MidtermSolution

MidtermSolution - 43.2-1.2 1.44 2 mean 3 34 SSE 4.4 b-Std...

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1 Period Sales MA(2) Error abs Error 1 36 2 52 44 8 8 3 40 46 -6 6 4 72 56 16 16 MAD 10 2 = α 0.5 mean abs Period Sales F Error % Error 1 36 36 0 0 2 52 36 16 30.77% 3 40 44 -4 10.00% 4 72 42 30 41.67% MAPE 20.61% 3 =0.5 α =0.4 β 0.5 0.4 Period Sales F Error L T 0 20 16 1 36 36 0 36 16 2 52 52 0 52 16 3 40 68 -28 54 10.4 4 72 64.4 7.6 68.2 11.92 5 80.12 6 92.04 7 103.96 8 115.88 =0.8 γ 4 =0.5 α =0.3 β 0.8 0.5 0.3 Seasonality Period Sales F Error L T 82.00% 0 28 16 118.00% 1 36 36.08 -0.08 43.95 15.99 81.93% 2 52 70.73 -18.73 52.00 13.61 103.60% 3 40 53.75 -13.75 57.22 11.09 72.31% 4 72 70.76 1.24 68.90 11.27 104.32% 5 57.97 6 95.38 7 74.27 8 118.89
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a)- Intercept 20.2 5 No. Of Slope 4.6 Year Passengers X Y Forecast Error 1 24 24.8 -0.8 0.64 -2 2 30 29.4 0.6 0.36 -1 3 34 34 0 0 0 4 40 38.6 1.4 1.96 1 5 42
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Unformatted text preview: 43.2-1.2 1.44 2 mean 3 34 Sum 15 170 SSE 4.4 b)-Std error of intercept = σ 0.69 1.0040 90% confidence interval c)-Std error of slope 0.2191 95% confidence interval d)-97.96% e)-F= 144.27 significant 10.31 g)-Reject the hypothesis h)-Do not Reject the hypothesis b b 1 error 2 x-μ x 20.2±2.353x1.004 4.6±2.353x0.2191 R 2 = 4-10 100 1-4 16 1 6 36 4 8 64 10 216 (x-μ x ) 2 y-μ y (y-μ y ) 2...
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This note was uploaded on 06/18/2011 for the course IEOR 4307 taught by Professor Dr.kosrowdehnad during the Summer '10 term at Columbia.

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MidtermSolution - 43.2-1.2 1.44 2 mean 3 34 SSE 4.4 b-Std...

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