čtvrtletí pořadí realinvs ln(yt) ln(t) ln2(t) ln(t).ln(yt) skutečnost vyrovnání rezidua abs.rezidua rezidua^2 APE AMAPE 1986Q1 1 886.2 6.78694 0.00000 0.00000 0.00000 886.2 609.3 276.9 277 76699 0.3125 0.185191086 1986Q2 2 868.3 6.76654 0.69315 0.48045 4.69021 868.3 691.6 176.7 177 31235 0.2035 0.113301832 1986Q3 3 838 6.73102 1.09861 1.20695 7.39478 838 744.8 93.2 93 8691 0.1112 0.058899534 1986Q4 4 838.2 6.73126 1.38629 1.92181 9.33150 838.2 785.0 53.2 53 2831 0.0635 0.032778701 1987Q1 5 863.4 6.76088 1.60944 2.59029 10.88121 863.4 817.7 45.7 46 2090 0.0530 0.027197141 1987Q2 6 863.9 6.76146 1.79176 3.21040 12.11490 863.9 845.4 18.5 19 342 0.0214 0.010827112 1987Q3 7 860.5 6.75751 1.94591 3.78657 13.14951 860.5 869.6 -9.1 9 82 0.0105 0.00523484 1987Q4 8 929.3 6.83443 2.07944 4.32408 14.21180 929.3 891.0 38.3 38 1463 0.0412 0.02101508 1988Q1 9 884.6 6.78514 2.19722 4.82780 14.90847 884.6 910.4 -25.8 26 668 0.0292 0.014395255 1988Q2 10 902.5 6.80517 2.30259 5.30190 15.66948 902.5 928.1 -25.6 26 658 0.0284 0.014009643 1988Q3 11 907.5 6.81069 2.39790 5.74990 16.33133 907.5 944.5 -37.0 37 1366 0.0407 0.019957655 1988Q4 12 916.7 6.82078 2.48491 6.17476 16.94900 916.7 959.6 -42.9 43 1841 0.0468 0.02286657 1989Q1 13 952.7 6.85930 2.56495 6.57897 17.59376 952.7 973.7 -21.0 21 443 0.0221 0.010926828 1998Q2 14 941.1 6.84705 2.63906 6.96462 18.06976 941.1 987.0 -45.9 46 2110 0.0488 0.023822199 1989Q3 15 929.3 6.83443 2.70805 7.33354 18.50798 929.3 999.6 -70.3 70 4937 0.0756 0.03642603 1989Q4 16 922.9 6.82752 2.77259 7.68725 18.92991 922.9 1011.4 -88.5 89 7837 0.0959 0.045764912 1990Q1 17 934 6.83948 2.83321 8.02710 19.37770 934 1022.7 -88.7 89 7867 0.0950 0.045329661 1990Q2 18 933 6.83841 2.89037 8.35425 19.76553 933 1033.4 -100.4 100 10088 0.1077 0.051076658 1990Q3 19 912.6 6.81630 2.94444 8.66972 20.07017 912.6 1043.7 -131.1 131 17188 0.1437 0.067016528 1990Q4 20 849.6 6.74477 2.99573 8.97441 20.20551 849.6 1053.5 -203.9 204 41591 0.2400 0.107158774 1991Q1 21 815.1 6.70331 3.04452 9.26912 20.40838 815.1 1063.0 -247.9 248 61443 0.3041 0.131984564 1991Q2 22 808.8 6.69555 3.09104 9.55454 20.69623 808.8 1072.1 -263.3 263 69304 0.3255 0.139966069 1991Q3 23 829.8 6.72118 3.13549 9.83132 21.07424 829.8 1080.8 -251.0 251 63003 0.3025 0.131374002 1991Q4 24 864.2 6.76180 3.17805 10.10003 21.48938 864.2 1089.2 -225.0 225 50646 0.2604 0.115204524 1992Q1 25 843.8 6.73792 3.21888 10.36116 21.68851 843.8 1097.4 -253.6 254 64316 0.3006 0.130643177 1992Q2 26 901.8 6.80439 3.25810 10.61519 22.16937 901.8 1105.3 -203.5 204 41413 0.2257 0.101391025 1992Q3 27 912.1 6.81575 3.29584 10.86254 22.46360 912.1 1113.0 -200.9 201 40343 0.2202 0.099184803 1992Q4 28 941.6 6.84758 3.33220 11.10359 22.81754 941.6 1120.4 -178.8 179 31962 0.1899 0.086702601 1993Q1 29 964.8 6.87192 3.36730 11.33868 23.13979 964.8 1127.6 -162.8 163 26500 0.1687 0.077800814 1993Q2 30 967 6.87420 3.40120 11.56814 23.38051 967 1134.6 -167.6 168 28090 0.1733 0.079748714 1993Q3 31 964.1 6.87120 3.43399 11.79227 23.59560 964.1 1141.4 -177.3 177 31443 0.1839 0.08421748 1993Q4 32 