HW03b_sol_X

HW03b_sol_X - Problem 4-13 Alpha = 0.4 Year Year Quarter...

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Unformatted text preview: Problem 4-13 Alpha = 0.4 Year Year Quarter Revenues Forecast 1986_1 1986 1986 1 77.4 77.4 0.0 1986_2 1986 2 88.8 77.4 130.0 1986_3 1986 3 92.1 82.0 102.8 1986_4 1986 4 79.8 86.0 38.6 1987_1 1987 1987 1 77.5 83.5 36.4 1987_2 1987 2 89.1 81.1 63.7 1987_3 1987 3 92.4 84.3 65.4 1987_4 1987 4 80.1 87.5 55.4 1988_1 1988 1988 1 74.4 84.6 103.4 1988_2 1988 2 185.2 80.5 10,961.9 1988_3 1988 3 162.4 122.4 1,601.6 1988_4 1988 4 178.1 138.4 1,577.0 1989_1 1989 1989 1 129.1 154.3 633.7 1989_2 1989 2 158.4 144.2 201.5 1989_3 1989 3 160.6 149.9 114.9 1989_4 1989 4 138.7 154.2 239.3 1990_1 1990 1990 1 127.2 148.0 431.9 1990_2 1990 2 149.8 139.7 102.6 1990_3 1990 3 151.7 143.7 63.7 1990_4 1990 4 132.9 146.9 196.4 1991_1 1991 1991 1 103.0 141.3 1,467.5 1991_2 1991 2 136.8 126.0 117.0 1991_3 1991 3 141.3 130.3 120.8 1991_4 1991 4 123.5 134.7 125.6 1992_1 1992 1992 1 107.3 130.2 525.5 1992_2 1992 2 136.1 121.1 226.4 1992_3 1992 3 138.6 127.1 132.9 1992_4 1992 4 123.7 131.7 63.7 1993_1 1993 1993 1 106.1 128.5 501.3 1993_2 1993 2 144.4 119.5 618.3 1993_3 1993 3 156.1 129.5 708.6 1993_4 1993 4 138.2 140.1 3.7 1994_1 1994 1994 1 111.8 139.4 759.4 1994_2 1994 2 149.8 128.3 460.8 1994_3 1994 3 158.5 136.9 465.7 1994_4 1994 4 141.8 145.6 14.1 1995_1 1995 1995 1 119.1 144.1 622.6 1995_2 1995 2 158.0 134.1 572.6 1995_3 1995 3 170.4 143.6 716.0 1995_4 1995 4 151.8 154.3 6.5 1996_1 1996 1996 1 127.4 153.3 672.2 1996_2 1996 2 178.2 143.0 1,242.1 1996_3 1996 3 189.3 157.1 1,039.8 1996_4 1996 4 169.5 170.0 0.2 1997_1 1997 1997 1 151.4 169.8 337.5 1997_2 1997 2 187.2 162.4 613.9 ( 29 2 t t Y Y- 1997_3 1997 3 199.2 172.3 721.8 1997_4 1997 4 181.4 183.1 2.8 1998_1 1998 1998 1 224.9 182.4 1,805.6 1998_2 1998 2 317.7 199.4 13,993.7 1998_3 1998 3 341.4 246.7 8,963.7 1998_4 1998 4 300.7 284.6 259.4 1999_1 1999 1999 1 244.9 291.0 2,128.6 1999_2 1999 2 333.4 272.6 3,698.9 1999_3 1999 3 370.0 296.9 5,342.3 1999_4 1999 4 326.7 326.1 0.3 2000_1 2000 2000 1 326.4 Count 56 MSE 1,174 MAPE MPE Average Autocorrelation Alpha 0.4 0.6 MSE 1,174 1,785 MAPE 14.1% 15.1% MPE 3.5% 6.8% 0.6 Forecast 0.0% 0.0% 0.0 77.4 0.0 0.0% 0.0% 12.8% 12.8% 11.4 0.3 (11.1) 77.4 130.0 12.8% 12.8% 11.0% 11.0% 10.1 (1.0) 0.3 77.4 216.1 16.0% 16.0% 7.8%-7.8% (6.2) (17.3) (1.0) 80.1 0.1 0.4%-0.4% 7.8%-7.8% (6.0) (17.1) (17.3) 83.7 38.0 8.0%-8.0% 9.0% 9.0% 8.0 (3.1) (17.1) 83.6 30.4 6.2% 6.2% 8.8% 8.8% 8.1 (3.0) (3.1) 82.1 106.0 11.1% 11.1% 9.3%-9.3% (7.4) (18.6) (3.0) 83.4 11.1 4.2%-4.2% 13.7%-13.7% (10.2) (21.3) (18.6) 85.9 132.2 15.5%-15.5% 56.5% 56.5% 104.7 93.6 (21.3) 85.1 10,019.9 54.0% 54.0% 24.6% 24.6% 40.0 28.9 93.6 82.3 6,409.5 49.3% 49.3% 22.3% 22.3% 39.7 28.6 28....
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HW03b_sol_X - Problem 4-13 Alpha = 0.4 Year Year Quarter...

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