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Airline Data

1
2
3
4
5
6
7
8
9
10
11
12
1
2
3
4
5
6
7
8
9
10
11
12
1
2
3
4
5
6
7
8
9
10
11
12
1
2
3
4
5
6
7
8
9
10
11
12
1
2
3

112
118
132
129
121
135
148
148
136
119
104
118
115
126
141
135
125
149
170
170
158
133
114
140
145
150
178
163
172
178
199
199
184
162
146
166
171
180
193
181
183
218
230
242
209
191
172
194
196
196
236

4
5
6
7
8
9
10
11
12
1
2
3
4
5
6
7
8
9
10
11
12
1
2
3
4
5
6
7
8
9
10
11
12
1
2
3
4
5
6
7
8
9
10
11
12

235
229
243
264
272
237
211
180
201
204
188
235
227
234
264
302
293
259
229
203
229
242
233
267
269
270
315
364
347
312
274
237
278
284
277
317
313
318
374
413
405
355
306
271
306

Airline Passenger Traffic


450
400
350

300
250
200
150
100
50
0
7

19

31

43

55

67

79

Airline
Passenger
Traffic

Note: In both F'casts, Ft is the forecast obtain at time period t-1


Note the MSE's in row 7 are directly comparable so that we can see which
method has done best.
Holt'sLinExpSmthg
AlphaLES 1.406607
MSE(LES) 489.242
Orig. Data BetaLES
-0.00578
MSE
538.4095
Month t
Yt
Lt
bt
Ft
Et
Et*Et
1
112
112
0
2
118 120.4396 -0.04882
112
6
36
3
132 136.7204 -0.14329 120.3908 11.60918 134.773
4
129 125.9191 -0.08163 136.5771 -7.57709 57.4123
5
121 119.0331 -0.04227 125.8375 -4.83747 23.40109
6
135 141.5095 -0.17254 118.9908 16.00922 256.2951
7
148 150.7093 -0.22675 141.3369 6.663071 44.39651
8
148 146.9906 -0.20655 150.4825
-2.4825
6.1628
9
136 131.6151
-0.1188 146.784
-10.784 116.2956
10
119 113.9189 -0.01712 131.4963 -12.4963 156.1581
11
104 99.97386 0.063451 113.9018 -9.90178 98.04528
12
118 125.3038 -0.08271 100.0373 17.96269 322.6581
13
115 110.844 0.000456 125.221
-10.221 104.4698
14
126 132.1623 -0.12286 110.8445 15.1555 229.6891
15
141 144.6434 -0.19578 132.0395 8.960528 80.29107
16
135 131.1585
-0.1189 144.4476 -9.44764 89.25789
17
125 122.5442 -0.06976 131.0396 -6.03962
36.477
18
149 159.7855
-0.2856 122.4745 26.52551 703.6027
19
170 174.2694 -0.37104 159.4999 10.50013 110.2527
20
170 168.4149 -0.33931 173.8984 -3.89839 15.19747
21
158 153.9032 -0.25733 168.0756 -10.0756 101.5171
22
133 124.6052 -0.08933 153.6459 -20.6459 426.2519
23
114 109.7242 -0.00376 124.5159 -10.5159 110.5843
24
140 152.3119 -0.25015 109.7204 30.27961 916.8547
25
145 142.1286 -0.19269 152.0618 -7.06176 49.86846
26
150 153.2789 -0.25831 141.9359 8.064053 65.02895
27
178 188.1568 -0.46157 153.0206 24.9794 623.9706
28
163 152.9587 -0.26062 187.6952 -24.6952 609.855
29
172 179.8483 -0.41768 152.6981 19.30189 372.5628
30
178 177.4183 -0.40604 179.4306 -1.43061 2.046643
31
199 207.9404 -0.58495 177.0123 21.98774 483.4605
32
199 195.6026 -0.51697 207.3554 -8.35542 69.81305
33
184 179.4925 -0.42676 195.0857 -11.0857 122.8918
34
162 155.0609
-0.2879 179.0657 -17.0657 291.2391
35
146 142.4328 -0.21651 154.7731 -8.77305 76.96646
36
166 175.6706 -0.41004 142.2163 23.7837 565.6643
37
171 169.2676 -0.37537 175.2606 -4.26059 18.15261
38
180 184.5165 -0.46575 168.8922 11.10776 123.3823
39
193 196.6388 -0.53858 184.0507 8.949259 80.08924
40
181 174.8601
-0.4157 196.1003 -15.1003 228.0178
41
183 186.4788 -0.48532 174.4444 8.55558 73.19795
42
218 231.0141 -0.74576 185.9934 32.00656 1024.42
43
230 229.8909 -0.74358 230.2683 -0.26834 0.072007
44
242 247.226 -0.84816 229.1473 12.85269 165.1916