1015.6 6.92323 3.46574 12.01133 23.99410 1015.6 1148.1 -132.5 132 17547 0.1304 0.061222968 1994Q1 33 1057.3 6.96347 3.49651 12.22557 24.34784 1057.3 1154.5 -97.2 97 9456 0.0920 0.043964614 1994Q2 34 1118.5 7.01974 3.52636 12.43522 24.75415 1118.5 1160.9 -42.4 42 1794 0.0379 0.018584648 1994Q3 35 1101.8 7.00470 3.55535 12.64050 24.90415 1101.8 1167.0 -65.2 65 4255 0.0592 0.028750225 1994Q4 36 1150.5 7.04795 3.58352 12.84161 25.25647 1150.5 1173.1 -22.6 23 509 0.0196 0.009707198 1995Q1 37 1162.4 7.05824 3.61092 13.03873 25.48673 1162.4 1178.9 -16.5 17 274 0.0142 0.00706679 1995Q2 38 1128.5 7.02864 3.63759 13.23203 25.56730 1128.5 1184.7 -56.2 56 3159 0.0498 0.024298593 1995Q3 39 1119.1 7.02028 3.66356 13.42168 25.71923 1119.1 1190.3 -71.2 71 5076 0.0637 0.030850233 1995Q4 40 1152.4 7.04960 3.68888 13.60783 26.00513 1152.4 1195.9 -43.5 43 1890 0.0377 0.018511214 1996Q1 41 1172.3 7.06672 3.71357 13.79062 26.24278 1172.3 1201.3 -29.0 29 840 0.0247 0.012209389 1996Q2 42 1233.4 7.11753 3.73767 13.97017 26.60298 1233.4 1206.6 26.8 27 719 0.0217 0.010990311 1996Q3 43 1281.4 7.15571 3.76120 14.14663 26.91405 1281.4 1211.8 69.6 70 4846 0.0543 0.027921924 1996Q4 44 1283.7 7.15750 3.78419 14.32009 27.08534 1283.7 1216.9 66.8 67 4464 0.0520 0.026718032 1997Q1 45 1325.4 7.18947 3.80666 14.49068 27.36788 1325.4 1221.9 103.5 104 10712 0.0781 0.040631678 1997Q2 46 1400.6 7.24466 3.82864 14.65849 27.73719 1400.6 1226.8 173.8 174 30200 0.1241 0.0661415 1997Q3 47 1408.6 7.25035 3.85015 14.82364 27.91492 1408.6 1231.7 176.9 177 31311 0.1256 0.067019529 1997Q4 48 1438.5 7.27136 3.87120 14.98620 28.14888 1438.5 1236.4 202.1 202 40844 0.1405 0.07555372 1998Q1 49 1543.3 7.34168 3.89182 15.14627 28.57249 1543.3 1241.1 302.2 302 91343 0.1958 0.108544901 1998Q2 50 1516.8 7.32436 3.91202 15.30392 28.65306 1516.8 1245.7 271.1 271 73515 0.1788 0.098150452 1998Q3 51 1559.7 7.35225 3.93183 15.45925 28.90776 1559.7 1250.2 309.5 310 95802 0.1984 0.110153849 1998Q4 52 1612.1 7.38529 3.95124 15.61233 29.18109 1612.1 1254.6 357.5 357 127787 0.2217 0.124697338 1999Q1 53 1641.8 7.40355 3.97029 15.76322 29.39425 1641.8 1259.0 382.8 383 146533 0.2332 0.131962248 1999Q2 54 1617.4 7.38858 3.98898 15.91199 29.47291 1617.4 1263.3 354.1 354 125378 0.2189 0.122916389 1999Q3 55 1655.8 7.41204 4.00733 16.05872 29.70251 1655.8 1267.6 388.2 388 150732 0.2345 0.132806823 1999Q4 56 1725.4 7.45321 4.02535 16.20346 30.00181 1725.4 1271.7 453.7 454 205807 0.2629 0.15136413 2000Q1 57 1722.9 7.45176 4.04305 16.34626 30.12786 1722.9 1275.9 447.0 447 199843 0.2595 0.14907411 2000Q2 58 1801.6 7.49643 4.06044 16.48720 30.43883 1801.6 1279.9 521.7 522 272145 0.2896 0.169291075 2000Q3 59 1788.8 7.48930 4.07754 16.62631 30.53790 1788.8 1283.9 504.9 505 254892 0.2822 0.164306089 2000Q4 60 1778.3 7.48341 4.09434 16.76366 30.63967 1778.3 1287.9 490.4 490 240509 0.2758 0.159943955 sumace 1653 62892.6 397.7457541 176.3958484 591.0077751 1239.13854 62892.6 61902.54764 990.1 8586.6 2.1131E+06 0.1329 0.0665 X¨X = 57 176.3958484 THEILovoU 0.18548 176.3958484 591.0077751 det (X¨X) 2571.947845 (X¨X)-1 0.229789953 -0.068584536 -0.068584536 0.022162191 X'y = 397.7457541 1239.13854 b1 6.412236989 exp(b1) 609.2550544 b2 0.182817487 ##### Sheet/List 2 ##### čtvrtletí pořadí realinvs t2 t3 t4 t*yt t2*yt skutečnost vyrovnání rezidua abs.rezidua rezidua^2 APE AMAPE 1986Q1 1 886.2 1 1 1 886.2 886.2 886.2 835.9 50.3 50.322 2532.322 0.057 0.058 1986Q2 2 868.3 4 8 16 1736.6 3473.2 868.3 853.4 14.9 14.859 220.801 0.017 0.017 1986Q3 3 838 9 27 81 2514 7542 838 867.7 -29.7 29.692 881.602 0.035 0.035 1986Q4 4 838.2 16 64 256 3352.8 13411.2 838.2 879.0 -40.8 40.774 1662.481 0.049 0.047 1987Q1 5 863.4 25 125 625 4317 21585 863.4 887.6 -24.2 24.216 586.407 0.028 0.028 1987Q2 6 863.9 36 216 1296 5183.4 31100.4 863.9 893.9 -30.0 30.037 902.193 0.035 0.034 1987Q3 7 860.5 49 343 2401 6023.5 42164.5 860.5 898.2 -37.7 37.741 1424.399 0.044 0.043 1987Q4 8 929.3 64 512 4096 7434.4 59475.2 929.3 900.8 28.5 28.477 810.922 0.031 0.031 1988Q1 9 884.6 81 729 6561 7961.4 71652.6 884.6 902.0 -17.4 17.364 301.510 0.020 0.019 1988Q2 10 902.5 100 1000 10000 9025 90250 902.5 901.9 0.6 0.568 0.322 0.001 0.001 1988Q3 11 907.5 121 1331 14641 9982.5 109807.5 907.5 901.0 6.5 6.515 42.440 0.007 0.007 1988Q4 12 916.7 144 1728 20736 11000.4 132004.8 916.7 899.4 17.3 17.332 300.415 0.019 0.019 1989Q1 13 952.7 169 2197 28561 12385.1 161006.3 952.7 897.3 55.4 55.389 3067.914 0.058 0.060 1998Q2 14 941.1 196 2744 38416 13175.4 184455.6 941.1 895.0 46.1 46.063 2121.812 0.049 0.050 1989Q3 15 929.3 225 3375 50625 13939.5 209092.5 929.3 892.8 36.5 36.548 1335.724 0.039 0.040 1989Q4 16 922.9 256 4096 65536 14766.4 236262.4 922.9 890.7 32.2 32.246 1039.814 0.035 0.036 1990Q1 17 934 289 4913 83521 15878 269926 934 888.9 45.1 45.075 2031.777 0.048 0.049 1990Q2 18 933 324 5832 104976 16794 302292 933 887.7 45.3 45.263 2048.768 0.049 0.050 1990Q3 19 912.6 361 6859 130321 17339.4 329448.6 912.6 887.2 25.4 25.351 642.678 0.028 0.028 1990Q4 20 849.6 400 8000 160000 16992 339840 849.6 887.6 -38.0 38.009 1444.648 0.045 0.044 1991Q1 21 815.1 441 9261 194481 17117.1 359459.1 815.1 889.0 -73.9 73.850 5453.889 0.091 0.087 1991Q2 22 808.8 484 10648 234256 17793.6 391459.2 808.8 891.4 -82.6 82.597 6822.331 0.102 0.097 1991Q3 23 829.8 529 12167 279841 19085.4 438964.2 829.8 895.1 -65.3 65.260 4258.855 0.079 0.076 1991Q4 24 864.2 576 13824 331776 20740.8 497779.2 864.2 900.0 -35.8 35.836 1284.239 0.041 0.041 1992Q1 25 843.8 625 15625 390625 21095 527375 843.8 906.4 -62.6 62.613 3920.347 0.074 0.072 1992Q2 26 901.8 676 17576 456976 23446.8 609616.8 901.8 914.3 -12.5 12.463 155.327 0.014 0.014 1992Q3 27 912.1 729 19683 531441 24626.7 664920.9 912.1 923.6 -11.5 11.549 133.381 0.013 0.013 1992Q4 28 941.6 784 21952 614656 26364.8 738214.4 941.6 934.6 7.0 6.980 48.715 0.007 0.007 1993Q1 29 964.8 841 24389 707281 27979.2 811396.8 964.8 947.2 17.6 17.586 309.256 0.018 0.018 1993Q2 30 967 900 27000 810000 29010 870300 967 961.5 5.5 5.544 30.735 0.006 0.006 1993Q3 31 964.1 961 29791 923521 29887.1 926500.1 964.1 977.4 -13.3 13.259 175.790 0.014 0.014 1993Q4 32 1015.6 1024 32768 