -6.36% -7.73% 2.49% -0.29% 0.95% 2.02% 7.51% 3.80% -0.93% 1.91% 6.98% -4.26% -5.91% 2.64% -2.88% -0.35% -0.97% -7.31% -1.51% 2.42% 0.16% -3.89% -1.32% -3.25% -1.10% 1.56% 2.55% 1.41% 3.37% 3.84% 0.97% -1.56% -1.28% -1.35% -2.71% -2.26% -0.33% -0.52% -2.03% -2.04% -1.34% -2.97% -4.05% -2.85% -2.71% -3.20% -2.06% -1.30% -2.34% -4.58% -1.87% 0.53% 1.47% 2.35% 4.97% 3.60% 3.66% 2.49% 1.85% 2.82% 2.56% 2.36% 3.23% 0.22% -1.37% -1.15% -3.56% -5.83% -2.17% -1.74% -2.38% -0.60% 2.56% 2.84% 2.62% 2.78% 3.79% 1.40% -0.53% 0.16% -0.78% -2.25% -1.56% -1.76% -2.61% -1.61% Dec-2004 Mar-2005 Jun-2005 Sep-2005 Dec-2005 Mar-2006 Jun-2006 Sep-2006 Dec-2006 Mar-2007 Avg Max Min StDev Var Median Audit Trail - Statistics 105.76 104.51 107.51 111.27 117.26 116.87 114.48 116.30 117.75 119.40 127.68 257.53 84.48 29.94 896.24 120.83 110.61 108.29 107.43 107.50 107.80 109.26 111.48 113.48 115.24 116.53 130.55 228.34 94.56 31.40 986.26 122.51 -4.85 -3.78 0.09 3.77 9.46 7.61 2.99 2.82 2.51 2.87 -2.88 49.22 -58.45 15.09 227.66 -3.83 -3.80% -1.19% 2.87% 3.49% 5.39% -0.33% -2.05% 1.59% 1.25% 1.40% -0.73% 11.54% -14.65% 5.17% 0.27% -0.34% -1.53% -2.10% -0.79% 0.06% 0.28% 1.36% 2.03% 1.79% 1.55% 1.13% -0.61% 4.97% -9.01% 2.93% 0.09% -1.12% Accuracy Measures AIC BIC Mean Absolute Percentage Error (MAPE) R-Square Adjusted R-Square Root Mean Square Error Theil Method Statistics Method Selected Average Periods 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: 3/3/2008 11:42:19 AM Author: Barry Keating Note: Value 739.86 742.35 8.21% 73.66% 73.66% 15.28 1.86 Value Moving Average 5 Forecast Statistics Durbin Watson (4) Mean Standard Deviation Ljung-Box Value [c3t1 new.xls]Yen to Dollar'!$A$1:$B$90 Quarterly 1.00 No No No No No No Moving Average Sep-2004 Mar-2003 Dec-2000 Dec-2003 Mar-2006 Jun-1999 Mar-2000 Jun-2002 mit Cumulative Error 49.22 40.93 31.85 18.83 7.95 -3.12 -10.52 -13.13 -14.23 -15.08 -14.57 -14.70 -15.10 -15.13 Cumulative MAPE 19.11% 12.81% 9.18% 7.49% 6.75% 6.58% 6.36% 5.87% 5.41% 5.02% 4.62% 4.32% 4.08% 3.85% Dec-2006 Sep-2001 Jun-2005 -14.26 -13.92 -13.17 -11.90 -10.63 -9.62 -8.56 -7.48 -7.17 -7.53 -7.65 -7.52 -7.41 -7.41 -7.33 -7.18 -7.20 -7.19 -7.17 -7.41 -7.66 -7.69 -7.64 -7.63 -7.64 -7.60 -7.59 -7.80 -7.67 -7.34 -6.93 -6.54 -6.19 -5.86 -5.46 -5.18 -5.00 -4.73 -4.48 -4.15 -3.81 -3.92 -4.08 -4.14 -4.29 -4.51 -4.57 -4.59 -4.56 -4.45 -4.21 -3.96 -3.77 -3.60 -3.36 -3.26 -3.30 -3.29 -3.33 -3.36 -3.36 -3.46 -3.54 -3.55 -3.54 3.60% 3.40% 3.21% 3.05% 2.91% 2.78% 2.67% 2.57% 2.46% 2.38% 2.29% 2.21% 2.13% 2.06% 2.00% 1.93% 1.88% 1.82% 1.77% 1.73% 1.70% 1.66% 1.62% 1.58% 1.54% 1.51% 1.48% 1.45% 1.42% 1.39% 1.36% 1.34% 1.32% 1.29% 1.27% 1.25% 1.22% 1.20% 1.18% 1.16% 1.15% 1.13% 1.11% 1.10% 1.08% 1.07% 1.05% 1.04% 1.02% 1.00% 0.99% 0.98% 0.97% 0.95% 