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
T0
1
T0
2
T0
3
T0
4
T0
1
T0
2
T0
3
T0
4 T1 T2 T3 T4 T1 T2 T3 T4
2011T3 875 15 16 8 8 8 8 9 9 9 9 10 10 10 10 11 11 11 11
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

Manel Pons
1 Mètodes de previsió (ADE-UB)
 Descomposició - Aditiu

Periode Y t MM MMC=T1 Y-T1 IVEN T2=Y-IVEN

2008T01 255 1 -108.17 363.17
2008T02 411 2 76.95 334.05
2008T03 506 3 360.25 366.63 139.38 155.08 350.92
2008T04 269 4 373.00 383.38 -114.38 -123.86 392.86
2009T01 306 5 393.75 406.38 -100.38 -108.17 414.17
2009T02 494 6 419.00 425.75 68.25 76.95 417.05
2009T03 607 7 432.50 440.25 166.75 155.08 451.92
2009T04 323 8 448.00 460.38 -137.38 -123.86 446.86
2010T1 368 9 472.75 488.00 -120.00 -108.17 476.17
2010T2 593 10 503.25 511.38 81.63 76.95 516.05
2010T3 729 11 519.50 155.08 573.92
2010T4 388 12 -123.86 511.86
2011T1 441 13
2011T2 711 14
2011T3 875 15
2011T4 466 16

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

1,000
900
800
700
600
500
400
300
200
100
0
01 02 03 04 01 02 03 04 T1 T2 T3 T4 T1 T2 T3 T4
08T 08T 08T 08T 09T 09T 09T 09T 010 010 010 010 011 011 011 011
0 0 0 0 0 0 0 0 2 2 2 2 2 2 2 2
600
500
400
300
200
100
0
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4
8T0 8T0 8T0 8T0 9T0 9T0 9T0 9T0 10T 10T 10T 10T 11T 11T 11T 11T
0 0 0 0 0 0 0 0 20 20 20 20 20 20 20 20
20 20 20 20 20 20 20 20

Y Predicció
 B0 B1 Predicció et abs(et) et^2 et/Yt
312.421 19.23 223.48
427.83
525.19
265.48
300.40
504.75
602.11
342.40
377.32
581.67
679.03
419.32
454.24 -13.24 13.24 175.27 0.03
658.59 52.41 52.41 2746.38 0.07
755.95 119.05 119.05 14173.11 0.14
496.24 -30.24 30.24 914.56 0.06
53.73 4502.33 7.62%
EAM EQM EPAM

1 2 3 4
1T 1T 1T 1T
01 201 201 201
 1 2 3 4
11T 11T 11T 11T
0 20 20 20
Periode Y t MM MMC=T1 Y/T1 IVEN T2=Y/IVEN
2008T01 255 1 0.75 337.94
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

1,000
900
800
700
600
500
400
300
200
100
0
01 02 03 04 01 02 03 04 T1 T2 T3 T4 T1 T2 T3 T4
08T 08T 08T 08T 09T 09T 09T 09T 010 010 010 010 011 011 011 011
0 0 0 0 0 0 0 0 2 2 2 2 2 2 2 2
500
400
300
200
100
0
01 02 03 04 01 02 03 04 T1 T2 T3 T4 T1 T2 T3 T4
08T 08T 08T 08T 09T 09T 09T 09T 010 010 010 010 011 011 011 011
20 20 20 20 20 20 20 20 2 2 2 2 2 2 2 2

Y Predicció
B0 B1 Predicció et abs(et) et^2 et/Yt
309.41 19.696 248.33
405.14
509.01
272.74
307.78
496.65
617.84
328.09
367.23
588.16
726.67
383.44
426.68 14.32 14.32 205.18 0.03
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
28.09 871.87 4.50%
EAM EQM EPAM
 AEHW - Aditiu Alfa
0.5

Periode Y t Tt B1(t) Si(t) Predicció 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 2 357.437025 12.3652275 55.9016775 457.77405
2008T03 506 3 360.361126 3.86821387 146.582986 524.882253
2008T04 269 4 378.54467 16.7520108 -110.976203 240.36934
2009T01 306 5 397.641565 18.8624069 -91.8760539 301.310231
2009T02 494 6 427.301147 28.5798645 65.6191351 472.40565
2009T03 607 7 458.149013 30.6210653 148.624187 602.463998
2009T04 323 8 461.373141 5.96382152 -135.633447 377.793875
2010T1 368 9 463.606508 2.60641285 -95.2334626 375.460908
2010T2 593 10 496.796893 30.1319877 93.1447099 531.832056
2010T3 729 11 553.652347 54.1831072 172.675307 675.553068
2010T4 388 12 565.73445 16.292204 -173.52435 472.202007
2011T1 441 13 486.793192 -45.79
2011T2 711 14 691.463568 19.54
2011T3 875 15 787.286369 87.71
2011T4 466 16 457.378916 8.62

