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PRONSTICO

PROMEDIO SIMPLE
Ao
1988

1989

1990

1991

1992

1993

1994

Trimestre
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4

t
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

Ventas
500
350
250
400
450
350
200
300
350
200
150
400
550
350
250
550
550
400
350
600
750
500
400
650
850
600
450
700

408.33
426
432.69
433.33
442.8571428571

ERROR

Yt-Yt'
441.67
174.00
17.31
266.67
74189.02794
EMC

(Yt-Yt')^2
195069.44
30276.00
299.56
71111.11
74189.03

ACME TOOL COMPANY, 1988-1994

Ao
1992

1993

1994

Trimestre
1
2
3
4
1
2
3
4
1
2
3
4

t
17
18
19
20
21
22
23
24
25
26
27
28

Ventas Yt
28.6
32.4
32.4
31.1
33.8
42.8
41.4
35.2
42.2
43.6
51.7
44

PRONSTICO
PROMEDIO MOVIL
TRIMESTRAL (n=4)

31.125
32.425
35.025
37.275
38.3
40.4
40.6
43.175
45.375
Error cuadrtico

ERROR
MEDIO
CUADRATICO

Yt-Yt'
2.68
10.38
6.38
(2.08)
3.90
3.20
11.10
0.83

38.64

UADRATICO

ACME TOOL COMPANY, 1988-1994


PRONSTICO
PROMEDIO
Ventas
PROMEDIO MOVIL DOBLE MOVIL
t
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16

Yt
22.7
21.7
20.9
28.6
32.4
32.4
31.1
33.8
42.8
41.4
35.2
42.2
53.6
51.7
44

Mt

Valor de a
(2Mt-Mt)

Mt

22
24
27
31
32
32
36
39
40
40
44
49
50

n=3

24
27
30
32
33
36
38
40
41
44
48

Valor de b
(2/n-1)*(Mt-Mt)

30.33
34.88
33.80
33.02
38.37
42.78
41.26
39.62
46.31
54.19
52.00

3.03
3.74
1.83
0.59
2.47
3.44
1.46
0.02
2.64
5.02
2.23
Y16
Y18

Error cuadrtico

Pronstico
a+b*p
(p=1)

33.37
38.62
35.63
33.61
40.83
46.22
42.71
39.64
48.96
59.21
54.23
58.70

ERROR
MEDIO
CUADRATICO

0.93
56.58
3.36
84.44
0.32
121.49
0.26
194.76
7.53
231.38
70.11

PERIODO
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

VALOR
REAL
Yt
12
13
12.5
12.5
14
16
15.2
15.3
21.7
22.7
21.7
20.9
28.6
32.4
32.4
31.1
33.8
42.8
41.4
35.2
42.2
53.6
51.7
44

Valor
Atenuado
0.1
12
12
12.10
12.14
12.18
12.36
12.72
12.97
13.20
14.05
14.92
15.60
16.13
17.37
18.88
20.23
21.32
22.56
24.59
26.27
27.16
28.67
31.16
33.21
EMC

EMC

1.00
0.16
0.13
3.33
13.26
6.14
5.43
72.19
74.77
46.00
28.13
155.59
225.79
182.89
118.19
155.86
409.49
282.65
79.76
226.14
621.71
421.92
116.35
141.17

Valor
Atenuado
0.6000
#N/A
12
12.6
12.54
12.516
13.4064
14.96256
15.105024
15.2220096
19.1088038
21.2635215
21.5254086
21.1501634
25.6200654
29.6880262
31.3152105
31.1860842
32.7544337
38.7817735
40.3527094
37.2610838
40.2244335
48.2497734
50.3199094
EMC

EMC

1.00
0.01
0.00
2.20
6.73
0.06
0.04
41.96
12.90
0.19
0.39
55.50
45.97
7.35
0.05
6.83
100.91
6.86
26.55
24.39
178.91
11.90
39.94
24.81

ACME TOOL COMPANY, 1988-1994


Holt

Ao

1988

1989

1990

1991

1992

1993

1994

Trimestre

1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4

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

Ventas
Yt

12
13
12.5
12.5
14
16
15.2
15.3
21.7
22.7
21.7
20.9
28.6
32.4
32.4
31.1
33.8
42.8
41.4
35.2
42.2
53.6
51.7
44

Alfa
0.15

At

12.00
12.00
12.15
12.34
12.52
12.90
13.70
14.61
15.48
17.18
19.46
21.74
23.54
25.84
28.80
31.85
34.32
36.33
39.03
41.67
42.91
43.86
46.15
48.95

Beta
1.00

Tt

0.00
0.1540
0.1835
0.1803
0.3807
0.7996
0.9077
0.8748
1.6977
2.2864
2.2785
1.7979
2.2999
2.9556
3.0553
2.4691
2.0087
2.6956
2.6461
1.2423
0.9411
2.2966
2.7972

