EXERCICI

1,000
Periode Y t RANG dt dt^2 I II III IV
2008T01 255 1 1 900
2008T02 411 2 7
800
2008T03 506 3 11
2008T04 269 4 2 700

2009T01 306 5 3 600

2009T02 494 6 10
500
2009T03 607 7 13
2009T04 323 8 4 400
2010T1 368 9 5
300
2010T2 593 10 12
2010T3 729 11 15 200

2010T4 388 12 6 100

2011T1 441 13 8
0
2011T2 711 14 14
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4
8 T0 8 T0 8 T0 8 T0 9 T0 9 T0 9 T0 9 T0 1 0T 1 0T 1 0T 1 0T 1 1T 1 1T 1 1T 1 1T
2011T3 875 15 16
2 00 2 00 2 00 2 00 2 00 2 00 2 00 2 00 20 20 20 20 20 20 20 20
2011T4 466 16 9

1 Manel PonsMètodes de previsió (ADE-UB)

 Descomposició - Aditiu

Serie tipus II Serie tipus III

Periode Y t MM MMC=T1 Y-T1 IVEN T2=Y-IVEN t^2
2008T01 255 1 -108.17 363.17 1.00
2008T02 411 2 76.95 334.05 4.00
2008T03 506 3 360.25 366.63 139.38 155.08 350.92 9.00
2008T04 269 4 373.00 383.38 -114.38 -123.86 392.86 16.00
2009T01 306 5 393.75 406.38 -100.38 -108.17 414.17 25.00
2009T02 494 6 419.00 425.75 68.25 76.95 417.05 36.00
2009T03 607 7 432.50 440.25 166.75 155.08 451.92 49.00
2009T04 323 8 448.00 460.38 -137.38 -123.86 446.86 64.00
2010T1 368 9 472.75 488.00 -120.00 -108.17 476.17 81.00
2010T2 593 10 503.25 511.38 81.63 76.95 516.05 100.00
2010T3 729 11 519.50 155.08 573.92 121.00
2010T4 388 12 -123.86 511.86 144.00
2011T1 441 13 suma t^2
2011T2 711 14 650.00
2011T3 875 15 Promedio T2
2011T4 466 16 437.42

T1 T2 T3 T4
2008 139.38 -114.38
2009 -100.38 68.25 166.75 -137.38
2010 -120.00 81.63

IVEB -110.19 74.94 153.06 -125.88

Mitjana -2.02

IVEN -108.17 76.95 155.08 -123.86

Mitjana 0.00
 met tend lineal a partir T2
t*Yt B0 B1 Predicció et abs(et) et^2 et/Yt 1,000
363.17 312.420928 19.2301136 223.48 900
668.09 427.83 800
1,052.77 525.19 700
1,571.44 265.48 600
2,070.86 300.40
500
2,502.28 504.75
400
3,163.45 602.11
300
3,574.88 342.40
200
4,285.55 377.32
5,160.47 581.68 100

6,313.14 679.03 0
1 2
6,142.31 419.32 8 T0 8T0
0 0 0
suma t*Yt 454.24 -13.24 13.24 175.31 0.03 2 0 20 2 0
36,868.41 658.60 52.40 52.40 2746.22 0.07
media t suma t 755.95 119.05 119.05 14172.72 0.14
6.5 78 496.24 -30.24 30.24 914.66 0.06

EAM 53.73
EQM 4502.23
EPAM 7.62%
1,000
900
800
700
600
500
Y
400
Predicció
300
200
100
0
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4
8 T0 8T0 8T0 8T0 9T0 9T0 9T0 9T0 10T 10T 10T 10T 11T 11T 11T 11T
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
2 0 20 2 0 2 0 20 20 20 2 0 2 2 2 2 2 2 2 2
 Descomposició - Multiplicatiu

