##### Sheet/List 3 ##### poč.hodn. alfa = 0.1 gama = 0.1 delta= 0.1 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 -59246 238589 245172.1 7133.0 -6582.9 59246 3510123080 1993Q2 2 179879.6 -60430 240310 244844.6 6387.0 -4534.8 60430 3651808300 1993Q3 3 184157.9 -51191 235348 244911.8 5755.0 -9563.3 51191 2620472593 1993Q4 4 204782.7 -39586 244369 245779.6 5266.3 -1410.8 39586 1567058216 1994Q1 5 215145.3 -23747 238893 248114.1 4973.1 -9221.5 23747 563935328 1994Q2 6 220120.4 -23030 243150 250244.0 4688.8 -7093.7 23030 530377430 1994Q3 7 224857.6 -16615 241472 252881.6 4483.7 -11409.4 16615 276045919 1994Q4 8 244498.9 -9279 253778 256219.7 4369.1 -2441.8 9279 86100091 1995Q1 9 257013.4 4573 252440 261153.5 4425.6 -8713.4 4573 20915091 1995Q2 10 268251.6 7911 260341 266555.7 4523.2 -6214.8 7911 62578942 1995Q3 11 280707.7 17041 263667 273182.7 4733.6 -9516.0 17041 290393919 1995Q4 12 306236.9 24918 281319 280992.6 5041.2 326.8 24918 620883849 1996Q1 13 320848.6 35258 285591 290386.6 5476.5 -4795.8 35258 1243112454 1996Q2 14 329595.1 32357 297238 299857.8 5876.0 -2619.5 32357 1046963940 1996Q3 15 336112.3 32315 303798 309723.3 6274.9 -5925.5 32315 1044227408 1996Q4 16 365625.2 39933 325692 320928.2 6767.9 4763.8 39933 1594658977 1997Q1 17 414840.1 74471 340369 336890.1 7687.3 3478.7 74471 5545962883 1997Q2 18 441183 80372 360811 354500.0 8679.6 6310.7 80372 6459709271 1997Q3 19 443649.1 69980 373669 371819.1 9543.5 1850.1 69980 4897194480 1997Q4 20 473921.5 71114 402807 390142.1 10421.5 12665.4 71114 5057205830 1998Q1 21 493387.1 72369 421018 409498.1 11314.9 11519.8 72369 5237309393 1998Q2 22 512073.8 68810 443264 429308.0 12164.4 13956.2 68810 4734757232 1998Q3 23 527451.8 68145 459307 449885.4 13005.7 9421.7 68145 4643701623 1998Q4 24 549745.5 60093 489652 470310.0 13747.6 19342.4 60093 3611183342 1999Q1 25 559644.4 51894 507750 490464.3 14388.3 17285.8 51894 2693015566 1999Q2 26 554565.3 28963 525603 508428.3 14745.9 17174.3 28963 838840497 1999Q3 27 542409.4 7949 534460 524155.5 14844.0 10304.9 7949 63186519 1999Q4 28 536933.7 -17341 554274 536858.6 14629.9 17415.6 17341 300695873 2000Q1 29 548175 -16685 564860 549428.6 14423.9 15431.9 16685 278405143 2000Q2 30 543395.4 -30481 573877 560089.4 14047.6 13787.5 30481 929119148 2000Q3 31 547678.9 -29778 577457 570460.7 13680.0 6996.3 29778 886732127 2000Q4 32 549152.9 -42447 591600 578900.3 13155.9 12699.3 42447 1801726422 2001Q1 33 568758.9 -31371 600130 588183.3 12768.6 11946.2 31371 984118281 2001Q2 34 583195.2 -25551 608746 597797.5 12453.2 10948.5 25551 652845113 2001Q3 35 589675.9 -22333 612008 607493.6 12177.5 4514.9 22333 498745016 2001Q4 36 595970.9 -29484 625455 616031.2 11813.5 9423.4 29484 869285236 2002Q1 37 596536.5 -35036 631573 623519.2 11380.9 8053.3 35036 1227525505 2002Q2 38 594155.3 -41872 636027 629730.8 10864.0 6296.1 41872 1753232754 2002Q3 39 580665.6 -52200 632865 634150.4 10219.6 -1285.1 52200 2724812357 2002Q4 40 567335.8 -70031 637366 635724.3 9355.0 1642.2 70031 4904291774 2003Q1 41 560701.5 -74869 635571 635836.1 8430.7 -265.5 74869 5605394964 2003Q2 42 553728.3 -78436 632164 634583.4 7462.3 -2419.0 78436 6152212813 2003Q3 43 548450.7 -74771 623222 632814.7 6539.2 -9593.0 74771 