Exchange Rate:

Japanese Yen
Against the US
Date Dollar Y(t) Y(y-1) y(t-2) y(t-3) Variance 2305.463
Mar-80 245.52 245.52 Co-variance 2,189.45
Jun-80 227.27 227.27 245.52
Sep-80 219.17 219.17 227.27 245.52
Dec-80 209.79 209.79 219.17 227.27 245.52 ACF
Mar-81 207.73 207.73 209.79 219.17 227.27 0.00 1.00
Jun-81 221.45 221.45 207.73 209.79 219.17 Lags 1.00 0.97
Sep-81 233.40 233.40 221.45 207.73 209.79 2.00 0.94
Dec-81 223.13 223.13 233.40 221.45 207.73 3.00 0.91
Mar-82 238.09 238.09 223.13 233.40 221.45 4.00 0.88
Jun-82 244.35 244.35 238.09 223.13 233.40 5.00 0.84
Sep-82 262.49 262.49 244.35 238.09 223.13 6.00 0.81
Dec-82 253.79 253.79 262.49 244.35 238.09 7.00 0.78
Mar-83 237.39 237.39 253.79 262.49 244.35 8.00 0.74
Jun-83 238.59 238.59 237.39 253.79 262.49 9.00 0.71
Correlogram
Sep-83 241.59 241.59 238.59 237.39 253.79 10.00 0.67
Dec-83 233.26 233.26 241.59 238.59 237.39 1.2 11.00 0.62
Mar-84 231.00 231.00 233.26 241.59 238.59 1 12.00 0.57
Jun-84 232.01 232.01 231.00 233.26 241.59 0.8 13.00 0.54
Sep-84 244.23 244.23 232.01 231.00 233.26 0.6 14.00 0.50
Dec-84 247.43 247.43 244.23 232.01 231.00 0.4 15.00 0.46
Mar-85 255.07 255.07 247.43 244.23 232.01
0.2
Jun-85 250.67 250.67 255.07 247.43 244.23
0
Sep-85 230.02 230.02 250.67 255.07 247.43 ACF is better when it is closer to 0
0 1 2 3 4 5 6 7 8 9 10 11 1
Dec-85 204.66 204.66 230.02 250.67 255.07 -0.2
Mar-86 184.33 184.33 204.66 230.02 250.67 -0.4
Jun-86 167.99 167.99 184.33 204.66 230.02 -0.6
Sep-86 154.63 154.63 167.99 184.33 204.66
Dec-86 161.31 161.31 154.63 167.99 184.33
Mar-87 150.38 150.38 161.31 154.63 167.99
Jun-87 143.64 143.64 150.38 161.31 154.63
Sep-87 146.09 146.09 143.64 150.38 161.31
Dec-87 131.18 131.18 146.09 143.64 150.38
Mar-88 126.62 126.62 131.18 146.09 143.64
Jun-88 127.29 127.29 126.62 131.18 146.09
Sep-88 134.04 134.04 127.29 126.62 131.18
Dec-88 124.30 124.30 134.04 127.29 126.62
Mar-89 129.61 129.61 124.30 134.04 127.29
Jun-89 139.76 139.76 129.61 124.30 134.04
Sep-89 140.68 140.68 139.76 129.61 124.30
Dec-89 142.94 142.94 140.68 139.76 129.61
Mar-90 150.03 150.03 142.94 140.68 139.76
Jun-90 154.50 154.50 150.03 142.94 140.68
Sep-90 143.30 143.30 154.50 150.03 142.94
Dec-90 132.33 132.33 143.30 154.50 150.03
Mar-91 134.33 134.33 132.33 143.30 154.50
Jun-91 137.82 137.82 134.33 132.33 143.30
Sep-91 135.86 135.86 137.82 134.33 132.33
Dec-91 128.76 128.76 135.86 137.82 134.33
Mar-92 129.34 129.34 128.76 135.86 137.82
Jun-92 129.14 129.14 129.34 128.76 135.86
Sep-92 123.35 123.35 129.14 129.34 128.76
Dec-92 124.19 124.19 123.35 129.14 129.34
Mar-93 119.21 119.21 124.19 123.35 129.14
Jun-93 108.26 108.26 119.21 124.19 123.35
Sep-93 105.11 105.11 108.26 119.21 124.19
Dec-93 109.76 109.76 105.11 108.26 119.21
Mar-94 105.55 105.55 109.76 105.11 108.26
Jun-94 101.59 101.59 105.55 109.76 105.11
Sep-94 99.30 99.30 101.59 105.55 109.76
Dec-94 98.72 98.72 99.30 101.59 105.55
Mar-95 94.93 94.93 98.72 99.30 101.59
Jun-95 83.90 83.90 94.93 98.72 99.30
Sep-95 94.81 94.81 83.90 94.93 98.72
Dec-95 102.06 102.06 94.81 83.90 94.93
Mar-96 106.11 106.11 102.06 94.81 83.90
Jun-96 107.35 107.35 106.11 102.06 94.81
Sep-96 108.99 108.99 107.35 106.11 102.06
Dec-96 114.48 114.48 108.99 107.35 106.11
Mar-97 122.05 122.05 114.48 108.99 107.35
Jun-97 119.19 119.19 122.05 114.48 108.99
Sep-97 119.39 119.39 119.19 122.05 114.48
Dec-97 125.89 125.89 119.39 119.19 122.05
Mar-98 129.06 129.06 125.89 119.39 119.19
Jun-98 137.03 137.03 129.06 125.89 119.39
Sep-98 140.36 140.36 137.03 129.06 125.89
Dec-98 118.01 118.01 140.36 137.03 129.06
Mar-99 119.03 119.03 118.01 140.36 137.03
Jun-99 120.47 120.47 119.03 118.01 140.36
Sep-99 110.75 110.75 120.47 119.03 118.01
Dec-99 103.07 103.07 110.75 120.47 119.03
Mar-00 107.47 107.47 103.07 110.75 120.47
Jun-00 106.23 106.23 107.47 103.07 110.75
Sep-00 107.88 107.88 106.23 107.47 103.07
Dec-00 111.65 111.65 107.88 106.23 107.47
Mar-01 119.19 119.19 111.65 107.88 106.23
Jun-01 122.34 122.34 119.19 111.65 107.88
Sep-01 120.95 120.95 122.34 119.19 111.65
Dec-01 125.74 125.74 120.95 122.34 119.19
Mar-02 133.10 133.10 125.74 120.95 122.34
Jun-02 123.78 123.78 133.10 125.74 120.95
Sep-02 119.65 119.65 123.78 133.10 125.74
Dec-02 121.16 121.16 119.65 123.78 133.10
Mar-03 118.65 118.65 121.16 119.65 123.78
Jun-03 119.19 119.19 118.65 121.16 119.65
Sep-03 115.99 115.99 119.19 118.65 121.16
Dec-03 108.49 108.49 115.99 119.19 118.65
Mar-04 106.56 106.56 108.49 115.99 119.19
Jun-04 109.41 109.41 106.56 108.49 115.99
Sep-04 110.77 110.77 109.41 106.56 108.49
Dec-04 103.98 103.98 110.77 109.41 106.56
Mar-05 105.12 105.12 103.98 110.77 109.41
Jun-05 107.95 107.95 105.12 103.98 110.77
Sep-05 112.16 112.16 107.95 105.12 103.98
Dec-05 117.48 117.48 112.16 107.95 105.12
Mar-06 117.13 117.13 117.48 112.16 107.95
Jun-06 113.58 113.58 117.13 117.48 112.16
Sep-06 116.51 116.51 113.58 117.13 117.48
Dec-06 117.55 117.55 116.51 113.58 117.13
Mar-07 119.22 119.22 117.55 116.51 113.58
Jun-07 121.49 121.49 119.22 117.55 116.51
Sep-07 116.72 116.72 121.49 119.22 117.55
Dec-07 112.37 112.37 116.72 121.49 119.22
Mar-08 103.71 103.71 112.37 116.72 121.49
Jun-08 105.04 105.04 103.71 112.37 116.72
Sep-08 107.10 107.10 105.04 103.71 112.37
Dec-08 94.41 94.41 107.10 105.04 103.71
Mar-09 95.05 95.05 94.41 107.10 105.04
Jun-09 96.57 96.57 95.05 94.41 107.10
Sep-09 92.56 92.56 96.57 95.05 94.41
Dec-09 89.94 89.94 92.56 96.57 95.05
Mar-10 90.86 90.86 89.94 92.56 96.57
Jun-10 91.38 91.38 90.86 89.94 92.56
Sep-10 84.66 84.66 91.38 90.86 89.94
Dec-10 82.06 82.06 84.66 91.38 90.86
Mar-11 82.18 82.18 82.06 84.66 91.38
Jun-11 81.11 81.11 82.18 82.06 84.66
Sep-11 76.88 76.88 81.11 82.18 82.06
Dec-11 78.20 78.20 76.88 81.11 82.18
Mar-12 79.53 79.53 78.20 76.88 81.11
Jun-12 79.43 79.43 79.53 78.20 76.88
Sep-12 78.05 78.05 79.43 79.53 78.20
Dec-12 82.74 82.74 78.05 79.43 79.53
Mar-13 92.38 92.38 82.74 78.05 79.43
Jun-13 99.16 99.16 92.38 82.74 78.05
Sep-13 97.99 97.99 99.16 92.38 82.74
Dec-13 101.90 101.90 97.99 99.16 92.38
Mar-14 102.29 102.29 101.90 97.99 99.16
Jun-14 101.76 101.76 102.29 101.90 97.99
Sep-14 105.32 105.32 101.76 102.29 101.90
Dec-14 116.00 116.00 105.32 101.76 102.29
Mar-15 119.10 119.10 116.00 105.32 101.76
Jun-15 121.59 121.59 119.10 116.00 105.32
Sep-15 121.69 121.69 121.59 119.10 116.00
Dec-15 121.48 121.48 121.69 121.59 119.10
Mar-16 115.12 115.12 121.48 121.69 121.59
