Метод сезонной корректировки

Добавил:

Upload Опубликованный материал нарушает ваши авторские права? Сообщите нам.

Вуз:

Государственный университет управления

Предмет:

[НЕСОРТИРОВАННОЕ]

Файл:

ЛР1 Журавлева М.docx

Скачиваний:

Добавлен:

18.07.2019

Размер:

1.44 Mб

Скачать

☆

<<< < Предыдущая 1 2 3 4 56 / 96 7 8 9 > Следующая >>>

Метод сезонной корректировки

Выделим сезонную компоненту на основе четырёхквартальной хронологической скользящей средней (m=4):

Расчеты для аддитивной и мультипликативной формы в приложении 17. В таблице 20 приведены предварительные и окончательные оценки сезонной составляющей модели, которые рассчитаны по формулам:

Предварительные оценки:

Корректировка оценок

Для аддитивного представления:

Для мультипликативного представления:

квартал	наблюдений	предварительная оценка		окончательная оценка
квартал	наблюдений	аддит	мулипл	аддит	мулипл
1	31	9,7589	1,0085	9,696905	1,01702
2	31	4,4227	1,0042	4,360696	1,01268
3	31	-11,21	0,9574	-11,2706	0,96549
4	31	-2,725	0,9964	-2,78697	1,00481
сумма		0,2479	3,9664	0	4

Таблица 20

Посчитаем информационные характеристики для полученных моделей.

	аддитивная	мультипликативная
SSer	2555560,5	2607535,536
s^2	19965,31641	20371,37138
s	141,298678	142,7283132
SStot	3657390,203	3657390,203
R^2	0,301769777	0,287569158

Таблица 21

У аддитивной формы характеристики немного лучше, чем у мультипликативной. Но нельзя сказать, что результат удовлетворительный, так ка R^2 равен всего 30,2%

Этап 7. Выбор модели

В ходе исследования были рассмотрены модели временного ряда нескольких классов: средней, простой скользящей средней, экспоненциальное сглаживание Брауна (простое, линейное и квадратичное), модель тренда и модель тренда с учетом сезонности, а также авторегрессионные модели.

Для определения модели генератора прогноза сравним модели с лучшими прогностическими характеристиками:

модель простого, линейного и квадратичного экспоненциального сглаживания Брауна
ARIMA(3,3,1).

модель	параметры	Характеристики модели
модель	параметры	R^2	s^2	Kt1	Kt2	Ut
Простой экспоненциальной средней	a=0,95	0,921530921	20,35529531	0,048168	0,03325	0,023518
линейной экспоненциальной средней	a=0,6	0,909006918	2639,819257	0,033543	0,023324	0,016495
квадратичной экспоненциальной средней	a=0,5	0,882301543	3441,89106	0,020884	0,014614	0,010334
ARIMA	p=3,d=3,q=1	0,902331111	2898,747253	0,015794	0,01108	0,007835

Таблица 22

Модель ARIMA имеет лучшие прогностические характеристики. Также стоит отметить, что модели экспоненциальной средней проходят не все тесты. Модель линейного и квадратичного экспоненциального сглаживания Брауна не проходят тест на равенство дисперсий и на автокорреляцию. Модель простого экспоненциального сглаживания не проходит тест на равенство дисперсий.

Models

(A) Simple exponential smoothing with alpha = 0,95

(B) Brown's linear exp. smoothing with alpha = 0,6

(D) ARIMA(3,3,1)

Estimation Period

Model	RMSE	RUNS	RUNM	AUTO	MEAN	VAR
(A)	47,3383	OK	OK	OK	OK	*
(B)	50,9762	OK	OK	*	OK	*
(C)	57,976	OK	OK	**	OK	*
(D)	53,84	OK	OK	OK	OK	OK

Исходя из этого, следует выбрать модель ARIMA. Выбранная модель имеет вид:

Интервальный прогноз на период упреждения:

Значение индекса находится в интервале от 928,71 до 1131,61.

Приложения

Приложение 1

Значения индекса потребительских товаров на начало месяца

AEX CONSUMER GOODS
№	Date	closing
1	02.01.2001	813,17
2	01.02.2001	877,02
3	01.03.2001	844,36
4	02.04.2001	856,69
5	01.05.2001	924,97
6	01.06.2001	953,18
7	02.07.2001	892,74
8	01.08.2001	874,46
9	03.09.2001	771,4
10	01.10.2001	785,72
11	01.11.2001	829,36
12	03.12.2001	865,08
13	02.01.2002	892,15
14	01.02.2002	947,28
15	01.03.2002	948,6
16	02.04.2002	992,79
17	02.05.2002	1017,36
18	03.06.2002	997,49
19	01.07.2002	911,97
20	01.08.2002	837,21
21	02.09.2002	857,42
22	01.10.2002	798,01
23	01.11.2002	859,33
24	02.12.2002	849,27
25	02.01.2003	838,65
26	03.02.2003	824,31
27	03.03.2003	820,56
28	01.04.2003	821,28
29	02.05.2003	812,44
30	02.06.2003	786,55
31	01.07.2003	804,84
32	01.08.2003	834,95
33	01.09.2003	863,61
34	01.10.2003	816,88
35	03.11.2003	862,39
36	01.12.2003	839,67
37	02.01.2004	812,22
38	02.02.2004	822,04
39	01.03.2004	823,26
40	01.04.2004	843,39
41	03.05.2004	865,42
42	01.06.2004	825,66
43	01.07.2004	850,26
44	02.08.2004	828,34
45	01.09.2004	783,02
46	01.10.2004	807,71
47	01.11.2004	791,73
48	01.12.2004	829,32
49	03.01.2005	863,65
50	01.02.2005	878,19
51	01.03.2005	894,68
52	01.04.2005	873,43
53	02.05.2005	841,42
54	01.06.2005	923,94
55	01.07.2005	919,01
56	01.08.2005	919,19
57	01.09.2005	881,18
58	03.10.2005	911,06
59	01.11.2005	921,6
60	01.12.2005	1016,39
61	02.01.2006	1055,37
62	01.02.2006	1103,51
63	01.03.2006	1112,47
64	03.04.2006	1119,03
65	02.05.2006	1113,04
66	01.06.2006	1028,2
67	03.07.2006	1038,78
68	01.08.2006	1086,43
69	01.09.2006	1105,96
70	02.10.2006	1125,8
71	01.11.2006	1124,88
72	01.12.2006	1162,68
73	02.01.2007	1204,92
74	01.02.2007	1232,24
75	01.03.2007	1138,69
76	02.04.2007	1230,79
77	02.05.2007	1271,72
78	01.06.2007	1307,78
79	02.07.2007	1328,18
80	01.08.2007	1310,47
81	03.09.2007	1326,15
82	01.10.2007	1344,56
83	01.11.2007	1348,83
84	03.12.2007	1324,74
85	02.01.2008	1347,72
86	01.02.2008	1213,49
87	03.03.2008	1145,62
88	01.04.2008	1180,98
89	02.05.2008	1181,07
90	02.06.2008	1145,27
91	01.07.2008	995,52
92	01.08.2008	957,73
93	01.09.2008	1030,47
94	01.10.2008	987,7
95	03.11.2008	874,21
96	01.12.2008	749,78
97	02.01.2009	815,25
98	02.02.2009	788,89
99	02.03.2009	688,15
100	01.04.2009	689,85
101	04.05.2009	758,83
102	01.06.2009	813,63
103	01.07.2009	820,49
104	03.08.2009	906,61
105	01.09.2009	902,04
106	01.10.2009	941,57
107	02.11.2009	988,37
108	01.12.2009	1024,29
109	04.01.2010	1117,68
110	01.02.2010	1125,11
111	01.03.2010	1142,6
112	01.04.2010	1196,45
113	03.05.2010	1193,84
114	01.06.2010	1163,26
115	01.07.2010	1141,02
116	02.08.2010	1170,72
117	01.09.2010	1132,32
118	01.10.2010	1143,91
119	01.11.2010	1120,08
120	01.12.2010	1128,26
121	03.01.2011	1207,35
122	01.02.2011	1148,54
123	01.03.2011	1163,89
124	01.04.2011	1166,96
125	02.05.2011	1156,66
126	01.06.2011	1155,66
127	01.07.2011	1134,28
128	01.08.2011	1104,87
129	01.09.2011	1055,55

Приложение 2

Построение модели средней

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Constant mean = 987,152

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	169,655	68,3978
MAE	149,707	68,3978
MAPE	15,344	6,47983
ME	-2,03393E-13	68,3978
MPE	-2,87381	6,47983

Trend Model Summary

Parameter	Estimate	Stnd. Error	t	P-value
Constant	987,152	14,9955	65,8298	0,000000

Forecast Table for ConsGOODS

Model: Constant mean = 987,152

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	987,152	-173,982
2.50	877,02	987,152	-110,132
3.50	844,36	987,152	-142,792
4.50	856,69	987,152	-130,462
5.50	924,97	987,152	-62,1822
6.50	953,18	987,152	-33,9722
7.50	892,74	987,152	-94,4122
8.50	874,46	987,152	-112,692
9.50	771,4	987,152	-215,752
10.50	785,72	987,152	-201,432
11.50	829,36	987,152	-157,792
12.50	865,08	987,152	-122,072
1.51	892,15	987,152	-95,0022
2.51	947,28	987,152	-39,8722
3.51	948,6	987,152	-38,5522
4.51	992,79	987,152	5,63781
5.51	1017,36	987,152	30,2078
6.51	997,49	987,152	10,3378
7.51	911,97	987,152	-75,1822
8.51	837,21	987,152	-149,942
9.51	857,42	987,152	-129,732
10.51	798,01	987,152	-189,142
11.51	859,33	987,152	-127,822
12.51	849,27	987,152	-137,882
1.52	838,65	987,152	-148,502
2.52	824,31	987,152	-162,842
3.52	820,56	987,152	-166,592
4.52	821,28	987,152	-165,872
5.52	812,44	987,152	-174,712
6.52	786,55	987,152	-200,602
7.52	804,84	987,152	-182,312
8.52	834,95	987,152	-152,202
9.52	863,61	987,152	-123,542
10.52	816,88	987,152	-170,272
11.52	862,39	987,152	-124,762
12.52	839,67	987,152	-147,482
1.53	812,22	987,152	-174,932
2.53	822,04	987,152	-165,112
3.53	823,26	987,152	-163,892
4.53	843,39	987,152	-143,762
5.53	865,42	987,152	-121,732
6.53	825,66	987,152	-161,492
7.53	850,26	987,152	-136,892
8.53	828,34	987,152	-158,812
9.53	783,02	987,152	-204,132
10.53	807,71	987,152	-179,442
11.53	791,73	987,152	-195,422
12.53	829,32	987,152	-157,832
1.54	863,65	987,152	-123,502
2.54	878,19	987,152	-108,962
3.54	894,68	987,152	-92,4722
4.54	873,43	987,152	-113,722
5.54	841,42	987,152	-145,732
6.54	923,94	987,152	-63,2122
7.54	919,01	987,152	-68,1422
8.54	919,19	987,152	-67,9622
9.54	881,18	987,152	-105,972
10.54	911,06	987,152	-76,0922
11.54	921,6	987,152	-65,5522
12.54	1016,39	987,152	29,2378
1.55	1055,37	987,152	68,2178
2.55	1103,51	987,152	116,358
3.55	1112,47	987,152	125,318
4.55	1119,03	987,152	131,878
5.55	1113,04	987,152	125,888
6.55	1028,2	987,152	41,0478
7.55	1038,78	987,152	51,6278
8.55	1086,43	987,152	99,2778
9.55	1105,96	987,152	118,808
10.55	1125,8	987,152	138,648
11.55	1124,88	987,152	137,728
12.55	1162,68	987,152	175,528
1.56	1204,92	987,152	217,768
2.56	1232,24	987,152	245,088
3.56	1138,69	987,152	151,538
4.56	1230,79	987,152	243,638
5.56	1271,72	987,152	284,568
6.56	1307,78	987,152	320,628
7.56	1328,18	987,152	341,028
8.56	1310,47	987,152	323,318
9.56	1326,15	987,152	338,998
10.56	1344,56	987,152	357,408
11.56	1348,83	987,152	361,678
12.56	1324,74	987,152	337,588
1.57	1347,72	987,152	360,568
2.57	1213,49	987,152	226,338
3.57	1145,62	987,152	158,468
4.57	1180,98	987,152	193,828
5.57	1181,07	987,152	193,918
6.57	1145,27	987,152	158,118
7.57	995,52	987,152	8,36781
8.57	957,73	987,152	-29,4222
9.57	1030,47	987,152	43,3178
10.57	987,7	987,152	0,547812
11.57	874,21	987,152	-112,942
12.57	749,78	987,152	-237,372
1.58	815,25	987,152	-171,902
2.58	788,89	987,152	-198,262
3.58	688,15	987,152	-299,002
4.58	689,85	987,152	-297,302
5.58	758,83	987,152	-228,322
6.58	813,63	987,152	-173,522
7.58	820,49	987,152	-166,662
8.58	906,61	987,152	-80,5422
9.58	902,04	987,152	-85,1122
10.58	941,57	987,152	-45,5822
11.58	988,37	987,152	1,21781
12.58	1024,29	987,152	37,1378
1.59	1117,68	987,152	130,528
2.59	1125,11	987,152	137,958
3.59	1142,6	987,152	155,448
4.59	1196,45	987,152	209,298
5.59	1193,84	987,152	206,688
6.59	1163,26	987,152	176,108
7.59	1141,02	987,152	153,868
8.59	1170,72	987,152	183,568
9.59	1132,32	987,152	145,168
10.59	1143,91	987,152	156,758
11.59	1120,08	987,152	132,928
12.59	1128,26	987,152	141,108
1.60	1207,35	987,152	220,198
2.60	1148,54	987,152	161,388
3.60	1163,89	987,152	176,738
4.60	1166,96	987,152	179,808
5.60	1156,66	987,152	169,508
6.60	1155,66	987,152	168,508
7.60	1134,28	987,152	147,128
8.60	1104,87	987,152	117,718
9.60	1055,55	987,152	68,3978	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	987,152	650,126	1324,18

Приложение 3

Построение модели простой скользящей средней

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple moving average of 2 terms

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	54,9811	64,025
MAE	41,4088	64,025
MAPE	4,34041	6,06556
ME	3,08258	-64,025
MPE	0,113864	-6,06556

Forecast Table for ConsGOODS

Model: Simple moving average of 2 terms

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17
2.50	877,02
3.50	844,36	845,095	-0,735
4.50	856,69	860,69	-4,0
5.50	924,97	850,525	74,445
6.50	953,18	890,83	62,35
7.50	892,74	939,075	-46,335
8.50	874,46	922,96	-48,5
9.50	771,4	883,6	-112,2
10.50	785,72	822,93	-37,21
11.50	829,36	778,56	50,8
12.50	865,08	807,54	57,54
1.51	892,15	847,22	44,93
2.51	947,28	878,615	68,665
3.51	948,6	919,715	28,885
4.51	992,79	947,94	44,85
5.51	1017,36	970,695	46,665
6.51	997,49	1005,08	-7,585
7.51	911,97	1007,43	-95,455
8.51	837,21	954,73	-117,52
9.51	857,42	874,59	-17,17
10.51	798,01	847,315	-49,305
11.51	859,33	827,715	31,615
12.51	849,27	828,67	20,6
1.52	838,65	854,3	-15,65
2.52	824,31	843,96	-19,65
3.52	820,56	831,48	-10,92
4.52	821,28	822,435	-1,155
5.52	812,44	820,92	-8,48
6.52	786,55	816,86	-30,31
7.52	804,84	799,495	5,345
8.52	834,95	795,695	39,255
9.52	863,61	819,895	43,715
10.52	816,88	849,28	-32,4
11.52	862,39	840,245	22,145
12.52	839,67	839,635	0,035
1.53	812,22	851,03	-38,81
2.53	822,04	825,945	-3,905
3.53	823,26	817,13	6,13
4.53	843,39	822,65	20,74
5.53	865,42	833,325	32,095
6.53	825,66	854,405	-28,745
7.53	850,26	845,54	4,72
8.53	828,34	837,96	-9,62
9.53	783,02	839,3	-56,28
10.53	807,71	805,68	2,03
11.53	791,73	795,365	-3,635
12.53	829,32	799,72	29,6
1.54	863,65	810,525	53,125
2.54	878,19	846,485	31,705
3.54	894,68	870,92	23,76
4.54	873,43	886,435	-13,005
5.54	841,42	884,055	-42,635
6.54	923,94	857,425	66,515
7.54	919,01	882,68	36,33
8.54	919,19	921,475	-2,285
9.54	881,18	919,1	-37,92
10.54	911,06	900,185	10,875
11.54	921,6	896,12	25,48
12.54	1016,39	916,33	100,06
1.55	1055,37	968,995	86,375
2.55	1103,51	1035,88	67,63
3.55	1112,47	1079,44	33,03
4.55	1119,03	1107,99	11,04
5.55	1113,04	1115,75	-2,71
6.55	1028,2	1116,03	-87,835
7.55	1038,78	1070,62	-31,84
8.55	1086,43	1033,49	52,94
9.55	1105,96	1062,61	43,355
10.55	1125,8	1096,2	29,605
11.55	1124,88	1115,88	9,0
12.55	1162,68	1125,34	37,34
1.56	1204,92	1143,78	61,14
2.56	1232,24	1183,8	48,44
3.56	1138,69	1218,58	-79,89
4.56	1230,79	1185,47	45,325
5.56	1271,72	1184,74	86,98
6.56	1307,78	1251,26	56,525
7.56	1328,18	1289,75	38,43
8.56	1310,47	1317,98	-7,51
9.56	1326,15	1319,33	6,825
10.56	1344,56	1318,31	26,25
11.56	1348,83	1335,36	13,475
12.56	1324,74	1346,69	-21,955
1.57	1347,72	1336,78	10,935
2.57	1213,49	1336,23	-122,74
3.57	1145,62	1280,61	-134,985
4.57	1180,98	1179,55	1,425
5.57	1181,07	1163,3	17,77
6.57	1145,27	1181,03	-35,755
7.57	995,52	1163,17	-167,65
8.57	957,73	1070,4	-112,665
9.57	1030,47	976,625	53,845
10.57	987,7	994,1	-6,4
11.57	874,21	1009,09	-134,875
12.57	749,78	930,955	-181,175
1.58	815,25	811,995	3,255
2.58	788,89	782,515	6,375
3.58	688,15	802,07	-113,92
4.58	689,85	738,52	-48,67
5.58	758,83	689,0	69,83
6.58	813,63	724,34	89,29
7.58	820,49	786,23	34,26
8.58	906,61	817,06	89,55
9.58	902,04	863,55	38,49
10.58	941,57	904,325	37,245
11.58	988,37	921,805	66,565
12.58	1024,29	964,97	59,32
1.59	1117,68	1006,33	111,35
2.59	1125,11	1070,99	54,125
3.59	1142,6	1121,4	21,205
4.59	1196,45	1133,86	62,595
5.59	1193,84	1169,53	24,315
6.59	1163,26	1195,15	-31,885
7.59	1141,02	1178,55	-37,53
8.59	1170,72	1152,14	18,58
9.59	1132,32	1155,87	-23,55
10.59	1143,91	1151,52	-7,61
11.59	1120,08	1138,12	-18,035
12.59	1128,26	1131,99	-3,735
1.60	1207,35	1124,17	83,18
2.60	1148,54	1167,8	-19,265
3.60	1163,89	1177,94	-14,055
4.60	1166,96	1156,22	10,745
5.60	1156,66	1165,43	-8,765
6.60	1155,66	1161,81	-6,15
7.60	1134,28	1156,16	-21,88
8.60	1104,87	1144,97	-40,1
9.60	1055,55	1119,57	-64,025	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1080,21	948,23	1212,19

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple moving average of 3 terms

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	62,2053	76,0533
MAE	47,1899	76,0533
MAPE	4,94738	7,20509
ME	4,36944	-76,0533
MPE	0,17137	-7,20509

Forecast Table for ConsGOODS

Model: Simple moving average of 3 terms

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17
2.50	877,02
3.50	844,36
4.50	856,69	844,85	11,84
5.50	924,97	859,357	65,6133
6.50	953,18	875,34	77,84
7.50	892,74	911,613	-18,8733
8.50	874,46	923,63	-49,17
9.50	771,4	906,793	-135,393
10.50	785,72	846,2	-60,48
11.50	829,36	810,527	18,8333
12.50	865,08	795,493	69,5867
1.51	892,15	826,72	65,43
2.51	947,28	862,197	85,0833
3.51	948,6	901,503	47,0967
4.51	992,79	929,343	63,4467
5.51	1017,36	962,89	54,47
6.51	997,49	986,25	11,24
7.51	911,97	1002,55	-90,5767
8.51	837,21	975,607	-138,397
9.51	857,42	915,557	-58,1367
10.51	798,01	868,867	-70,8567
11.51	859,33	830,88	28,45
12.51	849,27	838,253	11,0167
1.52	838,65	835,537	3,11333
2.52	824,31	849,083	-24,7733
3.52	820,56	837,41	-16,85
4.52	821,28	827,84	-6,56
5.52	812,44	822,05	-9,61
6.52	786,55	818,093	-31,5433
7.52	804,84	806,757	-1,91667
8.52	834,95	801,277	33,6733
9.52	863,61	808,78	54,83
10.52	816,88	834,467	-17,5867
11.52	862,39	838,48	23,91
12.52	839,67	847,627	-7,95667
1.53	812,22	839,647	-27,4267
2.53	822,04	838,093	-16,0533
3.53	823,26	824,643	-1,38333
4.53	843,39	819,173	24,2167
5.53	865,42	829,563	35,8567
6.53	825,66	844,023	-18,3633
7.53	850,26	844,823	5,43667
8.53	828,34	847,113	-18,7733
9.53	783,02	834,753	-51,7333
10.53	807,71	820,54	-12,83
11.53	791,73	806,357	-14,6267
12.53	829,32	794,153	35,1667
1.54	863,65	809,587	54,0633
2.54	878,19	828,233	49,9567
3.54	894,68	857,053	37,6267
4.54	873,43	878,84	-5,41
5.54	841,42	882,1	-40,68
6.54	923,94	869,843	54,0967
7.54	919,01	879,597	39,4133
8.54	919,19	894,79	24,4
9.54	881,18	920,713	-39,5333
10.54	911,06	906,46	4,6
11.54	921,6	903,81	17,79
12.54	1016,39	904,613	111,777
1.55	1055,37	949,683	105,687
2.55	1103,51	997,787	105,723
3.55	1112,47	1058,42	54,0467
4.55	1119,03	1090,45	28,58
5.55	1113,04	1111,67	1,37
6.55	1028,2	1114,85	-86,6467
7.55	1038,78	1086,76	-47,9767
8.55	1086,43	1060,01	26,4233
9.55	1105,96	1051,14	54,8233
10.55	1125,8	1077,06	48,7433
11.55	1124,88	1106,06	18,8167
12.55	1162,68	1118,88	43,8
1.56	1204,92	1137,79	67,1333
2.56	1232,24	1164,16	68,08
3.56	1138,69	1199,95	-61,2567
4.56	1230,79	1191,95	38,84
5.56	1271,72	1200,57	71,1467
6.56	1307,78	1213,73	94,0467
7.56	1328,18	1270,1	58,0833
8.56	1310,47	1302,56	7,91
9.56	1326,15	1315,48	10,6733
10.56	1344,56	1321,6	22,96
11.56	1348,83	1327,06	21,77
12.56	1324,74	1339,85	-15,1067
1.57	1347,72	1339,38	8,34333
2.57	1213,49	1340,43	-126,94
3.57	1145,62	1295,32	-149,697
4.57	1180,98	1235,61	-54,63
5.57	1181,07	1180,03	1,04
6.57	1145,27	1169,22	-23,9533
7.57	995,52	1169,11	-173,587
8.57	957,73	1107,29	-149,557
9.57	1030,47	1032,84	-2,37
10.57	987,7	994,573	-6,87333
11.57	874,21	991,967	-117,757
12.57	749,78	964,127	-214,347
1.58	815,25	870,563	-55,3133
2.58	788,89	813,08	-24,19
3.58	688,15	784,64	-96,49
4.58	689,85	764,097	-74,2467
5.58	758,83	722,297	36,5333
6.58	813,63	712,277	101,353
7.58	820,49	754,103	66,3867
8.58	906,61	797,65	108,96
9.58	902,04	846,91	55,13
10.58	941,57	876,38	65,19
11.58	988,37	916,74	71,63
12.58	1024,29	943,993	80,2967
1.59	1117,68	984,743	132,937
2.59	1125,11	1043,45	81,6633
3.59	1142,6	1089,03	53,5733
4.59	1196,45	1128,46	67,9867
5.59	1193,84	1154,72	39,12
6.59	1163,26	1177,63	-14,37
7.59	1141,02	1184,52	-43,4967
8.59	1170,72	1166,04	4,68
9.59	1132,32	1158,33	-26,0133
10.59	1143,91	1148,02	-4,11
11.59	1120,08	1148,98	-28,9033
12.59	1128,26	1132,1	-3,84333
1.60	1207,35	1130,75	76,6
2.60	1148,54	1151,9	-3,35667
3.60	1163,89	1161,38	2,50667
4.60	1166,96	1173,26	-6,3
5.60	1156,66	1159,8	-3,13667
6.60	1155,66	1162,5	-6,84333
7.60	1134,28	1159,76	-25,48
8.60	1104,87	1148,87	-43,9967
9.60	1055,55	1131,6	-76,0533	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1098,23	957,452	1239,01