Periode Y t MM MMC=T1 Y/T1 IVEN T2=Y/IVEN B0

2008T01 255 1 0.75 337.94 309.41
2008T02 411 2 1.16 353.84
2008T03 506 3 360.25 366.63 1.38 1.38 366.32
2008T04 269 4 373.00 383.38 0.70 0.70 382.87
2009T01 306 5 393.75 406.38 0.75 0.75 405.53
2009T02 494 6 419.00 425.75 1.16 1.16 425.30
2009T03 607 7 432.50 440.25 1.38 1.38 439.43
2009T04 323 8 448.00 460.38 0.70 0.70 459.73
2010T1 368 9 472.75 488.00 0.75 0.75 487.70
2010T2 593 10 503.25 511.38 1.16 1.16 510.53
2010T3 729 11 519.50 1.38 527.75
2010T4 388 12 0.70 552.25
2011T1 441 13
2011T2 711 14
2011T3 875 15
2011T4 466 16

T1 T2 T3 T4
2008 1.38 0.70
2009 0.75 1.16 1.38 0.70
2010 0.75 1.16

IVEB 0.75 1.16 1.38 0.70

Mitjana 1.00

IVEN 0.75 1.16 1.38 0.70

Mitjana 1.00
 B1 Predicció et abs(et) et^2 et/Yt 1,000
19.696 248.33 900
405.14 800
509.01 700
272.74 600
307.78
500
496.65
400
617.84
300
328.09
200
367.23
588.16 100
726.67 0
383.44 01 02 03 04 01 02 03 04 T1 T2 T
0 8T 0 8T 08T 08T 0 9T 09T 0 9T 09T 01 0 010 01 0
426.68 14.32 14.32 205.18 0.03 2 0 20 2 0 20 20 2 0 20 2 0 2 2 2
679.67 31.33 31.33 981.35 0.04
835.49 39.51 39.51 1560.77 0.05
438.79 27.21 27.21 740.18 0.06

EAM 28.09
EQM 871.87
EPAM 4.50%
 Y
Predicció

01 02 03 04 T1 T2 T3 T4 T1 T2 T3 T4
9T 09T 0 9T 09T 01 0 010 01 0 010 011 01 1 011 0 11
2 0 20 2 0 2 2 2 2 2 2 2 2
 AEHW - Aditiu Alfa Gamma
0.5 0.9

Periode Y t Tt B1(t) Si(t) Predicció et abs(et)

-108.17
76.95
155.08
312.421 19.23 -123.86
2008T01 255 1 347.4105 33.41355 -93.98645 223.481
2008T02 411 2 357.43703 12.365228 55.901678 457.77405
2008T03 506 3 360.36113 3.8682139 146.58299 524.88225
2008T04 269 4 378.54467 16.752011 -110.9762 240.36934
2009T01 306 5 397.64157 18.862407 -91.87605 301.31023
2009T02 494 6 427.30115 28.579864 65.619135 472.40565
2009T03 607 7 458.14901 30.621065 148.62419 602.464
2009T04 323 8 461.37314 5.9638215 -135.6334 377.79387
2010T1 368 9 463.60651 2.6064128 -95.23346 375.46091
2010T2 593 10 496.79689 30.131988 93.14471 531.83206
2010T3 729 11 553.65235 54.183107 172.67531 675.55307
2010T4 388 12 565.73445 16.292204 -173.5244 472.20201
2011T1 441 13 486.79319 -45.7932 45.793192
2011T2 711 14 691.46357 19.5364 19.536432
2011T3 875 15 787.28637 87.7136 87.713631
2011T4 466 16 457.37892 8.6211 8.6210836

EAM 40.42
EQM 2561.67
EPAM 6.25%
Delta
0.9

et^2 et/Yt 1000

900
800
700
600
500
Y
400
Predicció
300
200
100
0
1 3 1 3 1 3 1 3
8 T0 8 T0 9 T0 9 T0 1 0T 1 0T 1 1T 1 1T
0 0 0 0 20 20 20 20
20 20 20 20

