##### Sheet/List 3 ##### poč.hodn. alfa = 0.4 gama = 0.1 delta= 0.4 počáteční hodnoty parametrů jsou převzaty z regresního výpočtu L0 T0 0 S01 244622 7864.47 2179.63 S02 -3875.5 S03 2987.62 S04 QUARTER NOBS DEPOSITS rezidua WINTERS-A Lt Tt St abs.rezidua rezidua2 1993Q1 1 179342.9 -26332 205675 223229.0 4938.7 -17554.5 205675 42302034997 1993Q2 2 179879.6 -18168 198048 207980.6 2920.0 -9932.6 198048 39223013359 1993Q3 3 184157.9 -8232 192390 201753.8 2005.3 -9363.6 192390 37013956469 1993Q4 4 204782.7 -707 205490 202973.5 1926.8 2516.3 205490 42226033762 1994Q1 5 215145.3 10008 205137 216020.1 3038.7 -10882.6 205137 42081384194 1994Q2 6 220120.4 3958 216162 223456.5 3478.5 -7294.0 216162 46726214025 1994Q3 7 224857.6 2623 222235 229849.5 3770.0 -7614.9 222235 49388197661 1994Q4 8 244498.9 3011 241488 236964.7 4104.5 4523.4 241488 58316530150 1995Q1 9 257013.4 9658 247356 251799.9 5177.6 -4444.2 247356 61184877524 1995Q2 10 268251.6 6685 261567 264404.7 5920.3 -2837.7 261567 68417332754 1995Q3 11 280707.7 6479 274229 277524.1 6640.2 -3295.5 274229 75201301488 1995Q4 12 306236.9 6318 299919 291184.0 7342.2 8735.2 299919 89951516669 1996Q1 13 320848.6 9636 311213 309232.8 8412.8 1979.8 311213 96853287529 1996Q2 14 329595.1 5323 324272 323560.5 9004.3 711.3 324272 105152146229 1996Q3 15 336112.3 2463 333649 335302.0 9278.0 -1653.2 333649 111321525127 1996Q4 16 365625.2 4432 361194 349504.0 9770.4 11689.6 361194 130460832198 1997Q1 17 414840.1 19291 395549 380708.8 11913.9 14840.4 395549 156459172004 1997Q2 18 441183 17226 423957 411762.3 13827.8 12195.0 423957 179739807194 1997Q3 19 443649.1 7096 436553 433475.0 14616.3 3077.7 436553 190578272591 1997Q4 20 473921.5 5091 468831 453747.5 15181.9 15083.4 468831 219802402450 1998Q1 21 493387.1 3462 489925 472776.3 15566.6 17148.6 489925 240026418388 1998Q2 22 512073.8 4153 507921 492957.3 16028.1 14963.6 507921 257983658566 1998Q3 23 527451.8 5540 521912 515140.8 16643.6 6771.0 521912 272391991699 1998Q4 24 549745.5 1036 548710 532935.5 16758.7 15774.0 548710 301082146548 1999Q1 25 559644.4 -2591 562236 546814.9 16470.8 15420.9 562236 316109122445 1999Q2 26 554565.3 -8526 563092 553812.1 15523.4 9279.5 563092 317072076671 1999Q3 27 542409.4 -12131 554540 555856.6 14175.5 -1316.3 554540 307515010556 1999Q4 28 536933.7 -17594 554528 550483.2 12220.6 4044.6 554528 307501073414 2000Q1 29 548175 -10782 558957 550723.9 11022.6 8233.0 558957 312432833807 2000Q2 30 543395.4 -9947 553342 550694.3 9917.4 2648.1 553342 306187841574 2000Q3 31 547678.9 -4182 551861 555965.1 9452.8 -4104.3 551861 304550405732 2000Q4 32 549152.9 -7311 556464 557294.0 8640.4 -829.7 556464 309652570506 2001Q1 33 568758.9 -1947 570706 563771.0 8424.0 6935.0 570706 325705298886 2001Q2 34 583195.2 3007 580188 575535.9 8758.1 4652.6 580188 336618656254 2001Q3 35 589675.9 