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple moving average of 4 terms

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	69,2817	82,3175
MAE	53,5199	82,3175
MAPE	5,56878	7,79854
ME	5,57107	-82,3175
MPE	0,216006	-7,79854

Forecast Table for ConsGOODS

Model: Simple moving average of 4 terms

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17
2.50	877,02
3.50	844,36
4.50	856,69
5.50	924,97	847,81	77,16
6.50	953,18	875,76	77,42
7.50	892,74	894,8	-2,06
8.50	874,46	906,895	-32,435
9.50	771,4	911,338	-139,938
10.50	785,72	872,945	-87,225
11.50	829,36	831,08	-1,72
12.50	865,08	815,235	49,845
1.51	892,15	812,89	79,26
2.51	947,28	843,078	104,202
3.51	948,6	883,467	65,1325
4.51	992,79	913,278	79,5125
5.51	1017,36	945,205	72,155
6.51	997,49	976,507	20,9825
7.51	911,97	989,06	-77,09
8.51	837,21	979,903	-142,693
9.51	857,42	941,008	-83,5875
10.51	798,01	901,023	-103,013
11.51	859,33	851,152	8,1775
12.51	849,27	837,993	11,2775
1.52	838,65	841,007	-2,3575
2.52	824,31	836,315	-12,005
3.52	820,56	842,89	-22,33
4.52	821,28	833,197	-11,9175
5.52	812,44	826,2	-13,76
6.52	786,55	819,647	-33,0975
7.52	804,84	810,207	-5,3675
8.52	834,95	806,277	28,6725
9.52	863,61	809,695	53,915
10.52	816,88	822,487	-5,6075
11.52	862,39	830,07	32,32
12.52	839,67	844,457	-4,7875
1.53	812,22	845,638	-33,4175
2.53	822,04	832,79	-10,75
3.53	823,26	834,08	-10,82
4.53	843,39	824,298	19,0925
5.53	865,42	825,227	40,1925
6.53	825,66	838,527	-12,8675
7.53	850,26	839,432	10,8275
8.53	828,34	846,183	-17,8425
9.53	783,02	842,42	-59,4
10.53	807,71	821,82	-14,11
11.53	791,73	817,332	-25,6025
12.53	829,32	802,7	26,62
1.54	863,65	802,945	60,705
2.54	878,19	823,102	55,0875
3.54	894,68	840,723	53,9575
4.54	873,43	866,46	6,97
5.54	841,42	877,488	-36,0675
6.54	923,94	871,93	52,01
7.54	919,01	883,367	35,6425
8.54	919,19	889,45	29,74
9.54	881,18	900,89	-19,71
10.54	911,06	910,83	0,23
11.54	921,6	907,61	13,99
12.54	1016,39	908,257	108,133
1.55	1055,37	932,558	122,812
2.55	1103,51	976,105	127,405
3.55	1112,47	1024,22	88,2525
4.55	1119,03	1071,93	47,095
5.55	1113,04	1097,6	15,445
6.55	1028,2	1112,01	-83,8125
7.55	1038,78	1093,18	-54,405
8.55	1086,43	1074,76	11,6675
9.55	1105,96	1066,61	39,3475
10.55	1125,8	1064,84	60,9575
11.55	1124,88	1089,24	35,6375
12.55	1162,68	1110,77	51,9125
1.56	1204,92	1129,83	75,09
2.56	1232,24	1154,57	77,67
3.56	1138,69	1181,18	-42,49
4.56	1230,79	1184,63	46,1575
5.56	1271,72	1201,66	70,06
6.56	1307,78	1218,36	89,42
7.56	1328,18	1237,24	90,935
8.56	1310,47	1284,62	25,8525
9.56	1326,15	1304,54	21,6125
10.56	1344,56	1318,15	26,415
11.56	1348,83	1327,34	21,49
12.56	1324,74	1332,5	-7,7625
1.57	1347,72	1336,07	11,65
2.57	1213,49	1341,46	-127,973
3.57	1145,62	1308,69	-163,075
4.57	1180,98	1257,89	-76,9125
5.57	1181,07	1221,95	-40,8825
6.57	1145,27	1180,29	-35,02
7.57	995,52	1163,24	-167,715
8.57	957,73	1125,71	-167,98
9.57	1030,47	1069,9	-39,4275
10.57	987,7	1032,25	-44,5475
11.57	874,21	992,855	-118,645
12.57	749,78	962,528	-212,748
1.58	815,25	910,54	-95,29
2.58	788,89	856,735	-67,845
3.58	688,15	807,033	-118,883
4.58	689,85	760,517	-70,6675
5.58	758,83	745,535	13,295
6.58	813,63	731,43	82,2
7.58	820,49	737,615	82,875
8.58	906,61	770,7	135,91
9.58	902,04	824,89	77,15
10.58	941,57	860,693	80,8775
11.58	988,37	892,678	95,6925
12.58	1024,29	934,648	89,6425
1.59	1117,68	964,068	153,613
2.59	1125,11	1017,98	107,132
3.59	1142,6	1063,86	78,7375
4.59	1196,45	1102,42	94,03
5.59	1193,84	1145,46	48,38
6.59	1163,26	1164,5	-1,24
7.59	1141,02	1174,04	-33,0175
8.59	1170,72	1173,64	-2,9225
9.59	1132,32	1167,21	-34,89
10.59	1143,91	1151,83	-7,92
11.59	1120,08	1146,99	-26,9125
12.59	1128,26	1141,76	-13,4975
1.60	1207,35	1131,14	76,2075
2.60	1148,54	1149,9	-1,36
3.60	1163,89	1151,06	12,8325
4.60	1166,96	1162,01	4,95
5.60	1156,66	1171,68	-15,025
6.60	1155,66	1159,01	-3,3525
7.60	1134,28	1160,79	-26,5125
8.60	1104,87	1153,39	-48,52
9.60	1055,55	1137,87	-82,3175	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1112,59	960,772	1264,41

Приложение 4

Построение модели простого экспоненциального сглаживания Брауна

a=0.3

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple exponential smoothing with alpha = 0,3

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	73,147	81,5233
MAE	56,2	81,5233
MAPE	5,81475	7,7233
ME	7,31639	-81,5233
MPE	0,246149	-7,7233

Forecast Table for ConsGOODS

Model: Simple exponential smoothing with alpha = 0,3

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	856,124	-42,9538
2.50	877,02	843,238	33,7824
3.50	844,36	853,372	-9,01235
4.50	856,69	850,669	6,02136
5.50	924,97	852,475	72,4949
6.50	953,18	874,224	78,9565
7.50	892,74	897,91	-5,17047
8.50	874,46	896,359	-21,8993
9.50	771,4	889,79	-118,39
10.50	785,72	854,273	-68,5527
11.50	829,36	833,707	-4,34687
12.50	865,08	832,403	32,6772
1.51	892,15	842,206	49,944
2.51	947,28	857,189	90,0908
3.51	948,6	884,216	64,3836
4.51	992,79	903,531	89,2585
5.51	1017,36	930,309	87,051
6.51	997,49	956,424	41,0657
7.51	911,97	968,744	-56,774
8.51	837,21	951,712	-114,502
9.51	857,42	917,361	-59,9413
10.51	798,01	899,379	-101,369
11.51	859,33	868,968	-9,63823
12.51	849,27	866,077	-16,8068
1.52	838,65	861,035	-22,3847
2.52	824,31	854,319	-30,0093
3.52	820,56	845,317	-24,7565
4.52	821,28	837,89	-16,6096
5.52	812,44	832,907	-20,4667
6.52	786,55	826,767	-40,2167
7.52	804,84	814,702	-9,86168
8.52	834,95	811,743	23,2068
9.52	863,61	818,705	44,9048
10.52	816,88	832,177	-15,2967
11.52	862,39	827,588	34,8023
12.52	839,67	838,028	1,64164
1.53	812,22	838,521	-26,3009
2.53	822,04	830,631	-8,5906
3.53	823,26	828,053	-4,79342
4.53	843,39	826,615	16,7746
5.53	865,42	831,648	33,7722
6.53	825,66	841,779	-16,1194
7.53	850,26	836,944	13,3164
8.53	828,34	840,939	-12,5985
9.53	783,02	837,159	-54,139
10.53	807,71	820,917	-13,2073
11.53	791,73	816,955	-25,2251
12.53	829,32	809,388	19,9324
1.54	863,65	815,367	48,2827
2.54	878,19	829,852	48,3379
3.54	894,68	844,353	50,3265
4.54	873,43	859,451	13,9786
5.54	841,42	863,645	-22,225
6.54	923,94	856,978	66,9625
7.54	919,01	877,066	41,9437
8.54	919,19	889,649	29,5406
9.54	881,18	898,512	-17,3316
10.54	911,06	893,312	17,7479
11.54	921,6	898,636	22,9635
12.54	1016,39	905,526	110,864
1.55	1055,37	938,785	116,585
2.55	1103,51	973,76	129,75
3.55	1112,47	1012,69	99,7847
4.55	1119,03	1042,62	76,4093
5.55	1113,04	1065,54	47,4965
6.55	1028,2	1079,79	-51,5924
7.55	1038,78	1064,31	-25,5347
8.55	1086,43	1056,65	29,7757
9.55	1105,96	1065,59	40,373
10.55	1125,8	1077,7	48,1011
11.55	1124,88	1092,13	32,7508
12.55	1162,68	1101,95	60,7255
1.56	1204,92	1120,17	84,7479
2.56	1232,24	1145,6	86,6435
3.56	1138,69	1171,59	-32,8995
4.56	1230,79	1161,72	69,0703
5.56	1271,72	1182,44	89,2792
6.56	1307,78	1209,22	98,5555
7.56	1328,18	1238,79	89,3888
8.56	1310,47	1265,61	44,8622
9.56	1326,15	1279,07	47,0835
10.56	1344,56	1293,19	51,3685
11.56	1348,83	1308,6	40,2279
12.56	1324,74	1320,67	4,06955
1.57	1347,72	1321,89	25,8287
2.57	1213,49	1329,64	-116,15
3.57	1145,62	1294,79	-149,175
4.57	1180,98	1250,04	-69,0625
5.57	1181,07	1229,32	-48,2537
6.57	1145,27	1214,85	-69,5776
7.57	995,52	1193,97	-198,454
8.57	957,73	1134,44	-176,708
9.57	1030,47	1081,43	-50,9556
10.57	987,7	1066,14	-78,4389
11.57	874,21	1042,61	-168,397
12.57	749,78	992,088	-242,308
1.58	815,25	919,396	-104,146
2.58	788,89	888,152	-99,262
3.58	688,15	858,373	-170,223
4.58	689,85	807,306	-117,456
5.58	758,83	772,069	-13,2395
6.58	813,63	768,098	45,5324
7.58	820,49	781,757	38,7327
8.58	906,61	793,377	113,233
9.58	902,04	827,347	74,693
10.58	941,57	849,755	91,8151
11.58	988,37	877,299	111,071
12.58	1024,29	910,621	113,669
1.59	1117,68	944,721	172,959
2.59	1125,11	996,609	128,501
3.59	1142,6	1035,16	107,441
4.59	1196,45	1067,39	129,058
5.59	1193,84	1106,11	87,7309
6.59	1163,26	1132,43	30,8317
7.59	1141,02	1141,68	-0,657837
8.59	1170,72	1141,48	29,2395
9.59	1132,32	1150,25	-17,9323
10.59	1143,91	1144,87	-0,962638
11.59	1120,08	1144,58	-24,5038
12.59	1128,26	1137,23	-8,97269
1.60	1207,35	1134,54	72,8091
2.60	1148,54	1156,38	-7,84362
3.60	1163,89	1154,03	9,85947
4.60	1166,96	1156,99	9,97163
5.60	1156,66	1159,98	-3,31986
6.60	1155,66	1158,98	-3,3239
7.60	1134,28	1157,99	-23,7067
8.60	1104,87	1150,87	-46,0047
9.60	1055,55	1137,07	-81,5233	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1112,62	969,251	1255,98

a=0.5

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple exponential smoothing with alpha = 0,5

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	57,5785	69,9626
MAE	44,3481	69,9626
MAPE	4,63073	6,62807
ME	4,42624	-69,9626
MPE	0,177374	-6,62807

Forecast Table for ConsGOODS

Model: Simple exponential smoothing with alpha = 0,5

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	842,233	-29,0631
2.50	877,02	827,702	49,3185
3.50	844,36	852,361	-8,00077
4.50	856,69	848,36	8,32961
5.50	924,97	852,525	72,4448
6.50	953,18	888,748	64,4324
7.50	892,74	920,964	-28,2238
8.50	874,46	906,852	-32,3919
9.50	771,4	890,656	-119,256
10.50	785,72	831,028	-45,308
11.50	829,36	808,374	20,986
12.50	865,08	818,867	46,213
1.51	892,15	841,973	50,1765
2.51	947,28	867,062	80,2183
3.51	948,6	907,171	41,4291
4.51	992,79	927,885	64,9046
5.51	1017,36	960,338	57,0223
6.51	997,49	988,849	8,64114
7.51	911,97	993,169	-81,1994
8.51	837,21	952,57	-115,36
9.51	857,42	894,89	-37,4699
10.51	798,01	876,155	-78,1449
11.51	859,33	837,082	22,2475
12.51	849,27	848,206	1,06377
1.52	838,65	848,738	-10,0881
2.52	824,31	843,694	-19,3841
3.52	820,56	834,002	-13,442
4.52	821,28	827,281	-6,00101
5.52	812,44	824,281	-11,8405
6.52	786,55	818,36	-31,8103
7.52	804,84	802,455	2,38487
8.52	834,95	803,648	31,3024
9.52	863,61	819,299	44,3112
10.52	816,88	841,454	-24,5744
11.52	862,39	829,167	33,2228
12.52	839,67	845,779	-6,1086
1.53	812,22	842,724	-30,5043
2.53	822,04	827,472	-5,43215
3.53	823,26	824,756	-1,49607
4.53	843,39	824,008	19,382
5.53	865,42	833,699	31,721
6.53	825,66	849,56	-23,8995
7.53	850,26	837,61	12,6502
8.53	828,34	843,935	-15,5949
9.53	783,02	836,137	-53,1174
10.53	807,71	809,579	-1,86872
11.53	791,73	808,644	-16,9144
12.53	829,32	800,187	29,1328
1.54	863,65	814,754	48,8964
2.54	878,19	839,202	38,9882
3.54	894,68	858,696	35,9841
4.54	873,43	876,688	-3,25795
5.54	841,42	875,059	-33,639
6.54	923,94	858,239	65,7005
7.54	919,01	891,09	27,9203
8.54	919,19	905,05	14,1401
9.54	881,18	912,12	-30,9399
10.54	911,06	896,65	14,41
11.54	921,6	903,855	17,745
12.54	1016,39	912,727	103,663
1.55	1055,37	964,559	90,8113
2.55	1103,51	1009,96	93,5456
3.55	1112,47	1056,74	55,7328
4.55	1119,03	1084,6	34,4264
5.55	1113,04	1101,82	11,2232
6.55	1028,2	1107,43	-79,2284
7.55	1038,78	1067,81	-29,0342
8.55	1086,43	1053,3	33,1329
9.55	1105,96	1069,86	36,0965
10.55	1125,8	1087,91	37,8882
11.55	1124,88	1106,86	18,0241
12.55	1162,68	1115,87	46,8121
1.56	1204,92	1139,27	65,646
2.56	1232,24	1172,1	60,143
3.56	1138,69	1202,17	-63,4785
4.56	1230,79	1170,43	60,3608
5.56	1271,72	1200,61	71,1104
6.56	1307,78	1236,16	71,6152
7.56	1328,18	1271,97	56,2076
8.56	1310,47	1300,08	10,3938
9.56	1326,15	1305,27	20,8769
10.56	1344,56	1315,71	28,8484
11.56	1348,83	1330,14	18,6942
12.56	1324,74	1339,48	-14,7429
1.57	1347,72	1332,11	15,6086
2.57	1213,49	1339,92	-126,426
3.57	1145,62	1276,7	-131,083
4.57	1180,98	1211,16	-30,1814
5.57	1181,07	1196,07	-15,0007
6.57	1145,27	1188,57	-43,3004
7.57	995,52	1166,92	-171,4
8.57	957,73	1081,22	-123,49
9.57	1030,47	1019,48	10,995
10.57	987,7	1024,97	-37,2725
11.57	874,21	1006,34	-132,126
12.57	749,78	940,273	-190,493
1.58	815,25	845,027	-29,7766
2.58	788,89	830,138	-41,2483
3.58	688,15	809,514	-121,364
4.58	689,85	748,832	-58,9821
5.58	758,83	719,341	39,489
6.58	813,63	739,086	74,5445
7.58	820,49	776,358	44,1322
8.58	906,61	798,424	108,186
9.58	902,04	852,517	49,5231
10.58	941,57	877,278	64,2915
11.58	988,37	909,424	78,9458
12.58	1024,29	948,897	75,3929
1.59	1117,68	986,594	131,086
2.59	1125,11	1052,14	72,9732
3.59	1142,6	1088,62	53,9766
4.59	1196,45	1115,61	80,8383
5.59	1193,84	1156,03	37,8092
6.59	1163,26	1174,94	-11,6754
7.59	1141,02	1169,1	-28,0777
8.59	1170,72	1155,06	15,6611
9.59	1132,32	1162,89	-30,5694
10.59	1143,91	1147,6	-3,69471
11.59	1120,08	1145,76	-25,6774
12.59	1128,26	1132,92	-4,65868
1.60	1207,35	1130,59	76,7607
2.60	1148,54	1168,97	-20,4297
3.60	1163,89	1158,75	5,13517
4.60	1166,96	1161,32	5,63758
5.60	1156,66	1164,14	-7,48121
6.60	1155,66	1160,4	-4,7406
7.60	1134,28	1158,03	-23,7503
8.60	1104,87	1146,16	-41,2852
9.60	1055,55	1125,51	-69,9626	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1090,53	977,679	1203,38

a=0.8

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple exponential smoothing with alpha = 0,8

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	48,9911	56,0803
MAE	37,3554	56,0803
MAPE	3,92028	5,3129
ME	2,80063	-56,0803
MPE	0,129475	-5,3129

Forecast Table for ConsGOODS

Model: Simple exponential smoothing with alpha = 0,8

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	824,846	-11,6762
2.50	877,02	815,505	61,5148
3.50	844,36	864,717	-20,357
4.50	856,69	848,431	8,25859
5.50	924,97	855,038	69,9317
6.50	953,18	910,984	42,1963
7.50	892,74	944,741	-52,0007
8.50	874,46	903,14	-28,6801
9.50	771,4	880,196	-108,796
10.50	785,72	793,159	-7,43921
11.50	829,36	787,208	42,1522
12.50	865,08	820,93	44,1504
1.51	892,15	856,25	35,9001
2.51	947,28	884,97	62,31
3.51	948,6	934,818	13,782
4.51	992,79	945,844	46,9464
5.51	1017,36	983,401	33,9593
6.51	997,49	1010,57	-13,0781
7.51	911,97	1000,11	-88,1356
8.51	837,21	929,597	-92,3871
9.51	857,42	855,687	1,73257
10.51	798,01	857,073	-59,0635
11.51	859,33	809,823	49,5073
12.51	849,27	849,429	-0,158539
1.52	838,65	849,302	-10,6517
2.52	824,31	840,78	-16,4703
3.52	820,56	827,604	-7,04407
4.52	821,28	821,969	-0,688814
5.52	812,44	821,418	-8,97776
6.52	786,55	814,236	-27,6856
7.52	804,84	792,087	12,7529
8.52	834,95	802,289	32,6606
9.52	863,61	828,418	35,1921
10.52	816,88	856,572	-39,6916
11.52	862,39	824,818	37,5717
12.52	839,67	854,876	-15,2057
1.53	812,22	842,711	-30,4911
2.53	822,04	818,318	3,72177
3.53	823,26	821,296	1,96435
4.53	843,39	822,867	20,5229
5.53	865,42	839,285	26,1346
6.53	825,66	860,193	-34,5331
7.53	850,26	832,567	17,6934
8.53	828,34	846,721	-18,3813
9.53	783,02	832,016	-48,9963
10.53	807,71	792,819	14,8907
11.53	791,73	804,732	-13,0019
12.53	829,32	794,33	34,9896
1.54	863,65	822,322	41,3279
2.54	878,19	855,384	22,8056
3.54	894,68	873,629	21,0511
4.54	873,43	890,47	-17,0398
5.54	841,42	876,838	-35,418
6.54	923,94	848,504	75,4364
7.54	919,01	908,853	10,1573
8.54	919,19	916,979	2,21146
9.54	881,18	918,748	-37,5677
10.54	911,06	888,694	22,3665
11.54	921,6	906,587	15,0133
12.54	1016,39	918,597	97,7927
1.55	1055,37	996,831	58,5385
2.55	1103,51	1043,66	59,8477
3.55	1112,47	1091,54	20,9295
4.55	1119,03	1108,28	10,7459
5.55	1113,04	1116,88	-3,84082
6.55	1028,2	1113,81	-85,6082
7.55	1038,78	1045,32	-6,54163
8.55	1086,43	1040,09	46,3417
9.55	1105,96	1077,16	28,7983
10.55	1125,8	1100,2	25,5997
11.55	1124,88	1120,68	4,19993
12.55	1162,68	1124,04	38,64
1.56	1204,92	1154,95	49,968
2.56	1232,24	1194,93	37,3136
3.56	1138,69	1224,78	-86,0873
4.56	1230,79	1155,91	74,8825
5.56	1271,72	1215,81	55,9065
6.56	1307,78	1260,54	47,2413
7.56	1328,18	1298,33	29,8483
8.56	1310,47	1322,21	-11,7403
9.56	1326,15	1312,82	13,3319
10.56	1344,56	1323,48	21,0764
11.56	1348,83	1340,34	8,48528
12.56	1324,74	1347,13	-22,3929
1.57	1347,72	1329,22	18,5014
2.57	1213,49	1344,02	-130,53
3.57	1145,62	1239,6	-93,9759
4.57	1180,98	1164,42	16,5648
5.57	1181,07	1177,67	3,40296
6.57	1145,27	1180,39	-35,1194
7.57	995,52	1152,29	-156,774
8.57	957,73	1026,87	-69,1448
9.57	1030,47	971,559	58,911
10.57	987,7	1018,69	-30,9878
11.57	874,21	993,898	-119,688
12.57	749,78	898,148	-148,368
1.58	815,25	779,454	35,7965
2.58	788,89	808,091	-19,2007
3.58	688,15	792,73	-104,58
4.58	689,85	709,066	-19,216
5.58	758,83	693,693	65,1368
6.58	813,63	745,803	67,8274
7.58	820,49	800,065	20,4255
8.58	906,61	816,405	90,2051
9.58	902,04	888,569	13,471
10.58	941,57	899,346	42,2242
11.58	988,37	933,125	55,2448
12.58	1024,29	977,321	46,969
1.59	1117,68	1014,9	102,784
2.59	1125,11	1097,12	27,9868
3.59	1142,6	1119,51	23,0874
4.59	1196,45	1137,98	58,4675
5.59	1193,84	1184,76	9,08349
6.59	1163,26	1192,02	-28,7633
7.59	1141,02	1169,01	-27,9927
8.59	1170,72	1146,62	24,1015
9.59	1132,32	1165,9	-33,5797
10.59	1143,91	1139,04	4,87406
11.59	1120,08	1142,94	-22,8552
12.59	1128,26	1124,65	3,60896
1.60	1207,35	1127,54	79,8118
2.60	1148,54	1191,39	-42,8476
3.60	1163,89	1157,11	6,78047
4.60	1166,96	1162,53	4,42609
5.60	1156,66	1166,07	-9,41478
6.60	1155,66	1158,54	-2,88296
7.60	1134,28	1156,24	-21,9566
8.60	1104,87	1138,67	-33,8013
9.60	1055,55	1111,63	-56,0803	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1066,77	970,745	1162,79

a=0.9

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple exponential smoothing with alpha = 0,9