Note This block can be copied for c


Just put the new data in the left-ha

Orig. Data
Yt
112
118
132
129
121
135
148
148
136
119
104
118
115
126
141
135
125
149
170
170
158
133
114
140
145
150
178
163
172
178
199
199
184
162
146
166
171
180
193
181
183
218
230
242

45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96

209
191
172
194
196
196
236
235
229
243
264
272
237
211
180
201
204
188
235
227
234
264
302
293
259
229
203
229
242
233
267
269
270
315
364
347
312
274
237
278
284
277
317
313
318
374
413
405
355
306
271
306

193.8019
190.0819
164.8615
206.0036
192.1858
197.7732
251.78
228.5422
229.4987
248.8064
270.5417
273.01
222.7834
206.5184
169.4906
213.9996
200.2275
183.2909
256.2497
215.5042
241.8243
273.3842
314.0792
284.9711
248.9167
221.2964
195.8926
242.7359
242.0867
229.6919
282.5295
263.9849
272.8911
332.5906
377.3833
335.3668
303.1251
262.7115
227.0077
299.1147
278.4069
276.9351
333.7973
305.187
323.7896
395.0427
421.0996
399.3177
337.7978
293.7485
262.3283
324.2647

-0.54401
-0.52564
-0.38278
-0.623
-0.54667
-0.58216
-0.89795
-0.76871
-0.77869
-0.89489
-1.0258
-1.04602
-0.76151
-0.67183
-0.46151
-0.72166
-0.64617
-0.55193
-0.97718
-0.74712
-0.9037
-1.0915
-1.33323
-1.17256
-0.97077
-0.81661
-0.67437
-0.94926
-0.95099
-0.88479
-1.19557
-1.09521
-1.15306
-1.50509
-1.77292
-1.54011
-1.36251
-1.1366
-0.93663
-1.35918
-1.24725
-1.24595
-1.5821
-1.42575
-1.54161
-1.96272
-2.12481
-2.0111
-1.66684
-1.42167
-1.24813
-1.61364

246.3778
193.2579
189.5563
164.4787
205.3806
191.6391
197.191
250.8821
227.7735
228.72
247.9115
269.5159
271.964
222.0219
205.8466
169.0291
213.278
199.5813
182.739
255.2725
214.7571
240.9206
272.2927
312.746
283.7986
247.9459
220.4798
195.2182
241.7867
241.1357
228.8072
281.3339
262.8897
271.738
331.0855
375.6103
333.8267
301.7626
261.5749
226.071
297.7555
277.1596
275.6891
332.2152
303.7612
322.248
393.08
418.9748
397.3066
336.131
292.3269
261.0802

-37.3778
-2.25788
-17.5563
29.5213
-9.38058
4.360883
38.80899
-15.8821
1.226482
14.28
16.08854
2.484086
-34.964
-11.0219
-25.8466
31.97093
-9.27795
-11.5813
52.26099
-28.2725
19.24294
23.07938
29.70726
-19.746
-24.7986
-18.9459
-17.4798
33.7818
0.213328
-8.13575
38.19285
-12.3339
7.110272
43.26198
32.91445
-28.6103
-21.8267
-27.7626
-24.5749
51.92898
-13.7555
-0.15965
41.31087
-19.2152
14.23879
51.75201
19.91997
-13.9748
-42.3066
-30.131
-21.3269
44.91979