Jun-16 107.08 107.08 115.12 121.48 121.69
Sep-16 102.60 102.60 107.08 115.12 121.48
Dec-16 111.41 111.41 102.60 107.08 115.12
Mar-17 112.73
 Y(t) Y(y-1) y(t-2) y(t-3)
209.7867 219.1667 227.2667 245.5233 SUMMARY OUTPUT
207.7267 209.7867 219.1667 227.2667
221.45 207.7267 209.7867 219.1667 Regression Statistics
PACF 233.3967 221.45 207.7267 209.7867 Multiple R 0.989067
1 223.1333 233.3967 221.45 207.7267 R Square 0.978253
0.969224 238.0867 223.1333 233.3967 221.45 Adjusted R Square 0.977791
-0.107324 244.35 238.0867 223.1333 233.3967 Standard Error 6.941754
-0.013901 262.4867 244.35 238.0867 223.1333 Observations 145
-0.146822 253.7933 262.4867 244.35 238.0867
-0.164351 237.39 253.7933 262.4867 244.35 ANOVA
-0.092374 238.5867 237.39 253.7933 262.4867 df SS
0.112673 241.59 238.5867 237.39 253.7933 Regression 3 305644.6
-0.094907 233.26 241.59 238.5867 237.39 Residual 141 6794.501
-0.027318 231.0033 233.26 241.59 238.5867 Total 144 312439.1
Correlogram
-0.102282 232.0067 231.0033 233.26 241.59
-0.105567 244.2333 232.0067 231.0033 233.26 Coefficients
Standard Error
0.055705 247.4267 244.2333 232.0067 231.0033 Intercept 2.485123 1.736084
0.112057 255.07 247.4267 244.2333 232.0067 X Variable 1 1.288457 0.084644
0.091507 250.67 255.07 247.4267 pacf244.2333 X Variable 2 -0.376632 0.134023
-0.003211 230.0167 250.67 lower
255.07 247.4267 X Variable 3 0.065459 0.082137
upper
204.6567 230.0167 250.67 255.07
184.3333 204.6567 230.0167 250.67 Beta 0 2.485123
r3 when it is closer to 0 167.9933 184.3333 204.6567 230.0167
4 5 6 7 8 9 10 11 12 13 14 15
Beta 1 1.288457
154.6333 167.9933 184.3333 204.6567 Beta 2 -0.376632
161.31 154.6333 167.9933 184.3333 Beta 3 0.065459
150.3767 161.31 154.6333 167.9933 Even after getting all there beta values, they may all not be st
143.64 150.3767 161.31 154.6333 Null hypothesis Beta values are zero
146.09 143.64 150.3767 161.31 P less than alpha, reject null hypothesis
131.18 146.09 143.64 150.3767 Here Beta 1 is significant P value is less than alpha
126.6233 131.18 146.09 143.64 Beta 2 is significant P value is less than alpha
127.2933 126.6233 131.18 146.09 Beta 3 is not significant P value is greater than alpha
134.04 127.2933 126.6233 131.18
124.3 134.04 127.2933 126.6233
129.6067 124.3 134.04 127.2933
139.7633 129.6067 124.3 134.04
140.6767 139.7633 129.6067 124.3
142.9433 140.6767 139.7633 129.6067
150.03 142.9433 140.6767 139.7633
154.5033 150.03 142.9433 140.6767
143.2967 154.5033 150.03 142.9433
132.33 143.2967 154.5033 150.03
134.3333 132.33 143.2967 154.5033
137.82 134.3333 132.33 143.2967
135.8567 137.82 134.3333 132.33
128.7567 135.8567 137.82 134.3333
129.34 128.7567 135.8567 137.82
129.1367 129.34 128.7567 135.8567 Correlogram alpha
123.3467 129.1367 129.34 128.7567
124.19 123.3467 129.1367 129.34 lags acf lower
119.21 124.19 123.3467 129.1367 0 1
108.26 119.21 124.19 123.3467 1 0.804359 -0.506061
105.1133 108.26 119.21 124.19 2 0.609354 -0.766475
109.76 105.1133 108.26 119.21 3 0.416576 -0.881855
105.5533 109.76 105.1133 108.26 4 0.231544 -0.930888
101.5933 105.5533 109.76 105.1133 5 0.063713 -0.945522
99.3 101.5933 105.5533 109.76 6 -0.080186 -0.946621
98.71667 99.3 101.5933 105.5533 7 -0.201023 -0.948359
94.92667 98.71667 99.3 101.5933 8 -0.299909 -0.959209
83.89667 94.92667 98.71667 99.3 9 -0.374162 -0.98293
94.81333 83.89667 94.92667 98.71667 10 -0.415713 -1.018753
102.0567 94.81333 83.89667 94.92667 11 -0.416441 -1.061307
106.1133 102.0567 94.81333 83.89667 12 -0.375008 -1.102361
107.3467 106.1133 102.0567 94.81333 13 -0.293219 -1.134562
108.9867 107.3467 106.1133 102.0567 14 -0.169885 -1.153806
114.48 108.9867 107.3467 106.1133
122.0467 114.48 108.9867 107.3467
119.1933 122.0467 114.48 108.9867
119.3933 119.1933 122.0467 114.48
125.8867 119.3933 119.1933 122.0467
129.06 125.8867 119.3933 119.1933
137.0333 129.06 125.8867 119.3933
140.3633 137.0333 129.06 125.8867
118.0133 140.3633 137.0333 129.06
119.0333 118.0133 140.3633 137.0333
120.47 119.0333 118.0133 140.3633
110.7533 120.47 119.0333 118.0133
103.07 110.7533 120.47 119.0333
107.47 103.07 110.7533 120.47
106.2267 107.47 103.07 110.7533
107.8767 106.2267 107.47 103.07
111.65 107.8767 106.2267 107.47
119.1933 111.65 107.8767 106.2267
122.3433 119.1933 111.65 107.8767
120.95 122.3433 119.1933 111.65
125.7367 120.95 122.3433 119.1933
133.1 125.7367 120.95 122.3433
123.7767 133.1 125.7367 120.95
119.6467 123.7767 133.1 125.7367
121.1633 119.6467 123.7767 133.1
118.6533 121.1633 119.6467 123.7767
119.1867 118.6533 121.1633 119.6467
115.99 119.1867 118.6533 121.1633
108.4867 115.99 119.1867 118.6533
106.5633 108.4867 115.99 119.1867
109.41 106.5633 108.4867 115.99
110.77 109.41 106.5633 108.4867
103.98 110.77 109.41 106.5633
105.1233 103.98 110.77 109.41
107.9467 105.1233 103.98 110.77
112.1633 107.9467 105.1233 103.98
117.4767 112.1633 107.9467 105.1233
117.13 117.4767 112.1633 107.9467
113.5833 117.13 117.4767 112.1633
116.5067 113.5833 117.13 117.4767
117.5467 116.5067 113.5833 117.13
119.2233 117.5467 116.5067 113.5833
121.4867 119.2233 117.5467 116.5067
116.72 121.4867 119.2233 117.5467
112.3733 116.72 121.4867 119.2233
103.71 112.3733 116.72 121.4867
105.0367 103.71 112.3733 116.72
107.1033 105.0367 103.71 112.3733
94.41333 107.1033 105.0367 103.71
95.04667 94.41333 107.1033 105.0367
96.57333 95.04667 94.41333 107.1033
92.56333 96.57333 95.04667 94.41333
89.94 92.56333 96.57333 95.04667
90.86333 89.94 92.56333 96.57333
91.38 90.86333 89.94 92.56333
84.65667 91.38 90.86333 89.94
82.06333 84.65667 91.38 90.86333
82.18333 82.06333 84.65667 91.38
81.11333 82.18333 82.06333 84.65667
76.88 81.11333 82.18333 82.06333
78.20333 76.88 81.11333 82.18333
79.52667 78.20333 76.88 81.11333
79.43 79.52667 78.20333 76.88
78.05333 79.43 79.52667 78.20333
82.74333 78.05333 79.43 79.52667
92.38333 82.74333 78.05333 79.43
99.15667 92.38333 82.74333 78.05333
97.99333 99.15667 92.38333 82.74333
101.8967 97.99333 99.15667 92.38333
102.29 101.8967 97.99333 99.15667
101.7567 102.29 101.8967 97.99333
105.3167 101.7567 102.29 101.8967
116 105.3167 101.7567 102.29
119.1033 116 105.3167 101.7567
121.5933 119.1033 116 105.3167
121.6933 121.5933 119.1033 116
121.4833 121.6933 121.5933 119.1033
115.1167 121.4833 121.6933 121.5933
107.08 115.1167 121.4833 121.6933
102.6033 107.08 115.1167 121.4833
111.4133 102.6033 107.08 115.1167
 Correlogram alpha 0.05