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	47,7633	52,4768
MAE	36,3298	52,4768
MAPE	3,81552	4,97151
ME	2,50676	-52,4768
MPE	0,120788	-4,97151

Forecast Table for ConsGOODS

Model: Simple exponential smoothing with alpha = 0,9

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	819,248	-6,07778
2.50	877,02	813,778	63,2422
3.50	844,36	870,696	-26,3358
4.50	856,69	846,994	9,69642
5.50	924,97	855,72	69,2496
6.50	953,18	918,045	35,135
7.50	892,74	949,667	-56,9265
8.50	874,46	898,433	-23,9727
9.50	771,4	876,857	-105,457
10.50	785,72	781,946	3,77427
11.50	829,36	785,343	44,0174
12.50	865,08	824,958	40,1217
1.51	892,15	861,068	31,0822
2.51	947,28	889,042	58,2382
3.51	948,6	941,456	7,14382
4.51	992,79	947,886	44,9044
5.51	1017,36	988,3	29,0604
6.51	997,49	1014,45	-16,964
7.51	911,97	999,186	-87,2164
8.51	837,21	920,692	-83,4816
9.51	857,42	845,558	11,8618
10.51	798,01	856,234	-58,2238
11.51	859,33	803,832	55,4976
12.51	849,27	853,78	-4,51024
1.52	838,65	849,721	-11,071
2.52	824,31	839,757	-15,4471
3.52	820,56	825,855	-5,29471
4.52	821,28	821,089	0,190529
5.52	812,44	821,261	-8,82095
6.52	786,55	813,322	-26,7721
7.52	804,84	789,227	15,6128
8.52	834,95	803,279	31,6713
9.52	863,61	831,783	31,8271
10.52	816,88	860,427	-43,5473
11.52	862,39	821,235	41,1553
12.52	839,67	858,274	-18,6045
1.53	812,22	841,53	-29,3104
2.53	822,04	815,151	6,88896
3.53	823,26	821,351	1,9089
4.53	843,39	823,069	20,3209
5.53	865,42	841,358	24,0621
6.53	825,66	863,014	-37,3538
7.53	850,26	829,395	20,8646
8.53	828,34	848,174	-19,8335
9.53	783,02	830,323	-47,3034
10.53	807,71	787,75	19,9597
11.53	791,73	805,714	-13,984
12.53	829,32	793,128	36,1916
1.54	863,65	825,701	37,9492
2.54	878,19	859,855	18,3349
3.54	894,68	876,357	18,3235
4.54	873,43	892,848	-19,4177
5.54	841,42	875,372	-33,9518
6.54	923,94	844,815	79,1248
7.54	919,01	916,028	2,98248
8.54	919,19	918,712	0,478248
9.54	881,18	919,142	-37,9622
10.54	911,06	884,976	26,0838
11.54	921,6	908,452	13,1484
12.54	1016,39	920,285	96,1048
1.55	1055,37	1006,78	48,5905
2.55	1103,51	1050,51	52,999
3.55	1112,47	1098,21	14,2599
4.55	1119,03	1111,04	7,98599
5.55	1113,04	1118,23	-5,1914
6.55	1028,2	1113,56	-85,3591
7.55	1038,78	1036,74	2,04409
8.55	1086,43	1038,58	47,8544
9.55	1105,96	1081,64	24,3154
10.55	1125,8	1103,53	22,2715
11.55	1124,88	1123,57	1,30715
12.55	1162,68	1124,75	37,9307
1.56	1204,92	1158,89	46,0331
2.56	1232,24	1200,32	31,9233
3.56	1138,69	1229,05	-90,3577
4.56	1230,79	1147,73	83,0642
5.56	1271,72	1222,48	49,2364
6.56	1307,78	1266,8	40,9836
7.56	1328,18	1303,68	24,4984
8.56	1310,47	1325,73	-15,2602
9.56	1326,15	1312,0	14,154
10.56	1344,56	1324,73	19,8254
11.56	1348,83	1342,58	6,25254
12.56	1324,74	1348,2	-23,4647
1.57	1347,72	1327,09	20,6335
2.57	1213,49	1345,66	-132,167
3.57	1145,62	1226,71	-81,0867
4.57	1180,98	1153,73	27,2513
5.57	1181,07	1178,25	2,81513
6.57	1145,27	1180,79	-35,5185
7.57	995,52	1148,82	-153,302
8.57	957,73	1010,85	-53,1202
9.57	1030,47	963,042	67,428
10.57	987,7	1023,73	-36,0272
11.57	874,21	991,303	-117,093
12.57	749,78	885,919	-136,139
1.58	815,25	763,394	51,8561
2.58	788,89	810,064	-21,1744
3.58	688,15	791,007	-102,857
4.58	689,85	698,436	-8,58574
5.58	758,83	690,709	68,1214
6.58	813,63	752,018	61,6121
7.58	820,49	807,469	13,0212
8.58	906,61	819,188	87,4221
9.58	902,04	897,868	4,17221
10.58	941,57	901,623	39,9472
11.58	988,37	937,575	50,7947
12.58	1024,29	983,291	40,9995
1.59	1117,68	1020,19	97,4899
2.59	1125,11	1107,93	17,179
3.59	1142,6	1123,39	19,2079
4.59	1196,45	1140,68	55,7708
5.59	1193,84	1190,87	2,96708
6.59	1163,26	1193,54	-30,2833
7.59	1141,02	1166,29	-25,2683
8.59	1170,72	1143,55	27,1732
9.59	1132,32	1168,0	-35,6827
10.59	1143,91	1135,89	8,02173
11.59	1120,08	1143,11	-23,0278
12.59	1128,26	1122,38	5,87722
1.60	1207,35	1127,67	79,6777
2.60	1148,54	1199,38	-50,8422
3.60	1163,89	1153,62	10,2658
4.60	1166,96	1162,86	4,09658
5.60	1156,66	1166,55	-9,89034
6.60	1155,66	1157,65	-1,98903
7.60	1134,28	1155,86	-21,5789
8.60	1104,87	1136,44	-31,5679
9.60	1055,55	1108,03	-52,4768	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1060,8	967,183	1154,41

a=0.95

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple exponential smoothing with alpha = 0,95

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	47,3383	50,8441
MAE	35,9752	50,8441
MAPE	3,78028	4,81684
ME	2,38578	-50,8441
MPE	0,117517	-4,81684

Forecast Table for ConsGOODS

Model: Simple exponential smoothing with alpha = 0,95

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	816,283	-3,11283
2.50	877,02	813,326	63,6944
3.50	844,36	873,835	-29,4753
4.50	856,69	845,834	10,8562
5.50	924,97	856,147	68,8228
6.50	953,18	921,529	31,6511
7.50	892,74	951,597	-58,8574
8.50	874,46	895,683	-21,2229
9.50	771,4	875,521	-104,121
10.50	785,72	776,606	9,11394
11.50	829,36	785,264	44,0957
12.50	865,08	827,155	37,9248
1.51	892,15	863,184	28,9662
2.51	947,28	890,702	56,5783
3.51	948,6	944,451	4,14892
4.51	992,79	948,393	44,3974
5.51	1017,36	990,57	26,7899
6.51	997,49	1016,02	-18,5305
7.51	911,97	998,417	-86,4465
8.51	837,21	916,292	-79,0823
9.51	857,42	841,164	16,2559
10.51	798,01	856,607	-58,5972
11.51	859,33	800,94	58,3901
12.51	849,27	856,41	-7,14049
1.52	838,65	849,627	-10,977
2.52	824,31	839,199	-14,8889
3.52	820,56	825,054	-4,49444
4.52	821,28	820,785	0,495278
5.52	812,44	821,255	-8,81524
6.52	786,55	812,881	-26,3308
7.52	804,84	787,867	16,9735
8.52	834,95	803,991	30,9587
9.52	863,61	833,402	30,2079
10.52	816,88	862,1	-45,2196
11.52	862,39	819,141	43,249
12.52	839,67	860,228	-20,5575
1.53	812,22	840,698	-28,4779
2.53	822,04	813,644	8,39611
3.53	823,26	821,62	1,63981
4.53	843,39	823,178	20,212
5.53	865,42	842,379	23,0406
6.53	825,66	864,268	-38,608
7.53	850,26	827,59	22,6696
8.53	828,34	849,127	-20,7865
9.53	783,02	829,379	-46,3593
10.53	807,71	785,338	22,372
11.53	791,73	806,591	-14,8614
12.53	829,32	792,473	36,8469
1.54	863,65	827,478	36,1723
2.54	878,19	861,841	16,3486
3.54	894,68	877,373	17,3074
4.54	873,43	893,815	-20,3846
5.54	841,42	874,449	-33,0292
6.54	923,94	843,071	80,8685
7.54	919,01	919,897	-0,886573
8.54	919,19	919,054	0,135671
9.54	881,18	919,183	-38,0032
10.54	911,06	883,08	27,9798
11.54	921,6	909,661	11,939
12.54	1016,39	921,003	95,3869
1.55	1055,37	1011,62	43,7493
2.55	1103,51	1053,18	50,3275
3.55	1112,47	1100,99	11,4764
4.55	1119,03	1111,9	7,13382
5.55	1113,04	1118,67	-5,63331
6.55	1028,2	1113,32	-85,1217
7.55	1038,78	1032,46	6,32392
8.55	1086,43	1038,46	47,9662
9.55	1105,96	1084,03	21,9283
10.55	1125,8	1104,86	20,9364
11.55	1124,88	1124,75	0,126821
12.55	1162,68	1124,87	37,8063
1.56	1204,92	1160,79	44,1303
2.56	1232,24	1202,71	29,5265
3.56	1138,69	1230,76	-92,0737
4.56	1230,79	1143,29	87,4963
5.56	1271,72	1226,42	45,3048
6.56	1307,78	1269,45	38,3252
7.56	1328,18	1305,86	22,3163
8.56	1310,47	1327,06	-16,5942
9.56	1326,15	1311,3	14,8503
10.56	1344,56	1325,41	19,1525
11.56	1348,83	1343,6	5,22763
12.56	1324,74	1348,57	-23,8286
1.57	1347,72	1325,93	21,7886
2.57	1213,49	1346,63	-133,141
3.57	1145,62	1220,15	-74,527
4.57	1180,98	1149,35	31,6336
5.57	1181,07	1179,4	1,67168
6.57	1145,27	1180,99	-35,7164
7.57	995,52	1147,06	-151,536
8.57	957,73	1003,1	-45,3668
9.57	1030,47	959,998	70,4717
10.57	987,7	1026,95	-39,2464
11.57	874,21	989,662	-115,452
12.57	749,78	879,983	-130,203
1.58	815,25	756,29	58,9599
2.58	788,89	812,302	-23,412
3.58	688,15	790,061	-101,911
4.58	689,85	693,246	-3,39553
5.58	758,83	690,02	68,8102
6.58	813,63	755,389	58,2405
7.58	820,49	810,718	9,77203
8.58	906,61	820,001	86,6086
9.58	902,04	902,28	-0,23957
10.58	941,57	902,052	39,518
11.58	988,37	939,594	48,7759
12.58	1024,29	985,931	38,3588
1.59	1117,68	1022,37	95,3079
2.59	1125,11	1112,91	12,1954
3.59	1142,6	1124,5	18,0998
4.59	1196,45	1141,7	54,755
5.59	1193,84	1193,71	0,127749
6.59	1163,26	1193,83	-30,5736
7.59	1141,02	1164,79	-23,7687
8.59	1170,72	1142,21	28,5116
9.59	1132,32	1169,29	-36,9744
10.59	1143,91	1134,17	9,74128
11.59	1120,08	1143,42	-23,3429
12.59	1128,26	1121,25	7,01285
1.60	1207,35	1127,91	79,4406
2.60	1148,54	1203,38	-54,838
3.60	1163,89	1151,28	12,6081
4.60	1166,96	1163,26	3,70041
5.60	1156,66	1166,77	-10,115
6.60	1155,66	1157,17	-1,50575
7.60	1134,28	1155,74	-21,4553
8.60	1104,87	1135,35	-30,4828
9.60	1055,55	1106,39	-50,8441	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1058,09	965,311	1150,87

Приложение 5

Построение модели линейного экспоненциального сглаживания Брауна

a=0.1

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1,0

Sampling interval = 1,0

Forecast Summary

Forecast model selected: Brown's linear exp. smoothing with alpha = 0,1

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	99,2016	112,145
MAE	72,174	112,145
MAPE	7,47158	10,6244
ME	3,96315	-112,145
MPE	-0,134772	-10,6244

Forecast Table for ConsGOODS

Model: Brown's linear exp. smoothing with alpha = 0,1

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	865,793	-52,6235
2.50	877,02	854,771	22,2488
3.50	844,36	858,197	-13,8371
4.50	856,69	854,628	2,06165
5.50	924,97	854,101	70,869
6.50	953,18	867,356	85,8243
7.50	892,74	884,31	8,42987
8.50	874,46	886,644	-12,1839
9.50	771,4	884,939	-113,539
10.50	785,72	862,842	-77,1217
11.50	829,36	846,892	-17,5323
12.50	865,08	842,09	22,9905
1.51	892,15	845,216	46,934
2.51	947,28	853,361	93,919
3.51	948,6	871,372	77,2276
4.51	992,79	886,985	105,805
5.51	1017,36	909,085	108,275
6.51	997,49	932,737	64,753
7.51	911,97	948,767	-36,7975
8.51	837,21	945,135	-107,925
9.51	857,42	926,91	-69,4898
10.51	798,01	915,292	-117,282
11.51	859,33	893,421	-34,0909
12.51	849,27	887,015	-37,7452
1.52	838,65	879,538	-40,8877
2.52	824,31	871,054	-46,7442
3.52	820,56	860,991	-40,4306
4.52	821,28	851,722	-30,4423
5.52	812,44	844,047	-31,6073
6.52	786,55	835,835	-49,2849
7.52	804,84	823,771	-18,9309
8.52	834,95	817,285	17,6652
9.52	863,61	817,929	45,6813
10.52	816,88	824,352	-7,47243
11.52	862,39	820,602	41,7878
12.52	839,67	826,629	13,0407
1.53	812,22	827,325	-15,1049
2.53	822,04	822,522	-0,481777
3.53	823,26	820,492	2,76778
4.53	843,39	819,108	24,2822
5.53	865,42	822,054	43,3661
6.53	825,66	829,06	-3,39957
7.53	850,26	827,146	23,1142
8.53	828,34	830,501	-2,16078
9.53	783,02	829,032	-46,0119
10.53	807,71	818,771	-11,0612
11.53	791,73	815,041	-23,3105
12.53	829,32	808,749	20,5706
1.54	863,65	811,001	52,6487
2.54	878,19	819,875	58,3154
3.54	894,68	830,408	64,2723
4.54	873,43	842,715	30,7146
5.54	841,42	848,954	-7,53421
6.54	923,94	847,85	76,0896
7.54	919,01	863,396	55,6139
8.54	919,19	875,607	43,5825
9.54	881,18	885,969	-4,78872
10.54	911,06	887,092	23,9684
11.54	921,6	893,918	27,6821
12.54	1016,39	901,727	114,663
1.55	1055,37	927,209	128,161
2.55	1103,51	956,537	146,973
3.55	1112,47	990,909	121,561
4.55	1119,03	1021,67	97,3618
5.55	1113,04	1048,8	64,2366
6.55	1028,2	1070,29	-42,0871
7.55	1038,78	1071,15	-32,3684
8.55	1086,43	1073,53	12,8973
9.55	1105,96	1084,65	21,3137
10.55	1125,8	1097,57	28,2277
11.55	1124,88	1112,09	12,7859
12.55	1162,68	1123,81	38,8701
1.56	1204,92	1140,87	64,0496
2.56	1232,24	1163,36	68,8845
3.56	1138,69	1187,45	-48,758
4.56	1230,79	1188,7	42,0891
5.56	1271,72	1207,64	64,0843
6.56	1307,78	1231,39	76,3896
7.56	1328,18	1258,25	69,9331
8.56	1310,47	1284,58	25,8939
9.56	1326,15	1302,8	23,3532
10.56	1344,56	1320,77	23,7918
11.56	1348,83	1339,06	9,76905
12.56	1324,74	1354,79	-30,047
1.57	1347,72	1362,65	-14,9276
2.57	1213,49	1373,23	-159,742
3.57	1145,62	1354,7	-209,083
4.57	1180,98	1324,71	-143,73
5.57	1181,07	1305,7	-124,626
6.57	1145,27	1289,07	-143,795
7.57	995,52	1267,35	-271,835
8.57	957,73	1218,6	-260,868
9.57	1030,47	1169,32	-138,847
10.57	987,7	1141,83	-154,131
11.57	874,21	1109,9	-235,69
12.57	749,78	1060,12	-310,335
1.58	815,25	993,045	-177,795
2.58	788,89	949,379	-160,489
3.58	688,15	907,397	-219,247
4.58	689,85	852,058	-162,208
5.58	758,83	805,935	-47,1046
6.58	813,63	781,21	32,4203
7.58	820,49	771,919	48,5712
8.58	906,61	766,182	140,428
9.58	902,04	779,303	122,737
10.58	941,57	790,289	151,281
11.58	988,37	808,212	180,158
12.58	1024,29	833,423	190,867
1.59	1117,68	862,577	255,103
2.59	1125,11	906,487	218,623
3.59	1142,6	945,653	196,947
4.59	1196,45	982,669	213,781
5.59	1193,84	1025,02	168,819
6.59	1163,26	1060,52	102,741
7.59	1141,02	1084,49	56,5302
8.59	1170,72	1100,25	70,4745
9.59	1132,32	1119,36	12,9645
10.59	1143,91	1127,67	16,2419
11.59	1120,08	1136,77	-16,6859
12.59	1128,26	1139,44	-11,1806
1.60	1207,35	1143,05	64,3005
2.60	1148,54	1161,64	-13,1027
3.60	1163,89	1165,4	-1,50837
4.60	1166,96	1171,34	-4,38185
5.60	1156,66	1176,7	-20,0356
6.60	1155,66	1178,87	-23,2147
7.60	1134,28	1180,22	-45,9377
8.60	1104,87	1176,78	-71,9139
9.60	1055,55	1167,7	-112,145	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1172,27	977,839	1366,7

a=0.4

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's linear exp. smoothing with alpha = 0,4

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	51,872	52,1027
MAE	39,3655	52,1027
MAPE	4,15949	4,93607
ME	0,0860974	-52,1027
MPE	0,0744924	-4,93607

Forecast Table for ConsGOODS

Model: Brown's linear exp. smoothing with alpha = 0,4

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	821,084	-7,9143
2.50	877,02	803,568	73,4521
3.50	844,36	849,878	-5,51835
4.50	856,69	844,765	11,9252
5.50	924,97	852,723	72,2469
6.50	953,18	910,847	42,3332
7.50	892,74	956,599	-63,8591
8.50	874,46	924,171	-49,7108
9.50	771,4	892,844	-121,444
10.50	785,72	796,177	-10,4566
11.50	829,36	768,868	60,4919
12.50	865,08	796,645	68,4346
1.51	892,15	840,456	51,6944
2.51	947,28	881,823	65,4569
3.51	948,6	942,472	6,12825
4.51	992,79	966,131	26,6594
5.51	1017,36	1007,19	10,1651
6.51	997,49	1039,33	-41,8392
7.51	911,97	1031,49	-119,517
8.51	837,21	954,808	-117,598
9.51	857,42	860,541	-3,1213
10.51	798,01	839,04	-41,0304
11.51	859,33	786,713	72,6172
12.51	849,27	818,738	30,5316
1.52	838,65	828,714	9,93571
2.52	824,31	827,099	-2,78852
3.52	820,56	816,893	3,66692
4.52	821,28	811,406	9,87417
5.52	812,44	811,471	0,968915
6.52	786,55	805,992	-19,442
7.52	804,84	784,339	20,5008
8.52	834,95	791,53	43,4201
9.52	863,61	820,336	43,2738
10.52	816,88	855,973	-39,0927
11.52	862,39	832,64	29,7502
12.52	839,67	858,126	-18,4564
1.53	812,22	849,808	-37,5877
2.53	822,04	823,231	-1,19097
3.53	823,26	819,758	3,50241
4.53	843,39	819,848	23,5416
5.53	865,42	836,531	28,8891
6.53	825,66	861,258	-35,5981
7.53	850,26	839,018	11,2422
8.53	828,34	848,554	-20,214
9.53	783,02	834,724	-51,704
10.53	807,71	792,468	15,2422
11.53	791,73	795,496	-3,76588
12.53	829,32	785,756	43,5637
1.54	863,65	813,278	50,3722
2.54	878,19	853,216	24,9737
3.54	894,68	880,896	13,7844
4.54	873,43	903,619	-30,1892
5.54	841,42	893,369	-51,9494
6.54	923,94	860,881	63,0588
7.54	919,01	912,088	6,92234
8.54	919,19	928,474	-9,28435
9.54	881,18	933,003	-51,8233
10.54	911,06	902,016	9,04445
11.54	921,6	911,43	10,1697
12.54	1016,39	923,192	93,1977
1.55	1055,37	1003,0	52,3661
2.55	1103,51	1065,06	38,4482
3.55	1112,47	1124,36	-11,894
4.55	1119,03	1149,54	-30,5141
5.55	1113,04	1157,93	-44,8851
6.55	1028,2	1149,93	-121,727
7.55	1038,78	1073,27	-34,4938
8.55	1086,43	1046,93	39,4991
9.55	1105,96	1074,26	31,6968
10.55	1125,8	1101,67	24,1264
11.55	1124,88	1128,1	-3,21914
12.55	1162,68	1136,51	26,1715
1.56	1204,92	1167,92	37,0047
2.56	1232,24	1212,18	20,0639
3.56	1138,69	1248,8	-110,115
4.56	1230,79	1184,5	46,289
5.56	1271,72	1227,7	44,0182
6.56	1307,78	1276,49	31,2878
7.56	1328,18	1322,14	6,0388
8.56	1310,47	1352,6	-42,127
9.56	1326,15	1345,49	-19,3364
10.56	1344,56	1349,87	-5,30797
11.56	1348,83	1362,38	-13,5485
12.56	1324,74	1367,45	-42,7073
1.57	1347,72	1347,02	0,698715
2.57	1213,49	1354,49	-140,997
3.57	1145,62	1248,71	-103,088
4.57	1180,98	1150,7	30,2835
5.57	1181,07	1142,89	38,1818
6.57	1145,27	1146,24	-0,973895
7.57	995,52	1124,38	-128,864
8.57	957,73	1000,06	-42,3263
9.57	1030,47	924,341	106,129
10.57	987,7	960,617	27,0828
11.57	874,21	950,637	-76,4272
12.57	749,78	862,182	-112,402
1.58	815,25	732,719	82,5308
2.58	788,89	741,218	47,6719
3.58	688,15	735,035	-46,8848
4.58	689,85	660,834	29,0163
5.58	758,83	639,852	118,978
6.58	813,63	695,482	118,148
7.58	820,49	769,485	51,0053
8.58	906,61	808,677	97,9332
9.58	902,04	893,572	8,46787
10.58	941,57	922,564	19,0055
11.58	988,37	961,342	27,0282
12.58	1024,29	1009,58	14,7118
1.59	1117,68	1052,29	65,3941
2.59	1125,11	1137,89	-12,7834
3.59	1142,6	1171,42	-28,8219
4.59	1196,45	1190,07	6,3757
5.59	1193,84	1232,27	-38,4333
6.59	1163,26	1239,65	-76,3852
7.59	1141,02	1210,51	-69,4862
8.59	1170,72	1174,66	-3,94481
9.59	1132,32	1180,14	-47,8187
10.59	1143,91	1149,88	-5,97235
11.59	1120,08	1145,45	-25,3721
12.59	1128,26	1124,55	3,71356
1.60	1207,35	1122,85	84,5002
2.60	1148,54	1186,38	-37,8366
3.60	1163,89	1165,55	-1,66402
4.60	1166,96	1167,62	-0,655645
5.60	1156,66	1170,22	-13,5577
6.60	1155,66	1162,39	-6,73324
7.60	1134,28	1157,86	-23,5791
8.60	1104,87	1138,77	-33,901
9.60	1055,55	1107,65	-52,1027	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1098,23	996,564	1199,9

a=0.5

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's linear exp. smoothing with alpha = 0,5