^Y

12.00
12.00
12.31
12.52
12.70
13.28
14.50
15.51
16.36
18.88
21.75
24.02
25.34
28.14
31.75
34.91
36.79
38.34
41.72
44.32
44.16
44.80
48.45

EMC =

EMC

1.00
0.25
0.04
2.19
10.90
3.69
0.64
38.27
40.25
7.97
0.72
20.96
49.86
18.14
0.43
1.23
36.12
9.37
42.53
4.49
89.18
47.66
19.79

19.38

ACME TOOL COMPANY, 1988-1994


WINTERS

Ao

1988

1989

1990

1991

1992

1993

1994

Trimestre

1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4

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

Ventas
Yt

12
13
12.5
12.5
14
16
15.2
15.3
21.7
22.7
21.7
20.9
28.6
32.4
32.4
31.1
33.8
42.8
41.4
35.2
42.2
53.6
51.7
44

Alfa
0.13

At

12.00
12.00
11.99
12.13
12.49
13.10
13.83
14.62
15.99
17.58
19.27
20.85
22.37
24.10
26.25
28.70
30.53
32.34
34.15
35.58
36.98
38.66
40.64
42.77

Beta
1.00

Tt

0.00
0.0006
(0.0111)
0.1363
0.3639
0.6150
0.7250
0.7937
1.3689
1.5894
1.6920
1.5791
1.5185
1.7303
2.1434
2.4577
1.8260
1.8073
1.8169
1.4223
1.4068
1.6785
1.9833
2.1287

Gama
0.79

St
0.91
1.08
1.05
0.95
1.0000
1.0832
1.0440
1.0147
1.0955
1.1919
1.0875
1.0396
1.3018
1.2702
1.1178
1.0101
1.2834
1.3287
1.2099
1.0681
1.1443
1.3247
1.2117
1.0060
1.1418
1.3734
1.2593
1.0239

^Y

13.00
12.59
11.43
12.26
13.92
14.32
14.77
16.89
20.69
20.85
21.80
29.20
30.35
28.87
28.68
39.99
42.99
41.31
38.42
42.34
50.85
48.88
42.88
51.27
-

EMC =

EMC

0
0
1
3
4
1
0
23
4
1
1
0
4
12
6
38
0
0
10
0
8
8
1
-

5.51

1
2
3
4

25.38
30.08
29.15
26.50

27.78
27.78
27.78
27.78

0.91
1.08
1.05
0.95

0.4
0.1

Periodo
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

0.3
Ventas Reales
500
350
250
400
450
350
200
300
350
200
150
400
550
350
250
550
550
400
350
600
750
500
400
650

Resumen
Estadsticas de la regresin
Coeficiente de correlacin mltiple
Coeficiente de determinacin R^2
R^2 ajustado
Error tpico
Observaciones

0.99438568
0.98880289
0.9872033
331.954555
9

ANLISIS DE VARIANZA
Regresin
Residuos
Total

Intercepcin
Nmero de permisos para la construccin de viviendas

Grados de libertad
Suma de cuadrados
Promedio de los cuadrados
1 68117532.1 68117532.1
7 771356.784 110193.826
8 68888888.9
Coeficientes Error tpico Estadstico t
6698.49246 309.647918 21.6326094
344.221106 13.8447996 24.8628449

F
Valor crtico de F
618.161057 4.3421E-008

Probabilidad Inferior 95% Superior 95%Inferior 95.0%


Superior 95.0%
1.1375E-007 5966.29149 7430.69344 5966.29149 7430.69344
4.3421E-008 311.483357 376.958854 311.483357 376.958854

Resumen
Estadsticas de la regresin
Coeficiente de correlaci 0.99438568
Coeficiente de determin 0.98880289
R^2 ajustado
0.9872033
Error tpico
331.954555
Observaciones
9
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Valor crtico de F
Regresin
1 68117532.1 68117532.1 618.161057 4.3421E-008
Residuos
7 771356.784 110193.826
Total
8 68888888.9
Coeficientes Error tpico Estadstico t Probabilidad Inferior 95%
Intercepcin
6698.49246 309.647918 21.6326094 1.1375E-007 5966.29149
Nmero de permisos para344.221106 13.8447996 24.8628449 4.3421E-008 311.483357

crtico de F

Superior 95%Inferior 95,0%


Superior 95,0%
7430.69344 5966.29149 7430.69344
376.958854 311.483357 376.958854

AOS
1989
1990
1992
1992
1993
1994
1995
1996
1997

Nmero de permisos
para la construccin de
viviendas
18
15
12
10
20
28
35
30
20

Ventas en Yardas
cuadradas
13000
12000
11000
10000
14000
16000
19000
17000
13000

Pronstico para Y
12894.47
11861.81
10829.15
10140.70
13582.91
16336.68
18746.23
17025.13
13582.91