5590706389 2003Q4 44 558026.2 -67206 625232 631057.0 5709.5 -5825.1 67206 4516601627 2004Q1 45 557442.5 -64037 621480 628860.7 4919.0 -7380.7 64037 4100792206 2004Q2 46 563668.2 -54831 618499 627010.4 4242.0 -8511.3 54831 3006420278 2004Q3 47 569176.8 -42511 611688 626004.1 3717.2 -14316.4 42511 1807178128 2004Q4 48 587564.8 -29428 616993 626088.2 3353.9 -9094.9 29428 866035303 2005Q1 49 584631.3 -30318 614950 625699.1 2979.6 -10749.4 30318 919203019 2005Q2 50 589489.7 -24849 614339 625610.9 2672.8 -11272.3 24849 617467510 2005Q3 51 582149.8 -25772 607922 625102.0 2354.6 -17180.0 25772 664205410 2005Q4 52 599177.5 -15539 614717 625538.2 2162.8 -10821.5 15539 241466731 2006Q1 53 597108 -16073 613181 625716.7 1964.4 -12535.4 16073 258350814 2006Q2 54 604796.4 -9406 614202 626519.8 1848.2 -12317.4 9406 88471905 2006Q3 55 606284.6 -3972 610256 627877.7 1799.2 -17621.3 3972 15774963 2006Q4 56 630641.9 9547 621095 630855.5 1917.1 -9760.7 9547 91146750 2007Q1 57 636801.4 13417 623384 634429.0 2082.7 -11044.6 13417 180014691 2007Q2 58 0 0 2007Q3 59 0 0 2007Q4 60 0 0 473009 -8216 38793 2018328078 44926 yprum ME MAE MSE RMSE ##### 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 0.199 0.040 2000Q3 2 7 0.197 6.803 6.354 -0.061 0.449 0.197 0.039 2000Q4 3 7.38 0.233 7.147 6.552 -0.035 0.595 0.233 0.054 2001Q1 4 6.24 -0.171 6.411 6.327 -0.054 0.084 0.171 0.029 2001Q2 5 6.72 0.113 6.607 6.399 -0.041 0.208 0.113 0.013 2001Q3 6 6.47 -0.121 6.591 6.223 -0.055 0.368 0.121 0.015 2001Q4 7 5.43 -0.480 5.910 5.635 -0.108 0.275 0.480 0.230 2002Q1 8 5.55 -0.022 5.572 5.503 -0.110 0.069 0.022 0.000 2002Q2 9 5.13 -0.169 5.299 5.204 -0.129 0.095 0.169 0.029 2002Q3 10 4.48 -0.347 4.827 4.690 -0.168 0.137 0.347 0.120 2002Q4 11 4.15 -0.233 4.383 4.263 -0.194 0.120 0.233 0.054 2003Q1 12 3.75 -0.140 3.890 3.914 -0.209 -0.024 0.140 0.020 2003Q2 13 3.49 -0.112 3.602 3.581 -0.222 0.021 0.112 0.012 2003Q3 14 4.26 0.275 3.985 3.665 -0.191 0.321 0.275 0.076 2003Q4 15 4.82 0.442 4.378 3.964 -0.142 0.414 0.442 0.195 2004Q1 16 4.5 0.253 4.247 4.103 -0.114 0.144 0.253 0.064 2004Q2 17 5.02 0.364 4.656 4.393 -0.074 0.263 0.364 0.132 2004Q3 18 5.02 0.137 4.883 4.472 -0.058 0.412 0.137 0.019 2004Q4 19 4.04 -0.283 4.323 4.098 -0.090 0.225 0.283 0.080 2005Q1 20 3.62 -0.192 3.812 3.795 -0.111 0.017 0.192 0.037 2005Q2 21 3.31 -0.230 3.540 3.429 -0.137 0.110 0.230 0.053 2005Q3 22 3.26 -0.160 3.420 3.115 -0.154 0.305 0.160 0.026 2005Q4 23 3.61 0.153 3.457 3.130 -0.137 0.327 0.153 0.023 2006Q1 24 3.57 0.202 3.368 3.217 -0.115 0.151 0.202 0.041 2006Q2 25 4.05 0.302 3.748 3.437 -0.081 0.311 0.302 0.091 2006Q3 26 3.9 0.086 3.814 3.451 -0.072 0.362 0.086 0.007 2006Q4 27 3.68 -0.010 3.690 3.369 -0.073 0.321 0.010 0.000 2007Q1 28 3.76 0.113 3.647 3.421 -0.060 0.226 0.113 0.013 2007Q2 29 4.53 0.309 4.221 3.704 -0.026 0.517 0.309 0.095 2007Q3 30 4.54 0.180 4.360 3.878 -0.006 0.482 0.180 0.032 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 0.285 0.152 0.390 yprum ME MAE MSE RMSE ##### 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 3583 12840242 1995Q2 2 366618 -7492 374110 328710.4 9180.0 45399.9 7492 56135094 1995Q3 3 376688 2403 374285 340560.5 9447.0 33724.4 2403 5774925 1995Q4 4 390221 1118 389103 