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	50,5719	42,6771
MAE	38,2841	42,6771
MAPE	4,04584	4,04311
ME	0,0871449	-42,6771
MPE	0,0612191	-4,04311

Forecast Table for ConsGOODS

Model: Brown's linear exp. smoothing with alpha = 0,5

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	809,37	3,79969
2.50	877,02	796,739	80,2814
3.50	844,36	861,539	-17,1785
4.50	856,69	848,949	7,74112
5.50	924,97	856,984	67,9858
6.50	953,18	927,2	25,9805
7.50	892,74	972,406	-79,666
8.50	874,46	918,461	-44,0011
9.50	771,4	880,265	-108,865
10.50	785,72	766,204	19,5157
11.50	829,36	753,308	76,0518
12.50	865,08	801,827	63,2529
1.51	892,15	856,56	35,59
2.51	947,28	899,443	47,8367
3.51	948,6	963,471	-14,8708
4.51	992,79	976,75	16,0401
5.51	1017,36	1017,22	0,137746
6.51	997,49	1045,8	-48,3123
7.51	911,97	1025,97	-113,997
8.51	837,21	928,369	-91,1586
9.51	857,42	825,109	32,3105
10.51	798,01	822,53	-24,5198
11.51	859,33	771,197	88,1326
12.51	849,27	826,387	22,8825
1.52	838,65	838,361	0,289373
2.52	824,31	833,461	-9,15126
3.52	820,56	819,194	1,3664
4.52	821,28	813,156	8,12422
5.52	812,44	814,217	-1,77739
6.52	786,55	807,408	-20,8584
7.52	804,84	781,074	23,7659
8.52	834,95	794,149	40,8005
9.52	863,61	830,201	33,409
10.52	816,88	869,061	-52,1811
11.52	862,39	830,683	31,7067
12.52	839,67	863,148	-23,4781
1.53	812,22	848,355	-36,1347
2.53	822,04	815,035	7,00478
3.53	823,26	815,822	7,43846
4.53	843,39	818,793	24,5973
5.53	865,42	840,782	24,6377
6.53	825,66	868,962	-43,3017
7.53	850,26	835,361	14,8989
8.53	828,34	849,136	-20,7957
9.53	783,02	830,94	-47,9204
10.53	807,71	780,421	27,2885
11.53	791,73	793,131	-1,40138
12.53	829,32	783,974	45,3465
1.54	863,65	821,213	42,4368
2.54	878,19	866,88	11,3102
3.54	894,68	892,029	2,651
4.54	873,43	911,347	-37,9165
5.54	841,42	890,759	-49,3393
6.54	923,94	849,27	74,6698
7.54	919,01	919,455	-0,445338
8.54	919,19	933,193	-14,0028
9.54	881,18	933,261	-52,0815
10.54	911,06	891,751	19,3092
11.54	921,6	908,61	12,9896
12.54	1016,39	923,978	92,4123
1.55	1055,37	1022,02	33,3549
2.55	1103,51	1084,1	19,4118
3.55	1112,47	1140,58	-28,1069
4.55	1119,03	1154,39	-35,3599
5.55	1113,04	1153,92	-40,8831
6.55	1028,2	1139,09	-110,893
7.55	1038,78	1044,03	-5,25238
8.55	1086,43	1026,89	59,5409
9.55	1105,96	1073,23	32,734
10.55	1125,8	1107,64	18,1588
11.55	1124,88	1135,66	-10,7847
12.55	1162,68	1139,28	23,3956
1.56	1204,92	1174,39	30,5318
2.56	1232,24	1222,48	9,76287
3.56	1138,69	1257,43	-118,74
4.56	1230,79	1166,32	64,4692
5.56	1271,72	1228,74	42,9842
6.56	1307,78	1285,78	21,9969
7.56	1328,18	1332,59	-4,40913
8.56	1310,47	1358,49	-48,0184
9.56	1326,15	1339,68	-13,5261
10.56	1344,56	1343,35	1,20851
11.56	1348,83	1358,38	-9,54997
12.56	1324,74	1362,95	-38,2121
1.57	1347,72	1336,47	11,2454
2.57	1213,49	1349,9	-136,412
3.57	1145,62	1218,48	-72,8629
4.57	1180,98	1116,51	64,47
5.57	1181,07	1133,65	47,4157
6.57	1145,27	1149,86	-4,59179
7.57	995,52	1125,92	-130,396
8.57	957,73	975,018	-17,2878
9.57	1030,47	904,629	125,841
10.57	987,7	973,047	14,6531
11.57	874,21	961,737	-87,5272
12.57	749,78	851,91	-102,13
1.58	815,25	705,599	109,651
2.58	788,89	745,536	43,3539
3.58	688,15	746,589	-58,4389
4.58	689,85	656,687	33,1626
5.58	758,83	643,778	115,052
6.58	813,63	721,048	92,5817
7.58	820,49	804,611	15,8786
8.58	906,61	834,617	71,9932
9.58	902,04	924,706	-22,6665
10.58	941,57	938,135	3,43524
11.58	988,37	971,998	16,3719
12.58	1024,29	1019,66	4,63304
1.59	1117,68	1059,67	58,0101
2.59	1125,11	1154,22	-29,1082
3.59	1142,6	1176,15	-33,5507
4.59	1196,45	1186,36	10,0863
5.59	1193,84	1231,83	-37,986
6.59	1163,26	1231,74	-68,4776
7.59	1141,02	1191,66	-50,6411
8.59	1170,72	1152,3	18,4183
9.59	1132,32	1169,34	-37,0214
10.59	1143,91	1135,55	8,36401
11.59	1120,08	1137,88	-17,8006
12.59	1128,26	1116,14	12,1184
1.60	1207,35	1119,87	87,4785
2.60	1148,54	1201,99	-53,4511
3.60	1163,89	1165,05	-1,1607
4.60	1166,96	1167,04	-0,0779329
5.60	1156,66	1169,82	-13,1578
6.60	1155,66	1159,5	-3,83827
7.60	1134,28	1155,21	-20,9288
8.60	1104,87	1132,87	-27,9993
9.60	1055,55	1098,23	-42,6771	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1084,58	985,465	1183,7

a=0.6

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's linear exp. smoothing with alpha = 0,6

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	50,9762	35,4066
MAE	38,5725	35,4066
MAPE	4,07968	3,35433
ME	0,081635	-35,4066
MPE	0,0504993	-3,35433

Forecast Table for ConsGOODS

Model: Brown's linear exp. smoothing with alpha = 0,6

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	800,33	12,8401
2.50	877,02	794,35	82,6696
3.50	844,36	876,789	-32,4287
4.50	856,69	850,87	5,81989
5.50	924,97	859,175	65,7945
6.50	953,18	941,546	11,6344
7.50	892,74	982,61	-89,8696
8.50	874,46	906,057	-31,5972
9.50	771,4	867,079	-95,6786
10.50	785,72	739,827	45,8927
11.50	829,36	748,017	81,3427
12.50	865,08	815,269	49,8113
1.51	892,15	873,966	18,1842
2.51	947,28	912,642	34,6376
3.51	948,6	977,609	-29,0094
4.51	992,79	978,67	14,1205
5.51	1017,36	1021,04	-3,68213
6.51	997,49	1047,13	-49,645
7.51	911,97	1016,75	-104,777
8.51	837,21	902,328	-65,1183
9.51	857,42	797,78	59,6397
10.51	798,01	819,499	-21,4893
11.51	859,33	765,334	93,9962
12.51	849,27	842,015	7,25524
1.52	838,65	848,445	-9,7952
2.52	824,31	837,027	-12,717
3.52	820,56	818,576	1,98363
4.52	821,28	813,188	8,09163
5.52	812,44	815,844	-3,40408
6.52	786,55	807,618	-21,0679
7.52	804,84	776,97	27,8703
8.52	834,95	797,463	37,4871
9.52	863,61	839,53	24,0804
10.52	816,88	879,004	-62,1236
11.52	862,39	823,702	38,6883
12.52	839,67	867,01	-27,3396
1.53	812,22	845,012	-32,7918
2.53	822,04	806,629	15,4109
3.53	823,26	814,285	8,9754
4.53	843,39	819,765	23,6246
5.53	865,42	846,056	19,3636
6.53	825,66	875,739	-50,0791
7.53	850,26	829,061	21,1986
8.53	828,34	849,888	-21,5485
9.53	783,02	827,051	-44,0306
10.53	807,71	769,477	38,2333
11.53	791,73	794,768	-3,03846
12.53	829,32	784,298	45,0219
1.54	863,65	830,406	33,2437
2.54	878,19	878,589	-0,398565
3.54	894,68	898,368	-3,68784
4.54	873,43	914,057	-40,6265
5.54	841,42	884,091	-42,6711
6.54	923,94	837,047	86,8933
7.54	919,01	930,118	-11,108
8.54	919,19	936,869	-17,6793
9.54	881,18	931,736	-50,5562
10.54	911,06	880,786	30,2738
11.54	921,6	908,632	12,968
12.54	1016,39	926,609	89,7806
1.55	1055,37	1041,43	13,9396
2.55	1103,51	1097,56	5,94678
3.55	1112,47	1149,12	-36,6529
4.55	1119,03	1151,7	-32,6738
5.55	1113,04	1145,86	-32,8246
6.55	1028,2	1128,08	-99,8819
7.55	1038,78	1018,01	20,7664
8.55	1086,43	1016,77	69,6643
9.55	1105,96	1081,67	24,2888
10.55	1125,8	1117,21	8,59474
11.55	1124,88	1142,65	-17,7704
12.55	1162,68	1139,55	23,1285
1.56	1204,92	1179,13	25,7861
2.56	1232,24	1230,23	2,0083
3.56	1138,69	1262,08	-123,389
4.56	1230,79	1144,17	86,6174
5.56	1271,72	1233,85	37,8662
6.56	1307,78	1296,22	11,5641
7.56	1328,18	1340,65	-12,4673
8.56	1310,47	1360,4	-49,9341
9.56	1326,15	1330,71	-4,5625
10.56	1344,56	1337,49	7,06945
11.56	1348,83	1356,58	-7,75444
12.56	1324,74	1360,43	-35,6947
1.57	1347,72	1327,97	19,755
2.57	1213,49	1349,18	-135,695
3.57	1145,62	1190,98	-45,3567
4.57	1180,98	1092,32	88,6558
5.57	1181,07	1138,16	42,9117
6.57	1145,27	1161,02	-15,7455
7.57	995,52	1128,93	-133,412
8.57	957,73	949,981	7,74944
9.57	1030,47	892,394	138,076
10.57	987,7	993,989	-6,28949
11.57	874,21	972,054	-97,8437
12.57	749,78	837,989	-88,2086
1.58	815,25	680,262	134,988
2.58	788,89	758,616	30,2739
3.58	688,15	759,909	-71,759
4.58	689,85	649,661	40,189
5.58	758,83	647,917	110,913
6.58	813,63	745,51	68,1199
7.58	820,49	831,68	-11,1901
8.58	906,61	847,201	59,4087
9.58	902,04	943,413	-41,3726
10.58	941,57	940,073	1,49652
11.58	988,37	973,283	15,0868
12.58	1024,29	1023,34	0,950024
1.59	1117,68	1061,86	55,8161
2.59	1125,11	1166,57	-41,4591
3.59	1142,6	1174,64	-32,0379
4.59	1196,45	1179,09	17,3632
5.59	1193,84	1231,28	-37,4434
6.59	1163,26	1223,96	-60,7028
7.59	1141,02	1175,25	-34,2313
8.59	1170,72	1136,45	34,2674
9.59	1132,32	1167,53	-35,2091
10.59	1143,91	1127,57	16,34
11.59	1120,08	1136,79	-16,7146
12.59	1128,26	1112,24	16,0239
1.60	1207,35	1120,95	86,4035
2.60	1148,54	1219,88	-71,341
3.60	1163,89	1160,63	3,26261
4.60	1166,96	1165,22	1,74465
5.60	1156,66	1169,16	-12,4963
6.60	1155,66	1156,64	-0,97618
7.60	1134,28	1153,44	-19,1615
8.60	1104,87	1128,07	-23,203
9.60	1055,55	1090,96	-35,4066	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1073,33	973,419	1173,24

a=0.9

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's linear exp. smoothing with alpha = 0,9

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	58,3618	22,0972
MAE	44,7763	22,0972
MAPE	4,72504	2,09343
ME	0,189189	-22,0972
MPE	0,0558394	-2,09343

Forecast Table for ConsGOODS

Model: Brown's linear exp. smoothing with alpha = 0,9

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	767,074	46,0964
2.50	877,02	803,09	73,9296
3.50	844,36	926,545	-82,185
4.50	856,69	828,876	27,8137
5.50	924,97	862,635	62,3346
6.50	953,18	981,061	-27,8812
7.50	892,74	987,59	-94,8496
8.50	874,46	850,991	23,4689
9.50	771,4	850,538	-79,1377
10.50	785,72	684,402	101,318
11.50	829,36	778,985	50,3749
12.50	865,08	863,938	1,14181
1.51	892,15	901,075	-8,92539
2.51	947,28	921,016	26,2635
3.51	948,6	997,068	-48,468
4.51	992,79	959,876	32,9138
5.51	1017,36	1029,91	-12,5526
6.51	997,49	1044,77	-47,2797
7.51	911,97	986,95	-74,9804
8.51	837,21	840,973	-3,76328
9.51	857,42	762,453	94,9671
10.51	798,01	858,599	-60,5889
11.51	859,33	751,667	107,663
12.51	849,27	898,512	-49,2416
1.52	838,65	850,135	-11,4849
2.52	824,31	829,835	-5,52457
3.52	820,56	810,96	9,59993
4.52	821,28	814,835	6,44523
5.52	812,44	820,807	-8,36695
6.52	786,55	805,338	-18,7878
7.52	804,84	764,334	40,5061
8.52	834,95	814,841	20,1091
9.52	863,61	861,443	2,16676
10.52	816,88	892,038	-75,1577
11.52	862,39	785,203	77,1868
12.52	839,67	891,711	-52,0411
1.53	812,22	828,13	-15,9101
2.53	822,04	787,432	34,6084
3.53	823,26	824,779	-1,51922
4.53	843,39	825,13	18,2601
5.53	865,42	859,853	5,56721
6.53	825,66	886,519	-60,8592
7.53	850,26	798,128	52,1325
8.53	828,34	863,825	-35,4849
9.53	783,02	814,038	-31,0183
10.53	807,71	743,549	64,1612
11.53	791,73	819,258	-27,5276
12.53	829,32	781,897	47,4229
1.54	863,65	857,15	6,49985
2.54	878,19	897,154	-18,9643
3.54	894,68	896,588	-1,90785
4.54	873,43	911,362	-37,9319
5.54	841,42	859,747	-18,3273
6.54	923,94	812,696	111,244
7.54	919,01	984,028	-65,018
8.54	919,19	928,196	-9,00603
9.54	881,18	920,521	-39,341
10.54	911,06	850,948	60,1119
11.54	921,6	928,524	-6,92422
12.54	1016,39	934,126	82,264
1.55	1055,37	1094,66	-39,288
2.55	1103,51	1103,03	0,47977
3.55	1112,47	1151,16	-38,6912
4.55	1119,03	1129,17	-10,143
5.55	1113,04	1127,23	-14,1917
6.55	1028,2	1109,79	-81,5869
7.55	1038,78	959,535	79,2445
8.55	1086,43	1032,7	53,7348
9.55	1105,96	1124,13	-18,1655
10.55	1125,8	1129,66	-3,86045
11.55	1124,88	1146,23	-21,3504
12.55	1162,68	1128,19	34,4885
1.56	1204,92	1193,37	11,5512
2.56	1232,24	1245,19	-12,9546
3.56	1138,69	1262,27	-123,576
4.56	1230,79	1069,73	161,064
5.56	1271,72	1289,44	-17,7214
6.56	1307,78	1317,8	-10,0249
7.56	1328,18	1345,67	-17,4878
8.56	1310,47	1351,98	-41,5073
9.56	1326,15	1300,89	25,2634
10.56	1344,56	1336,36	8,19776
11.56	1348,83	1361,58	-12,7531
12.56	1324,74	1355,73	-30,9926
1.57	1347,72	1306,72	40,999
2.57	1213,49	1362,19	-148,7
3.57	1145,62	1109,41	36,21
4.57	1180,98	1069,02	111,959
5.57	1181,07	1194,31	-13,2403
6.57	1145,27	1184,93	-39,6577
7.57	995,52	1117,27	-121,749
8.57	957,73	869,723	88,0068
9.57	1030,47	901,121	129,349
10.57	987,7	1078,22	-90,5203
11.57	874,21	964,328	-90,1175
12.57	749,78	777,838	-28,0583
1.58	815,25	630,06	185,19
2.58	788,89	843,402	-54,5115
3.58	688,15	775,284	-87,1342
4.58	689,85	604,292	85,5583
5.58	758,83	673,567	85,263
6.58	813,63	811,613	2,01702
7.58	820,49	868,879	-48,3892
8.58	906,61	837,048	69,562
9.58	902,04	978,334	-76,2937
10.58	941,57	913,424	28,1456
11.58	988,37	974,708	13,6621
12.58	1024,29	1032,72	-8,42904
1.59	1117,68	1062,03	55,6476
2.59	1125,11	1199,86	-74,7462
3.59	1142,6	1148,05	-5,44571
4.59	1196,45	1160,43	36,0183
5.59	1193,84	1243,04	-49,2019
6.59	1163,26	1201,43	-38,1706
7.59	1141,02	1139,82	1,19791
8.59	1170,72	1118,16	52,5613
9.59	1132,32	1189,92	-57,5997
10.59	1143,91	1105,97	37,9444
11.59	1120,08	1147,34	-27,2551
12.59	1128,26	1102,08	26,1795
1.60	1207,35	1130,93	76,4185
2.60	1148,54	1271,42	-122,878
3.60	1163,89	1115,07	48,8202
4.60	1166,96	1168,25	-1,28718
5.60	1156,66	1170,78	-14,1156
6.60	1155,66	1149,17	6,48974
7.60	1134,28	1153,22	-18,9409
8.60	1104,87	1116,75	-11,8831
9.60	1055,55	1077,65	-22,0972	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1050,31	935,918	1164,69

Оптимизированное значение а= 0,5306

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's linear exp. smoothing with alpha = 0,5306

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	50,7506	40,2496
MAE	38,2345	40,2496
MAPE	4,04117	3,81314
ME	0,0853813	-40,2496
MPE	0,057495	-3,81314