3415 586261 588088.4 9137.6 -1827.6 586261 343701814698 2001Q4 36 595970.9 -153 596124 597055.8 9120.5 -931.8 596124 355363884406 2002Q1 37 596536.5 -5967 602503 599546.4 8457.6 2957.0 602503 363010400974 2002Q2 38 594155.3 -6660 600816 600603.5 7717.5 212.3 600816 360979591996 2002Q3 39 580665.6 -9298 589964 597989.9 6684.4 -8026.2 589964 348057062800 2002Q4 40 567335.8 -13106 580442 590111.6 5228.1 -9669.4 580442 336913141999 2003Q1 41 560701.5 -13534 574236 580301.6 3724.3 -6065.9 574236 329746721615 2003Q2 42 553728.3 -10984 564712 571822.0 2503.9 -7110.1 564712 318899502589 2003Q3 43 548450.7 -6426 554876 567186.3 1790.0 -12310.0 554876 307887728273 2003Q4 44 558026.2 -461 558487 568464.0 1738.7 -9976.7 558487 311908002412 2004Q1 45 557442.5 -2410 559852 567525.0 1471.0 -7672.5 559852 313434793380 2004Q2 46 563668.2 642 563027 569708.9 1542.3 -6682.3 563027 316998898234 2004Q3 47 569176.8 3685 565492 575345.4 1951.7 -9853.4 565492 319781159123 2004Q4 48 587564.8 7288 580277 585394.9 2761.5 -5118.1 580277 336721149909 2005Q1 49 584631.3 1493 583138 589815.3 2927.4 -6677.1 583138 340050167331 2005Q2 50 589489.7 1235 588255 594114.4 3064.5 -5859.3 588255 346044100266 2005Q3 51 582149.8 -1863 584013 595108.7 2857.5 -11095.6 584013 341071249705 2005Q4 52 599177.5 2279 596899 600497.9 3110.7 -3599.0 596899 356288309290 2006Q1 53 597108 64 597044 603679.2 3117.7 -6634.7 597044 356462086298 2006Q2 54 604796.4 1389 603407 608340.4 3272.1 -4933.2 603407 364100315798 2006Q3 55 606284.6 2076 604208 613919.6 3502.8 -9711.4 604208 365067593779 2006Q4 56 630641.9 6055 624587 624149.8 4175.5 437.4 624587 390109209771 2007Q1 57 636801.4 5440 631362 634369.7 4780.0 -3008.2 631362 398617354840 2007Q2 58 0 0 2007Q3 59 0 0 2007Q4 60 0 0 473009 -487 473496 245235845314 yprum ME MAE MSE ##### Sheet/List 5 ##### poč.hodn. alfa = 0.4 gama = 0.1 delta= 0.4 počáteční hodnoty parametrů jsou převzaty z regresního výpočtu L0 T0 0 S01 6.10071 -0.1046 0.31826 S02 0.43911 S03 0.19826 S04 DATE NOBS REVENUE rezidua WINTERS-A Lt Tt St abs.rezidua rezidua2 2000Q2 1 6.55 0.199 6.351 6.218 -0.082 0.133 6.351 40.330 2000Q3 2 7 0.197 6.803 6.354 -0.061 0.449 6.803 46.284 2000Q4 3 7.38 0.233 7.147 6.552 -0.035 0.595 7.147 51.077 2001Q1 4 6.24 -0.171 6.411 6.327 -0.054 0.084 6.411 41.105 2001Q2 5 6.72 0.113 6.607 6.399 -0.041 0.208 6.607 43.654 2001Q3 6 6.47 -0.121 6.591 6.223 -0.055 0.368 6.591 43.447 2001Q4 7 5.43 -0.480 5.910 5.635 -0.108 0.275 5.910 34.926 2002Q1 8 5.55 -0.022 5.572 5.503 -0.110 0.069 5.572 31.048 2002Q2 9 5.13 -0.169 5.299 5.204 -0.129 0.095 5.299 28.083 2002Q3 10 4.48 -0.347 4.827 4.690 -0.168 0.137 4.827 23.298 2002Q4 11 4.15 -0.233 4.383 4.263 -0.194 0.120 4.383 19.208 2003Q1 12 3.75 -0.140 3.890 3.914 -0.209 -0.024 3.890 15.132 2003Q2 13 3.49 -0.112 3.602 3.581 -0.222 0.021 3.602 