lags pacf lower upper

0 1
1 0.443454 -0.489991 0.489991
2 -0.287266 -0.489991 0.489991
3 0.106806 -0.489991 0.489991
4 -0.220399 -0.489991 0.489991
5 0.053767 -0.489991 0.489991
6 0.01953 -0.489991 0.489991
7 -0.09268 -0.489991 0.489991
MS F Significance F 8 -0.078635 -0.489991 0.489991
101881.5 2114.2534 5.76E-117 9 -0.067101 -0.489991 0.489991
48.18795 10 -0.150138 -0.489991 0.489991
11 0.049319 -0.489991 0.489991
12 -0.082973 -0.489991 0.489991
t Stat P-value Lower 95%Upper 95% 13 0.010184 -0.489991 0.489991
1.431453 0.154513 -0.946996 5.917242 14 -0.138575 -0.489991 0.489991
15.22202 0.000000 1.121121 1.455793 15 0.007163 -0.489991 0.489991
-2.810209 0.0056554 -0.641586 -0.111678 -0.641586 -0.111678
0.796951 0.4268194 -0.09692 0.227838 -0.09692 0.227838

Alpha is 0.05 as confidence level is 95%

values, they may all not be statistically significant.

P value is less than alpha AR 1 model

P value is less than alpha AR 2 Model
P value is greater than alpha Not AR3 model
 0.05

upper

0.506061
0.766475
0.881855
0.930888
0.945522
0.946621
0.948359
0.959209
0.98293
1.018753
1.061307
1.102361
1.134562
1.153806
 Exchange Rate:
Date Japanese Yen
Against the US
Dollar
Mar-80 245.52
Jun-80 227.27 Variance 2305.463
Sep-80 219.17
Dec-80 209.79
Mar-81 207.73
Jun-81 221.45
Sep-81 233.40
Dec-81 223.13
Mar-82 238.09
Jun-82 244.35
Sep-82 262.49
Dec-82 253.79
Mar-83 237.39
Jun-83 238.59
Sep-83 241.59
Dec-83 233.26
Mar-84 231.00
Jun-84 232.01
Sep-84 244.23
Dec-84 247.43
Mar-85 255.07
Jun-85 250.67
Sep-85 230.02
Dec-85 204.66
Mar-86 184.33
Jun-86 167.99
Sep-86 154.63
Dec-86 161.31
Mar-87 150.38
Jun-87 143.64
Sep-87 146.09
Dec-87 131.18
Mar-88 126.62
Jun-88 127.29
Sep-88 134.04
Dec-88 124.30
Mar-89 129.61
Jun-89 139.76
Sep-89 140.68
Dec-89 142.94
Mar-90 150.03
Jun-90 154.50
Sep-90 143.30
Dec-90 132.33
Mar-91 134.33
Jun-91 137.82
Sep-91 135.86
Dec-91 128.76
Mar-92 129.34
Jun-92 129.14
Sep-92 123.35
Dec-92 124.19
Mar-93 119.21
Jun-93 108.26
Sep-93 105.11
Dec-93 109.76
Mar-94 105.55
Jun-94 101.59
Sep-94 99.30
Dec-94 98.72
Mar-95 94.93
Jun-95 83.90
Sep-95 94.81
Dec-95 102.06
Mar-96 106.11
Jun-96 107.35
Sep-96 108.99
Dec-96 114.48
Mar-97 122.05
Jun-97 119.19
Sep-97 119.39
Dec-97 125.89
Mar-98 129.06
Jun-98 137.03
Sep-98 140.36
Dec-98 118.01
Mar-99 119.03
Jun-99 120.47
Sep-99 110.75
Dec-99 103.07
Mar-00 107.47
Jun-00 106.23
Sep-00 107.88
Dec-00 111.65
Mar-01 119.19
Jun-01 122.34
Sep-01 120.95
Dec-01 125.74
Mar-02 133.10
Jun-02 123.78
Sep-02 119.65
Dec-02 121.16
Mar-03 118.65
Jun-03 119.19
Sep-03 115.99
Dec-03 108.49
Mar-04 106.56
Jun-04 109.41
Sep-04 110.77
Dec-04 103.98
Mar-05 105.12
Jun-05 107.95
Sep-05 112.16
Dec-05 117.48
Mar-06 117.13
Jun-06 113.58
Sep-06 116.51
Dec-06 117.55
Mar-07 119.22
Jun-07 121.49
Sep-07 116.72
Dec-07 112.37
Mar-08 103.71
Jun-08 105.04
Sep-08 107.10
Dec-08 94.41
Mar-09 95.05
Jun-09 96.57
Sep-09 92.56
Dec-09 89.94
Mar-10 90.86
Jun-10 91.38
Sep-10 84.66
Dec-10 82.06
Mar-11 82.18
Jun-11 81.11
Sep-11 76.88
Dec-11 78.20
Mar-12 79.53
Jun-12 79.43
Sep-12 78.05
Dec-12 82.74
Mar-13 92.38
Jun-13 99.16
Sep-13 97.99
Dec-13 101.90
Mar-14 102.29
Jun-14 101.76
Sep-14 105.32
Dec-14 116.00
Mar-15 119.10
Jun-15 121.59
Sep-15 121.69
Dec-15 121.48
Mar-16 115.12
Jun-16 107.08
Sep-16 102.60
Dec-16 111.41
Mar-17 112.73
 Month Rate Forecast Error A- F Error square
Jan-16 1.03 #N/A #N/A #N/A #N/A
Feb-16 2.05 1.03 #N/A 1.02 1.04 Alpha
Mar-16 2.28 1.3316 #N/A 0.95 0.90 0.3
Apr-16 2.65 1.61612 #N/A 1.03 1.07
May-16 2.71 1.926284 1.0021401124 0.79 0.62
Jun-16 2.96 2.162599 0.9289540554 0.80 0.64
Jul-16 1.58 2.402719 0.8812957188 -0.83 0.69
Aug-16 2.61 2.154403 0.8054517543 0.46 0.21
Sep-16 2.99 2.291682 0.7153450743 0.69 0.48
Oct-16 2.30 2.499678 0.6770531628 -0.20 0.04
Nov-16 1.45 2.439174 0.4935442673 -0.99 0.97
0.67
Alpha is 0.3