0.94% 0.93% 0.92% 0.90% 0.89% 0.88% 0.87% 0.86% 0.85% 0.84% 0.83% -3.56 -3.56 -3.51 -3.43 -3.27 -3.14 -3.07 -3.01 -2.94 -2.88 -4.53 49.22 -15.13 9.75 95.10 -5.00 0.82% 0.81% 0.80% 0.79% 0.78% 0.78% 0.77% 0.76% 0.75% 0.74% 2.36% 19.11% 0.74% 2.73% 0.07% 1.36% ast Statistics ard Deviation Value 1.68 127.68 29.94 79.50 Table 3-1 Date Mar-85 Jun-85 Sep-85 Dec-85 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 Mar-99 Jun-99 Sep-99 Dec-99 Mar-00 Jun-00 Sep-00 Dec-00 Mar-01 Jun-01 Sep-01 Dec-01 Mar-02 Jun-02 Sep-02 Dec-02 Mar-03 Rate 257.53 250.81 238.38 207.18 187.81 169.89 155.84 160.46 153.22 142.64 146.97 135.65 127.99 125.72 133.70 125.16 128.55 137.96 142.33 143.14 147.99 155.40 144.98 130.90 133.88 138.36 136.32 129.48 128.67 130.38 124.90 123.03 120.92 110.05 105.68 108.27 107.61 103.25 99.05 98.86 96.18 84.48 94.23 101.54 105.83 107.50 109.00 112.90 121.21 119.71 118.07 125.39 128.16 135.66 139.98 119.47 116.48 120.83 113.15 104.40 107.00 106.69 107.71 109.89 118.14 122.63 121.49 123.82 132.46 126.81 119.32 122.47 118.95 Three-Quarter Moving Average missing missing 248.90 232.12 211.12 188.29 171.18 162.06 156.51 152.11 147.61 141.76 136.87 129.79 129.14 128.20 129.14 130.56 136.28 141.14 144.49 148.85 149.46 143.76 136.59 134.38 136.18 134.72 131.49 129.51 127.99 126.11 122.95 118.00 112.22 108.00 107.19 106.38 103.31 100.39 98.03 93.17 91.63 93.42 100.53 104.96 107.44 109.80 114.37 117.94 119.66 121.05 123.87 129.74 134.60 131.70 125.31 118.93 116.82 112.79 108.18 106.03 107.13 108.10 111.91 116.88 120.75 122.65 125.92 127.70 126.20 122.87 120.25 Three-Quarter Forecast missing missing missing 248.90 232.12 211.12 188.29 171.18 162.06 156.51 152.11 147.61 141.76 136.87 129.79 129.14 128.20 129.14 130.56 136.28 141.14 144.49 148.85 149.46 143.76 136.59 134.38 136.18 134.72 131.49 129.51 127.99 126.11 122.95 118.00 112.22 108.00 107.19 106.38 103.31 100.39 98.03 93.17 91.63 93.42 100.53 104.96 107.44 109.80 114.37 117.94 119.66 121.05 123.87 129.74 134.60 131.70 125.31 118.93 116.82 112.79 108.18 106.03 107.13 108.10 111.91 116.88 120.75 122.65 125.92 127.70 126.20 122.87 Five-Quarter Moving Average missing missing missing missing 228.34 210.81 191.82 176.23 165.44 156.41 151.83 147.79 141.30 135.80 134.01 129.65 128.23 130.22 133.54 135.43 139.99 145.36 146.77 144.48 142.63 140.70 136.89 133.79 133.34 132.64 129.95 127.29 125.58 121.86 116.92 113.59 110.51 106.97 104.77 103.41 100.99 96.36 94.56 95.06 96.45 98.72 103.62 107.35 111.29 114.06 116.18 119.45 122.51 125.40 129.45 129.73 127.95 126.48 121.98 114.86 112.37 110.41 107.79 107.14 109.89 113.01 115.97 119.19 123.71 125.44 124.78 124.98 124.00 Five-Quarter Forecast missing missing missing missing missing 228.34 210.81 191.82 176.23 165.44 156.41 151.83 147.79 141.30 