1048576 32499.2 1039974.4 1015.6 994.9 20.7 20.677 427.553 0.020 0.021 1994Q1 33 1057.3 1089 35937 1185921 34890.9 1151399.7 1057.3 1014.1 43.2 43.163 1863.058 0.041 0.042 1994Q2 34 1118.5 1156 39304 1336336 38029 1292986 1118.5 1035.0 83.5 83.522 6975.992 0.075 0.078 1994Q3 35 1101.8 1225 42875 1500625 38563 1349705 1101.8 1057.4 44.4 44.391 1970.553 0.040 0.041 1994Q4 36 1150.5 1296 46656 1679616 41418 1491048 1150.5 1081.4 69.1 69.117 4777.113 0.060 0.062 1995Q1 37 1162.4 1369 50653 1874161 43008.8 1591325.6 1162.4 1106.8 55.6 55.560 3086.896 0.048 0.049 1995Q2 38 1128.5 1444 54872 2085136 42883 1629554 1128.5 1133.7 -5.2 5.207 27.115 0.005 0.005 1995Q3 39 1119.1 1521 59319 2313441 43644.9 1702151.1 1119.1 1161.9 -42.8 42.800 1831.824 0.038 0.038 1995Q4 40 1152.4 1600 64000 2560000 46096 1843840 1152.4 1191.3 -38.9 38.921 1514.869 0.034 0.033 1996Q1 41 1172.3 1681 68921 2825761 48064.3 1970636.3 1172.3 1221.9 -49.6 49.563 2456.464 0.042 0.041 1996Q2 42 1233.4 1764 74088 3111696 51802.8 2175717.6 1233.4 1253.4 -20.0 20.003 400.116 0.016 0.016 1996Q3 43 1281.4 1849 79507 3418801 55100.2 2369308.6 1281.4 1285.8 -4.4 4.408 19.435 0.003 0.003 1996Q4 44 1283.7 1936 85184 3748096 56482.8 2485243.2 1283.7 1318.9 -35.2 35.234 1241.430 0.027 0.027 1997Q1 45 1325.4 2025 91125 4100625 59643 2683935 1325.4 1352.6 -27.2 27.222 741.012 0.021 0.020 1997Q2 46 1400.6 2116 97336 4477456 64427.6 2963669.6 1400.6 1386.7 13.9 13.899 193.172 0.010 0.010 1997Q3 47 1408.6 2209 103823 4879681 66204.2 3111597.4 1408.6 1421.0 -12.4 12.391 153.545 0.009 0.009 1997Q4 48 1438.5 2304 110592 5308416 69048 3314304 1438.5 1455.3 -16.8 16.797 282.141 0.012 0.012 1998Q1 49 1543.3 2401 117649 5764801 75621.7 3705463.3 1543.3 1489.4 53.9 53.888 2903.905 0.035 0.036 1998Q2 50 1516.8 2500 125000 6250000 75840 3792000 1516.8 1523.1 -6.3 6.318 39.914 0.004 0.004 1998Q3 51 1559.7 2601 132651 6765201 79544.7 4056779.7 1559.7 1556.2 3.5 3.517 12.369 0.002 0.002 1998Q4 52 1612.1 2704 140608 7311616 83829.2 4359118.4 1612.1 1588.4 23.7 23.735 563.345 0.015 0.015 1999Q1 53 1641.8 2809 148877 7890481 87015.4 4611816.2 1641.8 1619.4 22.4 22.392 501.382 0.014 0.014 1999Q2 54 1617.4 2916 157464 8503056 87339.6 4716338.4 1617.4 1649.0 -31.6 31.646 1001.449 0.020 0.019 1999Q3 55 1655.8 3025 166375 9150625 91069 5008795 1655.8 1677.0 -21.2 21.197 449.319 0.013 0.013 1999Q4 56 1725.4 3136 175616 9834496 96622.4 5410854.4 1725.4 1703.0 22.4 22.429 503.061 0.013 0.013 2000Q1 57 1722.9 3249 185193 10556001 98205.3 5597702.1 1722.9 1726.7 -3.8 3.763 14.161 0.002 0.002 2000Q2 58 1801.6 3364 195112 11316496 104492.8 104492.8 1801.6 1747.8 53.8 53.843 2899.031 0.030 0.030 2000Q3 59 1788.8 3481 205379 12117361 105539.2 105539.2 1788.8 1765.9 22.9 22.875 523.255 0.013 0.013 2000Q4 60 1778.3 3600 216000 12960000 106698 106698 1778.3 1780.8 -2.5 2.526 6.381 0.001 0.001 sumace 1653 62892.6 63365 2732409 125678141 2054726.5 84876924.7 62892.6 62892.9223 -0.322297527 1781.1353 7.9943E+04 0.0310 0.0309 X¨X= adj(X¨X)= THEILovoU 0.08414 det (X¨X) (X¨X)-1 X'y= b0 814.649 spočteno