Forecas
Exponential Smoothing sig level 0.05
3.50
alpha 0.3 3.00
2.50
Rate forecast s.e. lower upper 2.00
1.03 1.03

value
1.50
2.05 1.025
1.00
2.28 1.3316 1.022 -0.671483 3.3346831922
2.65 1.61612 0.985887 -0.316183 3.5484231154 0.50
2.71 1.926284 1.00214 -0.037875 3.8904425277 0.00
2.96 2.162599 0.953068 0.294621 4.030576845 1 2 3 4 5 6 7 8
1.58 2.402719 0.924553 0.590628 4.2148101113 time
2.61 2.154403 0.909131 0.37254 3.9362668811
2.99 2.291682 0.859278 0.607529 3.9758356479
2.30 2.499678 0.840327 0.852667 4.1466883581
1.45 2.439174 0.795115 0.880778 3.9975710054
> 2.143622 0.816115 0.544066 3.7431782392

MAE MSE MAPE

0.77578826018 0.666044 0.356407

MAE MSE MAPE

#DIV/0! #DIV/0! #DIV/0!
Month
Jan-16
Feb-16
Mar-16
Apr-16
May-16
Jun-16
Jul-16
Aug-16
Sep-16
Oct-16
Nov-16

Simple Moving Average

Month
Jan-16
Feb-16
Mar-16
Apr-16
May-16
Jun-16
Jul-16
Aug-16
Sep-16
Oct-16
Nov-16
>

Exponential Smoothing
alpha

Month
Jan-16
Feb-16
Mar-16
Apr-16
May-16
Jun-16
Jul-16
Aug-16
Sep-16
Oct-16
Nov-16
>
 ForecastSmoothing
Exponential
3.50
3.00
3.00
2.00 Actual
2.50
Value

1.00 Forecast
2.00 actual
value

1.50 0.00 forecast

1 2 3 4 5 6 7 8 9 10 11
1.00
Data Point
0.50
0.00
1 2 3 4 5 6 7 8 9 10 11
time

Forecast
Exponential Smoothing

alpha 0.741139

data forecast s.e.

actual
1.03 1.03
forecast
2.05 1.025
2.28 1.782444 1.022
2.65 2.151202 0.803756
2.71 2.52088 0.71667
2 3 4 5 6 7 8 9 10 11 2.96 2.664009 0.62812
time 1.58 2.885603 0.577501
2.61 1.914264 0.751134
2.99 2.431383 0.743741
2.30 2.84169 0.722716
1.45 2.43874 0.705072
> 1.708911 0.737825

MAE MSE MAPE

0.660085 0.544386 0.327636
 sig level 0.05

lower upper

-0.220639 3.785527
0.57587 3.726534
1.116234 3.925527
1.432916 3.895102
1.753722 4.017484
0.442068 3.38646
0.973678 3.889088
1.425193 4.258187
1.056824 3.820656
0.262801 3.155021
 Time Calls
Apr-16 1544 Exponential Smoothing sig level 0.05
May-16 1913
3000
Jun-16 2028 alpha 0.279107
2000
Jul-16 1178 1000
Aug-16 1554 Calls forecast s.e. lower upper 0
Sep-16 1910 1544 1544

value
Oct-16 1208 1913 1544
Nov-16 2467 2028 1646.991 369 923.7638 2370.217
Dec-16 2101 1178 1753.333 375.0528 1018.243 2488.423
Jan-17 1662 1554 1592.753 451.788 707.2652 2478.242
Feb-17 2432 1910 1581.937 391.7394 814.1419 2349.732 Ca 1
lls 4
Mar-17 2443 1208 1673.502 379.859 928.9918 2418.012 Ti 4
Apr-17 2467 1543.577 395.423 768.562 2318.592 m4
e 1
2101 1801.311 505.8044 809.9525 2792.669
1662 1884.956 484.8557 934.6566 2835.256
2432 1822.728 463.1282 915.013 2730.442
2443 1992.78 479.7502 1052.487 2933.073
> 2118.44 477.1412 1183.26 3053.619

MAE MSE MAPE

Correlogram 423.9292 227663.7 0.230648

lags acf
0 #NAME?
1 #NAME?
2 #NAME?
3 #NAME?
4 #NAME?
5 #NAME?
6 #NAME?
 Exponential Smoothing
Forecast
alpha 0.279107
3000
2000
1000 Column F Calls forecast
0 Column G 1544 1544
Exponential Smoothing

alpha

Calls

1208
2467
2101
1662
2432
2443
1544
1913
2028
1178
1554
1910
Column H

>
1913 1544
value

Column I
actual 2028 1646.991
forecast 1178 1753.333
1554 1592.753
1910 1581.937
Ca 15 19 20 11 15 19 12 24 21 16 24 24
time 1208 1673.502
lls 44 13 28 78 54 10 08 67 01 62 32 43
Ti 42 42 42 42 42 42 42 42 42 42 42 42 42826 2467 1543.577
m 46 49 52 55 58 61 64 67 70 73 76 79 2101 1801.311
e 1 1 2 2 3 4 4 5 5 6 7 5
1662 1884.956
2432 1822.728
2443 1992.78
Exponential Smoothing sig level 0.05 > 2118.44

alpha 0.279107 MAE MSE

423.9292 227663.7
data forecast s.e. lower upper
1544 1544
1913 1544
2028 1646.991 369 923.7638 2370.217
1178 1753.333 375.0528 1018.243 2488.423
1554 1592.753 451.788 707.2652 2478.242
1910 1581.937 391.7394 814.1419 2349.732
1208 1673.502 379.859 928.9918 2418.012
2467 1543.577 395.423 768.562 2318.592
2101 1801.311 505.8044 809.9525 2792.669
1662 1884.956 484.8557 934.6566 2835.256
2432 1822.728 463.1282 915.013 2730.442
2443 1992.78 479.7502 1052.487 2933.073
> 2118.44 477.1412 1183.26 3053.619

MAE MSE MAPE

423.9292 227663.7 0.230648

Forecast
3000

2500
2000

1500 actual
value

forecast
1000
 3000

2500

2000

1500 actual
value
forecast
1000

500

0
1 2 3 4 5 6 7 8 9 10 11 12
time
al Smoothing sig level 0.05

s.e. lower upper

369 923.7638 2370.217

375.0528 1018.243 2488.423
451.788 707.2652 2478.242
391.7394 814.1419 2349.732
379.859 928.9918 2418.012
395.423 768.562 2318.592
505.8044 809.9525 2792.669
484.8557 934.6566 2835.256
463.1282 915.013 2730.442
479.7502 1052.487 2933.073
477.1412 1183.26 3053.619