1397.103
5.098032
308.2232
871.5072
87.99521
19.0173
1506.138
252.2403
1.504257
203.9183
258.8411
6.170684
1222.483
121.4813
668.047
1022.14
86.08044
134.1276
2731.211
799.3356
370.2907
532.658
882.5211
389.9028
614.9701
358.9486
305.5446
1141.21
0.045509
66.19039
1458.694
152.1257
50.55596
1871.599
1083.361
818.5516
476.4053
770.7615
603.9269
2696.619
189.2144
0.025488
1706.588
369.2239
202.7431
2678.271
396.8052
195.2949
1789.853
907.8748
454.8351
2017.787

209
191
172
194
196
196
236
235
229
243
264
272
237
211
180
201
204
188
235
227
234
264
302
293
259
229
203
229
242
233
267
269
270
315
364
347
312
274
237
278
284
277
317
313
318
374
413
405
355
306
271
306

Note This block can be copied for carrying out the H-W forecast
Just put the new data in the left-hand column
Holt-Winter's Forecast, Multiplicative Model
AlphaHW
0.808981826
BetaHW
0.017749398
GammaHW
1.03245357
Lt
bt
St
Ft
0.884211
0.931579
1.042105
1.018421
0.955263
1.065789
1.168421
1.168421
1.073684
0.939474
0.821053
126.6666667 0.545454545 0.931579
129.5156182
0.58634023 0.888044 112.4823
134.2700584 0.660321496 0.938629 121.2002
135.2318473 0.665672362 1.042672 140.6117
133.1960218 0.617722401 1.013385 138.4009
131.4193605
0.57522353 0.95102 127.8273
138.3110212 0.687336489 1.077655 140.6784
144.2544241 0.780628505
1.1788 162.4086
145.4075425 0.787239977 1.169151 169.462
146.9730879
0.80105443 1.07507 156.967
142.7539936
0.71194981 0.93142 138.8299
139.7286176 0.645614527 0.815699 117.7931
148.3898293 0.787886553 0.943846 130.7697
160.5863213 0.990382433 0.903425 132.4764
160.1455061 0.964979536 0.936584 151.6606
168.880609 1.102894549 1.054367 167.9853
162.5922243 0.971703792 1.002155 172.2588
177.5548413 1.220034081 0.969289 155.5526
167.7715525 1.024731722 1.060425 192.6577
168.8120712 1.025011931 1.178826 198.977
170.1379728 1.030352542 1.169655 198.5652
171.1547917 1.030112328 1.07505 184.018
173.595091 1.055142298 0.933264 160.3764
178.1590879 1.117422354 0.819615 142.462
176.5256049 1.068595441 0.940261 169.2095
187.0476099
1.23638777 0.914556 160.443
191.4421002
1.29244219 0.94035 176.3438
184.8985298 1.153357682 1.043473 203.2129
181.6501406 1.075229325 0.996235 186.4528
187.638158 1.162428355 0.975476 177.1137
202.3731842
1.4033338 1.077763 200.2088
196.7648874 1.278881577 1.168586 240.2172
205.2072081
1.40602831 1.179609 231.6428

Note This block can be copied for c


Just put the new data in the left-ha

MSE(HW) 90.37307
Et
Et*Et

2.517703
4.799755
0.388341
-3.4009
-2.82734
8.321562
7.591393
0.537991
1.03297
-5.82992
-3.79309
9.230321
12.52358
-1.66056
10.01467
-9.25882
16.44739
-14.6577
0.023004
0.43485
-0.01799
1.623616
3.537989
-3.20951
10.55703
3.656235
-10.2129
-5.45282
5.886302
17.79115
-10.2172
10.35716

6.33883
23.03764
0.150809
11.56609
7.993851
69.24839
57.62924
0.289435
1.067028
33.98794
14.38753
85.19882
156.84
2.757462
100.2936
85.7257
270.5167
214.8473
0.000529
0.189094
0.000323
2.636128
12.51737
10.30093
111.4508
13.36806
104.3028
29.73325
34.64855
316.5252
104.3903
107.2707