Residuos
105.53
138.19
170.85
-140.70
417.09
-336.68
253.77
-25.13
-582.91

Resumen
Estadsticas de la regresin
Coeficiente de
0.9943856824
Coeficiente d
0.9888028854
R^2 ajustado
0.9872032976
Error tpico
331.9545545315
Observacione
9
ANLISIS DE VARIANZA
Grados de libertad Suma de cuadrados
Promedio de los cuadrados
F
Regresin
1 68117532.10497 68117532.1049693 618.161056822
Residuos
7 771356.7839196 110193.826274228
Total
8 68888888.88889

Intercepcin
Variable X 1

Coeficientes
Error tpico
6698.4924623116 309.6479184103
344.2211055276
13.8447996128

Anlisis de los residuales


Observacin
1
2
3
4
5
6
7
8
9

Pronstico para Y
12894.472361809
11861.8090452261
10829.1457286432
10140.7035175879
13582.9145728643
16336.6834170854
18746.2311557789
17025.1256281407
13582.9145728643

Residuos
105.527638191
138.1909547739
170.8542713568
-140.7035175879
417.0854271357
-336.6834170854
253.7688442211
-25.1256281407
-582.9145728643

Estadstico t
Probabilidad
21.6326093736 1.1374933E-007
24.8628449061 4.3421371E-008

xCurva de regresin ajustad


5

10

15

20

25

30

35

40

20000

20000
R = 1

15000

15000
10000

10000

5000

5000

0
5

10

15

20

25
X

Valor crtico de F
4.3421E-008

Inferior 95% Superior 95%Inferior 95,0%


Superior 95,0%
5966.29149 7430.69344 5966.29149 7430.69344
311.483357 376.958854 311.483357 376.958854

30

35

40

Y
Pron
Linea
para

esin ajustada
40
20000
15000
10000
5000
0
40

Y
Pronstico para Y
Linear (Pronstico
para Y)

PRONOSTICO
DESCOMPOSICION DE SERIES DE TIEMPO
Ao
2005

2006

2007

Trimestre
I
II
III
IV
I
II
III
IV
I
II
III
IV

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

Ventas
600
1550
1500
1500
2400
3100
2600
2900
3800
4500
4000
4900

Trimestre
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004

I
2292
2063
2268
2616
2643
2692
2497
2778
2874
?
2524.78
2745.53
0.91960

II
2450
2358
2533
2793
2811
2871
2792
3066
3000
?
2741.56
2745.53
0.99855

III
2363
2316
2479
2656
2679
2900
2838
3213
2913
?
2706.33
2745.53
0.98572

IV
2777
2666
2925
3046
3036
3111
3080
3228
3216
?
3009.44
2745.53
1.09613

X
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
666

Y
2292
2450
2363
2777
2063
2358
2316
2666
2268
2533
2479
2925
2616
2793
2656
3046
2643
2811
2679
3036
2692
2871
2900
3111
2497
2792
2838
3080
2778
3066
3213
3228
2874
3000
2913
3216
98839

S
0.9196
0.9986
0.9857
1.0961
0.9196
0.9986
0.9857
1.0961
0.9196
0.9986
0.9857
1.0961
0.9196
0.9986
0.9857
1.0961
0.9196
0.9986
0.9857
1.0961
0.9196
0.9986
0.9857
1.0961
0.9196
0.9986
0.9857
1.0961
0.9196
0.9986
0.9857
1.0961
0.9196
0.9986
0.9857
1.0961
36

Y'
2492.40
2453.55
2397.22
2533.47
2243.38
2361.42
2349.54
2432.20
2466.30
2536.67
2514.90
2668.49
2844.73
2797.05
2694.47
2778.88
2874.09
2815.07
2717.80
2769.75
2927.37
2875.16
2942.00
2838.18
2715.32
2796.05
2879.10
2809.90
3020.89
3070.44
3259.53
2944.92
3125.28
3004.35
2955.19
2933.97
98839

XY'
2492.40
4907.10
7191.67
10133.87
11216.88
14168.50
16446.79
19457.62
22196.69
25366.70
27663.92
32021.87
36981.44
39158.65
40416.98
44462.04
48859.47
50671.31
51638.17
55395.09
61474.79
63253.52
67665.98
68116.26
67883.03
72697.18
77735.74
78677.08
87605.81
92113.27
101045.50
94237.34
103134.36
102147.79
103431.56
105622.89
1907689.25

X*X
1
4
9
16
25
36
49
64
81
100
121
144
169
196
225
256
289
324
361
400
441
484
529
576
625
676
729
784
841
900
961
1024
1089
1156
1225
1296
16206