MAPE
0.230648

Forecast
3000

2500

2000
actual
1500
value

forecast
1000

500

0
1 2 3 4 5 6 7 8 9 10 11 12
time
GeographyAsia Pacific
Category Pet Products
Data Type Retail Value RSP
Unit USD million
Year Current Prices
2008 3312.9 Exponential Smoothing sig level 0.05
2009 3631.8
2010 4025.5
2011 4505.3
2012 4734.1
2013 4631.2 10000
2014 4825.4 9000
8000
2015 4870.2 7000
2016 5291.7 6000
2017 5761.9 5000

value
2018 6430.7 4000
2019 6918 3000
2000
2020 7685.2 1000
2021 8964.5 0
2022 9878 1 2 3 4
2023 10991
2024 12543.3
2025 13863.7
2026 15279.6
2027 16794.7
 Exponential Smoothing

alpha 1

data forecast
Forecast 3312.9 3312.9
3631.8 3312.9
10000 4025.5 3631.8
9000 4505.3 4025.5
8000
7000 4734.1 4505.3
6000 4631.2 4734.1
5000 actual 4825.4 4631.2
value

4000 forecast
4870.2 4825.4
3000 5291.7 4870.2
2000
1000
5761.9 5291.7
0 6430.7 5761.9
1 2 3 4 5 6 7 8 9 10 11 12 13 14 6918 6430.7
time 7685.2 6918
8964.5 7685.2
> 8964.5

MAE MSE
450.5692 299867.1
al Smoothing sig level 0.05

s.e. lower upper

318.9 3006.767 4256.833

358.2575 3323.328 4727.672
402.8668 3715.696 5294.904
367.1697 4014.461 5453.739
331.6151 3981.246 5281.154
312.9314 4212.066 5438.734
290.2126 4301.394 5439.006
309.6824 4684.734 5898.666
331.3799 5112.407 6411.393
378.8941 5688.081 7173.319
389.9963 6153.621 7682.379
434.1337 6834.314 8536.086
547.6013 7891.221 10037.78

MAPE
0.076179
GeographyAsia Pacific
Category Pet Products
Data Type Retail Value RSP
Unit USD million
Year Current PriY(t) Y(y-1) y(t-2) y(t-3) y(t-4) Y(t) Y(y-1) y(t-2)
2008 3312.9 3312.9 4505.3 4025.5 3631.8
2009 3631.8 3631.8 3312.9 4734.1 4505.3 4025.5
2010 4025.5 4025.5 3631.8 3312.9 4631.2 4734.1 4505.3
2011 4505.3 4505.3 4025.5 3631.8 3312.9 4825.4 4631.2 4734.1
2012 4734.1 4734.1 4505.3 4025.5 3631.8 3312.9 4870.2 4825.4 4631.2
2013 4631.2 4631.2 4734.1 4505.3 4025.5 3631.8 5291.7 4870.2 4825.4
2014 4825.4 4825.4 4631.2 4734.1 4505.3 4025.5 5761.9 5291.7 4870.2
2015 4870.2 4870.2 4825.4 4631.2 4734.1 4505.3 6430.7 5761.9 5291.7
2016 5291.7 5291.7 4870.2 4825.4 4631.2 4734.1 6918 6430.7 5761.9
2017 5761.9 5761.9 5291.7 4870.2 4825.4 4631.2 7685.2 6918 6430.7
2018 6430.7 6430.7 5761.9 5291.7 4870.2 4825.4 8964.5 7685.2 6918
2019 6918 6918 6430.7 5761.9 5291.7 4870.2
2020 7685.2 7685.2 6918 6430.7 5761.9 5291.7
2021 8964.5 8964.5 7685.2 6918 6430.7 5761.9 SUMMARY OUTPUT
2022 9878
2023 10991 Regression Statistics
2024 12543.3 Multiple R 0.989095
2025 13863.7 R Square 0.978308
2026 15279.6 Adjusted R 0.969012
2027 16794.7 Standard E 257.5617
Observatio 11

ANOVA
df SS
Regression 3 20943198
Residual 7 464366.2
Total 10 21407565

Coefficients
Standard Error
Intercept -834.9179 447.5213
X Variable 1.569563 0.3975
X Variable -0.409417 0.702673
X Variable 0.055866 0.445794

Beta 0 P value is greater than alpha

Beta 1 P value is lesser than alpha
Beta 2 P value is greater than alpha
 y(t-3) Y(t) Y(y-1) y(t-2) y(t-3) y(t-4)
3312.9 4734.1 4505.3 4025.5 3631.8 3312.9 SUMMARY OUTPUT
3631.8 4631.2 4734.1 4505.3 4025.5 3631.8
4025.5 4825.4 4631.2 4734.1 4505.3 4025.5 Regression Statistics
4505.3 4870.2 4825.4 4631.2 4734.1 4505.3 Multiple R 0.993745
4734.1 5291.7 4870.2 4825.4 4631.2 4734.1 R Square 0.98753
4631.2 5761.9 5291.7 4870.2 4825.4 4631.2 Adjusted R 0.977554
4825.4 6430.7 5761.9 5291.7 4870.2 4825.4 Standard E 219.657
4870.2 6918 6430.7 5761.9 5291.7 4870.2 Observatio 10
5291.7 7685.2 6918 6430.7 5761.9 5291.7
5761.9 8964.5 7685.2 6918 6430.7 5761.9 ANOVA
6430.7 df
Regression 4
Residual 5
Total 9

Coefficients
Intercept -1490.979
X Variable 1.358007
X Variable -0.079223
X Variable -0.26119
X Variable 0.357221

MS F Significance F
6981066 105.2348 3.47E-06
66338.03

t Stat P-value Lower 95%Upper 95%Lower 95.0%

Upper 95.0%
-1.865649 0.104342 -1893.138 223.3019 -1893.138 223.3019
3.948581 0.005542 0.629624 2.509502 0.629624 2.509502
-0.582656 0.578402 -2.070975 1.252141 -2.070975 1.252141
0.125318 0.903795 -0.998269 1.110001 -0.998269 1.110001

greater than alpha Not significant

lesser than alpha Significant AR 1 Model
greater than alpha Not significant
 SS MS F Significance F
19104495 4776124 98.98866 6.024E-05
241246 48249.2
19345741

Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%Upper 95.0%

491.0427 -3.036353 0.028871 -2753.244 -228.7137 -2753.244 -228.7137
0.359014 3.782606 0.012855 0.435133 2.28088 0.435133 2.28088
0.62079 -0.127616 0.903427 -1.675014 1.516569 -1.675014 1.516569
0.620487 -0.420944 0.691277 -1.856201 1.333821 -1.856201 1.333821
0.388718 0.918971 0.400272 -0.642011 1.356453 -0.642011 1.356453
Year Time Observation
1989 0
1990 1 17.55
1991 2 21.86 Holt's Linear Trend
1992 3 23.89
1993 4 26.93 data u v
1994 5 26.89 17.55 17.55 0
1995 6 28.83 21.86 21.27586 0.599478
1996 7 30.08 23.89 23.61695 0.879696
1997 8 30.95 26.93 26.60021 1.218151
1998 9 30.19 26.89 27.01582 1.089026
1999 10 31.58 28.83 28.73172 1.189887
2000 11 32.58 30.08 30.05853 1.211918
2001 12 33.48 30.95 30.99343 1.167347
2002 13 39.02 30.19 30.4571 0.893231
2003 14 41.39 31.58 31.54887 0.925176
2004 15 41.6 32.58 32.56564 0.939913
2005 16 44.66 33.48 33.48346 0.936358
2006 17 46.95 39.02 38.39654 1.576197
2007 18 48.73 41.39 41.19792 1.773325
2008 19 51.49 41.6 41.78585 1.582599
2009 20 50.03 44.66 44.48495 1.762241
2010 21 60.64 46.95 46.85475 1.859994
2011 22 63.36 48.73 48.72793 1.862116
2012 23 66.36 51.49 51.36803 1.98729
2013 24 68.2 50.03 50.48068 1.524772
2014 25 68.12 60.64 59.46976 2.72575
2015 26 69.78 63.36 63.20218 2.88772
2016 27 72.6 66.36 66.32339 2.925289
68.2 68.34213 2.779428
68.12 68.5268 2.361941
69.78 69.93027 2.207726
72.6 72.53738 2.271987
>