12.972 2003Q3 14 4.26 0.275 3.985 3.665 -0.191 0.321 3.985 15.881 2003Q4 15 4.82 0.442 4.378 3.964 -0.142 0.414 4.378 19.170 2004Q1 16 4.5 0.253 4.247 4.103 -0.114 0.144 4.247 18.041 2004Q2 17 5.02 0.364 4.656 4.393 -0.074 0.263 4.656 21.682 2004Q3 18 5.02 0.137 4.883 4.472 -0.058 0.412 4.883 23.846 2004Q4 19 4.04 -0.283 4.323 4.098 -0.090 0.225 4.323 18.692 2005Q1 20 3.62 -0.192 3.812 3.795 -0.111 0.017 3.812 14.530 2005Q2 21 3.31 -0.230 3.540 3.429 -0.137 0.110 3.540 12.528 2005Q3 22 3.26 -0.160 3.420 3.115 -0.154 0.305 3.420 11.696 2005Q4 23 3.61 0.153 3.457 3.130 -0.137 0.327 3.457 11.952 2006Q1 24 3.57 0.202 3.368 3.217 -0.115 0.151 3.368 11.345 2006Q2 25 4.05 0.302 3.748 3.437 -0.081 0.311 3.748 14.051 2006Q3 26 3.9 0.086 3.814 3.451 -0.072 0.362 3.814 14.546 2006Q4 27 3.68 -0.010 3.690 3.369 -0.073 0.321 3.690 13.612 2007Q1 28 3.76 0.113 3.647 3.421 -0.060 0.226 3.647 13.303 2007Q2 29 4.53 0.309 4.221 3.704 -0.026 0.517 4.221 17.818 2007Q3 30 4.54 0.180 4.360 3.878 -0.006 0.482 4.360 19.010 2007Q4 31 -1.509 1.509 2.195 -0.174 -0.686 1.509 2.278 32 -0.809 0.809 1.122 -0.264 -0.313 0.809 0.654 2.837 -0.029 143.262 4.775 23.507 yprum ME MAE MSE ##### Sheet/List 6 ##### poč.hodn. alfa = 0.4 gama = 0.1 delta= 0.4 počáteční hodnoty parametrů jsou převzaty z regresního výpočtu L0 T0 0 S01 313427 9614.31 50394.8 S02 32122.3 S03 37107.8 S04 DATE NOBS HDPCR rezidua WINTERS-A Lt Tt St abs.rezidua rezidua2 1995Q1 1 332995 3583 329412 327022.8 10012.5 2388.9 329412 108512049386 1995Q2 2 366618 -7492 374110 328710.4 9180.0 45399.9 374110 139958543275 1995Q3 3 376688 2403 374285 340560.5 9447.0 33724.4 374285 140089180923 1995Q4 4 390221 1118 389103 351249.8 9571.2 37853.2 389103 151401106659 1996Q1 5 382859 7074 375785 368680.6 10357.2 7104.7 375785 141214606056 1996Q2 6 423953 -175 424128 378843.9 10337.8 45283.6 424128 179884140384 1996Q3 7 432152 3329 428823 392880.1 10707.6 35943.4 428823 183889571702 1996Q4 8 444324 1038 443286 404741.0 10823.0 38545.1 443286 196502545078 1997Q1 9 415593 -2547 418140 412733.7 10539.9 5406.5 418140 174841235773 1997Q2 10 455790 -4596 460386 418166.7 10029.2 42219.4 460386 211955438978 1997Q3 11 461902 -805 462707 427301.0 9939.7 35406.4 462707 214098185507 1997Q4 12 477809 728 477081 438050.0 10020.7 39030.7 477081 227605976176 1998Q1 13 457925 1601 456324 449849.8 10198.6 6474.0 456324 208231410698 1998Q2 14 512225 3585 508640 464031.3 10596.9 44609.2 508640 258715076798 1998Q3 15 512408 854 511554 475577.5 10691.8 35976.1 511554 261687039027 1998Q4 16 513925 -4095 518020 481719.3 10236.8 36300.7 518020 268344709520 1999Q1 17 481895 -5953 487848 485342.1 9575.4 2505.6 487848 237995325890 1999Q2 18 532968 -2361 535329 492294.0 9313.1 43035.1 535329 286577260689 1999Q3 19 529465 -2923 532388 498359.8 8988.3 34027.7 532388 283436478492 1999Q4 20 