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TIME SERIES FORECASTING: SEASONAL VARIATION

Monthly sale of answering machine for a 2-year period

Actual Sale Ave 2-Yr Ave Mo Seasonal Projected


Month Year 1 Year 2 Demand Demand Index Year 3*
------- -------- -------- ------------ ----------- ------------ --------------
Jan 80 100 90 94 0.957 112
Feb 75 85 80 94 0.851 99
Mar 80 90 85 94 0.904 105
Apr 90 110 100 94 1.064 124
May 115 131 123 94 1.309 153
Jun 110 120 115 94 1.223 143
Jul 100 110 105 94 1.117 130
Aug 90 110 100 94 1.064 124
Sep 85 95 90 94 0.957 112
Oct 75 85 80 94 0.851 99
Nov 75 85 80 94 0.851 99
Dec 80 85 83 94 0.878 102
------- -------- ------------
Total 1055 1206 Growth: *Demand 1403
==== ===== 14.30% for Yr 3: =======
Yr 1 + 2256 1400
Yr 2 16.6%
Mo. 94 growth
Ave. over Yr 2

FrcstTSrs
TIME SERIES FORECASTING:
SEASONAL VARIATION WITH TREND

Quarterly sales in million pesos

Quarter Year 1 Year 2 Year 3 Ave


1 108 116 123 115.67
2 125 134 142 133.67
3 150 159 168 159.00
4 141 152 165 152.67
Ave 131.00 140.25 149.50 140.25
FORECAST MONITORING/CONTROLLING
I-J Cum K Abs L Cum M N/H
Forecast Actual Abs Value Cum
Quarter Demand Demand Error RSFE - Errror Error MAD
1 100 90 -10 -10 10 10 10.0
2 100 95 -5 -15 5 15 7.5
3 100 115 15 0 15 30 10.0
4 110 100 -10 -10 10 40 10.0
5 110 125 15 5 15 55 11.0
6 110 140 30 35 30 85 14.2

MAD = sum of forecast error = 85 = 14.2


--------------------------------- -------
n 6
Total
Tracking = RSFE = 35 = 2.5 MADs
Signal ---------- ------
MAD 14.2

RSFE - running sum of forecast errors


L/O
Tracking
Signal
-1.0
-2.0
0.0
-1.0
0.5
2.5
Causal Regression - Determinants of GPA

GPA SAT Gender


1 2.9 421 1 Regression - GPA with SAT
2 3.66 608 0 SUMMARY OUTPUT
3 3.22 729 0
4 2.93 377 1 Regression Statistics
5 2.88 390 1 Multiple R 0.6298
6 1.99 501 1 R Square 0.3966
7 3 585 0 Adjusted R S 0.3363
8 2.15 415 0 Standard Erro0.4607
9 2.75 613 1 Observations 12
10 3.45 690 0
11 2.53 481 1 ANOVA
12 3.9 709 0 df
Regression 1
Note: Residual 10
0 - Male Total 11
1 - Female
Coefficients
Intercept 1.4446
SAT 0.0028

Regression - GPA with SAT


SUMMARY OUTPUT

Regression Statistics
Multiple R 0.6483
R Square 0.4203
Adjusted R S 0.2915
Standard Erro 0.476
Observations 12
ANOVA
df
Regression 2
Residual 9
Total 11

Coefficients
Intercept 1.8626
SAT 0.0022
Gender -0.218
n - GPA with SAT
OUTPUT

SS MS F Significance F
1.3951 1.3951 6.5726 0.0281928277
2.1226 0.2123
3.5177

Standard Error
t Stat P-value Lower 95% Upper 95% Lower 95.0%
Upper 95.0%
0.6008 2.4045 0.037 0.1059850293 2.783268333 0.105985 2.7832683
0.0011 2.5637 0.0282 0.0003619147 0.005167915 0.000362 0.0051679

n - GPA with SAT/Gender


OUTPUT
SS MS F Significance F
1.4784 0.7392 3.2625 0.085992459
2.0392 0.2266
3.5177

Standard Error
t Stat P-value Lower 95% Upper 95% Lower 95.0%
Upper 95.0%
0.9275 2.0082 0.0756 -0.2355871842 3.960753667 -0.23559 3.9607537
0.0015 1.5078 0.1659 -0.0010987979 0.005490929 -0.0011 0.0054909
0.3592 -0.6065 0.5592 -1.0304953018 0.594778762 -1.0305 0.5947788
per 95.0%
per 95.0%