alpha beta MAE

0.864469 0.160896 1.636001
 sig level 0.05

forecast s.e. lower upper

17.55
21.87534 4.31 13.4279 30.32279
24.49665 3.364146 17.90304 31.09025
27.81836 3.085242 21.7714 33.86532
28.10485 2.711918 22.78958 33.42011
29.92161 2.447196 25.12519 34.71802 Forecast
31.27045 2.23491 26.89011 35.65079
32.16078 2.072666 28.09843 36.22313 80
31.35033 2.060206 27.3124 35.38826 70
32.47405 1.943889 28.6641 36.284 60
33.50555 1.844439 29.89052 37.12059 50
34.41982 1.758621 30.97299 37.86665 40
value
39.97273 2.144408 35.76977 44.1757 30
42.97124 2.097444 38.86033 47.08216 20
43.36844 2.054104 39.34247 47.39441 10
46.2472 2.012278 42.3032 50.19119 0
48.71474 1.956286 44.88049 52.54899 1 3 5 7 9 11 13 15 17 19 21 2 3 2 5 27
50.59005 1.897879 46.87027 54.30982 time
53.35532 1.856565 49.71652 56.99412
52.00545 1.961481 48.16102 55.84989
62.19551 2.717132 56.87003 67.52099
66.0899 2.663798 60.86895 71.31084
69.24868 2.60319 64.14652 74.35084
71.12156 2.555343 66.11318 76.12994
70.88874 2.575479 65.8409 75.93659
72.13799 2.533168 67.17308 77.10291
74.80937 2.485628 69.93763 79.68111

MSE MAPE
6.178345 0.041673
orecast

forecast
data

15 17 19 21 2 3 2 5 27
e
Year Time Observation
1989 0
1990 1 17.55
1991 2 21.86
1992 3 23.89
1993 4 26.93
1994 5 26.89
1995 6 28.83
1996 7 30.08
1997 8 30.95
1998 9 30.19
1999 10 31.58
2000 11 32.58
2001 12 33.48
2002 13 39.02
2003 14 41.39
2004 15 41.6
2005 16 44.66
2006 17 46.95
2007 18 48.73
2008 19 51.49
2009 20 50.03
2010 21 60.64
2011 22 63.36
2012 23 66.36
2013 24 68.2
2014 25 68.12
2015 26 69.78
2016 27 72.6
Geography Asia Pacific
Category Mobile E-Commerce (Goods)
Data Type Retail Value RSP excl Sales Tax
Unit USD million
Currency Conversion Fixed 2021 ex rates
Current Constant Current Prices
2007 -
2008 -
2009 -
2010 -
2011 8,155.70
2012 16,019.60
2013 35,162.00
2014 88,692.80
2015 199,546.10
2016 350,848.90
2017 487,693.60
2018 628,872.10
2019 775,907.90
2020 967,780.70
2021 1,166,610.10
2022 1,384,154.50
2023 1,624,528.00
2024 1,880,777.40
2025 2,146,073.70
2026 2,420,453.90

Holt's Linear Trend sig level

 data u v forecast s.e.
8,155.70 8,155.70 0
16,019.60 8155.7 0 8,155.70
35,162.00 8155.7 0 8,155.70 7863.9
88,692.80 8155.7 0 8,155.70 19889.46
199,546.10 8155.7 0 8,155.70 49252.43
350,848.90 8155.7 0 8,155.70 104770.8
487,693.60 8155.7 0 8,155.70 179636.5
628,872.10 8155.7 0 8,155.70 255376.5
775,907.90 8155.7 0 8,155.70 333079.1
967,780.70 8155.7 0 8,155.70 413224.4
1,166,610.10 8155.7 0 8,155.70 504085
> 602406.2
Holt's Linear Trend sig level 0.05 2,500,000.00
Level Trend 2,000,000.00
data u v forecast s.e. lower upper
8,155.70 8,155.70 0 1,500,000.00

value
16,019.60 16,019.60 7863.9 8,155.70
1,000,000.00
35,162.00 35,162.00 19142.4 23,883.50 7863.9 8470.539 39296.46
88,692.80 88,692.80 53530.8 54,304.40 9722.281 35249.08 73359.72 500,000.00
199,546.10 199,546.10 110853.3 142,223.60 21382.29 100315.1 184132.1
350,848.90 350,848.90 151302.8 310,399.40 34122.85 243519.8 377279 0.00
487,693.60 487,693.60 136844.7 502,151.70 35478.55 432615 571688.4
628,872.10 628,872.10 141178.5 624,538.30 32920.8 560014.7 689061.9
775,907.90 775,907.90 147035.8 770,050.60 30522.72 710227.2 829874
967,780.70 967,780.70 191872.8 922,943.70 28626.4 866837 979050.4
1,166,610.10 1,166,610.10 198829.4 1,159,653.50 30851.11 1099186 1220121
> 1365439.5 29350.5 1307914 1422965
> 1564268.9 65629.7 1435637 1692901
> 1763098.3 109819.5 1547856 1978341
> 1961927.7 160759.3 1646845 2277010
> 2160757.1 217669.1 1734134 2587381

alpha beta MAE MSE MAPE

1 1 22774.56 861451589 0.169831

0.05
 lower upper

-7257.26077802453 23568.66078
-30826.9234172948 47138.32342
-88377.2893264414 104688.6893
-197191.315024379 213502.715
-343925.32613836 360236.7261
-492373.027916166 508684.4279
-644667.322747243 660978.7227
-801749.232493136 818060.6325
-979832.780388289 996144.1804
-1180694.39864936 1180694.399
0 0
0 0
0 0
0 0
 Forecast
2,500,000.00

2,000,000.00

1,500,000.00
actual
value

1,000,000.00 forecast

500,000.00

0.00
1 2 3 4 5 6 7 8 9 10 11
time
α 0.77
β 0.39

Dates Demand Correlogram alpha 0.05

Jan-1990 4757.10
Apr-1990 4773.00 lags acf lower upper
Jul-1990 4792.60 0 1
Oct-1990 4758.30 1 0.964095 -0.230984 0.230984
Jan-1991 4738.10 2 0.927233 -0.390558 0.390558
Apr-1991 4779.40 3 0.889847 -0.494245 0.494245
Jul-1991 4800.10 4 0.850329 -0.573386 0.573386
Oct-1991 4795.90 5 0.81008 -0.637125 0.637125
Jan-1992 4875.00 6 0.770178 -0.689893 0.689893
Apr-1992 4903.00 7 0.729801 -0.734335 0.734335
Jul-1992 4951.80 8 0.688398 -0.772063 0.772063
Oct-1992 5009.40 9 Forecast
0.648269 -0.804145 0.804145
Jan-1993 5027.30 9000.00 10 0.607271 -0.831561 0.831561
Apr-1993 5071.90 8000.00
Jul-1993 5127.30 7000.00
Oct-1993 5172.90 6000.00
Jan-1994 5230.30 5000.00 actual
value

