10 018 34110 019 36226 025 53349 081 9665 015 12315

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Unformatted text preview: 0.00% 373.61 0.18% Audit Trail - Statistics Accuracy Measures AIC BIC Mean Absolute Percentage Error (MAPE) R-Square Adjusted R-Square Root Mean Square Error Theil Method Statistics Method Selected Basic Method Level (for Event Index) Level Seasonal Trend Decomposition type Seasonal Indexes Index 1 Index 2 Index 3 Index 4 Index 5 Index 6 Index 7 Index 8 Index 9 Index 10 Index 11 Index 12 Value 505.70 509.59 2.62% 95.49% 95.11% 2,526.85 0.28 Forecast Statistics Durbin Watson (12) Mean Standard Deviation Ljung-Box Value Event Model Holt Winters 0.20 0.05 0.92 0.26 Multiplicative Value 0.90 1.36 1.29 1.49 1.03 1.03 0.85 0.81 0.85 0.86 0.73 0.82 Event Indexes Index 7 Index 3 Index 4 Index 5 Index 8 Index 6 Index 2 Index 1 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 6:44:22 PM Author: Barry Keating Note: Value 1.15 52,204.40 12,121.71 5.79 Value [mustard.xlsx]Sheet1!$A$1:$B$28 Monthly 6.00 No No No No No No Event Model Value 1.03 0.99 1.03 1.00 0.99 0.94 1.16 0.94 Historical RMSE Level Smoothing Factor (alpha) Seasonal Smoothing Factor (beta) Trend Smoothing Factor (gamma) Event Index 1 Event Index 2 Event Index 3 Event Index 4 Event Index 5 Event Index 6 Event Index 7 Event Index 8 Winters' Model 4,059 0.05 0.88 0.26 NA NA NA NA NA NA NA NA Winters Model with Event Indices 2,526.85 0.2 0.92 0.26 0.94 1.16 0.99 1.03 1.00 0.94 1.03 0.99...
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This document was uploaded on 04/03/2014.

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