536469 -2585 539054 504476.2 8701.1 34577.5 539054 290578931733 2000Q1 21 504479 -4033 508512 508695.8 8253.0 -183.4 508512 258584877534 2000Q2 22 558691 -465 559156 516431.6 8201.3 42724.8 559156 312655915769 2000Q3 23 557780 -317 558097 524280.7 8166.0 33816.4 558097 311472276952 2000Q4 24 568219 430 567789 532924.6 8213.8 34864.3 567789 322384206749 2001Q1 25 540124 -299 540423 540806.0 8180.6 -382.8 540423 292057220545 2001Q2 26 598842 2567 596275 551838.8 8465.8 44436.1 596275 355543864028 2001Q3 27 599262 1851 597411 562361.1 8671.5 35050.2 597411 356900197431 2001Q4 28 613986 2912 611074 574268.2 8995.0 36805.7 611074 373411282002 2002Q1 29 576665 -2238 578903 580777.1 8746.4 -1874.5 578903 335128151250 2002Q2 30 630141 -1375 631516 587996.0 8593.7 43519.7 631516 398812083833 2002Q3 31 621004 -3829 624833 592335.3 8168.2 32497.6 624833 390416175797 2002Q4 32 636622 -247 636869 600228.7 8140.7 36640.7 636869 405602640962 2003Q1 33 598385 -2920 601305 605125.5 7816.3 -3820.9 601305 361567169624 2003Q2 34 660401 1418 658983 614517.6 7973.9 44465.2 658983 434258292014 2003Q3 35 650791 -1511 652302 620812.3 7806.0 31490.0 652302 425498317911 2003Q4 36 667533 819 666714 629527.9 7897.0 37186.5 666714 444508049497 2004Q1 37 650616 6124 644492 644229.7 8577.4 262.0 644492 415369496127 2004Q2 38 716444 6902 709542 660475.8 9344.3 49066.4 709542 503450098038 2004Q3 39 712711 4104 708607 674380.5 9800.3 34226.2 708607 502123441942 2004Q4 40 737591 5841 731750 690670.3 10449.3 41080.2 731750 535458740691 2005Q1 41 697345 -1453 698798 699504.9 10287.8 -706.8 698798 488318875795 2005Q2 42 762115 1172 760943 711095.1 10418.1 49847.8 760943 579034090654 2005Q3 43 756632 321 756311 721870.2 10453.8 34440.5 756311 572005830665 2005Q4 44 778304 1764 776540 734283.9 10649.8 42256.1 776540 603014462001 2006Q1 45 742621 -578 743199 744291.3 10585.5 -1092.2 743199 552344935105 2006Q2 46 861462 20425 841037 777571.8 12855.0 63464.8 841037 707342469510 2006Q3 47 820093 -1719 821812 788517.1 12664.0 33294.6 821812 675374533140 2006Q4 48 841083 -848 841931 800239.4 12569.9 41691.1 841931 708847046306 2007Q1 49 817704 2155 815549 815204.1 12809.4 344.7 815549 665119718082 2007Q2 50 899674 2950 896724 831291.7 13137.2 65431.8 896724 804113037541 2007Q3 51 0 2007Q4 52 0 174292 601 173692 173692 287625928585 yprum ME MAE MSE ##### Sheet/List 7 ##### počáteční hodnoty 0.4 gama = 0.1 delta= 0.4 počáteční hodnoty parametrů jsou spočteny pomocí výpočetních postupů L0 T0 0.914 S01 553785 y1prum 545659 1250 1.062 S02 613794 y2prum 0.989 S03 585907 y3prum 1.016 S04 600507 y4prum DATE NOBS HDPCR rezidua WINTERS-M Lt Tt St 1995Q1 1 332995 -140827 473822 473822.4 -6058.5 0.8 0.549798 1995Q2 2 366618 -46909 413527 418701.4 -10964.7 1.0 0.634528 1995Q3 3 376688 -9573 386261 396982.0 -12040.2 1.0 0.635888 1995Q4 