Forecast Table for ConsGOODS

Model: Brown's linear exp. smoothing with alpha = 0,5306

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	806,383	6,78681
2.50	877,02	795,615	81,4047
3.50	844,36	865,943	-21,5827
4.50	856,69	849,898	6,79177
5.50	924,97	857,888	67,0816
6.50	953,18	931,77	21,4097
7.50	892,74	976,071	-83,3311
8.50	874,46	915,249	-40,7886
9.50	771,4	876,111	-104,711
10.50	785,72	757,656	28,0641
11.50	829,36	750,622	78,7383
12.50	865,08	805,264	59,816
1.51	892,15	861,994	30,1563
2.51	947,28	904,089	43,1911
3.51	948,6	968,507	-19,9067
4.51	992,79	978,125	14,665
5.51	1017,36	1018,83	-1,46632
6.51	997,49	1046,54	-49,0478
7.51	911,97	1023,34	-111,373
8.51	837,21	920,2	-82,99
9.51	857,42	815,821	41,5985
10.51	798,01	820,292	-22,2816
11.51	859,33	768,684	90,6464
12.51	849,27	830,642	18,6283
1.52	838,65	841,694	-3,04448
2.52	824,31	834,993	-10,6826
3.52	820,56	819,328	1,23195
4.52	821,28	813,3	7,98033
5.52	812,44	814,78	-2,33951
6.52	786,55	807,555	-21,0047
7.52	804,84	779,864	24,9763
8.52	834,95	795,054	39,8958
9.52	863,61	833,109	30,501
10.52	816,88	872,426	-55,5461
11.52	862,39	829,017	33,3728
12.52	839,67	864,331	-24,6608
1.53	812,22	847,455	-35,2348
2.53	822,04	812,415	9,62525
3.53	823,26	815,06	8,19969
4.53	843,39	818,903	24,4871
5.53	865,42	842,338	23,0818
6.53	825,66	871,176	-45,5162
7.53	850,26	833,716	16,5436
8.53	828,34	849,3	-20,96
9.53	783,02	829,742	-46,7224
10.53	807,71	776,945	30,7653
11.53	791,73	793,223	-1,49292
12.53	829,32	783,93	45,3897
1.54	863,65	823,969	39,6808
2.54	878,19	870,729	7,46135
3.54	894,68	894,468	0,211589
4.54	873,43	912,615	-39,1854
5.54	841,42	889,014	-47,5938
6.54	923,94	845,457	78,4829
7.54	919,01	922,294	-3,28364
8.54	919,19	934,455	-15,2653
9.54	881,18	932,978	-51,7976
10.54	911,06	888,434	22,6259
11.54	921,6	908,286	13,3141
12.54	1016,39	924,626	91,764
1.55	1055,37	1027,97	27,4044
2.55	1103,51	1088,84	14,6683
3.55	1112,47	1143,92	-31,4476
4.55	1119,03	1154,18	-35,1549
5.55	1113,04	1151,66	-38,6244
6.55	1028,2	1135,56	-107,365
7.55	1038,78	1035,64	3,13639
8.55	1086,43	1022,76	63,6708
9.55	1105,96	1075,0	30,9631
10.55	1125,8	1110,45	15,3491
11.55	1124,88	1138,05	-13,1725
12.55	1162,68	1139,71	22,9717
1.56	1204,92	1176,01	28,9082
2.56	1232,24	1225,08	7,15751
3.56	1138,69	1259,21	-120,52
4.56	1230,79	1159,86	70,9287
5.56	1271,72	1229,75	41,9728
6.56	1307,78	1288,87	18,9059
7.56	1328,18	1335,34	-7,15927
8.56	1310,47	1359,47	-48,9968
9.56	1326,15	1337,18	-11,0307
10.56	1344,56	1341,39	3,17012
11.56	1348,83	1357,56	-8,73342
12.56	1324,74	1362,0	-37,2574
1.57	1347,72	1333,7	14,017
2.57	1213,49	1349,33	-135,842
3.57	1145,62	1209,88	-64,2566
4.57	1180,98	1108,14	72,8368
5.57	1181,07	1133,8	47,2672
6.57	1145,27	1152,83	-7,56413
7.57	995,52	1126,99	-131,466
8.57	957,73	967,524	-9,79352
9.57	1030,47	900,167	130,303
10.57	987,7	978,724	8,97591
11.57	874,21	965,214	-91,0038
12.57	749,78	848,132	-98,3521
1.58	815,25	697,631	117,619
2.58	788,89	748,629	40,2608
3.58	688,15	750,649	-62,4988
4.58	689,85	654,955	34,8952
5.58	758,83	645,02	113,81
6.58	813,63	728,653	84,9765
7.58	820,49	813,731	6,75938
8.58	906,61	839,728	66,8823
9.58	902,04	931,43	-29,3902
10.58	941,57	939,798	1,77184
11.58	988,37	972,961	15,4091
12.58	1024,29	1021,09	3,1957
1.59	1117,68	1060,61	57,0749
2.59	1125,11	1158,19	-33,0822
3.59	1142,6	1176,17	-33,5732
4.59	1196,45	1184,32	12,1307
5.59	1193,84	1231,51	-37,6743
6.59	1163,26	1229,27	-66,0115
7.59	1141,02	1186,35	-45,3306
8.59	1170,72	1146,79	23,9284
9.59	1132,32	1167,97	-35,648
10.59	1143,91	1132,66	11,2513
11.59	1120,08	1137,08	-17,0027
12.59	1128,26	1114,69	13,5688
1.60	1207,35	1119,96	87,3947
2.60	1148,54	1207,38	-58,8436
3.60	1163,89	1164,23	-0,338563
4.60	1166,96	1166,59	0,367533
5.60	1156,66	1169,61	-12,9504
6.60	1155,66	1158,6	-2,93878
7.60	1134,28	1154,57	-20,2855
8.60	1104,87	1131,3	-26,4265
9.60	1055,55	1095,8	-40,2496	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1080,91	981,826	1179,99

Приложение 6

Построение модели квадратичного экспоненциального сглаживания Брауна

a=0.1

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's quadratic exp. smoothing with alpha = 0,1

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	89,2933	122,993
MAE	65,5599	122,993
MAPE	6,73224	11,6521
ME	1,2106	-122,993
MPE	0,142105	-11,6521

Forecast Table for ConsGOODS

Model: Brown's quadratic exp. smoothing with alpha = 0,1

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	861,146	-47,9758
2.50	877,02	845,326	31,6941
3.50	844,36	851,921	-7,56124
4.50	856,69	847,596	9,09365
5.50	924,97	847,978	76,9917
6.50	953,18	868,932	84,2478
7.50	892,74	894,311	-1,57145
8.50	874,46	896,488	-22,0281
9.50	771,4	892,581	-121,181
10.50	785,72	858,365	-72,645
11.50	829,36	835,151	-5,79107
12.50	865,08	829,769	35,3108
1.51	892,15	836,427	55,7233
2.51	947,28	850,144	97,1359
3.51	948,6	877,869	70,7309
4.51	992,79	900,555	92,2355
5.51	1017,36	931,878	85,4818
6.51	997,49	964,079	33,4115
7.51	911,97	983,45	-71,4801
8.51	837,21	972,67	-135,46
9.51	857,42	940,898	-83,4784
10.51	798,01	920,933	-122,923
11.51	859,33	886,769	-27,4394
12.51	849,27	877,62	-28,3497
1.52	838,65	867,307	-28,6573
2.52	824,31	855,958	-31,6481
3.52	820,56	842,73	-22,1697
4.52	821,28	831,244	-9,96437
5.52	812,44	822,573	-10,1329
6.52	786,55	813,347	-26,7972
7.52	804,84	798,604	6,23648
8.52	834,95	792,741	42,2089
9.52	863,61	797,606	66,0041
10.52	816,88	810,63	6,24999
11.52	862,39	807,505	54,8852
12.52	839,67	819,02	20,6496
1.53	812,22	821,781	-9,56097
2.53	822,04	816,022	6,01826
3.53	823,26	814,594	8,66599
4.53	843,39	814,076	29,3139
5.53	865,42	819,954	45,4664
6.53	825,66	831,506	-5,84598
7.53	850,26	829,008	21,2524
8.53	828,34	834,488	-6,14783
9.53	783,02	832,404	-49,3842
10.53	807,71	817,205	-9,49506
11.53	791,73	812,525	-20,7949
12.53	829,32	804,154	25,1658
1.54	863,65	808,923	54,7272
2.54	878,19	823,269	54,9212
3.54	894,68	839,294	55,386
4.54	873,43	857,14	16,2897
5.54	841,42	865,008	-23,5881
6.54	923,94	861,545	62,3945
7.54	919,01	883,331	35,6794
8.54	919,19	899,11	20,0801
9.54	881,18	911,479	-30,2992
10.54	911,06	909,572	1,48791
11.54	921,6	916,547	5,05274
12.54	1016,39	924,861	91,5287
1.55	1055,37	959,496	95,874
2.55	1103,51	998,412	105,098
3.55	1112,47	1043,29	69,1765
4.55	1119,03	1080,97	38,0594
5.55	1113,04	1111,91	1,12834
6.55	1028,2	1133,51	-105,308
7.55	1038,78	1123,84	-85,0588
8.55	1086,43	1117,72	-31,2871
9.55	1105,96	1125,7	-19,7421
10.55	1125,8	1136,65	-10,8538
11.55	1124,88	1150,09	-25,2103
12.55	1162,68	1159,29	3,39497
1.56	1204,92	1176,69	28,235
2.56	1232,24	1201,99	30,2464
3.56	1138,69	1229,11	-90,4208
4.56	1230,79	1221,32	9,46839
5.56	1271,72	1241,2	30,5168
6.56	1307,78	1268,01	39,7705
7.56	1328,18	1298,84	29,3368
8.56	1310,47	1328,11	-17,636
9.56	1326,15	1344,56	-18,4131
10.56	1344,56	1360,69	-16,1333
11.56	1348,83	1377,37	-28,5426
12.56	1324,74	1390,24	-65,5045
1.57	1347,72	1391,55	-43,8346
2.57	1213,49	1397,76	-184,265
3.57	1145,62	1360,8	-215,18
4.57	1180,98	1309,29	-128,309
5.57	1181,07	1277,44	-96,3737
6.57	1145,27	1251,18	-105,906
7.57	995,52	1218,87	-223,355
8.57	957,73	1147,78	-190,053
9.57	1030,47	1079,5	-49,026
10.57	987,7	1047,11	-59,4075
11.57	874,21	1009,24	-135,026
12.57	749,78	945,949	-196,169
1.58	815,25	859,262	-44,0116
2.58	788,89	811,195	-22,3049
3.58	688,15	766,982	-78,832
4.58	689,85	703,76	-13,9099
5.58	758,83	656,245	102,585
6.58	813,63	641,779	171,851
7.58	820,49	649,673	170,817
8.58	906,61	661,018	245,592
9.58	902,04	698,698	203,342
10.58	941,57	730,019	211,551
11.58	988,37	769,097	219,273
12.58	1024,29	816,235	208,055
1.59	1117,68	866,195	251,485
2.59	1125,11	935,253	189,857
3.59	1142,6	993,404	149,196
4.59	1196,45	1045,34	151,11
5.59	1193,84	1102,8	91,0364
6.59	1163,26	1147,41	15,8549
7.59	1141,02	1172,96	-31,9411
8.59	1170,72	1185,52	-14,8027
9.59	1132,32	1203,15	-70,8324
10.59	1143,91	1204,38	-60,4718
11.59	1120,08	1207,43	-87,3524
12.59	1128,26	1201,37	-73,1119
1.60	1207,35	1197,67	9,68047
2.60	1148,54	1217,23	-68,6909
3.60	1163,89	1214,12	-50,2274
4.60	1166,96	1215,04	-48,0782
5.60	1156,66	1215,58	-58,924
6.60	1155,66	1211,87	-56,2108
7.60	1134,28	1207,59	-73,3127
8.60	1104,87	1196,83	-91,9576
9.60	1055,55	1178,54	-122,993	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1185,29	1010,28	1360,3

a=0.3

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's quadratic exp. smoothing with alpha = 0,3

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	54,9606	41,4992
MAE	42,4139	41,4992
MAPE	4,45508	3,93152
ME	-0,0901188	-41,4992
MPE	0,0742049	-3,93152

Forecast Table for ConsGOODS

Model: Brown's quadratic exp. smoothing with alpha = 0,3

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	814,74	-1,56958
2.50	877,02	794,965	82,0552
3.50	844,36	848,244	-3,88449
4.50	856,69	844,507	12,1831
5.50	924,97	854,57	70,3996
6.50	953,18	920,602	32,5777
7.50	892,74	972,216	-79,4755
8.50	874,46	934,291	-59,8307
9.50	771,4	895,981	-124,581
10.50	785,72	784,49	1,23024
11.50	829,36	752,224	77,1361
12.50	865,08	784,874	80,206
1.51	892,15	837,415	54,7345
2.51	947,28	887,073	60,2073
3.51	948,6	956,984	-8,38371
4.51	992,79	983,447	9,3434
5.51	1017,36	1027,25	-9,8937
6.51	997,49	1059,7	-62,2072
7.51	911,97	1046,07	-134,097
8.51	837,21	954,352	-117,142
9.51	857,42	843,423	13,9972
10.51	798,01	817,003	-18,9926
11.51	859,33	759,62	99,71
12.51	849,27	799,269	50,0012
1.52	838,65	815,916	22,7343
2.52	824,31	819,029	5,28083
3.52	820,56	811,429	9,13074
4.52	821,28	808,19	13,0896
5.52	812,44	810,593	1,84727
6.52	786,55	806,271	-19,7206
7.52	804,84	783,249	21,591
8.52	834,95	792,346	42,604
9.52	863,61	825,915	37,6955
10.52	816,88	866,882	-50,0017
11.52	862,39	840,563	21,8273
12.52	839,67	867,871	-28,2007
1.53	812,22	857,178	-44,9581
2.53	822,04	825,51	-3,47027
3.53	823,26	820,002	3,25802
4.53	843,39	819,357	24,0325
5.53	865,42	837,941	27,4787
6.53	825,66	865,855	-40,1951
7.53	850,26	840,67	9,58985
8.53	828,34	850,569	-22,2294
9.53	783,02	834,466	-51,4457
10.53	807,71	786,369	21,3406
11.53	791,73	789,594	2,13568
12.53	829,32	779,612	49,7084
1.54	863,65	811,912	51,738
2.54	878,19	858,409	19,7811
3.54	894,68	890,405	4,27528
4.54	873,43	915,474	-42,0439
5.54	841,42	902,232	-60,812
6.54	923,94	863,084	60,8558
7.54	919,01	918,22	0,789762
8.54	919,19	935,288	-16,0981
9.54	881,18	938,573	-57,3933
10.54	911,06	901,571	9,48905
11.54	921,6	910,056	11,5436
12.54	1016,39	922,193	94,1967
1.55	1055,37	1011,33	44,0387
2.55	1103,51	1080,57	22,9416
3.55	1112,47	1145,06	-32,59
4.55	1119,03	1169,31	-50,278
5.55	1113,04	1173,0	-59,9574
6.55	1028,2	1157,68	-129,48
7.55	1038,78	1065,53	-26,7467
8.55	1086,43	1031,18	55,2527
9.55	1105,96	1060,21	45,7465
10.55	1125,8	1091,7	34,1021
11.55	1124,88	1122,63	2,24877
12.55	1162,68	1132,92	29,7633
1.56	1204,92	1168,31	36,6143
2.56	1232,24	1217,69	14,5493
3.56	1138,69	1257,7	-119,011
4.56	1230,79	1183,02	47,7688
5.56	1271,72	1228,29	43,4306
6.56	1307,78	1281,32	26,4635
7.56	1328,18	1330,86	-2,67501
8.56	1310,47	1362,54	-52,0721
9.56	1326,15	1350,99	-24,8422
10.56	1344,56	1351,76	-7,20018
11.56	1348,83	1362,16	-13,333
12.56	1324,74	1364,9	-40,156
1.57	1347,72	1339,49	8,23229
2.57	1213,49	1346,03	-132,536
3.57	1145,62	1226,25	-80,6308
4.57	1180,98	1115,78	65,1971
5.57	1181,07	1109,59	71,4813
6.57	1145,27	1119,28	25,9946
7.57	995,52	1101,71	-106,186
8.57	957,73	968,505	-10,7751
9.57	1030,47	889,518	140,952
10.57	987,7	938,323	49,3773
11.57	874,21	936,623	-62,4135
12.57	749,78	845,306	-95,5262
1.58	815,25	706,331	108,919
2.58	788,89	722,874	66,0159
3.58	688,15	724,943	-36,7932
4.58	689,85	649,98	39,8701
5.58	758,83	633,533	125,297
6.58	813,63	703,196	110,434
7.58	820,49	792,849	27,6407
8.58	906,61	840,726	65,8842
9.58	902,04	936,386	-34,3461
10.58	941,57	966,276	-24,7059
11.58	988,37	1004,0	-15,6253
12.58	1024,29	1050,72	-26,4261
1.59	1117,68	1090,33	27,3502
2.59	1125,11	1177,62	-52,5077
3.59	1142,6	1206,12	-63,5151
4.59	1196,45	1216,96	-20,5143
5.59	1193,84	1254,38	-60,5429
6.59	1163,26	1253,54	-90,2799
7.59	1141,02	1212,34	-71,316
8.59	1170,72	1164,94	5,78163
9.59	1132,32	1166,35	-34,0301
10.59	1143,91	1130,24	13,6664
11.59	1120,08	1124,78	-4,70318
12.59	1128,26	1102,47	25,7914
1.60	1207,35	1102,69	104,663
2.60	1148,54	1177,08	-28,5439
3.60	1163,89	1156,78	7,10938
4.60	1166,96	1160,61	6,34873
5.60	1156,66	1164,66	-7,99902
6.60	1155,66	1156,68	-1,02206
7.60	1134,28	1152,17	-17,8901
8.60	1104,87	1131,33	-26,4606
9.60	1055,55	1097,05	-41,4992	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1078,06	970,336	1185,78

a=0.5

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's quadratic exp. smoothing with alpha = 0,5

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	57,976	22,0444
MAE	43,5112	22,0444
MAPE	4,59535	2,08843
ME	0,0756742	-22,0444
MPE	0,0296536	-2,08843

Forecast Table for ConsGOODS

Model: Brown's quadratic exp. smoothing with alpha = 0,5

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	783,895	29,2755
2.50	877,02	785,901	91,1195
3.50	844,36	896,26	-51,9002
4.50	856,69	857,72	-1,03045
5.50	924,97	865,241	59,7294
6.50	953,18	965,321	-12,1406
7.50	892,74	1004,46	-111,717
8.50	874,46	894,653	-20,1935
9.50	771,4	846,36	-74,9603
10.50	785,72	694,82	90,9001
11.50	829,36	727,374	101,986
12.50	865,08	826,886	38,1942
1.51	892,15	900,716	-8,56586
2.51	947,28	939,316	7,96384
3.51	948,6	1007,33	-58,7256
4.51	992,79	991,242	1,54804
5.51	1017,36	1032,49	-15,1283
6.51	997,49	1053,5	-56,0142
7.51	911,97	1005,66	-93,6915
8.51	837,21	861,218	-24,0077
9.51	857,42	745,955	111,465
10.51	798,01	799,108	-1,09768
11.51	859,33	747,226	112,104
12.51	849,27	858,468	-9,19829
1.52	838,65	865,842	-27,1923
2.52	824,31	847,347	-23,0368
3.52	820,56	821,561	-1,00073
4.52	821,28	815,023	6,25745
5.52	812,44	819,213	-6,77288
6.52	786,55	809,017	-22,4675
7.52	804,84	771,449	33,3906
8.52	834,95	801,22	33,7299
9.52	863,61	854,137	9,47348
10.52	816,88	897,733	-80,8534
11.52	862,39	818,929	43,461
12.52	839,67	873,124	-33,4542
1.53	812,22	841,604	-29,3838
2.53	822,04	793,592	28,4476
3.53	823,26	808,602	14,6575
4.53	843,39	818,902	24,4876
5.53	865,42	853,136	12,2842
6.53	825,66	887,457	-61,7972
7.53	850,26	822,958	27,302
8.53	828,34	850,384	-22,0436
9.53	783,02	821,167	-38,1465
10.53	807,71	751,574	56,1357
11.53	791,73	792,352	-0,622077
12.53	829,32	782,883	46,4368
1.54	863,65	843,341	20,3088
2.54	878,19	899,162	-20,9722
3.54	894,68	913,825	-19,1453
4.54	873,43	923,57	-50,1402
5.54	841,42	877,913	-36,4929
6.54	923,94	818,177	105,763
7.54	919,01	941,244	-22,2338
8.54	919,19	943,864	-24,6744
9.54	881,18	931,596	-50,4159
10.54	911,06	864,877	46,1828
11.54	921,6	904,828	16,7718
12.54	1016,39	928,581	87,8086
1.55	1055,37	1070,52	-15,1531
2.55	1103,51	1125,03	-21,5196
3.55	1112,47	1170,75	-58,2785
4.55	1119,03	1155,42	-36,3922
5.55	1113,04	1136,76	-23,7194
6.55	1028,2	1110,07	-81,8697
7.55	1038,78	974,074	64,7059
8.55	1086,43	989,284	97,1463
9.55	1105,96	1084,19	21,7662
10.55	1125,8	1129,49	-3,69212
11.55	1124,88	1155,67	-30,7896
12.55	1162,68	1143,89	18,7855
1.56	1204,92	1188,39	16,5289
2.56	1232,24	1244,74	-12,5044
3.56	1138,69	1273,45	-134,755
4.56	1230,79	1114,96	115,832
5.56	1271,72	1235,29	36,4309
6.56	1307,78	1310,55	-2,77187
7.56	1328,18	1355,97	-27,792
8.56	1310,47	1367,98	-57,5052
9.56	1326,15	1320,41	5,73967
10.56	1344,56	1326,96	17,6044
11.56	1348,83	1350,79	-1,95627
12.56	1324,74	1354,38	-29,6403
1.57	1347,72	1313,08	34,6374
2.57	1213,49	1343,83	-130,338
3.57	1145,62	1147,24	-1,6205
4.57	1180,98	1044,46	136,523
5.57	1181,07	1129,86	51,2071
6.57	1145,27	1171,67	-26,404
7.57	995,52	1134,53	-139,006
8.57	957,73	914,125	43,605
9.57	1030,47	865,539	164,931
10.57	987,7	1016,42	-28,7223
11.57	874,21	990,751	-116,541
12.57	749,78	822,654	-72,874
1.58	815,25	639,905	175,345
2.58	788,89	767,515	21,375
3.58	688,15	779,255	-91,1053
4.58	689,85	643,801	46,0488
5.58	758,83	653,916	104,914
6.58	813,63	783,644	29,9864
7.58	820,49	882,2	-61,7099
8.58	906,61	881,35	25,2596
9.58	902,04	984,07	-82,0298
10.58	941,57	956,483	-14,9132
11.58	988,37	982,89	5,48001
12.58	1024,29	1033,29	-8,9988
1.59	1117,68	1068,8	48,8776
2.59	1125,11	1187,79	-62,6794
3.59	1142,6	1178,38	-35,7822
4.59	1196,45	1170,7	25,7459
5.59	1193,84	1229,04	-35,1994
6.59	1163,26	1211,35	-48,0913
7.59	1141,02	1147,23	-6,20914
8.59	1170,72	1104,77	65,9548
9.59	1132,32	1154,78	-22,4623
10.59	1143,91	1109,76	34,1543
11.59	1120,08	1129,17	-9,08752
12.59	1128,26	1102,88	25,3752
1.60	1207,35	1119,3	88,0478
2.60	1148,54	1245,45	-96,9057
3.60	1163,89	1160,05	3,83752
4.60	1166,96	1163,96	3,00153
5.60	1156,66	1168,24	-11,5791
6.60	1155,66	1152,13	3,52995
7.60	1134,28	1149,61	-15,3256
8.60	1104,87	1119,6	-14,7332
9.60	1055,55	1077,59	-22,0444	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1043,32	929,688	1156,95

a=0.8

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's quadratic exp. smoothing with alpha = 0,8

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	78,2206	10,0969
MAE	61,1481	10,0969
MAPE	6,44339	0,956553
ME	0,329134	-10,0969
MPE	0,0693791	-0,956553