EAM
EQM
EPAM
1000
900
800
700
600
500
400
300
200
100
0
01 02 03 04 01 02 03 04 T1 T2 T3 T4 T1 T2 T3 T4
08T 08T 08T 08T 09T 09T 09T 09T 010 010 010 010 011 011 011 011
20 20 20 20 20 20 20 20 2 2 2 2 2 2 2 2

Y Predicció
Gamma Delta
0.9 0.9

abs(et) et^2 et/Yt

45.79 2097 0.10383944

19.54 382 0.0274774
87.71 7694 0.10024415
8.62 74 0.01850018

40.42
2561.67
6.25%
 AEHW - Multiplicatiu Alfa
0.5

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

0.755
1.162
1.381
309.41 19.696 0.703
2008T01 255 1 333.427172 23.585055 0.76380623 248.47503
2008T02 411 2 355.356372 22.0947851 1.15712688 414.848208
2008T03 506 3 371.926158 17.1222859 1.3625366 521.260048
2008T04 269 4 385.847124 14.2410979 0.69775058 273.501056
2009T01 306 5 400.356695 14.4827242 0.76426721 305.589876
2009T02 494 6 420.879447 19.9187489 1.17207218 480.021844
2009T03 607 7 443.145408 22.0312399 1.36903186 600.603675
2009T04 323 8 464.046392 21.0140092 0.69622105 324.577274
2010T1 368 9 483.283693 19.4149726 0.76173848 370.715758
2010T2 593 10 504.320101 20.8742638 1.17546367 589.199123
2010T3 729 11 528.843724 24.1586879 1.37753434 719.00782
2010T4 388 12 555.148342 26.0900244 0.69864317 385.011917
2011T1 441 13 442.751632 -1.7516
2011T2 711 14 713.892459 -2.8925
2011T3 875 15 872.555618 2.4444
2011T4 466 16 460.761065 5.2389

1000 EAM
900 EQM
800 EPAM
700
600
500
400
300
200
100
0
01 02 03 04 01 02 03 04 T1 T2 T3 T4 T1 T2 T3 T4
08T 08T 08T 08T 09T 09T 09T 09T 010 010 010 010 011 011 011 011
20 20 20 20 20 20 20 20 2 2 2 2 2 2 2 2

Y Predicció
Gamma Delta
0.9 0.9

abs(et) et^2 et/Yt

1.7516 3.0682 0.00397195

2.8925 8.3663 0.00406816
2.4444 5.9750 0.00279358
5.2389 27.4464 0.01124235

3.08
11.21
0.55%
 AEHW - Multiplicatiu Alfa
0.5

Periode Y t Tt B1(t) Si(t) Predicció

0.755
1.162
1.381
309.41 19.696 0.703
2008T01 255 1 333.427172 23.585055 0.76380623 248.47503
2008T02 411 2 355.356372 22.0947851 1.15712688 414.848208
2008T03 506 3 371.926158 17.1222859 1.3625366 521.260048
2008T04 269 4 385.847124 14.2410979 0.69775058 273.501056
2009T01 306 5 400.356695 14.4827242 0.76426721 305.589876
2009T02 494 6 420.879447 19.9187489 1.17207218 480.021844
2009T03 607 7 443.145408 22.0312399 1.36903186 600.603675
2009T04 323 8 464.046392 21.0140092 0.69622105 324.577274
2010T1 368 9 483.283693 19.4149726 0.76173848 370.715758
2010T2 593 10 504.320101 20.8742638 1.17546367 589.199123
2010T3 729 11 528.843724 24.1586879 1.37753434 719.00782
2010T4 388 12 555.148342 26.0900244 0.69864317 385.011917
2011T1 441 13 580.088607 25.055241 0.76037967 442.751632
2011T2 711 14 605.005771 24.930972 1.17522223 711.324608
2011T3 875 15 632.56481 27.296232 1.38268516 867.759496
2011T4 466 16 663.434105 30.5119884 0.70202959 461.007408
2012T1 527.662499
2012T2 851.399241
2012T3 1043.88591
2012T4 551.431645

1200

1000

800

600

400

200

0
01 03 01 03 T1 T3 T1 T3 T1 T3
08T 08T 09T 09T 010 010 011 011 012 012
20 20 20 20 2 2 2 2 2 2

Y Predicció
Gamma Delta
0.9 0.9