4 390221 -298 390519 384616.2 -12072.8 1.0 0.715137 1996Q1 5 382859 26551 356308 408099.5 -8517.2 0.9 0.632127 1996Q2 6 423953 10551 413402 411452.7 -7330.1 1.0 0.733761 1996Q3 7 432152 14019 418133 420132.0 -5729.2 1.0 0.729517 1996Q4 8 444324 8482 435842 423685.0 -4801.0 1.0 0.814289 1997Q1 9 415593 -26138 441731 441731.4 -2516.2 0.9 0.686173 1997Q2 10 455790 10804 444986 444985.5 -1939.2 1.0 0.788863 1997Q3 11 461902 10430 451472 451472.1 -1096.6 1.0 0.779738 1997Q4 12 477809 21791 456018 456017.9 -532.4 1.0 0.875655 1998Q1 13 457925 -18847 476772 476771.7 1596.2 0.9 0.756066 1998Q2 14 512225 22855 489370 489370.4 2696.5 1.0 0.886538 1998Q3 15 512408 13505 498903 498902.9 3380.1 1.0 0.864997 1998Q4 16 513925 14192 499733 499733.2 3125.1 1.0 0.941843 1999Q1 17 481895 -28365 510260 510260.0 3865.3 0.9 0.795642 1999Q2 18 532968 16751 516217 516216.8 4074.4 1.0 0.922439 1999Q3 19 529465 8564 520901 520901.0 4135.4 1.0 0.893791 1999Q4 20 536469 13746 522723 522722.6 3904.0 1.0 0.983158 2000Q1 21 504479 -27932 532411 532410.7 4482.4 0.9 0.832930 2000Q2 22 558691 19315 539376 539375.8 4730.7 1.0 0.966960 2000Q3 23 557780 11582 546198 546198.2 4939.9 1.0 0.941590 2000Q4 24 568219 16957 551262 551261.8 4952.2 1.0 1.041345 2001Q1 25 540124 -23831 563955 563955.2 5726.4 0.9 0.891782 2001Q2 26 598842 24822 574020 574019.7 6160.2 1.0 1.036451 2001Q3 27 599262 15619 583643 583642.6 6506.5 1.0 1.011616 2001Q4 28 613986 21583 592403 592402.8 6731.8 1.0 1.125220 2002Q1 29 576665 -26610 603275 603275.2 7145.9 1.0 0.952114 2002Q2 30 630141 20644 609497 609497.1 7053.5 1.0 1.090622 2002Q3 31 621004 7859 613145 613144.8 6712.9 1.0 1.048319 2002Q4 32 636622 18171 618451 618451.2 6572.3 1.0 1.166703 2003Q1 33 598385 -28568 626953 626953.4 6765.2 1.0 0.987975 2003Q2 34 660401 25012 635389 635388.6 6932.2 1.0 1.142995 2003Q3 35 650791 9666 641125 641125.2 6812.7 1.0 1.098602 2003Q4 36 667533 19910 647623 647623.1 6781.2 1.0 1.223352 2004Q1 37 650616 -15452 666068 666067.8 7947.6 1.0 1.074212 2004Q2 38 716444 35660 680784 680784.0 8624.4 1.0 1.239992 2004Q3 39 712711 18688 694023 694023.4 9085.9 1.0 1.203130 2004Q4 40 737591 29614 707977 707976.9 9572.7 1.0 1.351744 2005Q1 41 697345 -23201 720546 720546.0 9872.3 1.0 1.151365 2005Q2 42 762115 31615 730500 730500.4 9880.5 1.0 1.319038 2005Q3 43 756632 15930 740702 740702.4 9912.7 1.0 1.277273 2005Q4 44 778304 27271 751033 751032.6 9954.4 1.0 1.426356 2006Q1 45 742621 -22049 764670 764669.5 10322.7 1.0 1.226119 2006Q2 46 861462 66143 795319 795319.2 12355.4 1.1 1.490983 2006Q3 47 820093 14232 805861 805861.1 12174.0 1.0 1.384401 2006Q4 48 841083 25455 815628 815628.2 11933.3 1.0 1.541408 2007Q1 49 817704 -17081 834785 834785.1 12655.7 1.0 1.350086 2007Q2 50 899674 51444 848230 848230.3 12734.6 1.1 1.557119 2007Q3 51 2007Q4 52 29415504 263753 29151751