GRETLem b1 23.183 spočteno GRETLem b2 -2.01579 spočteno GRETLem b3 0.062113 spočteno GRETLem b4 -0.000508053 spočteno GRETLem ##### Sheet/List 3 ##### čtvrtletí pořadí realinvs t2 t3 t4 t*yt t2*yt skutečnost vyrovnání rezidua abs.rezidua rezidua^2 APE AMAPE 1986Q1 1 886.2 1 1 1 886.2 886.2 886.2 899.9 -13.656 13.656 186.490 0.015 0.008 1986Q2 2 868.3 4 8 16 1736.6 3473.2 868.3 894.6 -26.270 26.270 690.091 0.030 0.015 1986Q3 3 838 9 27 81 2514 7542 838 889.7 -51.710 51.710 2673.960 0.062 0.030 1986Q4 4 838.2 16 64 256 3352.8 13411.2 838.2 885.3 -47.098 47.098 2218.178 0.056 0.027 1987Q1 5 863.4 25 125 625 4317 21585 863.4 881.4 -17.950 17.950 322.211 0.021 0.010 1987Q2 6 863.9 36 216 1296 5183.4 31100.4 863.9 877.9 -13.987 13.987 195.650 0.016 0.008 1987Q3 7 860.5 49 343 2401 6023.5 42164.5 860.5 874.9 -14.428 14.428 208.178 0.017 0.008 1987Q4 8 929.3 64 512 4096 7434.4 59475.2 929.3 872.5 56.808 56.808 3227.151 0.061 0.032 1988Q1 9 884.6 81 729 6561 7961.4 71652.6 884.6 870.6 14.003 14.003 196.074 0.016 0.008 1988Q2 10 902.5 100 1000 10000 9025 90250 902.5 869.3 33.236 33.236 1104.657 0.037 0.019 1988Q3 11 907.5 121 1331 14641 9982.5 109807.5 907.5 868.5 38.990 38.990 1520.236 0.043 0.022 1988Q4 12 916.7 144 1728 20736 11000.4 132004.8 916.7 868.4 48.345 48.345 2337.240 0.053 0.027 1989Q1 13 952.7 169 2197 28561 12385.1 161006.3 952.7 868.8 83.882 83.882 7036.149 0.088 0.046 1998Q2 14 941.1 196 2744 38416 13175.4 184455.6 941.1 869.9 71.181 71.181 5066.783 0.076 0.039 1989Q3 15 929.3 225 3375 50625 13939.5 209092.5 929.3 871.7 57.625 57.625 3320.607 0.062 0.032 1989Q4 16 922.9 256 4096 65536 14766.4 236262.4 922.9 874.1 48.793 48.793 2380.735 0.053 0.027 1990Q1 17 934 289 4913 83521 15878 269926 934 877.2 56.766 56.766 3222.433 0.061 0.031 1990Q2 18 933 324 5832 104976 16794 302292 933 881.1 51.927 51.927 2696.386 0.056 0.029 1990Q3 19 912.6 361 6859 130321 17339.4 329448.6 912.6 885.6 26.954 26.954 726.544 0.030 0.015 1990Q4 20 849.6 400 8000 160000 16992 339840 849.6 891.0 -41.369 41.369 1711.424 0.049 0.024 1991Q1 21 815.1 441 9261 194481 17117.1 359459.1 815.1 897.1 -81.964 81.964 6718.075 0.101 0.048 1991Q2 22 808.8 484 10648 234256 17793.6 391459.2 808.8 903.9 -95.148 95.148 9053.161 0.118 0.056 1991Q3 23 829.8 529 12167 279841 19085.4 438964.2 829.8 911.6 -81.841 81.841 6697.973 0.099 0.047 1991Q4 24 864.2 576 13824 331776 20740.8 497779.2 864.2 920.2 -55.962 55.962 3131.753 0.065 0.031 1992Q1 25 843.8 625 15625 390625 21095 527375 843.8 929.5 -85.730 85.730 7349.622 0.102 0.048 1992Q2 26 901.8 676 17576 456976 23446.8 609616.8 901.8 939.8 -37.964 37.964 1441.253 0.042 0.021 1992Q3 27 912.1 729 19683 531441 24626.7 664920.9 912.1 950.9 -38.783 38.783 1504.108 0.043 0.021 1992Q4 28 941.6 784 21952 614656 26364.8 738214.4 941.6 962.9 -21.306 21.306 453.946 0.023 0.011 1993Q1 29 964.8 841 24389 707281 27979.2 811396.8 964.8 975.9 -11.052 11.052 122.156 0.011 0.006 1993Q2 30 967 900 27000 810000 29010 870300 967 989.7 -22.741 22.741 517.159 0.024 0.012 1993Q3 31 964.1 961 29791 923521 29887.1 926500.1 964.1 