Apr-1994 5268.00 4000.00 forecast

Jul-1994 5305.70 3000.00
2000.00
Oct-1994 5358.70
1000.00
Jan-1995 5367.20 0.00
Apr-1995 5411.70 1 6 1 1 1 6 21 26 31 36 4 1 46 51 56 61 6 6 71
Jul-1995 5458.80
Oct-1995 5496.10 time
Jan-1996 5544.60
Apr-1996 5604.90
Jul-1996 5640.70
Oct-1996 5687.60
Jan-1997 5749.10
Apr-1997 5775.80
Jul-1997 5870.70
Oct-1997 5931.40
Jan-1998 5996.80
Apr-1998 6092.10
Jul-1998 6165.70
Oct-1998 6248.80
Jan-1999 6311.30
Apr-1999 6409.70
Jul-1999 6476.70
Oct-1999 6556.80
Jan-2000 6661.30
Apr-2000 6703.30
Jul-2000 6768.00
Oct-2000 6825.00
Jan-2001 6853.10
Apr-2001 6870.30
Jul-2001 6900.50
Oct-2001 7017.60
Jan-2002 7042.20
Apr-2002 7083.50
Jul-2002 7123.20
Oct-2002 7148.20
Jan-2003 7184.90
Apr-2003 7249.30
Jul-2003 7352.90
Oct-2003 7394.30
Jan-2004 7475.10
Apr-2004 7520.50
Jul-2004 7585.50
Oct-2004 7664.30
Jan-2005 7709.40
Apr-2005 7775.20
Jul-2005 7852.80
Oct-2005 7876.90
Jan-2006 7961.90
Apr-2006 8009.30
Jul-2006 8063.80
Oct-2006 8141.20
Jan-2007 8215.70
Apr-2007 8244.30
Jul-2007 8302.20
Oct-2007 8341.30
 Holt's Linear Trend sig level 0.05

data u v forecast s.e. lower upper

4757.10 4757.10 0
4773.00 4769.343 4.77477 4757.10
4792.60 4788.349 10.32498 4774.12 15.9 4742.954 4805.281
4758.30 4767.586 -1.79935 4798.67 17.23953 4764.885 4832.463
4738.10 4744.468 -10.11366 4765.79 27.2303 4712.416 4819.157
4779.40 4769.039 3.413569 4734.35 27.34511 4680.759 4787.95
4800.10 4793.741 11.71595 4772.45 31.6864 4710.349 4834.557
4795.90 4798.098 8.845935 4805.46 31.04967 4744.601 4866.313
4875.00 4859.347 29.28313 4806.94 28.97248 4750.159 4863.729
4903.00 4899.695 33.59836 4888.63 36.24127 4817.599 4959.662
4951.80 4947.543 39.15592 4933.29 34.5027 4865.669 5000.917
5009.40 5004.179 45.97291 4986.70 33.2512 4921.528 5051.871
actual 5027.30 5032.556 39.11053 5050.15 32.43419 4986.582 5113.722
forecast 5071.90 5071.846 39.18067 5071.67 31.74632 5009.445 5133.888
5127.30 5123.557 44.06746 5111.03 30.50095 5051.246 5170.808
5172.90 5171.687 45.65165 5167.62 29.71149 5109.391 5225.858
5230.30 5227.319 49.54404 5217.34 28.73632 5161.016 5273.66
5268.00 5270.038 46.88253 5276.86 28.01188 5221.961 5331.765
56 61 6 6 71
5305.70 5308.281 43.51286 5316.92 27.2604 5263.492 5370.35
5358.70 5357.112 45.58683 5351.79 26.62404 5299.612 5403.976
5367.20 5375.365 34.92667 5402.70 25.96233 5351.813 5453.584
5411.70 5411.376 35.3497 5410.29 26.52069 5358.312 5462.271
5458.80 5456.023 38.97561 5446.73 25.88337 5395.995 5497.456
5496.10 5495.847 39.30639 5495.00 25.41896 5445.178 5544.819
5544.60 5542.427 42.14331 5535.15 24.86129 5486.426 5583.88
5604.90 5600.224 48.24825 5584.57 24.41411 5536.72 5632.421
5640.70 5642.488 45.91418 5648.47 24.26393 5600.916 5696.029
5687.60 5687.784 45.67339 5688.40 23.84152 5641.673 5735.13
5749.10 5745.502 50.37073 5733.46 23.39636 5687.602 5779.314
5775.80 5780.417 44.3428 5795.87 23.16416 5750.472 5841.274
5870.70 5860.134 58.13871 5824.76 23.06447 5779.554 5869.965
5931.40 5928.381 62.08092 5918.27 24.17825 5870.884 5965.661
5996.80 5995.342 63.98435 5990.46 23.90166 5943.615 6037.308
6092.10 6084.562 73.82623 6059.33 23.5519 6013.166 6105.487
6165.70 6164.018 76.02192 6158.39 23.88371 6111.577 6205.2
6248.80 6246.785 78.65248 6240.04 23.56325 6193.857 6286.223
6311.30 6314.552 74.40692 6325.44 23.27135 6279.827 6371.049
6409.70 6404.929 80.63556 6388.96 23.06652 6343.749 6434.168
6476.70 6478.739 77.97339 6485.57 23.00677 6440.473 6530.657
6556.80 6556.78 77.99971 6556.71 22.74754 6512.128 6601.297
6661.30 6655.2 85.9638 6634.78 22.45401 6590.77 6678.789
6703.30 6712.009 74.59321 6741.16 22.56461 6696.938 6785.39
6768.00 6772.278 69.00705 6786.60 23.05886 6741.407 6831.796
6825.00 6828.746 64.11651 6841.29 22.9628 6796.279 6886.292
6853.10 6862.245 52.17593 6892.86 22.8297 6848.117 6937.608
6870.30 6880.448 38.92632 6914.42 23.35128 6868.654 6960.189
6900.50 6904.841 33.2584 6919.37 24.00885 6872.318 6966.431
7017.60 6999.315 57.13241 6938.10 23.90895 6891.239 6984.96
7042.20 7045.477 52.85395 7056.45 26.34294 7004.816 7108.079
7083.50 7086.911 48.40025 7098.33 26.14808 7047.082 7149.58
7123.20 7125.986 44.76322 7135.31 25.96647 7084.418 7186.205
7148.20 7153.386 37.9918 7170.75 25.76249 7120.255 7221.242
7184.90 7186.39 36.04645 7191.38 25.70334 7141 7241.756
7249.30 7243.121 44.11359 7222.44 25.47084 7172.514 7272.358
7352.90 7337.797 63.8328 7287.23 25.49783 7237.26 7337.21
7394.30 7395.986 61.63165 7401.63 26.79458 7349.113 7454.146
7475.10 7471.079 66.88164 7457.62 26.56826 7405.545 7509.69
7520.50 7524.516 61.6382 7537.96 26.43342 7486.152 7589.769
7585.50 7585.65 61.44176 7586.15 26.30239 7534.602 7637.706
7664.30 7660.342 66.60926 7647.09 26.0748 7595.987 7698.198
7709.40 7713.437 61.33855 7726.95 25.94977 7676.091 7777.812
7775.20 7775.102 61.46606 7774.78 25.83218 7724.145 7825.406
7852.80 7849.067 66.34041 7836.57 25.61963 7786.355 7886.782
7876.90 7885.757 54.77672 7915.41 25.49565 7865.437 7965.378
7961.90 7956.986 61.19312 7940.53 25.75358 7890.057 7991.009
8009.30 8011.342 58.52682 8018.18 25.69079 7967.826 8068.532
8063.80 8065.196 56.70431 8069.87 25.51618 8019.858 8119.88
8141.20 8136.761 62.50005 8121.90 25.33316 8072.248 8171.552
8215.70 8211.919 67.43666 8199.26 25.25371 8149.765 8248.757
8244.30 8252.363 56.90943 8279.36 25.14647 8230.07 8328.642
8302.20 8303.827 54.78563 8309.27 25.3178 8259.65 8358.894
8341.30 8345.282 49.58677 8358.61 25.15051 8309.318 8407.906
> 8394.869 25.05714 8345.757 8443.98