2,097 0.1038394
382 0.0274774
7,694 0.1002441
74 0.0185002
 Y
Predicció

1 T3
2 01
 AEHW - Multiplicatiu Alfa Gamma Delta
0.5 0.9 0.9

Periode Y t Tt B1(t) Si(t) Predicció et abs(et) et^2

0.755
1.162
1.381
309.41 19.696 0.703
2008T01 255 1 333.42717 23.585055 0.7638062 248.47503
2008T02 411 2 355.35637 22.094785 1.1571269 414.84821
2008T03 506 3 371.92616 17.122286 1.3625366 521.26005
2008T04 269 4 385.84712 14.241098 0.6977506 273.50106
2009T01 306 5 400.3567 14.482724 0.7642672 305.58988
2009T02 494 6 420.87945 19.918749 1.1720722 480.02184
2009T03 607 7 443.14541 22.03124 1.3690319 600.60367
2009T04 323 8 464.04639 21.014009 0.696221 324.57727
2010T1 368 9 483.28369 19.414973 0.7617385 370.71576
2010T2 593 10 504.3201 20.874264 1.1754637 589.19912
2010T3 729 11 528.84372 24.158688 1.3775343 719.00782
2010T4 388 12 555.14834 26.090024 0.6986432 385.01192
2011T1 441 13 442.75163 -1.7516 1.7516319 3.0682
2011T2 711 14 713.89246 -2.8925 2.8924586 8.3663
2011T3 875 15 872.55562 2.4444 2.4443818 5.9750
2011T4 466 16 460.76106 5.2389 5.2389351 27.4464

EAM 3.08
EQM 11.21
EPAM 0.55%
 et/Yt 1000
900
800
700
600
500
400 Y
Predicció
300
200
100
0
1 3 1 3 1 3 1 3
8 T0 8 T0 9 T0 9 T0 1 0T 1 0T 1 1T 1 1T
0 0 0 0 20 20 20 20
20 20 20 20

0.003972
0.0040682
0.0027936
0.0112423
 AEHW - Multiplicatiu Alfa Gamma
0.5 0.9

Periode Y t Tt B1(t) Si(t) Predicció

0.755
1.162
1.381
309.41 19.696 0.703
2008T01 255 1 333.42717 23.585055 0.7638062 248.47503
2008T02 411 2 355.35637 22.094785 1.1571269 414.84821
2008T03 506 3 371.92616 17.122286 1.3625366 521.26005
2008T04 269 4 385.84712 14.241098 0.6977506 273.50106
2009T01 306 5 400.3567 14.482724 0.7642672 305.58988
2009T02 494 6 420.87945 19.918749 1.1720722 480.02184
2009T03 607 7 443.14541 22.03124 1.3690319 600.60367
2009T04 323 8 464.04639 21.014009 0.696221 324.57727
2010T1 368 9 483.28369 19.414973 0.7617385 370.71576
2010T2 593 10 504.3201 20.874264 1.1754637 589.19912
2010T3 729 11 528.84372 24.158688 1.3775343 719.00782
2010T4 388 12 555.14834 26.090024 0.6986432 385.01192
2011T1 441 13 580.08861 25.055241 0.7603797 442.75163
2011T2 711 14 605.00577 24.930972 1.1752222 711.32461
2011T3 875 15 632.56481 27.296232 1.3826852 867.7595
2011T4 466 16 663.4341 30.511988 0.7020296 461.00741
2012T1 527.6625
2012T2 851.39924
2012T3 1043.8859
2012T4 551.43164
Delta
0.9
1200

1000

800

600
Y
Predicció
400

200

0
1 3 1 3 1 3 1 3 1 3
8 T0 8T0 9T0 9T0 10T 10T 11T 11T 12T 12T
0 0 0 0 20 2 0 20 20 2 0 20
20 20 2 0 20