1004.6 -40.491 40.491 1639.542 0.042 0.021 1993Q4 32 1015.6 1024 32768 1048576 32499.2 1039974.4 1015.6 1020.4 -4.822 4.822 23.250 0.005 0.002 1994Q1 33 1057.3 1089 35937 1185921 34890.9 1151399.7 1057.3 1037.3 20.048 20.048 401.924 0.019 0.010 1994Q2 34 1118.5 1156 39304 1336336 38029 1292986 1118.5 1055.1 63.399 63.399 4019.474 0.057 0.029 1994Q3 35 1101.8 1225 42875 1500625 38563 1349705 1101.8 1074.0 27.813 27.813 773.558 0.025 0.013 1994Q4 36 1150.5 1296 46656 1679616 41418 1491048 1150.5 1093.9 56.570 56.570 3200.138 0.049 0.025 1995Q1 37 1162.4 1369 50653 1874161 43008.8 1591325.6 1162.4 1114.9 47.451 47.451 2251.576 0.041 0.021 1995Q2 38 1128.5 1444 54872 2085136 42883 1629554 1128.5 1137.1 -8.563 8.563 73.327 0.008 0.004 1995Q3 39 1119.1 1521 59319 2313441 43644.9 1702151.1 1119.1 1160.3 -41.191 41.191 1696.696 0.037 0.018 1995Q4 40 1152.4 1600 64000 2560000 46096 1843840 1152.4 1184.7 -32.252 32.252 1040.184 0.028 0.014 1996Q1 41 1172.3 1681 68921 2825761 48064.3 1970636.3 1172.3 1210.2 -37.865 37.865 1433.751 0.032 0.016 1996Q2 42 1233.4 1764 74088 3111696 51802.8 2175717.6 1233.4 1236.8 -3.449 3.449 11.896 0.003 0.001 1996Q3 43 1281.4 1849 79507 3418801 55100.2 2369308.6 1281.4 1264.7 16.676 16.676 278.102 0.013 0.007 1996Q4 44 1283.7 1936 85184 3748096 56482.8 2485243.2 1283.7 1293.8 -10.107 10.107 102.160 0.008 0.004 1997Q1 45 1325.4 2025 91125 4100625 59643 2683935 1325.4 1324.1 1.280 1.280 1.639 0.001 0.000 1997Q2 46 1400.6 2116 97336 4477456 64427.6 2963669.6 1400.6 1355.7 44.921 44.921 2017.864 0.032 0.016 1997Q3 47 1408.6 2209 103823 4879681 66204.2 3111597.4 1408.6 1388.5 20.094 20.094 403.784 0.014 0.007 1997Q4 48 1438.5 2304 110592 5308416 69048 3314304 1438.5 1422.6 15.882 15.882 252.253 0.011 0.006 1998Q1 49 1543.3 2401 117649 5764801 75621.7 3705463.3 1543.3 1458.0 85.266 85.266 7270.269 0.055 0.028 1998Q2 50 1516.8 2500 125000 6250000 75840 3792000 1516.8 1494.8 22.026 22.026 485.123 0.015 0.007 1998Q3 51 1559.7 2601 132651 6765201 79544.7 4056779.7 1559.7 1532.9 26.842 26.842 720.508 0.017 0.009 1998Q4 52 1612.1 2704 140608 7311616 83829.2 4359118.4 1612.1 1572.3 39.797 39.797 1583.812 0.025 0.012 1999Q1 53 1641.8 2809 148877 7890481 87015.4 4611816.2 1641.8 1613.1 28.671 28.671 822.026 0.017 0.009 1999Q2 54 1617.4 2916 157464 8503056 87339.6 4716338.4 1617.4 1655.4 -37.955 37.955 1440.598 0.023 0.012 1999Q3 55 1655.8 3025 166375 9150625 91069 5008795 1655.8 1699.0 -43.201 43.201 1866.288 0.026 0.013 1999Q4 56 1725.4 3136 175616 9834496 96622.4 5410854.4 1725.4 1744.1 -18.684 18.684 349.096 0.011 0.005 2000Q1 57 1722.9 3249 185193 10556001 98205.3 5597702.1 1722.9 1790.6 -67.725 67.725 4586.669 0.039 0.019 2000Q2 58 1801.6 3364 195112 11316496 104492.8 1801.6 1838.6 -37.042 37.042 1372.121 0.021 0.010 2000Q3 59 1788.8 3481 205379 12117361 105539.2 1788.8 1888.2 -99.355 99.355 9871.373 0.056 0.027 2000Q4 60 1778.3 3600 216000 12960000 106698 1778.3 1939.2 -160.882 160.882 25882.992 0.090 0.043 sumace 1653 62892.6 63365 2732409 125678141 2054726.5 84876924.7 62892.6 62892.618 -0.01835238 