Forecast Table for ConsGOODS

Model: Brown's quadratic exp. smoothing with alpha = 0,8

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	732,226	80,9436
2.50	877,02	813,206	63,8137
3.50	844,36	977,135	-132,775
4.50	856,69	801,865	54,8249
5.50	924,97	864,672	60,2984
6.50	953,18	1020,66	-67,4821
7.50	892,74	988,606	-95,8665
8.50	874,46	792,59	81,8704
9.50	771,4	838,254	-66,8537
10.50	785,72	634,264	151,456
11.50	829,36	817,869	11,4913
12.50	865,08	914,135	-49,0548
1.51	892,15	922,48	-30,3302
2.51	947,28	922,79	24,4904
3.51	948,6	1012,53	-63,9286
4.51	992,79	937,649	55,1414
5.51	1017,36	1038,9	-21,5378
6.51	997,49	1042,36	-44,8711
7.51	911,97	957,077	-45,107
8.51	837,21	782,652	54,558
9.51	857,42	735,421	121,999
10.51	798,01	906,309	-108,299
11.51	859,33	738,163	121,167
12.51	849,27	954,708	-105,438
1.52	838,65	846,499	-7,84911
2.52	824,31	818,558	5,7524
3.52	820,56	802,7	17,8598
4.52	821,28	817,437	3,84282
5.52	812,44	826,261	-13,8215
6.52	786,55	802,651	-16,1011
7.52	804,84	751,581	53,2586
8.52	834,95	833,533	1,41675
9.52	863,61	882,55	-18,9398
10.52	816,88	901,928	-85,0478
11.52	862,39	743,505	118,885
12.52	839,67	918,755	-79,0845
1.53	812,22	811,117	1,10265
2.53	822,04	768,937	53,1028
3.53	823,26	838,033	-14,7733
4.53	843,39	831,107	12,2825
5.53	865,42	872,863	-7,44288
6.53	825,66	895,408	-69,7478
7.53	850,26	764,967	85,2927
8.53	828,34	879,734	-51,3942
9.53	783,02	801,53	-18,5096
10.53	807,71	718,556	89,1539
11.53	791,73	847,108	-55,3777
12.53	829,32	779,153	50,1669
1.54	863,65	883,021	-19,3713
2.54	878,19	912,806	-34,6158
3.54	894,68	890,984	3,69639
4.54	873,43	906,903	-33,4732
5.54	841,42	835,244	6,17556
6.54	923,94	790,898	133,042
7.54	919,01	1042,17	-123,164
8.54	919,19	916,444	2,7461
9.54	881,18	906,988	-25,8083
10.54	911,06	821,78	89,2801
11.54	921,6	952,143	-30,5429
12.54	1016,39	942,046	74,3442
1.55	1055,37	1146,44	-91,0741
2.55	1103,51	1102,35	1,15989
3.55	1112,47	1148,59	-36,1204
4.55	1119,03	1104,79	14,24
5.55	1113,04	1110,3	2,73771
6.55	1028,2	1094,86	-66,6551
7.55	1038,78	904,718	134,062
8.55	1086,43	1056,32	30,1079
9.55	1105,96	1169,71	-63,746
10.55	1125,8	1138,16	-12,358
11.55	1124,88	1145,47	-20,5944
12.55	1162,68	1114,58	48,0963
1.56	1204,92	1207,97	-3,04973
2.56	1232,24	1259,37	-27,1262
3.56	1138,69	1260,16	-121,475
4.56	1230,79	993,924	236,866
5.56	1271,72	1352,06	-80,3406
6.56	1307,78	1339,08	-31,3
7.56	1328,18	1346,21	-18,0342
8.56	1310,47	1340,63	-30,1573
9.56	1326,15	1270,83	55,3194
10.56	1344,56	1338,55	6,00621
11.56	1348,83	1368,98	-20,1459
12.56	1324,74	1351,33	-26,5857
1.57	1347,72	1285,78	61,9441
2.57	1213,49	1377,57	-164,084
3.57	1145,62	1028,15	117,473
4.57	1180,98	1053,44	127,54
5.57	1181,07	1258,46	-77,3857
6.57	1145,27	1206,69	-61,4164
7.57	995,52	1100,12	-104,603
8.57	957,73	787,831	169,899
9.57	1030,47	917,9	112,57
10.57	987,7	1167,42	-179,722
11.57	874,21	949,403	-75,1927
12.57	749,78	712,648	37,1316
1.58	815,25	584,546	230,704
2.58	788,89	937,255	-148,365
3.58	688,15	787,106	-98,9563
4.58	689,85	552,754	137,096
5.58	758,83	701,045	57,7852
6.58	813,63	877,662	-64,032
7.58	820,49	898,507	-78,0167
8.58	906,61	818,074	88,5361
9.58	902,04	1010,02	-107,979
10.58	941,57	882,816	58,7544
11.58	988,37	976,282	12,0883
12.58	1024,29	1043,1	-18,8113
1.59	1117,68	1061,6	56,0826
2.59	1125,11	1232,54	-107,426
3.59	1142,6	1117,92	24,6838
4.59	1196,45	1142,0	54,4501
5.59	1193,84	1257,81	-63,9714
6.59	1163,26	1179,49	-16,2294
7.59	1141,02	1106,34	34,6845
8.59	1170,72	1104,87	65,8465
9.59	1132,32	1217,14	-84,8241
10.59	1143,91	1084,34	59,5714
11.59	1120,08	1159,04	-38,9615
12.59	1128,26	1092,03	36,226
1.60	1207,35	1141,56	65,7875
2.60	1148,54	1322,54	-173,996
3.60	1163,89	1063,83	100,058
4.60	1166,96	1171,96	-4,99963
5.60	1156,66	1174,15	-17,4887
6.60	1155,66	1142,08	13,5772
7.60	1134,28	1153,76	-19,475
8.60	1104,87	1105,97	-1,10419
9.60	1055,55	1065,65	-10,0969	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1016,63	863,324	1169,94

Оптимизированный вариант: а=0,3531

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's quadratic exp. smoothing with alpha = 0,3531

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	54,8111	35,7051
MAE	41,918	35,7051
MAPE	4,41478	3,38261
ME	0,0511033	-35,7051
MPE	0,0593445	-3,38261

Forecast Table for ConsGOODS

Model: Brown's quadratic exp. smoothing with alpha = 0,3531

V = withheld for validation

Period	Data	Forecast	Residual
1.50	813,17	803,298	9,87175
2.50	877,02	787,931	89,0894
3.50	844,36	857,167	-12,807
4.50	856,69	849,218	7,47157
5.50	924,97	859,314	65,6563
6.50	953,18	934,628	18,552
7.50	892,74	985,721	-92,9809
8.50	874,46	929,615	-55,1548
9.50	771,4	883,625	-112,225
10.50	785,72	757,283	28,4374
11.50	829,36	736,271	93,0888
12.50	865,08	787,745	77,3351
1.51	892,15	851,965	40,1853
2.51	947,28	904,471	42,8086
3.51	948,6	976,906	-28,3057
4.51	992,79	993,908	-1,11782
5.51	1017,36	1034,89	-17,5343
6.51	997,49	1062,6	-65,1083
7.51	911,97	1037,82	-125,855
8.51	837,21	928,054	-90,8441
9.51	857,42	809,134	48,2864
10.51	798,01	798,912	-0,902233
11.51	859,33	745,944	113,386
12.51	849,27	807,128	42,1421
1.52	838,65	828,638	10,0121
2.52	824,31	830,251	-5,94118
3.52	820,56	818,941	1,61885
4.52	821,28	814,089	7,19091
5.52	812,44	816,155	-3,71533
6.52	786,55	809,84	-23,2898
7.52	804,84	782,198	22,6425
8.52	834,95	795,135	39,8154
9.52	863,61	834,341	29,2686
10.52	816,88	877,875	-60,9945
11.52	862,39	839,098	23,2915
12.52	839,67	870,44	-30,7698
1.53	812,22	854,188	-41,9681
2.53	822,04	816,553	5,48745
3.53	823,26	814,122	9,13804
4.53	843,39	816,396	26,9937
5.53	865,42	840,03	25,3899
6.53	825,66	871,491	-45,8309
7.53	850,26	837,622	12,638
8.53	828,34	850,282	-21,942
9.53	783,02	830,756	-47,7363
10.53	807,71	775,974	31,7364
11.53	791,73	786,829	4,90076
12.53	829,32	778,335	50,9849
1.54	863,65	819,095	44,5553
2.54	878,19	870,933	7,25676
3.54	894,68	900,991	-6,31092
4.54	873,43	922,416	-48,9863
5.54	841,42	899,62	-58,2001
6.54	923,94	851,808	72,1318
7.54	919,01	921,198	-2,18843
8.54	919,19	937,19	-17,9997
9.54	881,18	937,138	-55,9575
10.54	911,06	891,572	19,4883
11.54	921,6	905,631	15,9695
12.54	1016,39	921,423	94,9671
1.55	1055,37	1025,9	29,4696
2.55	1103,51	1096,25	7,25955
3.55	1112,47	1158,01	-45,5398
4.55	1119,03	1171,77	-52,7351
5.55	1113,04	1166,4	-53,3553
6.55	1028,2	1144,17	-115,969
7.55	1038,78	1036,86	1,91664
8.55	1086,43	1009,91	76,5179
9.55	1105,96	1056,45	49,5075
10.55	1125,8	1096,84	28,9645
11.55	1124,88	1131,18	-6,29772
12.55	1162,68	1138,38	24,2973
1.56	1204,92	1176,3	28,6212
2.56	1232,24	1228,26	3,97656
3.56	1138,69	1266,28	-127,587
4.56	1230,79	1169,12	61,6673
5.56	1271,72	1227,61	44,1122
6.56	1307,78	1287,83	19,9493
7.56	1328,18	1338,94	-10,7603
8.56	1310,47	1366,91	-56,4358
9.56	1326,15	1345,27	-19,1156
10.56	1344,56	1344,38	0,181173
11.56	1348,83	1356,63	-7,79795
12.56	1324,74	1359,5	-34,7558
1.57	1347,72	1329,9	17,8183
2.57	1213,49	1341,67	-128,177
3.57	1145,62	1202,58	-56,9623
4.57	1180,98	1088,91	92,0657
5.57	1181,07	1104,08	76,9851
6.57	1145,27	1127,49	17,7816
7.57	995,52	1110,8	-115,278
8.57	957,73	957,022	0,707667
9.57	1030,47	880,989	149,481
10.57	987,7	955,737	31,9626
11.57	874,21	954,863	-80,6533
12.57	749,78	846,184	-96,4041
1.58	815,25	691,594	123,656
2.58	788,89	731,444	57,4456
3.58	688,15	740,556	-52,4064
4.58	689,85	653,379	36,471
5.58	758,83	641,866	116,964
6.58	813,63	728,073	85,5571
7.58	820,49	825,177	-4,68681
8.58	906,61	864,254	42,3563
9.58	902,04	960,744	-58,7035
10.58	941,57	975,15	-33,5805
11.58	988,37	1005,2	-16,8345
12.58	1024,29	1048,84	-24,5543
1.59	1117,68	1084,94	32,7413
2.59	1125,11	1178,73	-53,6198
3.59	1142,6	1198,39	-55,7918
4.59	1196,45	1202,25	-5,79531
5.59	1193,84	1242,38	-48,5394
6.59	1163,26	1236,8	-73,5384
7.59	1141,02	1188,06	-47,0366
8.59	1170,72	1139,22	31,4987
9.59	1132,32	1152,09	-19,7668
10.59	1143,91	1116,46	27,4504
11.59	1120,08	1118,87	1,20618
12.59	1128,26	1098,3	29,9573
1.60	1207,35	1104,39	102,955
2.60	1148,54	1194,83	-46,288
3.60	1163,89	1162,81	1,08485
4.60	1166,96	1165,31	1,64858
5.60	1156,66	1168,44	-11,7834
6.60	1155,66	1157,63	-1,97405
7.60	1134,28	1152,55	-18,2714
8.60	1104,87	1128,69	-23,821
9.60	1055,55	1091,26	-35,7051	V

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1068,48	961,468	1175,48

Приложение 7

Проверка гипотезы о наличии тенденции во временном ряде

Summary Statistics for ConsGOODS

	flag=2=0	flag=2=1
Count	62	62
Average	871,099	1093,48
Standard deviation	69,0502	168,695
Coeff. of variation	7,92679%	15,4273%
Minimum	771,4	688,15
Maximum	1103,51	1348,83
Range	332,11	660,68
Stnd. skewness	4,11262	-2,35981
Stnd. kurtosis	2,68574	-0,013362

Comparison of Standard Deviations for ConsGOODS

	flag=2=0	flag=2=1
Standard deviation	69,0502	168,695
Variance	4767,94	28457,9
Df	61	61

Ratio of Variances = 0,167543

95,0% Confidence Intervals

Standard deviation of flag=2=0: [58,6762; 83,9148]

Standard deviation of flag=2=1: [143,35; 205,01]

Ratio of Variances: [0,10095; 0,278066]

F-test to Compare Standard Deviations

Null hypothesis: sigma1 = sigma2

Alt. hypothesis: sigma1 NE sigma2

F = 0,167543 P-value = 5,53402E-11

Reject the null hypothesis for alpha = 0,05.

Comparison of Means for ConsGOODS

95,0% confidence interval for mean of flag=2=0: 871,099 +/- 17,5355 [853,564; 888,635]

95,0% confidence interval for mean of flag=2=1: 1093,48 +/- 42,8405 [1050,64; 1136,32]

95,0% confidence interval for the difference between the means

not assuming equal variances: -222,382 +/- 46,0614 [-268,444; -176,321]

t test to compare means

Null hypothesis: mean1 = mean2

Alt. hypothesis: mean1 NE mean2

not assuming equal variances: t = -9,60635 P-value = 0,0

Reject the null hypothesis for alpha = 0,05.

Приложение 8

Построение моделей тренда

Сравнение моделей

Comparison of Alternative Models

Model	Correlation	R-Squared
Linear	0,5337	28,48%
Squared-Y	0,5336	28,48%
Square root-Y	0,5309	28,18%
Exponential	0,5262	27,69%
Squared-Y square root-X	0,5236	27,42%
Square root-X	0,5223	27,28%
Double square root	0,5191	26,94%
Logarithmic-Y square root-X	0,5140	26,42%
Reciprocal-Y	-0,5110	26,12%
Squared-X	0,4989	24,89%
Square root-Y squared-X	0,4975	24,75%
Double squared	0,4962	24,62%
Logarithmic-Y squared-X	0,4942	24,42%
Reciprocal-Y squared-X	-0,4816	23,20%
Squared-Y logarithmic-X	0,4658	21,70%
Logarithmic-X	0,4637	21,51%
Square root-Y logarithmic-X	0,4604	21,20%
Multiplicative	0,4556	20,75%
Reciprocal-X	-0,2204	4,86%
Squared-Y reciprocal-X	-0,2198	4,83%
S-curve model	-0,2183	4,76%
Double reciprocal	0,2133	4,55%
Reciprocal-Y square root-X	<no fit>
Reciprocal-Y logarithmic-X	<no fit>
Square root-Y reciprocal-X	<no fit>
Logistic	<no fit>
Log probit	<no fit>

Модель линейного тренда с константой

Simple Regression - ConsGOODS vs. num (num<125)

Dependent variable: ConsGOODS

Independent variable: num

Selection variable: num<125

Linear model: Y = a + b*X

Coefficients

	Least Squares	Standard	T		Resistant
Parameter	Estimate	Error	Statistic	P-Value	Estimate
Intercept	824,41	26,1039	31,5819	0,0000	815,293
Slope	2,52608	0,362432	6,96981	0,0000	3,04355

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,01379E6	1	1,01379E6	48,58	0,0000
Residual	2,54606E6	122	20869,3
Total (Corr.)	3,55985E6	123

Correlation Coefficient = 0,533653

R-squared = 28,4786 percent

R-squared (adjusted for d.f.) = 27,8923 percent

Standard Error of Est. = 144,462

Mean absolute error = 111,967

Durbin-Watson statistic = 0,110215 (P=0,0000)

Lag 1 residual autocorrelation = 0,944686

Half-slope = 0,384949

ConsGOODS = 824,41 + 2,52608*num

Линейно-логарифмическая функция 2-го порядка:

Multiple Regression - (ConsGOODS) (num<125)

Dependent variable: (ConsGOODS)

Independent variables:

log(num)

2*log(num)^2

Selection variable: num<125

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
CONSTANT	951,229	100,77	9,43958	0,0000
log(num)	-136,183	64,9837	-2,09565	0,0382
2*log(num)^2	17,7058	5,10025	3,47155	0,0007

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,01868E6	2	509339,	24,25	0,0000
Residual	2,54117E6	121	21001,4
Total (Corr.)	3,55985E6	123

R-squared = 28,6157 percent

R-squared (adjusted for d.f.) = 27,4358 percent

Standard Error of Est. = 144,919

Mean absolute error = 113,994

Durbin-Watson statistic = 0,117019 (P=0,0000)

Lag 1 residual autocorrelation = 0,93726

Stepwise regression

Method: backward selection

F-to-enter: 4,0

F-to-remove: 4,0

Step 0:

2 variables in the model. 121 d.f. for error.

R-squared = 28,62% Adjusted R-squared = 27,44% MSE = 21001,4

Final model selected.

The StatAdvisor

The output shows the results of fitting a multiple linear regression model to describe the relationship between (ConsGOODS) and 2 independent variables. The equation of the fitted model is

(ConsGOODS) = 951,229 - 136,183*log(num) + 17,7058*2*log(num)^2

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast	CL for Mean	CL for Mean
125	1119,23	146,98	828,247	1410,22	1070,67	1167,79
126	1120,87	147,02	829,809	1411,94	1071,84	1169,91
127	1122,51	147,061	831,361	1413,66	1072,99	1172,03
128	1124,13	147,103	832,904	1415,36	1074,14	1174,13
129	1125,75	147,144	834,438	1417,06	1075,28	1176,22
130	1127,36	147,186	835,963	1418,75	1076,41	1178,31

Парабола третьего порядка:

Multiple Regression - ConsGOODS (num<125)

Dependent variable: ConsGOODS

Independent variables:

(num)

num^2

num^3

Selection variable: num<125

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
CONSTANT	829,366	25,6645	32,3157	0,0000
num^2	0,0739677	0,0166027	4,45515	0,0000
num^3	-0,000476454	0,000140127	-3,40016	0,0009

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,11925E6	2	559623,	27,74	0,0000
Residual	2,4406E6	121	20170,3
Total (Corr.)	3,55985E6	123

R-squared = 31,4408 percent

R-squared (adjusted for d.f.) = 30,3076 percent

Standard Error of Est. = 142,022

Mean absolute error = 111,399

Durbin-Watson statistic = 0,115369 (P=0,0000)

Lag 1 residual autocorrelation = 0,939841

Stepwise regression

Method: backward selection

F-to-enter: 4,0

F-to-remove: 4,0

Step 0:

3 variables in the model. 120 d.f. for error.

R-squared = 32,10% Adjusted R-squared = 30,40% MSE = 20143,1

Step 1:

Removing variable (num) with F-to-remove =1,16343

2 variables in the model. 121 d.f. for error.

R-squared = 31,44% Adjusted R-squared = 30,31% MSE = 20170,3

Final model selected.

ConsGOODS = 829,366 + 0,0739677*num^2 - 0,000476454*num^3

Regression Results for ConsGOODS

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast	CL for Mean	CL for Mean
125	1054,54	149,613	758,337	1350,73	961,387	1147,68
126	1050,59	150,354	752,923	1348,25	952,876	1148,3
127	1046,43	151,156	747,175	1345,68	943,978	1148,88
128	1042,05	152,024	741,083	1343,03	934,69	1149,42
129	1037,46	152,959	734,638	1340,29	925,011	1149,91
130	1032,65	153,966	727,833	1337,47	914,937	1150,36

Логистическая функция: , где

Multiple Regression - ConsGOODS (num<125)

Dependent variable: ConsGOODS

Independent variables:

1/(1+0.55*exp(-0.013*num))

Selection variable: num<125

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1/(1+0.55exp(-0.013num))	1237,5	16,1446	76,6508	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,2068E8	1	1,2068E8	5875,34	0,0000
Residual	2,52644E6	123	20540,2
Total	1,23207E8	124

R-squared = 97,9494 percent

R-squared (adjusted for d.f.) = 97,9494 percent

Standard Error of Est. = 143,318

Mean absolute error = 114,351

Durbin-Watson statistic = 0,111105

Lag 1 residual autocorrelation = 0,943892

Stepwise regression

Method: backward selection

F-to-enter: 4,0

F-to-remove: 4,0

Final model selected.

ConsGOODS = 1237,5*1/(1+0.55*exp(-0.013*num))

Regression Results for ConsGOODS

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast	CL for Mean	CL for Mean
125	1116,57	144,057	831,417	1401,72	1087,73	1145,4
126	1117,98	144,059	832,825	1403,14	1089,11	1146,85
127	1119,38	144,06	834,217	1404,54	1090,47	1148,28
128	1120,76	144,062	835,595	1405,92	1091,82	1149,7
129	1122,13	144,064	836,959	1407,29	1093,15	1151,1
130	1123,48	144,066	838,308	1408,65	1094,47	1152,49

Первая функция Торнквиста: , где

Multiple Regression - (ConsGOODS) (num<125)

Dependent variable: (ConsGOODS)

Independent variables:

num/(0.85+num)

Selection variable: num<125

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
num/(0.85+num)	1012,93	15,2086	66,6023	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,19883E8	1	1,19883E8	4435,87	0,0000
Residual	3,32417E6	123	27025,7
Total	1,23207E8	124

R-squared = 97,302 percent

R-squared (adjusted for d.f.) = 97,302 percent

Standard Error of Est. = 164,395

Mean absolute error = 142,836

Durbin-Watson statistic = 0,0900128

Lag 1 residual autocorrelation = 0,940484

Stepwise regression

Method: backward selection

F-to-enter: 4,0

F-to-remove: 4,0

Step 0:

1 variables in the model. 123 d.f. for error.

R-squared = 97,30% Adjusted R-squared = 97,28% MSE = 27025,7

Final model selected.

The StatAdvisor

The output shows the results of fitting a multiple linear regression model to describe the relationship between (ConsGOODS) and 1 independent variables. The equation of the fitted model is

(ConsGOODS) = 1012,93*num/(0.85+num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast	CL for Mean	CL for Mean
125	1006,09	165,088	679,307	1332,87	976,187	1035,99
126	1006,14	165,088	679,361	1332,92	976,24	1036,05
127	1006,2	165,088	679,414	1332,98	976,291	1036,1
128	1006,25	165,088	679,466	1333,03	976,342	1036,15
129	1006,3	165,088	679,517	1333,08	976,392	1036,21
130	1006,35	165,088	679,568	1333,13	976,441	1036,26

Кривая Гомперца: , где

Multiple Regression - (ConsGOODS) (num<125)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num<125

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	832,081	10,9289	76,1357	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,20647E8	1	1,20647E8	5796,65	0,0000
Residual	2,56002E6	123	20813,2
Total	1,23207E8	124

R-squared = 97,9222 percent

R-squared (adjusted for d.f.) = 97,9222 percent

Standard Error of Est. = 144,268

Mean absolute error = 111,305

Durbin-Watson statistic =

Lag 1 residual autocorrelation = 0,945027

Stepwise regression

Method: backward selection

F-to-enter: 4,0

F-to-remove: 4,0

Step 0:

1 variables in the model. 123 d.f. for error.

R-squared = 97,92% Adjusted R-squared = 97,91% MSE = 20813,2

Final model selected.