alpha beta MAE MSE MAPE

0.77 0.39 19.4896 627.8605 0.003174
 Socio-economic indicators
Time Imports (in USD million)
Jan-00 3879.00
Feb-00 4344.00
Mar-00 4871.00
Apr-00 4401.00 6000.00
May-00 4371.00
5000.00
Jun-00 4028.00
Jul-00 4487.00
4000.00
Aug-00 3993.00
Sep-00 4249.00
3000.00
Oct-00 4264.00
Nov-00 4698.00
2000.00
Dec-00 3976.00
Jan-01 4007.00 1000.00
Feb-01 3457.00
Mar-01 4625.00 0.00
Apr-01 4094.00 Jan-00 Mar-00 May-00 Jul-00 Sep-00 Nov-00
May-01 4674.00
Jun-01 4017.00
Jul-01 4923.00
Aug-01 4372.00
Sep-01 3902.00
Oct-01 4093.00
Nov-01 4158.00
Dec-01 4079.00
Jan-02 4243.00
Feb-02 3759.00
Mar-02 4433.00
Apr-02 4207.00
May-02 5181.00
Jun-02 4251.00
Jul-02 4874.00
Aug-02 4861.00
Sep-02 5086.00
Oct-02 5593.00
Nov-02 5072.00
Dec-02 4972.00
Jan-03 5571.00
Feb-03 4631.00
Mar-03 5891.00
Apr-03 5764.00
May-03 6175.00
Jun-03 5727.00
Jul-03 5784.00
Aug-03 5785.00
Sep-03 6305.00
Oct-03 7019.00
Nov-03 6467.00
Dec-03 7450.00
Jan-04 6898.00
Feb-04 6844.00
Mar-04 8034.00
Apr-04 6987.00
May-04 8073.00
Jun-04 8717.00
Jul-04 7872.00
Aug-04 8132.00
Sep-04 9420.00
Oct-04 8989.00
Nov-04 9358.00
Dec-04 10457.00
Jan-05 11009.00
Feb-05 10357.00
Mar-05 12369.00
Apr-05 11336.00
May-05 13232.00
Jun-05 11803.00
Jul-05 11509.00
Aug-05 12760.00
Sep-05 12896.00
Oct-05 11883.00
Nov-05 11326.00
Dec-05 12390.00
Jan-06 12894.00
Feb-06 11535.00
Mar-06 14314.00
Apr-06 12924.50
May-06 15106.00
Jun-06 14400.10
Jul-06 14985.40
Aug-06 15326.70
Sep-06 17351.10
Oct-06 17512.40
Nov-06 16381.20
Dec-06 15679.60
Jan-07 14446.90
Feb-07 14484.70
Mar-07 17136.60
Apr-07 18370.60
May-07 21149.50
Jun-07 20016.00
Jul-07 21128.60
Aug-07 20365.90
Sep-07 18217.50
Oct-07 21832.60
Nov-07 22104.10
Dec-07 20116.90
Jan-08 22844.40
Feb-08 20804.40
Mar-08 23573.70
Apr-08 30316.90
May-08 29443.60
Jun-08 28950.60
Jul-08 31625.50
Aug-08 33523.20
Sep-08 31135.70
Oct-08 25869.30
Nov-08 23488.20
Dec-08 19456.30
Jan-09 18228.20
Feb-09 15062.20
Mar-09 16596.60
Apr-09 19340.70
May-09 20036.40
Jun-09 23055.00
Jul-09 21723.50
Aug-09 22448.70
Sep-09 21527.20
Oct-09 25935.80
Nov-09 24996.50
Dec-09 28251.40
Jan-10 25267.00
Feb-10 26163.80
Mar-10 29626.90
Apr-10 31674.90
May-10 29747.10
Jun-10 28648.60
Jul-10 29669.90
Aug-10 27107.70
Sep-10 29511.80
Oct-10 32461.70
Nov-10 28842.30
Dec-10 31511.10
Jan-11 33353.60
Feb-11 32973.40
Mar-11 34267.00
Apr-11 36595.90
May-11 45254.20
Jun-11 40849.50
Jul-11 41105.90
Aug-11 39984.70
Sep-11 39756.10
Oct-11 41175.10
Nov-11 39102.50
Dec-11 40044.10
Jan-12 42952.50
Feb-12 40118.50
Mar-12 42380.70
Apr-12 38171.00
May-12 42187.30
Jun-12 36157.40
Jul-12 40619.40
Aug-12 37307.30
Sep-12 42051.40
Oct-12 44243.80
Nov-12 40454.00
Dec-12 43050.60
Jan-13 44754.70
Feb-13 40792.00
Mar-13 40947.80
Apr-13 41577.10
May-13 43987.10
Jun-13 35304.40
Jul-13 38326.40
Aug-13 37026.00
Sep-13 34258.20
Oct-13 38075.00
Nov-13 33772.90
Dec-13 36580.10
Jan-14 36346.30
Feb-14 33665.60
Mar-14 41294.50
Apr-14 35795.60
May-14 39058.90
Jun-14 38352.40
Jul-14 40068.00
Aug-14 37472.80
Sep-14 43341.70
Oct-14 39468.80
Nov-14 42722.50
Dec-14 35333.30
Jan-15 32265.40
Feb-15 28725.40
Mar-15 35428.70
Apr-15 33506.50
May-15 32837.80
Jun-15 33536.20
 Jul-15 36372.10
Aug-15 33981.70
Sep-15 32035.30
Oct-15 31148.30
Nov-15 29896.40
Dec-15 34096.50
Jan-16 28866.50
Feb-16 27419.00
Mar-16 27310.30
Apr-16 25689.20
May-16 28286.20
Jun-16 30917.00
Jul-16 29305.20
Aug-16 29303.20
Sep-16 31839.00
Oct-16 34495.10
Nov-16 33461.90
Dec-16 34602.50
Jan-17 32261.10
Feb-17 34248.40
Mar-17 39946.70
Apr-17 38834.70
May-17 38278.70
Jun-17 37055.00
Jul-17 34215.00
Aug-17 36070.60
Sep-17 37962.70
Oct-17 37501.40
Nov-17 41390.20
Dec-17 42030.80
Jan-18 40701.20
Feb-18 37871.30
Mar-18 42801.20
Apr-18 39950.40
May-18 43916.50
Jun-18 44304.20
Jul-18 44387.50
Aug-18 45724.20
Sep-18 42820.20
Oct-18 44678.00
Nov-18 43648.70
Dec-18 42344.20
Jan-19 41455.20
Feb-19 36591.10
Mar-19 43690.40
Apr-19 42387.30
May-19 46683.40
Jun-19 41032.50
Jul-19 39759.70
Aug-19 39852.10
Sep-19 37694.80
Oct-19 37986.40
Nov-19 38523.20
Dec-19 39594.10
Jan-20 41143.90
Feb-20 37501.50
Mar-20 31165.40
Apr-20 17118.40
May-20 22201.30
Jun-20 21114.40
Jul-20 28469.10
Aug-20 29473.90
Sep-20 30306.80
Oct-20 34073.50
Nov-20 33811.20
Dec-20 42933.30
Jan-21 41955.10
Feb-21 40546.80
Mar-21 48406.60
Apr-21 45751.20
May-21 38554.40
Jun-21 42060.00
Jul-21 46037.00
Aug-21 45085.00
Sep-21 55835.00
Oct-21 55374.00
Nov-21 53417.00
Dec-21 60295.00
Jan-22 52487.00
Feb-22 55830.00
Mar-22 62977.00
Apr-22 60187.00
May-22 63223.00
Jun-22 60036.30
Jul-22 59933.30
Aug-22 59089.10
Sep-22 59085.10
Oct-22 60899.60
Nov-22 57764.40
Dec-22 60134.70
Jan-23 57892.40
Feb-23 55733.70
Mar-23 60214.50
Apr-23 58556.10
May-23 61217.30
Jun-23 60092.40
Jul-23 61554.50
Aug-23 62087.30
Sep-23 62867.00
Oct-23 65466.10
Nov-23 62397.80
Dec-23 65232.20
 Chart Title
70000.00

60000.00

50000.00

40000.00

30000.00

20000.00

10000.00

-00 Sep-00 Nov-00 0.00

1 16 31 46 61 76 91 106121136151166181 196211226241256
11,11
16,11
9,9 11,9
1,1