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44

Orig. Data
Yt
112
118
132
129
121
135
148
148
136
119
104
118
115
126
141
135
125
149
170
170
158
133
114
140
145
150
178
163
172
178
199
199
184
162
146
166
171
180
193
181
183
218
230
242

196.740746
203.3807976
208.8713687
207.0795613
213.1869918
209.6139294
223.2615839
233.7739128
234.8974099
227.5944236
226.5305168
230.097078
224.7991125
224.9341321
220.0380773
215.8648941
220.9335937
205.1241713
219.1383205
224.7129251
237.3456071
245.7092667
256.8935059
249.9086349
246.8291561
244.9381945
247.8622708
246.6256157
259.3798562
255.6542594
250.4571306
263.5046774
272.1125608
289.4360963
306.0913669
298.4023904
297.9799158
294.4277931
290.7058753
298.1134804
303.4894852
304.2739026
299.1122229
305.4494037
317.9379135
339.0325469
346.088897
348.4224042
341.3441644
331.7013717
332.7299906
329.3891086

1.230797547
1.326808551
1.400712829
1.344047517
1.428594699
1.339818296
1.55827498
1.717204048
1.706666107
1.5467502
1.500412609
1.537085502
1.41576746
1.393034957
1.281407399
1.184591699
1.253532276
0.9506751
1.182543904
1.260500338
1.462349717
1.584843815
1.755227306
1.60009582
1.517036189
1.456546278
1.482594052
1.434329017
1.635250633
1.540098818
1.420517081
1.626889862
1.750798296
2.027205009
2.286844371
2.109779554
2.064833565
1.965135973
1.86419419
1.962586399
2.02317252
2.001185363
1.874048818
1.953266725
2.14026095
2.476689653
2.55797587
2.553991687
2.383025374
2.169574341
2.149323068
2.051875233

1.061898
0.939315
0.823599
0.936727
0.919537
0.93488
1.057497
1.005537
0.974875
1.067362
1.165303
1.182191
1.054027
0.938011
0.81786
0.930957
0.923478
0.915922
1.072865
1.010328
0.986262
1.07467
1.175918
1.172112
1.049156
0.93483
0.81904
0.928454
0.933303
0.91124
1.06583
1.021196
0.99243
1.088766
1.189618
1.162559
1.046982
0.930482
0.815134
0.932663
0.935862
0.910336
1.059607
1.024834
1.000447
1.103605
1.193456
1.162376
1.03978
0.922258
0.814453
0.928873

222.1195
184.7597
167.7815
197.7106
190.615
201.8139
220.1246
223.9734
229.7159
255.0031
267.7711
268.9873
245.9719
212.4871
186.4027
207.3159
199.5851
207.7184
217.9235
221.5408
220.2958
254.8945
288.1725
305.7722
265.097
232.9516
201.5164
232.1292
229.078
239.0695
275.9349
254.4791
261.4892
294.3128
342.737
361.4537
315.284
280.4907
242.7578
271.6379
280.062
278.3953
326.437
307.3661
305.0757
348.4903
406.2656
405.3226
367.466
319.832
272.1496
312.3296

-13.1195
6.240267
4.218493
-3.71059
5.385014
-5.81386
15.87539
11.02663
-0.7159
-12.0031
-3.77113
3.012734
-8.97193
-1.48709
-6.40272
-6.31592
4.41491
-19.7184
17.07651
5.459184
13.70421
9.105513
13.82751
-12.7722
-6.09705
-3.95156
1.483635
-3.12925
12.92204
-6.0695
-8.93486
14.52087
8.510808
20.68719
21.26303
-14.4537
-3.28404
-6.49075
-5.75776
6.362076
3.937981
-1.39534
-9.43704
5.633914
12.92426
25.5097
6.734449
-0.32258
-12.466
-13.832
-1.14963
-6.32958