2210.5 1.1678E+05 0.038 0.019 X¨X= adj(X¨X)= THEILovoU 0.09374 det (X¨X) (X¨X)-1 X'y= b1 905.551 spočteno GRETLem b2 -5.89263 spočteno GRETLem b3 0.194601 spočteno GRETLem b4 0.00317882 spočteno GRETLem ##### Sheet/List 4 ##### čtvrtletí pořadí realinvs t2 t3 t4 t*yt t2*yt skutečnost vyrovnání rezidua abs.rezidua rezidua^2 APE AMAPE 1986Q1 1 886.2 1 1 1 886.2 886.2 886.2 926.3 -40.1 40.091 1607.280 0.045 0.022 1986Q2 2 868.3 4 8 16 1736.6 3473.2 868.3 915.3 -47.0 47.040 2212.730 0.054 0.026 1986Q3 3 838 9 27 81 2514 7542 838 905.3 -67.3 67.331 4533.429 0.080 0.039 1986Q4 4 838.2 16 64 256 3352.8 13411.2 838.2 896.3 -58.1 58.064 3371.445 0.069 0.033 1987Q1 5 863.4 25 125 625 4317 21585 863.4 888.1 -24.7 24.740 612.061 0.029 0.014 1987Q2 6 863.9 36 216 1296 5183.4 31100.4 863.9 881.0 -17.1 17.058 290.972 0.020 0.010 1987Q3 7 860.5 49 343 2401 6023.5 42164.5 860.5 874.7 -14.2 14.218 202.158 0.017 0.008 1987Q4 8 929.3 64 512 4096 7434.4 59475.2 929.3 869.4 59.9 59.879 3585.506 0.064 0.033 1988Q1 9 884.6 81 729 6561 7961.4 71652.6 884.6 865.1 19.5 19.534 381.582 0.022 0.011 1988Q2 10 902.5 100 1000 10000 9025 90250 902.5 861.7 40.8 40.847 1668.462 0.045 0.023 1988Q3 11 907.5 121 1331 14641 9982.5 109807.5 907.5 859.2 48.3 48.317 2334.551 0.053 0.027 1988Q4 12 916.7 144 1728 20736 11000.4 132004.8 916.7 857.7 59.0 59.045 3486.343 0.064 0.033 1989Q1 13 952.7 169 2197 28561 12385.1 161006.3 952.7 857.1 95.6 95.631 9145.291 0.100 0.053 1998Q2 14 941.1 196 2744 38416 13175.4 184455.6 941.1 857.4 83.7 83.674 7001.413 0.089 0.047 1989Q3 15 929.3 225 3375 50625 13939.5 209092.5 929.3 858.7 70.6 70.576 4980.910 0.076 0.039 1989Q4 16 922.9 256 4096 65536 14766.4 236262.4 922.9 861.0 61.9 61.934 3835.865 0.067 0.035 1990Q1 17 934 289 4913 83521 15878 269926 934 864.1 69.9 69.851 4879.141 0.075 0.039 1990Q2 18 933 324 5832 104976 16794 302292 933 868.3 64.7 64.725 4189.327 0.069 0.036 1990Q3 19 912.6 361 6859 130321 17339.4 329448.6 912.6 873.3 39.3 39.257 1541.101 0.043 0.022 1990Q4 20 849.6 400 8000 160000 16992 339840 849.6 879.4 -29.8 29.754 885.277 0.035 0.017 1991Q1 21 815.1 441 9261 194481 17117.1 359459.1 815.1 886.3 -71.2 71.206 5070.350 0.087 0.042 1991Q2 22 808.8 484 10648 234256 17793.6 391459.2 808.8 894.2 -85.4 85.401 7293.415 0.106 0.050 1991Q3 23 829.8 529 12167 279841 19085.4 438964.2 829.8 903.0 -73.2 73.239 5363.938 0.088 0.042 1991Q4 24 864.2 576 13824 331776 20740.8 497779.2 864.2 912.8 -48.6 48.619 2363.773 0.056 0.027 1992Q1 25 843.8 625 15625 390625 21095 527375 843.8 923.5 -79.7 79.741 6358.579 0.095 0.045 1992Q2 26 901.8 676 17576 456976 23446.8 609616.8 901.8 935.2 -33.4 33.405 1115.898 0.037 0.018 1992Q3 27 912.1 729 19683 531441 24626.7 664920.9 912.1 947.8 -35.7 35.712 1275.329 0.039 0.019 1992Q4 28 941.6 784 21952 614656 26364.8 738214.4 941.6 961.4 -19.8 19.761 390.487 0.021 0.010 1993Q1 29 964.8 841 24389 707281 27979.2 811396.8 964.8 975.9 -11.1 11.052 122.148 0.011 0.006 1993Q2 30 967 900 27000 810000 29010 870300 967 991.3 -24.3 24.286 589.796 0.025 0.012 1993Q3 31 964.1 961 29791 923521 29887.1 