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Holt-Winters Example February 7th 2012

Holt-Winters Example February 7th 2012 - Holt's Method t Yt...

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Holt's Method t Yt St bt alpha gamma 1 143 143 0.0312723 1 143 143 2 152 143.28145 0.281451 152 152 3 161 144.1082 0.8267497 161 161 4 139 144.74935 0.64115 139 139 5 137 145.12811 0.3787594 137 137 6 174 146.39792 1.2698061 174 174 7 142 147.49048 1.0925632 142 142 8 141 148.3459 0.8554238 141 141 9 162 149.60157 1.2556681 162 162 10 180 151.7686 2.1670302 180 180 11 164 154.25037 2.4817664 164 164 12 171 157.17832 2.9279559 171 171 13 206 161.54148 4.3631595 206 206 14 193 166.75198 5.2104945 193 193 15 207 173.05818 6.3061997 207 207 16 218 180.5726 7.5144257 218 218 17 229 189.36647 8.7938697 229 229 18 225 198.99968 9.6332083 225 225 19 204 208.48801 9.4883271 204 204 20 227 218.25853 9.7705181 forecasts SSE 227 227 21 223 228.02904 25.291286 223 228.02904 22 242 237.79956 17.643677 242 237.79956 23 239 247.57008 73.446279 239 247.57008 24 266 257.3406 74.985233 266 257.3406 191.36647
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SUMMARY OUTPUT Regression Statistics Multiple R 0.9837523366 R Square 0.9677686597 Adjusted R 0.9609831143 Standard E 27.73330856 Observation 24 ANOVA df SS MS F Significance F Regression 4 438783.37 109695.84 142.62209 6.87E-014 Residual 19 14613.592 769.1364 Total 23 453397 Coefficients tandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Upper 95.0% Intercept 248.775 16.210746 15.346302 3.68E-012 214.84551 282.70449 214.84551 282.70449 X Variable 18.0875 0.8286911 21.826589 6.47E-015 16.353029 19.821971 16.353029 19.821971 X Variable 54.92916667 16.203684 3.3899185 0.0030738 21.014457 88.843877 21.014457 88.843877 X Variable 87.675 16.097382 5.4465377 2.96E-005 53.982781 121.36722 53.982781 121.36722 X Variable 152.7541667 16.033263 9.5273286 1.14E-008 119.19615 186.31218 119.19615 186.31218
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SUMMARY OUTPUT Regression Statistics Multiple R 0.9861621 R Square 0.9725157 Adjusted R 0.9651865 Standard E 22.963159 Observation 20 ANOVA df SS MS F Significance F Regression 4 279876.2 69969.05 132.69138 1.63E-011 Residual 15 7909.6 527.30667 Total 19 287785.8 Coefficients tandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Upper 95.0%
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