172.1206
38.94093
17.79568
13.76849
28.99838
33.80102
252.0279
121.5865
0.512507
144.0738
14.22143
9.076564
80.49555
2.211426
40.99484
39.8908
19.49143
388.8151
291.607
29.80268
187.8052
82.91037
191.1999
163.1287
37.17396
15.61483
2.201173
9.792179
166.979
36.83888
79.83166
210.8556
72.43385
427.9597
452.1166
208.9093
10.78492
42.12982
33.15185
40.47601
15.50769
1.946968
89.05771
31.74099
167.0366
650.7446
45.3528
0.104055
155.4014
191.3232
1.321655
40.06353

45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96

209
191
172
194
196
196
236
235
229
243
264
272
237
211
180
201
204
188
235
227
234
264
302
293
259
229
203
229
242
233
267
269
270
315
364
347
312
274
237
278
284
277
317
313
318
374
413
405
355
306
271
306

Note This block can be copied for carrying out the H-W forecast
Just put the new data in the left-hand column
Holt-Winter's Forecast Additive Model
AlphaHWA
0.265894
BetaHWA
0.056343
GammaHWA 1.200592
MSE(HW)
Lt
bt
St
Ft
Et
-14.6667
-8.66667
5.333333
2.333333
-5.66667
8.333333
21.33333
21.33333
9.333333
-7.66667
-22.6667
126.666667 0.545455 -8.66667
127.864771 0.582227 -12.5033 112.5455 2.454545
130.100773 0.675405 -3.18489 119.7803 6.219669
132.076531 0.74867 9.643621 136.1095 4.890489
132.783048 0.746295 2.193607 135.1585 -0.15853
132.768173 0.703409 -8.18972 127.8627 -2.86268
135.384715
0.8112 14.6748 141.8049 7.195084
139.511817 0.998027 32.32457 157.5292 12.47075
142.678697 1.120226 28.52244 161.8432 8.156822
145.093229 1.193151 13.62357 153.1323 4.867743
144.79213 1.108961 -12.6197 138.6197 -5.61971
143.445709 0.970618 -30.8055 123.2344 -9.23442
145.546468 1.034293 -4.92058 135.7497 4.25034
149.48501 1.197926
-2.8766 134.0774 10.92256
151.348192 1.235409 -0.97976 147.498 2.501956
156.777494 1.471704 23.54514 162.2272 15.77278
158.929141 1.510014 4.44742 160.4428 2.557195
165.690719 1.805901 9.217661 152.2494 19.75056
166.387463 1.743408 10.99827 182.1714 -4.17142
167.743877 1.721604 31.0418 200.4554 -1.45544
169.734587 1.736766 29.41445 197.9879 1.012079
171.180219 1.720363 12.65855 185.0949 -1.09493
173.357676 1.746117 -11.1045 160.2809 1.719082
175.556275 1.771611 -29.3057 144.2983 1.701737
175.62422 1.675622 -10.5677 172.4073
-6.4073
176.389621 1.624337 -5.89371 174.4232 -3.42324
178.80255 1.668769 1.634182 177.0342 2.965806
177.542105 1.503729 13.83566 204.0165 -11.0165
178.382892 1.466377 2.249962 183.4933 -2.49325
178.236106 1.375487 3.870504 189.0669 -6.06693
186.894476 1.785824 35.13887 190.6099 27.39013
191.413136
1.9398 40.10034 219.7221 10.2779
198.46678 2.227928 46.36533 222.7674 19.23262

118.5619
Et*Et

6.024793
38.68428
23.91689
0.025133
8.194916
51.76924
155.5197
66.53375
23.69492
31.58118
85.27458
18.06539
119.3024
6.259783
248.7806
6.539248
390.0847
17.40076
2.118308
1.024303
1.198865
2.955243
2.895907
41.05354
11.71857
8.796007
121.3623
6.216317
36.80765
750.2194
105.6352
369.8936

199.537202
201.807499
203.266177
205.17499
205.856157
204.295218
210.39204
217.858793
221.537007
219.699463
222.437714
224.931111
227.44839
227.597485
224.936832
222.954193
221.965031
216.778209
215.018397
213.564596
217.434362
224.989491
235.345587
239.502797
243.582641
245.990348
248.787743
251.531037
255.785899
260.072268
258.815276
259.943104
259.355111
264.289354
273.352899
280.256983
286.354053
289.742456
290.010186
294.824336
297.491421
301.120625
305.906493
307.816742
310.320932
315.538486
318.627778
325.498251
328.484643
329.064981
330.443823
330.374859