(ConsGOODS) = 832,081*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast	CL for Mean	CL for Mean
125	1149,52	145,056	862,387	1436,65	1119,63	1179,4
126	1152,49	145,06	865,355	1439,63	1122,53	1182,46
127	1155,48	145,064	868,33	1442,62	1125,43	1185,52
128	1158,47	145,068	871,313	1445,62	1128,35	1188,59
129	1161,47	145,072	874,304	1448,63	1131,27	1191,66
130	1164,47	145,076	877,302	1451,64	1134,2	1194,75

Приложение 9

Остатки по моделям тренда

период	Остатки для модели тренда
период	линейного тренда	Линейно-логарифмическая функция 2-го порядка	Парабола третьего порядка	Логистическая функция	Первая функция Торнквиста	Кривая Гомперца
вид модели	Y = a + b* t	Y = a + b* log(t)+c*log^2(t)	Y = a + b* t^2+c*t^3	Y = a/(1+be^(-ct))	Y = a*t/(b+t)	Y = ab^(ct)
вид модели	Y = 824,41 + 2,52608*t	Y= 951,229 - 136,183log(t) + 17,70582*log(t)^2	Y = 829,366 + 0,0739677t^2 - 0,000476454t^3	Y= 1237,51/(1+0.55exp(-0.013*t))	Y = 1012,93*t/(0.85+t)	Y= 832,0811.09^(0.03t)
1	-13,7665	-138,059	-16,2691	11,1099	265,64	-21,0652
2	47,5575	3,17168	47,3623	71,2982	166,192	40,6252
3	12,3714	0,00269228	14,3416	34,9908	55,064	5,80008
4	22,1753	26,1956	26,1714	43,6879	21,2839	15,9593
5	87,9292	101,192	93,8148	108,35	59,2179	82,0629
6	113,613	132,272	121,254	132,957	65,9421	108,091
7	50,647	72,4217	59,9134	68,9291	-10,5096	45,4633
8	29,841	53,2923	40,6044	47,0768	-41,1829	24,9899
9	-75,7451	-51,5651	-63,6096	-59,54	-154,12	-80,2691
10	-63,9512	-39,6856	-50,5659	-48,7609	-147,856	-68,1538
11	-22,8373	1,06951	-8,32152	-8,64581	-110,913	-26,7242
12	10,3566	33,594	25,8864	23,5655	-80,8468	6,77971
13	34,9006	57,2509	51,3306	47,1432	-58,6145	31,6279
14	87,5045	108,816	104,724	98,7974	-7,67077	84,5302
15	86,2984	106,468	104,2	96,6584	-10,0088	83,6169
16	127,962	146,922	146,44	137,406	30,9574	125,568
17	150,006	167,713	168,959	158,551	52,6648	147,893
18	127,61	144,042	146,938	135,273	30,236	125,772
19	39,5641	54,7139	59,1701	46,363	-57,5851	37,9954
20	-37,722	-23,8504	-17,931	-31,7699	-134,425	-39,0271
21	-20,0381	-7,43201	-0,152903	-14,9151	-116,105	-21,0854
22	-81,9742	-70,6142	-62,0827	-77,6625	-177,24	-82,7695
23	-23,1802	-13,0419	-3,36748	-19,6619	-117,5	-23,7296
24	-35,7663	-26,8212	-16,1145	-33,0232	-129,012	-36,0755
25	-48,9124	-41,1291	-29,5008	-46,9263	-140,973	-48,9874
26	-65,7785	-59,1236	-46,6836	-64,531	-156,553	-65,6252
27	-72,0546	-66,493	-53,35	-71,5273	-161,455	-71,679
28	-73,8606	-69,3562	-55,6171	-74,035	-161,806	-73,2687
29	-85,2267	-81,7424	-67,5122	-86,0839	-171,646	-84,4244
30	-113,643	-111,141	-96,5223	-115,164	-198,471	-112,636
31	-97,8789	-96,3224	-81,4145	-100,045	-181,057	-96,6738
32	-70,295	-69,646	-54,5461	-73,0876	-151,77	-68,8975
33	-44,161	-44,382	-29,1841	-47,5607	-123,884	-42,5773
34	-93,4171	-94,4707	-79,2657	-97,4047	-171,344	-91,6531
35	-50,4332	-52,2824	-37,158	-54,9893	-126,523	-48,495
36	-75,6793	-78,2876	-63,3283	-80,7846	-149,895	-73,573
37	-105,655	-108,987	-94,2735	-111,291	-177,962	-103,387
38	-98,3614	-102,38	-87,9909	-104,507	-168,728	-95,9373
39	-99,6675	-104,339	-90,3477	-106,304	-168,064	-97,0936
40	-82,0636	-87,3525	-73,8308	-89,1709	-148,463	-79,3461
41	-62,5597	-68,4325	-55,4476	-70,1184	-126,937	-59,7048
42	-104,846	-111,269	-98,8851	-112,836	-167,177	-101,86
43	-82,7718	-89,7132	-77,9904	-91,174	-143,035	-79,6607
44	-107,218	-114,645	-103,641	-116,012	-165,393	-103,988
45	-155,064	-162,946	-152,713	-164,23	-211,132	-151,721
46	-132,9	-141,205	-131,795	-142,418	-186,842	-129,451
47	-151,406	-160,104	-151,563	-161,257	-203,206	-147,857
48	-116,342	-125,404	-117,775	-126,505	-165,985	-112,699
49	-84,5383	-93,9338	-87,2576	-94,9933	-132,008	-80,808
50	-72,5244	-82,2255	-76,538	-83,2515	-117,808	-68,7129
51	-58,5605	-68,5392	-63,8734	-69,5396	-101,645	-54,6742
52	-82,3366	-92,5654	-88,9509	-93,5476	-123,209	-78,3817
53	-116,873	-127,325	-124,788	-128,296	-155,521	-112,856
54	-36,8787	-47,5275	-46,091	-48,4933	-73,2927	-32,806
55	-44,3348	-55,1544	-54,8378	-56,121	-78,5038	-40,2127
56	-46,6809	-57,646	-58,4653	-58,6186	-78,595	-42,5158
57	-87,217	-98,3026	-100,271	-99,286	-116,867	-83,0153
58	-59,863	-71,0449	-74,1709	-72,0433	-87,2397	-55,6313
59	-51,8491	-63,1032	-67,3934	-64,1205	-76,9441	-47,5938
60	40,4148	29,112	23,6549	28,0724	17,6095	44,6873
61	76,8687	65,5403	58,9167	64,4754	56,3607	81,1519
62	122,483	111,151	103,365	110,058	104,279	126,77
63	128,917	117,604	108,663	116,482	113,025	133,201
64	132,95	121,679	111,592	120,525	119,377	137,226
65	124,434	113,225	102,007	112,038	113,185	128,695
66	37,0683	25,9424	13,6099	24,7209	28,1495	41,3067
67	45,1222	34,1002	20,6733	32,844	38,5397	49,332
68	90,2462	79,3482	64,8503	78,0569	86,0054	94,4206
69	107,25	96,4961	80,9538	95,1697	105,356	111,383
70	124,564	113,973	97,4166	112,612	125,022	128,648
71	121,118	110,71	93,1715	109,315	123,933	125,147
72	156,392	146,185	127,702	144,757	161,569	160,359
73	196,106	186,119	166,729	184,659	203,649	200,004
74	220,9	211,151	190,898	209,66	230,813	224,723
75	124,824	115,331	94,2603	113,811	137,111	128,564
76	214,398	205,179	183,339	203,632	229,064	218,05
77	252,801	243,873	221,317	242,302	269,85	256,358
78	286,335	277,715	254,497	276,122	305,769	289,79
79	304,209	295,913	272,093	294,301	326,033	307,554
80	283,973	276,018	251,656	274,389	308,189	287,202
81	297,127	289,529	264,69	287,886	323,739	300,233
82	313,011	305,786	280,537	304,133	342,022	315,988
83	314,755	307,918	282,331	306,258	346,168	317,595
84	288,139	281,706	255,855	280,043	321,957	290,835
85	308,593	302,579	276,54	300,916	344,819	311,139
86	171,837	166,257	140,111	164,599	210,474	174,226
87	101,441	96,3097	70,1396	94,6601	142,491	103,665
88	134,275	129,607	103,499	127,97	177,74	136,328
89	131,838	127,648	101,692	126,029	177,723	133,714
90	93,5124	89,8131	64,1013	88,2156	141,817	95,2024
91	-58,7637	-61,9579	-87,3298	-63,5289	-8,03605	-57,2659
92	-99,0798	-101,755	-126,689	-103,295	-45,927	-97,7812
93	-28,8658	-31,0094	-55,4027	-32,5129	26,7142	-27,7736
94	-74,1619	-75,7602	-99,5087	-77,2225	-16,1525	-73,283
95	-190,178	-191,218	-214,214	-192,634	-129,737	-189,52
96	-317,134	-317,603	-339,735	-318,968	-254,26	-316,703
97	-254,19	-254,076	-275,231	-255,383	-188,881	-253,994
98	-283,076	-282,366	-302,426	-283,611	-215,33	-283,122
99	-386,342	-385,023	-403,87	-386,201	-316,157	-386,637
100	-387,168	-385,229	-402,738	-386,334	-314,543	-387,719
101	-320,714	-318,143	-334,189	-319,169	-245,646	-321,529
102	-268,441	-265,225	-279,678	-266,166	-190,929	-269,525
103	-264,107	-260,235	-272,964	-261,086	-184,149	-265,469
104	-180,513	-175,974	-186,844	-176,729	-98,1083	-182,161
105	-187,609	-182,392	-191,264	-183,045	-102,756	-189,549
106	-150,605	-144,699	-151,432	-145,244	-63,302	-152,845
107	-106,331	-99,7244	-104,175	-100,156	-16,5767	-108,878
108	-72,9371	-65,6192	-67,6394	-65,931	19,27	-75,7984
109	17,9269	25,9667	26,5265	25,7807	112,588	14,7439
110	22,8308	31,6031	34,8961	31,5489	119,947	19,3187
111	37,7947	47,3099	53,4923	47,3936	137,368	33,9462
112	89,1186	99,387	108,618	99,6147	191,15	84,9262
113	83,9825	95,0142	107,456	95,3921	188,473	79,4389
114	50,8765	62,6815	78,4984	63,2157	157,827	45,974
115	26,1104	38,6986	58,0593	39,3953	135,522	20,8418
116	53,2843	66,6654	89,7409	67,5308	165,158	47,642
117	12,3582	26,5419	53,5062	27,5823	126,696	6,33469
118	21,4221	36,418	67,4481	37,6394	138,224	15,0099
119	-4,93394	10,8834	46,1593	12,2922	114,334	-11,7425
120	0,719984	17,3681	57,0728	18,9704	122,455	-6,4924
121	77,2839	94,772	139,091	96,5741	201,486	69,6601
122	15,9478	34,2849	83,408	36,2931	142,619	7,90498
123	28,7717	47,9668	102,085	50,1872	157,912	20,3022
124	29,3157	49,3775	108,687	51,8164	160,926	20,4119
125	16,49	37,43	102,12	40,09	150,57	7,14
126	12,96392	34,79	105,07	37,68	149,52	3,17
127	-10,94216	11,77	87,85	14,9	128,08	-21,2
128	-42,87824	-19,26	62,82	-15,89	98,62	-53,6
129	-94,72432	-70,2	18,09	-66,58	49,25	-105,92
130

Приложение 10

Построение логистической модели в зависимости продолжительности ретроспективного периода.

N=110

Multiple Regression - (ConsGOODS) (num>14)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>14

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	830,49	12,0228	69,0765	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,10146E8	1	1,10146E8	4771,56	0,0000
Residual	2,51613E6	109	23083,8
Total	1,12662E8	110

R-squared = 97,7667 percent

R-squared (adjusted for d.f.) = 97,7667 percent

Standard Error of Est. = 151,933

Mean absolute error = 119,51

Durbin-Watson statistic = 0,0988071

Lag 1 residual autocorrelation = 0,94905

(ConsGOODS) = 830,49*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1147,32	152,839	844,396	1450,24
126	1150,29	152,843	847,357	1453,22
127	1153,27	152,848	850,325	1456,21
128	1156,25	152,853	853,301	1459,2
129	1159,24	152,857	856,285	1462,2
130	1162,24	152,862	859,276	1465,21

N=100

Multiple Regression - (ConsGOODS) (num>24)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>24

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	828,155	12,8814	64,2906	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,0194E8	1	1,0194E8	4133,28	0,0000
Residual	2,44167E6	99	24663,3
Total	1,04382E8	100

R-squared = 97,6608 percent

R-squared (adjusted for d.f.) = 97,6608 percent

Standard Error of Est. = 157,046

Mean absolute error = 124,028

Durbin-Watson statistic = 0,0918624

Lag 1 residual autocorrelation = 0,953521

(ConsGOODS) = 828,155*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1144,09	158,051	830,484	1457,7
126	1147,05	158,056	833,436	1460,67
127	1150,02	158,061	836,395	1463,65
128	1153,0	158,066	839,361	1466,64
129	1155,98	158,072	842,336	1469,63
130	1158,98	158,077	845,318	1472,64

N=90

Multiple Regression - (ConsGOODS) (num>34)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>34

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	833,784	13,9784	59,648	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	9,52324E7	1	9,52324E7	3557,88	0,0000
Residual	2,38223E6	89	26766,6
Total	9,76146E7	90

R-squared = 97,5596 percent

R-squared (adjusted for d.f.) = 97,5596 percent

Standard Error of Est. = 163,605

Mean absolute error = 129,731

Durbin-Watson statistic = 0,0911199

Lag 1 residual autocorrelation = 0,953839

(ConsGOODS) = 833,784*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1151,87	164,741	824,531	1479,21
126	1154,85	164,747	827,501	1482,2
127	1157,84	164,753	830,479	1485,2
128	1160,84	164,759	833,464	1488,21
129	1163,84	164,764	836,457	1491,23
130	1166,85	164,77	839,458	1494,25

N=80

Multiple Regression - (ConsGOODS) (num>44)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>44

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	841,442	15,2694	55,1066	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	8,83044E7	1	8,83044E7	3036,74	0,0000
Residual	2,29722E6	79	29078,7
Total	9,06016E7	80

R-squared = 97,4645 percent

R-squared (adjusted for d.f.) = 97,4645 percent

Standard Error of Est. = 170,525

Mean absolute error = 134,175

Durbin-Watson statistic = 0,0912601

Lag 1 residual autocorrelation = 0,948629

(ConsGOODS) = 841,442*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1162,45	171,825	820,439	1504,46
126	1165,46	171,831	823,435	1507,48
127	1168,47	171,838	826,439	1510,51
128	1171,5	171,845	829,45	1513,55
129	1174,53	171,852	832,469	1516,59
130	1177,57	171,858	835,496	1519,65

N=60

Multiple Regression - (ConsGOODS) (num>64)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>64

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	852,086	18,9632	44,9337	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	7,12962E7	1	7,12962E7	2019,04	0,0000
Residual	2,08341E6	59	35312,0
Total	7,33796E7	60

R-squared = 97,1608 percent

R-squared (adjusted for d.f.) = 97,1608 percent

Standard Error of Est. = 187,915

Mean absolute error = 146,082

Durbin-Watson statistic = 0,0880797

Lag 1 residual autocorrelation = 0,9533

(ConsGOODS) = 852,086*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1177,15	189,732	797,499	1556,81
126	1180,2	189,742	800,528	1559,87
127	1183,26	189,751	803,564	1562,95
128	1186,32	189,76	806,608	1566,03
129	1189,39	189,77	809,66	1569,12
130	1192,47	189,78	812,72	1572,22

N=40

Multiple Regression - (ConsGOODS) (num>84)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>84

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	790,103	19,7345	40,0366	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	4,29402E7	1	4,29402E7	1602,93	0,0000
Residual	1,04475E6	39	26788,5
Total	4,3985E7	40

R-squared = 97,6248 percent

R-squared (adjusted for d.f.) = 97,6248 percent

Standard Error of Est. = 163,672

Mean absolute error = 133,988

Durbin-Watson statistic = 0,141224

Lag 1 residual autocorrelation = 0,863244

(ConsGOODS) = 790,103*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1091,52	165,927	755,903	1427,14
126	1094,35	165,939	758,705	1429,99
127	1097,18	165,95	761,514	1432,85
128	1100,02	165,962	764,331	1435,71
129	1102,87	165,974	767,155	1438,58
130	1105,72	165,986	769,986	1441,46

N=30

Multiple Regression - (ConsGOODS) (num>94)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>94

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	761,061	21,3113	35,7116	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	3,06399E7	1	3,06399E7	1275,32	0,0000
Residual	696733,	29	24025,3
Total	3,13366E7	30

R-squared = 97,7766 percent

R-squared (adjusted for d.f.) = 97,7766 percent

Standard Error of Est. = 155,001

Mean absolute error = 137,699

Durbin-Watson statistic = 0,109184

Lag 1 residual autocorrelation = 0,928375

(ConsGOODS) = 761,061*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1051,4	157,772	728,721	1374,08
126	1054,12	157,786	731,414	1376,83
127	1056,85	157,801	734,113	1379,59
128	1059,59	157,815	736,82	1382,36
129	1062,33	157,83	739,533	1385,13
130	1065,08	157,844	742,253	1387,91

N=20

Multiple Regression - (ConsGOODS) (num>104)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>104

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	830,343	12,2457	67,8068	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	2,49378E7	1	2,49378E7	4597,77	0,0000
Residual	103054,	19	5423,89
Total	2,50408E7	20

R-squared = 99,58 percent

R-squared (adjusted for d.f.) = 99,5885 percent

Standard Error of Est. = 73,647

Mean absolute error = 52,5364

Durbin-Watson statistic = 0,293051

Lag 1 residual autocorrelation = 0,6808

(ConsGOODS) = 830,343*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1147,11	75,5651	988,954	1305,27
126	1150,08	75,5749	991,903	1308,26
127	1153,06	75,5848	994,86	1311,26
128	1156,05	75,5947	997,824	1314,27
129	1159,04	75,6047	1000,8	1317,28
130	1162,04	75,6147	1003,78	1320,3

Таблица для расчета прогностических характеристик в зависимости от длины ретроспективного периода

тестовая выборка	значение показателя	n (n<=T)
тестовая выборка	значение показателя	124	110	100	90	80	60	40	30	20
125	1156,66	1149,52	1147,32	1144,09	1151,87	1162,45	1177,2	1091,52	1051,4	1147,11
126	1155,66	1152,49	1150,29	1147,05	1154,85	1165,46	1180,2	1094,35	1054,12	1150,08
127	1134,28	1155,48	1153,27	1150,02	1157,84	1168,47	1183,3	1097,18	1056,85	1153,06
128	1104,87	1158,47	1156,25	1153	1160,84	1171,5	1186,3	1100,02	1059,59	1156,05
129	1055,55	1161,47	1159,24	1155,98	1163,84	1174,53	1189,4	1102,87	1062,33	1159,04

Приложение 11

Анализ автокорреляции ряда

Estimated Autocorrelations for ConsGOODS

			Lower 95,0%	Upper 95,0%
Lag	Autocorrelation	Stnd. Error	Prob. Limit	Prob. Limit
1	0,955248	0,0883883	-0,173238	0,173238
2	0,904005	0,148561	-0,291174	0,291174
3	0,853554	0,186653	-0,365834	0,365834
4	0,799529	0,214996	-0,421384	0,421384
5	0,736516	0,237089	-0,464687	0,464687
6	0,663977	0,254337	-0,498492	0,498492
7	0,596651	0,267536	-0,524363	0,524363
8	0,534354	0,277737	-0,544357	0,544357
9	0,463317	0,285656	-0,559877	0,559877
10	0,38415	0,291468	-0,571268	0,571268
11	0,312689	0,295397	-0,578969	0,578969
12	0,242585	0,297972	-0,584015	0,584015
13	0,167343	0,299511	-0,587031	0,587031
14	0,10929	0,30024	-0,588461	0,588461
15	0,0592736	0,300551	-0,58907	0,58907
16	0,0189565	0,300642	-0,589249	0,589249
17	-0,0183854	0,300652	-0,589267	0,589267
18	-0,0457655	0,30066	-0,589285	0,589285
19	-0,0616535	0,300715	-0,589391	0,589391
20	-0,0831201	0,300814	-0,589585	0,589585
21	-0,0981423	0,300993	-0,589936	0,589936
22	-0,114109	0,301243	-0,590426	0,590426
23	-0,11543	0,30158	-0,591088	0,591088
24	-0,112791	0,301925	-0,591764	0,591764

Estimated Partial Autocorrelations for ConsGOODS

	Partial		Lower 95,0%	Upper 95,0%
Lag	Autocorrelation	Stnd. Error	Prob. Limit	Prob. Limit
1	0,955248	0,0883883	-0,173238	0,173238
2	-0,0970735	0,0883883	-0,173238	0,173238
3	-0,0126156	0,0883883	-0,173238	0,173238
4	-0,0701198	0,0883883	-0,173238	0,173238
5	-0,128263	0,0883883	-0,173238	0,173238
6	-0,136785	0,0883883	-0,173238	0,173238
7	0,027253	0,0883883	-0,173238	0,173238
8	0,0123685	0,0883883	-0,173238	0,173238
9	-0,13413	0,0883883	-0,173238	0,173238
10	-0,121182	0,0883883	-0,173238	0,173238
11	0,037319	0,0883883	-0,173238	0,173238
12	-0,0683891	0,0883883	-0,173238	0,173238
13	-0,108885	0,0883883	-0,173238	0,173238
14	0,192417	0,0883883	-0,173238	0,173238
15	0,0172174	0,0883883	-0,173238	0,173238
16	0,0230192	0,0883883	-0,173238	0,173238
17	-0,00320551	0,0883883	-0,173238	0,173238
18	0,0899016	0,0883883	-0,173238	0,173238
19	0,0124698	0,0883883	-0,173238	0,173238
20	-0,1466	0,0883883	-0,173238	0,173238
21	0,0986533	0,0883883	-0,173238	0,173238
22	-0,0968146	0,0883883	-0,173238	0,173238
23	0,0642445	0,0883883	-0,173238	0,173238
24	0,0192838	0,0883883	-0,173238	0,173238