135.80 134.01 129.65 128.23 130.22 133.54 135.43 139.99 145.36 146.77 144.48 142.63 140.70 136.89 133.79 133.34 132.64 129.95 127.29 125.58 121.86 116.92 113.59 110.51 106.97 104.77 103.41 100.99 96.36 94.56 95.06 96.45 98.72 103.62 107.35 111.29 114.06 116.18 119.45 122.51 125.40 129.45 129.73 127.95 126.48 121.98 114.86 112.37 110.41 107.79 107.14 109.89 113.01 115.97 119.19 123.71 125.44 124.78 124.98 Table 3-1 Jun-03 Sep-03 Dec-03 Mar-04 Jun-04 Sep-04 Dec-04 Mar-05 Jun-05 Sep-05 Dec-05 Mar-06 Jun-06 Sep-06 Dec-06 Mar-07 Jun-07 118.53 117.39 108.81 107.17 109.76 109.94 105.76 104.51 107.51 111.27 117.26 116.87 114.48 116.30 117.75 119.40 120.80 119.98 118.29 114.91 111.12 108.58 108.96 108.49 106.74 105.93 107.76 112.01 115.13 116.20 115.88 116.18 117.82 missing 120.25 119.98 118.29 114.91 111.12 108.58 108.96 108.49 106.74 105.93 107.76 112.01 115.13 116.20 115.88 116.18 117.82 121.22 119.33 117.23 114.17 112.33 110.61 108.29 107.43 107.50 107.80 109.26 111.48 113.48 115.24 116.53 116.96 missing 124.00 121.22 119.33 117.23 114.17 112.33 110.61 108.29 107.43 107.50 107.80 109.26 111.48 113.48 115.24 116.53 116.96 Rate 300.00 250.00 200.00 150.00 100.00 50.00 0.00 Sep-1986 Jun-1987 Jun-1990 Jun-1993 Sep-1998 Jun-1999 Sep-2001 Jun-2002 Dec-1985 Dec-1991 Dec-1994 Dec-1997 Mar-1985 Sep-1989 Mar-1994 Mar-1997 Dec-2000 Dec-2003 Sep-1992 Mar-2000 Dec-1988 Sep-2004 Mar-1988 Mar-1991 Sep-1995 Mar-2003 Jun-2005 Jun-1996 Actual Forecast Fitted Values Upper Limit Lower Limit Dates Mar-1985 Jun-1985 Sep-1985 Dec-1985 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 Original Data Fitted Data 257.53 208.31 250.81 238.38 207.18 187.81 169.89 155.84 160.46 153.22 142.64 146.97 135.65 127.99 125.72 133.70 125.16 128.55 137.96 142.33 143.14 147.99 155.40 144.98 130.90 133.88 138.36 136.32 129.48 128.67 130.38 124.90 123.03 120.92 218.15 224.68 248.90 232.12 211.12 188.29 171.18 162.06 156.51 152.11 147.61 141.76 136.87 129.79 129.14 128.20 129.14 130.56 136.28 141.14 144.49 148.85 149.46 143.76 136.59 134.38 136.18 134.72 131.49 129.51 127.99 126.11 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-1999 Dec-1999 Mar-2000 Jun-2000 Sep-2000 Dec-2000 Mar-2001 Jun-2001 Sep-2001 Dec-2001 Mar-2002 Jun-2002 Sep-2002 Dec-2002 Mar-2003 Jun-2003 Sep-2003 Dec-2003 Mar-2004 Jun-2004 Sep-2004 Dec-2004 Mar-2005 Jun-2005 Sep-2005 Dec-2005 Mar-2006 Jun-2006 Sep-2006 Dec-2006 Mar-2007 110.05 105.68 108.27 107.61 103.25 99.05 98.86 96.18 84.48 94.23 101.54 105.83 107.50 109.00 112.90 121.21 119.71 118.07 125.39 128.16 135.66 139.98 119.47 116.48 120.83 113.15 104.40 107.00 106.69 107.71 109.89 118.14 122.63 121.49 123.82 132.46 126.81 119.32 122.47 118.95 118.53 117.39 108.81 107.17 109.76 109.94 105.76 104.51 107.51 111.27 117.26 116.87 114.48 