2.162711
2.168772
2.128764
2.116371
2.035508
1.832874
2.073117
2.377009
2.450322
2.208732
2.238567
2.252925
2.267819
2.148444
1.877487
1.659997
1.510736
1.133377
0.970367
0.833783
1.004838
1.3739
1.879981
2.008286
2.125004
2.140932
2.177919
2.209774
2.324999
2.435508
2.227463
2.165506
2.010367
2.175106
2.563219
2.807795
2.993122
3.015393
2.860583
2.970652
2.953548
2.991616
3.092709
3.026086
2.996681
3.121811
3.119979
3.331292
3.31186
3.157958
3.057718
2.881552

8.821757
-10.7479
-31.6594
-11.2968
-10.651
-10.287
27.96939
20.12827
8.183617
20.92586
41.85554
47.21002
9.698013
-17.7709
-47.6002
-24.092
-19.4322
-32.4874
18.37932
12.09287
18.247
42.63814
71.62886
54.75836
16.56461
-16.8338
-45.4242
-22.2179
-12.6533
-25.986
6.139772
8.447905
9.119968
52.32992
94.462
69.14704
27.46759
-15.5235
-54.5319
-15.7424
-13.6595
-23.7464
12.08719
4.528397
7.390036
59.69146
94.35421
81.57882
26.32435
-24.5777
-60.4291
-26.1065

213.3533
190.5954
174.6706
194.8272
201.3976
209.5258
219.9638
214.7151
224.1063
259.1262
262.0085
271.0416
236.0058
218.9683
198.0865
215.5175
213.9632
213.1888
245.881
236.117
222.582
239.3651
268.2189
284.4356
251.2091
227.9368
200.5311
226.8737
234.3086
225.6235
280.8871
273.1356
280.3556
304.0036
338.0933
330.6745
299.6294
272.5134
247.3337
270.6528
285.1417
274.4589
310.252
317.4471
319.9628
365.6475
413.1223
390.8948
356.2971
316.273
277.6911
317.7591

-4.35326
0.404619
-2.67059
-0.82721
-5.39765
-13.5258
16.03625
20.28488
4.893694
-16.1262
1.991463
0.95839
0.994207
-7.96829
-18.0865
-14.5175
-9.9632
-25.1888
-10.881
-9.11703
11.418
24.63494
33.78107
8.564415
7.790903
1.063215
2.468889
2.126316
7.691357
7.3765
-13.8871
-4.13561
-10.3556
10.99638
25.90668
16.32552
12.37061
1.486608
-10.3337
7.347157
-1.14168
2.541069
6.747987
-4.44711
-1.9628
8.352463
-0.1223
14.1052
-1.29713
-10.273
-6.69106
-11.7591

18.95083
0.163716
7.132031
0.684276
29.13462
182.9485
257.1612
411.4764
23.94824
260.0544
3.965924
0.918511
0.988448
63.49369
327.1212
210.7583
99.26533
634.4753
118.3956
83.12028
130.3708
606.88
1141.161
73.34921
60.69818
1.130427
6.095415
4.52122
59.15697
54.41275
192.8514
17.10326
107.2387
120.9204
671.1559
266.5226
153.032
2.210003
106.7846
53.98071
1.303442
6.457031
45.53533
19.77676
3.852565
69.76363
0.014957
198.9567
1.682547
105.5337
44.77033
138.2768

Airline -LES

450
400
350
300
250
200
150
100
50
0
2

14

26

38

50

62

74

86

Airline
Data
LES

Airline Data -Holt-Winter's F'cast, Multiplicative Model


450
400
350

300
250
200
150
100
50
0
1

9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 73 77 81 85

Data

HW
Forecast

85

Airline Data -Holt-Winter's F'cast Additive Model


450
400
350

300
250
200
150
100
50
0
1

9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 73 77 81 85

Data

Series2

85

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