Приложение 12

Расчет Q-статистики Бокса-Пирса и Бокса-Льюинга

№	Y	(Yt-T-Ycp)	(Yt-T-Ycp)^2	Yt-Ycp
1	813,17	-173,982188	30269,80157	r1
2	877,02	-110,132188	12129,09872	-173,982	r2
3	844,36	-142,792188	20389,60881	877,02	-174,512	r3
4	856,69	-130,462188	17020,38237	844,36	877,02	-174,512	r4
5	924,97	-62,1821875	3866,624442	856,69	844,36	877,02	-174,512	r5
6	953,18	-33,9721875	1154,109524	924,97	856,69	844,36	877,02	-174,512	r6
7	892,74	-94,4121875	8913,661149	953,18	924,97	856,69	844,36	877,02	-174,512	r7
8	874,46	-112,692188	12699,52912	892,74	953,18	924,97	856,69	844,36	877,02	-174,512
9	771,4	-215,752188	46549,00641	874,46	892,74	953,18	924,97	856,69	844,36	877,02
10	785,72	-201,432188	40574,92616	771,4	874,46	892,74	953,18	924,97	856,69	844,36
11	829,36	-157,792188	24898,37444	785,72	771,4	874,46	892,74	953,18	924,97	856,69
12	865,08	-122,072188	14901,61896	829,36	785,72	771,4	874,46	892,74	953,18	924,97
13	892,15	-95,0021875	9025,41563	865,08	829,36	785,72	771,4	874,46	892,74	953,18
14	947,28	-39,8721875	1589,791336	892,15	865,08	829,36	785,72	771,4	874,46	892,74
15	948,6	-38,5521875	1486,271161	947,28	892,15	865,08	829,36	785,72	771,4	874,46
16	992,79	5,6378125	31,78492979	948,6	947,28	892,15	865,08	829,36	785,72	771,4
17	1017,36	30,2078125	912,511936	992,79	948,6	947,28	892,15	865,08	829,36	785,72
18	997,49	10,3378125	106,8703673	1017,36	992,79	948,6	947,28	892,15	865,08	829,36
19	911,97	-75,1821875	5652,361317	997,49	1017,36	992,79	948,6	947,28	892,15	865,08
20	837,21	-149,942188	22482,65959	911,97	997,49	1017,36	992,79	948,6	947,28	892,15
21	857,42	-129,732188	16830,44047	837,21	911,97	997,49	1017,36	992,79	948,6	947,28
22	798,01	-189,142188	35774,76709	857,42	837,21	911,97	997,49	1017,36	992,79	948,6
23	859,33	-127,822188	16338,51162	798,01	857,42	837,21	911,97	997,49	1017,36	992,79
24	849,27	-137,882188	19011,49763	859,33	798,01	857,42	837,21	911,97	997,49	1017,36
25	838,65	-148,502188	22052,89969	849,27	859,33	798,01	857,42	837,21	911,97	997,49
26	824,31	-162,842188	26517,57803	838,65	849,27	859,33	798,01	857,42	837,21	911,97
27	820,56	-166,592188	27752,95694	824,31	838,65	849,27	859,33	798,01	857,42	837,21
28	821,28	-165,872188	27513,58259	820,56	824,31	838,65	849,27	859,33	798,01	857,42
29	812,44	-174,712188	30524,34846	821,28	820,56	824,31	838,65	849,27	859,33	798,01
30	786,55	-200,602188	40241,23763	812,44	821,28	820,56	824,31	838,65	849,27	859,33
31	804,84	-182,312188	33237,73371	786,55	812,44	821,28	820,56	824,31	838,65	849,27
32	834,95	-152,202188	23165,50588	804,84	786,55	812,44	821,28	820,56	824,31	838,65
33	863,61	-123,542188	15262,67209	834,95	804,84	786,55	812,44	821,28	820,56	824,31
34	816,88	-170,272188	28992,61784	863,61	834,95	804,84	786,55	812,44	821,28	820,56
35	862,39	-124,762188	15565,60343	816,88	863,61	834,95	804,84	786,55	812,44	821,28
36	839,67	-147,482188	21750,99563	862,39	816,88	863,61	834,95	804,84	786,55	812,44
37	812,22	-174,932188	30601,27022	839,67	862,39	816,88	863,61	834,95	804,84	786,55
38	822,04	-165,112188	27262,03446	812,22	839,67	862,39	816,88	863,61	834,95	804,84
39	823,26	-163,892188	26860,64912	822,04	812,22	839,67	862,39	816,88	863,61	834,95
40	843,39	-143,762188	20667,56655	823,26	822,04	812,22	839,67	862,39	816,88	863,61
41	865,42	-121,732188	14818,72547	843,39	823,26	822,04	812,22	839,67	862,39	816,88
42	825,66	-161,492188	26079,72662	865,42	843,39	823,26	822,04	812,22	839,67	862,39
43	850,26	-136,892188	18739,471	825,66	865,42	843,39	823,26	822,04	812,22	839,67
44	828,34	-158,812188	25221,3109	850,26	825,66	865,42	843,39	823,26	822,04	812,22
45	783,02	-204,132188	41669,94997	828,34	850,26	825,66	865,42	843,39	823,26	822,04
46	807,71	-179,442188	32199,49865	783,02	828,34	850,26	825,66	865,42	843,39	823,26
47	791,73	-195,422188	38189,83137	807,71	783,02	828,34	850,26	825,66	865,42	843,39
48	829,32	-157,832188	24910,99941	791,73	807,71	783,02	828,34	850,26	825,66	865,42
49	863,65	-123,502188	15252,79032	829,32	791,73	807,71	783,02	828,34	850,26	825,66
50	878,19	-108,962188	11872,7583	863,65	829,32	791,73	807,71	783,02	828,34	850,26
51	894,68	-92,4721875	8551,105461	878,19	863,65	829,32	791,73	807,71	783,02	828,34
52	873,43	-113,722188	12932,73593	894,68	878,19	863,65	829,32	791,73	807,71	783,02
53	841,42	-145,732188	21237,87047	873,43	894,68	878,19	863,65	829,32	791,73	807,71
54	923,94	-63,2121875	3995,780649	841,42	873,43	894,68	878,19	863,65	829,32	791,73
55	919,01	-68,1421875	4643,357717	923,94	841,42	873,43	894,68	878,19	863,65	829,32
56	919,19	-67,9621875	4618,85893	919,01	923,94	841,42	873,43	894,68	878,19	863,65
57	881,18	-105,972188	11230,10452	919,19	919,01	923,94	841,42	873,43	894,68	878,19
58	911,06	-76,0921875	5790,020999	881,18	919,19	919,01	923,94	841,42	873,43	894,68
59	921,6	-65,5521875	4297,089286	911,06	881,18	919,19	919,01	923,94	841,42	873,43
60	1016,39	29,2378125	854,8496798	921,6	911,06	881,18	919,19	919,01	923,94	841,42
61	1055,37	68,2178125	4653,669942	1016,39	921,6	911,06	881,18	919,19	919,01	923,94
62	1103,51	116,3578125	13539,14053	1055,37	1016,39	921,6	911,06	881,18	919,19	919,01
63	1112,47	125,3178125	15704,55413	1103,51	1055,37	1016,39	921,6	911,06	881,18	919,19
64	1119,03	131,8778125	17391,75743	1112,47	1103,51	1055,37	1016,39	921,6	911,06	881,18
65	1113,04	125,8878125	15847,74134	1119,03	1112,47	1103,51	1055,37	1016,39	921,6	911,06
66	1028,2	41,0478125	1684,922911	1113,04	1119,03	1112,47	1103,51	1055,37	1016,39	921,6
67	1038,78	51,6278125	2665,431024	1028,2	1113,04	1119,03	1112,47	1103,51	1055,37	1016,39
68	1086,43	99,2778125	9856,084055	1038,78	1028,2	1113,04	1119,03	1112,47	1103,51	1055,37
69	1105,96	118,8078125	14115,29631	1086,43	1038,78	1028,2	1113,04	1119,03	1112,47	1103,51
70	1125,8	138,6478125	19223,21591	1105,96	1086,43	1038,78	1028,2	1113,04	1119,03	1112,47
71	1124,88	137,7278125	18968,95034	1125,8	1105,96	1086,43	1038,78	1028,2	1113,04	1119,03
72	1162,68	175,5278125	30810,01296	1124,88	1125,8	1105,96	1086,43	1038,78	1028,2	1113,04
73	1204,92	217,7678125	47422,82016	1162,68	1124,88	1125,8	1105,96	1086,43	1038,78	1028,2
74	1232,24	245,0878125	60068,03584	1204,92	1162,68	1124,88	1125,8	1105,96	1086,43	1038,78
75	1138,69	151,5378125	22963,70862	1232,24	1204,92	1162,68	1124,88	1125,8	1105,96	1086,43
76	1230,79	243,6378125	59359,38368	1138,69	1232,24	1204,92	1162,68	1124,88	1125,8	1105,96
77	1271,72	284,5678125	80978,83991	1230,79	1138,69	1232,24	1204,92	1162,68	1124,88	1125,8
78	1307,78	320,6278125	102802,1941	1271,72	1230,79	1138,69	1232,24	1204,92	1162,68	1124,88
79	1328,18	341,0278125	116299,9689	1307,78	1271,72	1230,79	1138,69	1232,24	1204,92	1162,68
80	1310,47	323,3178125	104534,4079	1328,18	1307,78	1271,72	1230,79	1138,69	1232,24	1204,92
81	1326,15	338,9978125	114919,5169	1310,47	1328,18	1307,78	1271,72	1230,79	1138,69	1232,24
82	1344,56	357,4078125	127740,3444	1326,15	1310,47	1328,18	1307,78	1271,72	1230,79	1138,69
83	1348,83	361,6778125	130810,8401	1344,56	1326,15	1310,47	1328,18	1307,78	1271,72	1230,79
84	1324,74	337,5878125	113965,5311	1348,83	1344,56	1326,15	1310,47	1328,18	1307,78	1271,72
85	1347,72	360,5678125	130009,1474	1324,74	1348,83	1344,56	1326,15	1310,47	1328,18	1307,78
86	1213,49	226,3378125	51228,80537	1347,72	1324,74	1348,83	1344,56	1326,15	1310,47	1328,18
87	1145,62	158,4678125	25112,0476	1213,49	1347,72	1324,74	1348,83	1344,56	1326,15	1310,47
88	1180,98	193,8278125	37569,2209	1145,62	1213,49	1347,72	1324,74	1348,83	1344,56	1326,15
89	1181,07	193,9178125	37604,118	1180,98	1145,62	1213,49	1347,72	1324,74	1348,83	1344,56
90	1145,27	158,1178125	25001,24263	1181,07	1180,98	1145,62	1213,49	1347,72	1324,74	1348,83
91	995,52	8,3678125	70,02028604	1145,27	1181,07	1180,98	1145,62	1213,49	1347,72	1324,74
92	957,73	-29,4221875	865,6651173	995,52	1145,27	1181,07	1180,98	1145,62	1213,49	1347,72
93	1030,47	43,3178125	1876,43288	957,73	995,52	1145,27	1181,07	1180,98	1145,62	1213,49
94	987,7	0,5478125	0,300098535	1030,47	957,73	995,52	1145,27	1181,07	1180,98	1145,62
95	874,21	-112,942188	12755,93772	987,7	1030,47	957,73	995,52	1145,27	1181,07	1180,98
96	749,78	-237,372188	56345,5554	874,21	987,7	1030,47	957,73	995,52	1145,27	1181,07
97	815,25	-171,902188	29550,36207	749,78	874,21	987,7	1030,47	957,73	995,52	1145,27
98	788,89	-198,262188	39307,89499	815,25	749,78	874,21	987,7	1030,47	957,73	995,52
99	688,15	-299,002188	89402,30813	788,89	815,25	749,78	874,21	987,7	1030,47	957,73
100	689,85	-297,302188	88388,59069	688,15	788,89	815,25	749,78	874,21	987,7	1030,47
101	758,83	-228,322188	52131,0213	689,85	688,15	788,89	815,25	749,78	874,21	987,7
102	813,63	-173,522188	30109,94955	758,83	689,85	688,15	788,89	815,25	749,78	874,21
103	820,49	-166,662188	27776,28474	813,63	758,83	689,85	688,15	788,89	815,25	749,78
104	906,61	-80,5421875	6487,043967	820,49	813,63	758,83	689,85	688,15	788,89	815,25
105	902,04	-85,1121875	7244,084461	906,61	820,49	813,63	758,83	689,85	688,15	788,89
106	941,57	-45,5821875	2077,735817	902,04	906,61	820,49	813,63	758,83	689,85	688,15
107	988,37	1,2178125	1,483067285	941,57	902,04	906,61	820,49	813,63	758,83	689,85
108	1024,29	37,1378125	1379,217117	988,37	941,57	902,04	906,61	820,49	813,63	758,83
109	1117,68	130,5278125	17037,50984	1024,29	988,37	941,57	902,04	906,61	820,49	813,63
110	1125,11	137,9578125	19032,35803	1117,68	1024,29	988,37	941,57	902,04	906,61	820,49
111	1142,6	155,4478125	24164,02241	1125,11	1117,68	1024,29	988,37	941,57	902,04	906,61
112	1196,45	209,2978125	43805,57432	1142,6	1125,11	1117,68	1024,29	988,37	941,57	902,04
113	1193,84	206,6878125	42719,85184	1196,45	1142,6	1125,11	1117,68	1024,29	988,37	941,57
114	1163,26	176,1078125	31013,96162	1193,84	1196,45	1142,6	1125,11	1117,68	1024,29	988,37
115	1141,02	153,8678125	23675,30372	1163,26	1193,84	1196,45	1142,6	1125,11	1117,68	1024,29
116	1170,72	183,5678125	33697,14179	1141,02	1163,26	1193,84	1196,45	1142,6	1125,11	1117,68
117	1132,32	145,1678125	21073,69379	1170,72	1141,02	1163,26	1193,84	1196,45	1142,6	1125,11
118	1143,91	156,7578125	24573,01178	1132,32	1170,72	1141,02	1163,26	1193,84	1196,45	1142,6
119	1120,08	132,9278125	17669,80334	1143,91	1132,32	1170,72	1141,02	1163,26	1193,84	1196,45
120	1128,26	141,1078125	19911,41475	1120,08	1143,91	1132,32	1170,72	1141,02	1163,26	1193,84
121	1207,35	220,1978125	48487,07663	1128,26	1120,08	1143,91	1132,32	1170,72	1141,02	1163,26
122	1148,54	161,3878125	26046,02602	1207,35	1128,26	1120,08	1143,91	1132,32	1170,72	1141,02
123	1163,89	176,7378125	31236,25437	1148,54	1207,35	1128,26	1120,08	1143,91	1132,32	1170,72
124	1166,96	179,8078125	32330,84944	1163,89	1148,54	1207,35	1128,26	1120,08	1143,91	1132,32
125	1156,66	169,5078125	28732,8985	1166,96	1163,89	1148,54	1207,35	1128,26	1120,08	1143,91
126	1155,66	168,5078125	28394,88287	1156,66	1166,96	1163,89	1148,54	1207,35	1128,26	1120,08
127	1134,28	147,1278125	21646,59321	1155,66	1156,66	1166,96	1163,89	1148,54	1207,35	1128,26
128	1104,87	117,7178125	13857,48338	1134,28	1155,66	1156,66	1166,96	1163,89	1148,54	1207,35



среднее	987,1522	сумма	3655412,262

	(Yt-Ycp)*(Yt-T-Ycp)
	r1
	19161,04	r2
	-125232	24919,01	r3
	-110157	-114418	22767,27	r4
	-53270,9	-52504,2	-54535	10851,56	r5
	-31423,3	-29103,6	-28684,8	-29794,3	5928,568	r6
	-89991,8	-87328,4	-80882	-79717,9	-82801,4	16476,1	r7
	-100605	-107416	-104237	-96542,3	-95152,8	-98833,3	19666,18
	-188667	-192611	-205651	-199564	-184833	-182173	-189219
	-155385	-176144	-179827	-192001	-186319	-172565	-170081
	-123980	-121721	-137983	-140867	-150404	-145953	-135179
	-101242	-95914,6	-94166,5	-106747	-108979	-116357	-112913
	-82184,5	-78791	-74645,1	-73284,7	-83075,6	-84812,3	-90554,2
	-35572	-34492,6	-33068,4	-31328,4	-30757,4	-34866,6	-35595,5
	-36519,7	-34394,3	-33350,7	-31973,6	-30291,2	-29739,2	-33712,3
	5348,029	5340,587	5029,774	4877,159	4675,776	4429,742	4349,009
	29990,01	28655,13	28615,26	26949,9	26132,17	25053,15	23734,88
	10517,28	10263,28	9806,449	9792,803	9222,879	8943,035	8573,768
	-74993,5	-76487,4	-74640,1	-71317,8	-71218,6	-67073,8	-65038,6
	-136743	-149566	-152545	-148861	-142235	-142037	-133771
	-108613	-118312	-129407	-131984	-128797	-123064	-122893
	-162174	-158352	-172492	-188667	-192426	-187778	-179420
	-102003	-109597	-107014	-116570	-127501	-130041	-126901
	-118486	-110031	-118223	-115436	-125744	-137536	-140276
	-126118	-127612	-118506	-127329	-124328	-135430	-148129
	-136568	-138297	-139935	-129950	-139624	-136333	-148507
	-137324	-139713	-141482	-143158	-132942	-142839	-139473
	-136108	-136730	-139109	-140870	-142539	-132368	-142222
	-143488	-143362	-144017	-146522	-148378	-150135	-139422
	-162977	-164751	-164606	-165358	-168235	-170365	-172383
	-143398	-148118	-149729	-149598	-150282	-152896	-154832
	-122498	-119715	-123655	-125001	-124891	-125462	-127644
	-103152	-99431,7	-97172,1	-100371	-101463	-101374	-101837
	-147049	-142169	-137042	-133928	-138336	-139841	-139719
	-101916	-107746	-104170	-100414	-98131,7	-101362	-102465
	-127187	-120475	-127367	-123140	-118700	-116002	-119820
	-146885	-150860	-142899	-151073	-146060	-140792	-137593
	-134107	-138640	-142391	-134877	-142593	-137860	-132889
	-134726	-133117	-137615	-141339	-133880	-141539	-136842
	-118354	-118178	-116767	-120713	-123979	-117436	-124154
	-102668	-100217	-100069	-98873,3	-102215	-104981	-99440,6
	-139759	-136201	-132950	-132753	-131167	-135600	-139269
	-113026	-118469	-115454	-112698	-112531	-111187	-114944
	-135032	-131125	-137439	-133941	-130744	-130550	-128990
	-169091	-173565	-168544	-176660	-172163	-168054	-167805
	-140507	-148639	-152573	-148158	-155293	-151340	-147728
	-157844	-153019	-161876	-166160	-161352	-169122	-164817
	-124960	-127483	-123586	-130739	-134198	-130316	-136591
	-102423	-97780,4	-99754	-96704,7	-102302	-105009	-101971
	-94105,2	-90364,5	-86268,6	-88009,8	-85319,6	-90257,7	-92646,2
	-81208,2	-79863,6	-76689	-73213	-74690,7	-72407,6	-76598,4
	-101745	-99869,7	-98216,2	-94312,1	-90037,3	-91854,5	-89046,7
	-127287	-130384	-127981	-125862	-120859	-115381	-117709
	-53188	-55211,4	-56554,7	-55512,3	-54593,2	-52423,1	-50047
	-62959,3	-57336,2	-59517,4	-60965,5	-59841,8	-58851	-56511,7
	-62457,9	-62793	-57184,7	-59360,2	-60804,4	-59683,7	-58695,5
	-97408,6	-97389,5	-97911,9	-89167,1	-92559,3	-94811,2	-93063,7
	-67050,9	-69943,2	-69929,5	-70304,6	-64025,5	-66461,2	-68078,2
	-59722	-57763,3	-60254,9	-60243,1	-60566,3	-55156,9	-57255,2
	26945,57	26637,4	25763,78	26875,1	26869,84	27013,98	24601,28
	69335,9	62869,54	62150,52	60112,17	62705,13	62692,85	63029,17
	122800,5	118264,9	107235,4	106008,9	102532,2	106954,9	106934
	138289,5	132256,7	127371,8	115492,9	114172	110427,6	115190,9
	146710,1	145528,5	139179,9	134039,3	121538,6	120148,6	116208,1
	140872,2	140046,4	138918,5	132858,2	127951,1	116018,2	114691,4
	45687,86	45933,73	45664,46	45296,67	43320,63	41720,59	37829,66
	53083,72	57463,82	57773,07	57434,39	56971,81	54486,44	52473,99
	103127,8	102077,4	110500,2	111094,9	110443,6	109554,1	104774,8
	129076,4	123415,2	122158,2	132237,8	132949,5	132170,1	131105,6
	153338,9	150631,1	144024,6	142557,7	154320,6	155151,1	154241,5
	155054	152321,5	149631,6	143068,9	141611,7	153296,6	154121,6
	197447,7	197609,2	194126,7	190698,7	182334,8	180477,7	195369,5
	253194,3	244962,7	245163	240842,5	236589,5	226212,8	223908,9
	295311,2	284958,7	275694,4	275919,9	271057,3	266270,8	254592,3
	186731	182590,9	176190	170461,9	170601,3	167594,8	164635,2
	277427,9	300220,3	293564,1	283272,8	274063,3	274287,4	269453,7
	350243,2	324034,5	350655,8	342881,4	330861,3	320104,6	320366,4
	407748,8	394625,5	365095,7	395090,4	386330,9	372787,5	360667,8
	445989,4	433691,9	419733,6	388325	420228,1	410911,2	396506,2
	429424,3	422828,6	411169,7	397936,3	368158,8	398405,1	389572,1
	444246,5	450250,1	443334,6	431110,3	417235,1	386013,4	417726,7
	473976,4	468372,2	474701,9	467410,8	454522,7	439894	406976,7
	486297,5	479639	473967,9	480373,2	472995	459952,9	445149,4
	455348,6	453907,1	447692,1	442398,7	448377,4	441490,6	429317,2
	477658,6	486344,7	484805,1	478167	472513,3	478899	471543,4
	305040	299838,8	305291,2	304324,8	300157,9	296608,9	300617,4
	192299,1	213570,2	209928,6	213746,1	213069,5	210152,1	207667,3
	222053	235208,1	261225,6	256771,5	261440,8	260613,1	257044,8
	229013,1	222156,1	235317,3	261346,9	256890,7	261562,2	260734,1
	186748,2	186734	181142,9	191874,4	213098,5	209465	213274
	9583,405	9882,972	9882,219	9586,333	10154,26	11277,47	11085,18
	-29290,4	-33696,3	-34749,7	-34747	-33706,6	-35703,5	-39652,9
	41486,77	43123,75	49610,59	51161,37	51157,47	49625,75	52565,73
	564,5043	524,6565	545,3583	627,3932	647,0049	646,9556	627,585
	-111553	-116384	-108168	-112436	-129349	-133393	-133382
	-207513	-234453	-244605	-227338	-236309	-271855	-280353
	-128889	-150279	-169788	-177140	-164636	-171132	-196874
	-161633	-148653	-173323	-195824	-204303	-189882	-197374
	-235880	-243762	-224186	-261391	-295324	-308113	-286363
	-204589	-234539	-242376	-222911	-259905	-293645	-306361
	-157508	-157120	-180121	-186140	-171191	-199602	-225514
	-131674	-119704	-119409	-136890	-141464	-130103	-151695
	-135601	-126468	-114972	-114689	-131478	-135871	-124960
	-66084,1	-65531,5	-61117,8	-55562	-55425,1	-63538,9	-65662
	-77163,6	-69833,7	-69249,8	-64585,7	-58714,6	-58570	-67144,2
	-41117	-41325,3	-37399,7	-37087	-34589,1	-31444,9	-31367,4
	1146,656	1098,516	1104,081	999,203	990,8488	924,1127	840,108
	36705,9	34967,85	33499,79	33669,51	30471,2	30216,44	28181,29
	133698,3	129009,8	122901,1	117741,3	118337,8	107096,8	106201,3
	154192,7	141308,8	136353,4	129896,9	124443,5	125073,9	113193
	174895,9	173740,9	159223,6	153640	146365	140220,1	140930,5
	239143,7	235483,1	233928	214381,7	206863,7	197068,5	188795
	247291,6	236161,5	232546,5	231010,8	211708,3	204284	194611
	210244,6	210704,2	201220,8	198140,7	196832,2	180385,5	174059,7
	178988,3	183693,5	184095,1	175809,4	173118,2	171975	157605,3
	209454,5	213537,1	219150,6	219629,7	209744,6	206534	205170,1
	169950,9	165639,4	168867,9	173307,1	173686	165868,7	163329,8
	177500	183519,5	178863,8	182350,1	187143,7	187552,9	179111,5
	152057,5	150516,8	155621,2	151673,3	154629,6	158694,5	159041,5
	158052	161414,6	159779,2	165197,7	161006,8	164145,1	168460,2
	248440,4	246639,2	251886,5	249334,4	257790	251250,1	256147,3
	194851,6	182087,4	180767,3	184613,1	182742,6	188939,9	184146,7
	202990,4	213384,4	199406,2	197960,5	202172,2	200123,8	206910,5
	209276,5	206516,5	217091	202870	201399,1	205684	203600
	197808,8	197288,4	194686,5	204655,3	191248,9	189862,3	193901,7
	194906,2	196641,9	196124,6	193538	203447,9	190120,6	188742,2
	170029,7	170176,9	171692,3	171240,6	168982,2	177634,8	165998,4
	133525	136041,8	136159,5	137372	137010,6	135203,6	142126,6



сумма	3772290	3726009	3670370	3534234	3337414	3165485	3030634	сумма
r	1,031974	1,019313	1,004092	0,966849	0,913006	0,865972	0,829081	сумма
r^2	1,06497	1,038999	1,0082	0,934798	0,83358	0,749908	0,687376	6,317831
r^2/(129-7)	0,008801	0,008587	0,008332	0,007726	0,006889	0,006198	0,005681	0,052213

Приложение 13

Проверка гипотезы о равенстве дисперсий и средних для конечных разностей

<<< < Предыдущая 1 2 3 4 56 / 96 7 8 9 > Следующая >>>

Соседние файлы в предмете [НЕСОРТИРОВАННОЕ]

#
01.03.2025442.4 Кб0Логистика.docx
#
01.03.2025475.14 Кб1ЛР № 1 (обработка данных).doc
#
11.11.2019303.62 Кб4Лр №1 Знакомство с окном БД.doc
#
11.11.2019235.52 Кб15Лр №10 Защита базы данных.doc
#
11.11.2019113.66 Кб6Лр №9 Основы SQL.doc
#
18.07.20191.44 Mб5ЛР1 Журавлева М.docx
#
29.08.201976.14 Кб4ЛР1.docx
#
02.09.201972.19 Кб3ЛР2.doc
#
29.08.2019311.71 Кб4ЛР2.docx
#
29.08.201996.17 Кб7ЛР3.docx
#
29.08.201968.48 Кб5ЛР4.docx