Vous êtes sur la page 1sur 8

PROJECT 2

Seasonal Decomposition
Series Name:sales
Ratio of
Original
Series to

DATE_
Q1

Moving

Moving

Original

Average

Average

Series

Series

Series (%)

Seasonally

Smoothed

Irregular

Seasonal

Adjusted

Trend-Cycle

(Error)

Factor (%)

Series

Series

Component

23.000

94.7

24.281

24.563

.989

24.000

101.6

23.626

24.835

.951

29.000

25.0000

116.0

109.0

26.599

25.381

1.048

24.000

25.5000

94.1

94.7

25.352

25.805

.982

25.000

26.2500

95.2

94.7

26.393

26.249

1.005

27.000

26.2500

102.9

101.6

26.579

26.504

1.003

29.000

26.7500

108.4

109.0

26.599

26.976

.986

26.000

27.2500

95.4

94.7

27.465

27.525

.998

27.000

27.7500

97.3

94.7

28.504

28.165

1.012

29.000

28.5000

101.8

101.6

28.548

28.828

.990

32.000

29.2500

109.4

109.0

29.350

29.387

.999

29.000

29.5000

98.3

94.7

30.634

29.975

1.022

28.000

30.2500

92.6

94.7

29.560

30.387

.973

32.000

30.7500

104.1

101.6

31.501

30.924

1.019

34.000

31.0000

109.7

109.0

31.185

31.241

.998

1996
Q2
1996
Q3
1996
Q4
1996
Q1
1997
Q2
1997
Q3
1997
Q4
1997
Q1
1998
Q2
1998
Q3
1998
Q4
1998
Q1
1999
Q2
1999
Q3
1999

Q4

30.000

31.5000

95.2

94.7

31.690

31.641

1.002

30.000

31.7500

94.5

94.7

31.671

31.850

.994

33.000

32.0000

103.1

101.6

32.486

32.043

1.014

35.000

32.0000

109.4

109.0

32.102

31.883

1.007

30.000

31.7500

94.5

94.7

31.690

31.610

1.003

29.000

31.5000

92.1

94.7

30.615

31.483

.972

32.000

31.7500

100.8

101.6

31.501

31.919

.987

36.000

32.2500

111.6

109.0

33.019

32.791

1.007

32.000

33.2500

96.2

94.7

33.803

33.785

1.001

33.000

34.2500

96.4

94.7

34.838

34.643

1.006

36.000

35.0000

102.9

101.6

35.439

35.250

1.005

39.000

35.5000

109.9

109.0

35.771

35.757

1.000

34.000

36.0000

94.4

94.7

35.916

36.226

.991

35.000

36.5000

95.9

94.7

36.950

36.865

1.002

38.000

37.2500

102.0

101.6

37.408

37.809

.989

42.000

38.5000

109.1

109.0

38.522

39.106

.985

39.000

39.7500

98.1

94.7

41.198

40.756

1.011

40.000

41.5000

96.4

94.7

42.228

42.553

.992

45.000

43.7500

102.9

101.6

44.299

44.404

.998

51.000

45.2500

112.7

109.0

46.777

46.322

1.010

1999
Q1
2000
Q2
2000
Q3
2000
Q4
2000
Q1
2001
Q2
2001
Q3
2001
Q4
2001
Q1
2002
Q2
2002
Q3
2002
Q4
2002
Q1
2003
Q2
2003
Q3
2003
Q4
2003
Q1
2004
Q2
2004
Q3
2004

Q4

45.000

47.2500

95.2

94.7

47.536

47.892

.993

48.000

48.5000

99.0

94.7

50.674

49.297

1.028

50.000

49.7500

100.5

101.6

49.221

49.997

.984

56.000

50.5000

110.9

109.0

51.363

50.705

1.013

48.000

50.7500

94.6

94.7

50.705

50.749

.999

49.000

50.7500

96.6

94.7

51.729

50.557

1.023

50.000

50.0000

100.0

101.6

49.221

49.738

.990

53.000

49.5000

107.1

109.0

48.612

49.084

.990

46.000

48.7500

94.4

94.7

48.592

48.839

.995

46.000

49.0000

93.9

94.7

48.562

48.843

.994

51.000

48.7500

104.6

101.6

50.205

49.041

1.024

52.000

49.0000

106.1

109.0

47.694

49.183

.970

47.000

94.7

49.648

49.253

1.008

2004
Q1
2005
Q2
2005
Q3
2005
Q4
2005
Q1
2006
Q2
2006
Q3
2006
Q4
2006
Q1
2007
Q2
2007
Q3
2007
Q4
2007

Q1: The seasonal index for Q1, Q2, Q3, and Q4.
Quarter
SI (%)

Q1
94.7

Q2
101.6

Q3
109.0

Q4
94.7

Sales is higher in Q3 where it is 9% higher than the quarterly average.


Sales is lowest in Q1 and Q4 where it is 5.3% lower than the quarterly average.

Q2: The trend line for seasonally adjusted data.


T

21.781 + 0.623t

T49

21.781 + 0.623(49) = 52.2771

T50

21.781 + 0.623(50) = 52.89908

T51

21.781 + 0.623(51) = 53.52105

T52

21.781 + 0.623(52) = 54.14302

Q3: The graph of seasonally adjusted series and forecast.

Q4: The forecast for the next four quarter from the last data.
Forecast= S x T

2008

Q1
Q2
Q3
Q4

Q5: The graph of actual data and forecast data.

49.52
53.74
58.35
51.25

Q6: The value and the graph of autocorrelation (ACF) for errors.
Autocorrelations
Series:error
Box-Ljung Statistic
Lag

Autocorrelation

Std. Error

Value

df

Sig.

.783

.135

33.786

.000

.526

.133

49.339

.000

.257

.132

53.113

.000

.040

.131

53.208

.000

.029

.129

53.258

.000

.011

.128

53.265

.000

.002

.127

53.265

.000

-.020

.125

53.291

.000

-.041

.124

53.401

.000

10

-.065

.122

53.687

10

.000

11

-.077

.121

54.097

11

.000

12

-.087

.119

54.629

12

.000

13

-.086

.118

55.162

13

.000

14

-.082

.116

55.658

14

.000

15

-.076

.115

56.093

15

.000

16

-.060

.113

56.372

16

.000

Q7: Comment on the two types of error (MSE and MPE).

MSE = 272.6041; MSE need to be compared with value of MSE in other techniques. The smaller
MSE is the better technique.
Descriptive Statistics
N

Minimum

error2

52

Valid N (listwise)

52

.00

Maximum
3405.03

Sum
14175.41

Mean
272.6041

Std. Deviation
775.07450

MPE = 7.5506; small value of MPE indicates that this technique is not biased which value is
closed to zero.
Descriptive Statistics
N

Minimum

PerE

48

Valid N (listwise)

48

-13.87

Maximum
100.00

Sum
362.43

Mean
7.5506

Std. Deviation
28.81675