351249.8 9571.2 37853.2 1118 1250033 1996Q1 5 382859 7074 375785 368680.6 10357.2 7104.7 7074 50036961 1996Q2 6 423953 -175 424128 378843.9 10337.8 45283.6 175 30452 1996Q3 7 432152 3329 428823 392880.1 10707.6 35943.4 3329 11079087 1996Q4 8 444324 1038 443286 404741.0 10823.0 38545.1 1038 1077286 1997Q1 9 415593 -2547 418140 412733.7 10539.9 5406.5 2547 6488282 1997Q2 10 455790 -4596 460386 418166.7 10029.2 42219.4 4596 21124913 1997Q3 11 461902 -805 462707 427301.0 9939.7 35406.4 805 648752 1997Q4 12 477809 728 477081 438050.0 10020.7 39030.7 728 530449 1998Q1 13 457925 1601 456324 449849.8 10198.6 6474.0 1601 2563841 1998Q2 14 512225 3585 508640 464031.3 10596.9 44609.2 3585 12849214 1998Q3 15 512408 854 511554 475577.5 10691.8 35976.1 854 730077 1998Q4 16 513925 -4095 518020 481719.3 10236.8 36300.7 4095 16768939 1999Q1 17 481895 -5953 487848 485342.1 9575.4 2505.6 5953 35433997 1999Q2 18 532968 -2361 535329 492294.0 9313.1 43035.1 2361 5574861 1999Q3 19 529465 -2923 532388 498359.8 8988.3 34027.7 2923 8541162 1999Q4 20 536469 -2585 539054 504476.2 8701.1 34577.5 2585 6680867 2000Q1 21 504479 -4033 508512 508695.8 8253.0 -183.4 4033 16268447 2000Q2 22 558691 -465 559156 516431.6 8201.3 42724.8 465 216627 2000Q3 23 557780 -317 558097 524280.7 8166.0 33816.4 317 100498 2000Q4 24 568219 430 567789 532924.6 8213.8 34864.3 430 185007 2001Q1 25 540124 -299 540423 540806.0 8180.6 -382.8 299 89513 2001Q2 26 598842 2567 596275 551838.8 8465.8 44436.1 2567 6589539 2001Q3 27 599262 1851 597411 562361.1 8671.5 35050.2 1851 3425289 2001Q4 28 613986 2912 611074 574268.2 8995.0 36805.7 2912 8480466 2002Q1 29 576665 -2238 578903 580777.1 8746.4 -1874.5 2238 5006587 2002Q2 30 630141 -1375 631516 587996.0 8593.7 43519.7 1375 1889810 2002Q3 31 621004 -3829 624833 592335.3 8168.2 32497.6 3829 14660615 2002Q4 32 636622 -247 636869 600228.7 8140.7 36640.7 247 61210 2003Q1 33 598385 -2920 601305 605125.5 7816.3 -3820.9 2920 8523810 2003Q2 34 660401 1418 658983 614517.6 7973.9 44465.2 1418 2011374 2003Q3 35 650791 -1511 652302 620812.3 7806.0 31490.0 1511 2284091 2003Q4 36 667533 819 666714 629527.9 7897.0 37186.5 819 670157 2004Q1 37 650616 6124 644492 644229.7 8577.4 262.0 6124 37507575 2004Q2 38 716444 6902 709542 660475.8 9344.3 49066.4 6902 47635189 2004Q3 39 712711 4104 708607 674380.5 9800.3 34226.2 4104 16845356 2004Q4 40 737591 5841 731750 690670.3 10449.3 41080.2 5841 34111868 2005Q1 41 697345 -1453 698798 699504.9 10287.8 -706.8 1453 2111689 2005Q2 42 762115 1172 760943 711095.1 10418.1 49847.8 1172 1373828 2005Q3 43 756632 321 756311 721870.2 10453.8 34440.5 321 103252 2005Q4 44 778304 1764 776540 734283.9 10649.8 42256.1 1764 3111491 2006Q1 45 742621 -578 743199 744291.3 10585.5 -1092.2 578 334225 2006Q2 46 861462 20425 841037 777571.8 12855.0 63464.8 20425 417199224 2006Q3 47 820093 -1719 821812 788517.1 12664.0 33294.6 1719 2954061 2006Q4 48 841083 -848 841931 800239.4 12569.9 41691.1 848 718336 2007Q1 49 817704 2155 815549 815204.1 12809.4 344.7 2155 4645223 2007Q2 50 899674 2950 896724 831291.7 13137.2 65431.8 2950 8705443 2007Q3 51 0 2007Q4 52 0 174292 601 173692 785 13090013 3618 yprum ME MAE MSE RMSE ##### 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