116.30 117.75 119.40 122.95 118.00 112.22 108.00 107.19 106.38 103.31 100.39 98.03 93.17 91.63 93.42 100.53 104.96 107.44 109.80 114.37 117.94 119.66 121.05 123.87 129.74 134.60 131.70 125.31 118.93 116.82 112.79 108.18 106.03 107.13 108.10 111.91 116.88 120.75 122.65 125.92 127.70 126.20 122.87 120.25 119.98 118.29 114.91 111.12 108.58 108.96 108.49 106.74 105.93 107.76 112.01 115.13 116.20 115.88 116.18 Dec-2000 Sep-2001 Jun-2002 Mar-2003 Dec-2003 Sep-2004 Jun-2005 Mar-2006 Dec-2006 Rate 300.00 250.00 200.00 150.00 100.00 50.00 0.00 Sep-1986 Sep-1998 Sep-2001 Mar-1985 Sep-1989 Mar-1994 Mar-1997 Sep-1992 Mar-2000 Sep-2004 Jun-1987 Jun-1990 Jun-1993 Jun-1999 Jun-2002 Dec-1985 Mar-1988 Mar-1991 Dec-1991 Dec-1994 Sep-1995 Dec-1997 Dec-2000 Mar-2003 Dec-2003 Dec-1988 Jun-2005 Jun-1996 Actual Forecast Fitted Values Upper Limit Lower Limit Dates Mar-1985 Jun-1985 Sep-1985 Dec-1985 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 Original Data 257.53 250.81 238.38 207.18 187.81 169.89 155.84 160.46 153.22 142.64 146.97 135.65 127.99 125.72 133.70 125.16 128.55 137.96 142.33 143.14 147.99 155.40 144.98 130.90 133.88 138.36 136.32 129.48 128.67 130.38 124.90 123.03 Fitted Data 208.31 218.15 224.68 227.42 223.37 228.34 210.81 191.82 176.23 165.44 156.41 151.83 147.79 141.30 135.80 134.01 129.65 128.23 130.22 133.54 135.43 139.99 145.36 146.77 144.48 142.63 140.70 136.89 133.79 133.34 132.64 129.95 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-1999 Dec-1999 Mar-2000 Jun-2000 Sep-2000 Dec-2000 Mar-2001 Jun-2001 Sep-2001 Dec-2001 Mar-2002 Jun-2002 Sep-2002 Dec-2002 Mar-2003 Jun-2003 Sep-2003 Dec-2003 Mar-2004 Jun-2004 Sep-2004 Dec-2004 Mar-2005 Jun-2005 Sep-2005 Dec-2005 Mar-2006 Jun-2006 Sep-2006 Dec-2006 120.92 110.05 105.68 108.27 107.61 103.25 99.05 98.86 96.18 84.48 94.23 101.54 105.83 107.50 109.00 112.90 121.21 119.71 118.07 125.39 128.16 135.66 139.98 119.47 116.48 120.83 113.15 104.40 107.00 106.69 107.71 109.89 118.14 122.63 121.49 123.82 132.46 126.81 119.32 122.47 118.95 118.53 117.39 108.81 107.17 109.76 109.94 105.76 104.51 107.51 111.27 117.26 116.87 114.48 116.30 117.75 127.29 125.58 121.86 116.92 113.59 110.51 106.97 104.77 103.41 100.99 96.36 94.56 95.06 96.45 98.72 103.62 107.35 111.29 114.06 116.18 119.45 122.51 125.40 129.45 129.73 127.95 126.48 121.98 114.86 112.37 110.41 107.79 107.14 109.89 113.01 115.97 119.19 123.71 125.44 124.78 124.98 124.00 121.22 119.33 117.23 114.17 112.33 110.61 108.29 107.43 107.50 107.80 109.26 111.48 113.48 115.24 Mar-2007 119.40 116.53 Dec-2000 Sep-2001 Jun-2002 Mar-2003 Dec-2003 Sep-2004 Jun-2005 Mar-2006 Dec-2006 ...
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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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