Вы находитесь на странице: 1из 1

TABLE 8 Annual Percentage Errors (APE), Forecasted Annual Growth Rates (FGR), Observed Annual Growth Rates (OGR)

of h = 1-, 6-, 12-, and 24-Steps-Ahead


Forecasts for Metro, Bus Tickets, and Travel Cards for Alternative Models
Forecasting Period: 2000–2002

SMT 10MT SBT 10BT TC JTC


Causal DHR Causal DHR Causal DHR Causal DHR Causal DHR Causal DHR
2000, h = 1
APE –0.87 –0.17 0.3 1.82 –2.77 –0.30 –1.32 –1.63 –0.04 –1.43 –0.43 2.28
FGR 12.22 13.01 5.96 7.57 0.87 3.44 –3.75 –1.05 9.21 7.69 –4.06 –1.45
OGR 13.2 5.64 3.75 –2.47 9.26 –3.65
2001, h = 1
APE 0.97 1.23 1.15 1.3 0.25 0.88 0.25 0.4 0.15 3.36 –0.22 2.11
FGR 5.67 5.94 0.9 1.06 –1.61 –0.99 –3.12 –2.97 6.2 9.61 –3.10 –0.83
OGR 4.65 –0.24 –1.86 –3.36 6.04 –2.88
2002, h = 1
APE 0.84 –0.07 –0.78 –3.36 1.86 1.28 –0.80 –1.70 0.56 0.04 –1.17 0.42
FGR –4.85 –5.71 6.15 3.39 –14.36 –14.84 –1.09 –1.98 5.01 4.47 –3.29 –1.73
OGR –5.64 6.98 –15.90 –0.29 4.43 –2.15
2001, h = 6
APE 2.65 3 5.09 2.27 –0.19 4.25 –0.22 1.09 3.61 4.33 –0.62 2.96
FGR 7.42 7.79 4.84 2.02 –2.05 2.32 –3.57 –2.30 9.87 10.63 –3.48 0
OGR 4.65 –0.24 –1.86 –3.36 6.04 –2.88
2002, h = 6
APE 3.55 1.86 –5.76 –5.56 7.37 4.73 –1.51 –2.28 1.05 2.36 –1.61 1.42
FGR –2.30 –3.89 0.82 1.03 –9.72 –11.94 –1.79 –2.56 5.52 6.89 –3.72 –0.76
OGR –5.64 6.98 –15.90 –0.29 4.43 –2.15
2001, h = 12
APE 3.52 7.57 10.46 7.2 –4.38 7.1 –0.62 0.42 2.01 2.17 –0.07 2.48
FGR 8.33 12.57 10.19 2.02 –6.16 2.32 –3.96 –2.95 8.17 8.35 –2.95 –0.47
OGR 4.65 –0.24 –1.86 –3.36 6.04 –2.88
2002, h = 12
APE 9.91 9.69 –10.13 –6.13 17.79 15.62 –2.14 –2.80 1.19 4.62 2.12 1.35
FGR 3.71 3.5 –3.86 0.42 –0.96 –2.79 –2.42 –3.08 5.64 9.26 –0.07 –0.83
OGR –5.64 6.98 –15.90 –0.29 4.43 –2.15
2002, h = 24
APE 16.94 28.68 10.66 7 10.41 34 –2.48 –2.20 6.17 6.39 –1.17 3.98
FGR 10.34 21.42 18.38 14.47 –7.17 12.67 –2.76 –2.48 17.17 11.11 –3.29 1.75
OGR –5.64 6.98 –15.90 –0.29 4.43 –2.15