926500.1 964.1 1007.7 -43.6 43.562 1897.618 0.045 0.022 1993Q4 32 1015.6 1024 32768 1048576 32499.2 1039974.4 1015.6 1025.0 -9.4 9.380 87.983 0.009 0.005 1994Q1 33 1057.3 1089 35937 1185921 34890.9 1151399.7 1057.3 1043.2 14.1 14.059 197.669 0.013 0.007 1994Q2 34 1118.5 1156 39304 1336336 38029 1292986 1118.5 1062.4 56.1 56.057 3142.340 0.050 0.026 1994Q3 35 1101.8 1225 42875 1500625 38563 1349705 1101.8 1082.6 19.2 19.211 369.076 0.017 0.009 1994Q4 36 1150.5 1296 46656 1679616 41418 1491048 1150.5 1103.7 46.8 46.824 2192.471 0.041 0.021 1995Q1 37 1162.4 1369 50653 1874161 43008.8 1591325.6 1162.4 1125.7 36.7 36.694 1346.448 0.032 0.016 1995Q2 38 1128.5 1444 54872 2085136 42883 1629554 1128.5 1148.7 -20.2 20.178 407.160 0.018 0.009 1995Q3 39 1119.1 1521 59319 2313441 43644.9 1702151.1 1119.1 1172.6 -53.5 53.493 2861.467 0.048 0.023 1995Q4 40 1152.4 1600 64000 2560000 46096 1843840 1152.4 1197.4 -45.0 45.049 2029.457 0.039 0.019 1996Q1 41 1172.3 1681 68921 2825761 48064.3 1970636.3 1172.3 1223.2 -50.9 50.949 2595.761 0.043 0.021 1996Q2 42 1233.4 1764 74088 3111696 51802.8 2175717.6 1233.4 1250.0 -16.6 16.590 275.230 0.013 0.007 1996Q3 43 1281.4 1849 79507 3418801 55100.2 2369308.6 1281.4 1277.7 3.7 3.726 13.885 0.003 0.001 1996Q4 44 1283.7 1936 85184 3748096 56482.8 2485243.2 1283.7 1306.3 -22.6 22.600 510.754 0.018 0.009 1997Q1 45 1325.4 2025 91125 4100625 59643 2683935 1325.4 1335.9 -10.5 10.468 109.584 0.008 0.004 1997Q2 46 1400.6 2116 97336 4477456 64427.6 2963669.6 1400.6 1366.4 34.2 34.221 1171.079 0.024 0.012 1997Q3 47 1408.6 2209 103823 4879681 66204.2 3111597.4 1408.6 1397.8 10.8 10.768 115.950 0.008 0.004 1997Q4 48 1438.5 2304 110592 5308416 69048 3314304 1438.5 1430.2 8.3 8.273 68.437 0.006 0.003 1998Q1 49 1543.3 2401 117649 5764801 75621.7 3705463.3 1543.3 1463.6 79.7 79.735 6357.673 0.052 0.027 1998Q2 50 1516.8 2500 125000 6250000 75840 3792000 1516.8 1497.8 19.0 18.955 359.294 0.012 0.006 1998Q3 51 1559.7 2601 132651 6765201 79544.7 4056779.7 1559.7 1533.1 26.6 26.633 709.304 0.017 0.009 1998Q4 52 1612.1 2704 140608 7311616 83829.2 4359118.4 1612.1 1569.2 42.9 42.868 1837.679 0.027 0.013 1999Q1 53 1641.8 2809 148877 7890481 87015.4 4611816.2 1641.8 1606.3 35.5 35.461 1257.499 0.022 0.011 1999Q2 54 1617.4 2916 157464 8503056 87339.6 4716338.4 1617.4 1644.4 -27.0 26.988 728.353 0.017 0.008 1999Q3 55 1655.8 3025 166375 9150625 91069 5008795 1655.8 1683.4 -27.6 27.580 760.632 0.017 0.008 1999Q4 56 1725.4 3136 175616 9834496 96622.4 5410854.4 1725.4 1723.3 2.1 2.087 4.354 0.001 0.001 2000Q1 57 1722.9 3249 185193 10556001 98205.3 5597702.1 1722.9 1764.2 -41.3 41.290 1704.833 0.024 0.012 2000Q2 58 1801.6 3364 195112 11316496 104492.8 1801.6 1806.0 -4.4 4.408 19.432 0.002 0.001 2000Q3 59 1788.8 3481 205379 12117361 105539.2 1788.8 1848.8 -60.0 59.969 3596.276 0.034 0.016 2000Q4 60 1778.3 3600 216000 12960000 106698 1778.3 1892.5 -114.2 114.172 13035.268 0.064 0.031 sumace 1653 62892.6 63365 2732409 125678141 2054726.5 84876924.7 62892.6 62892.6 -1.270E-10 2.298E+03 1.238E+05 0.0405 0.0202 X¨X= 57 1653 63365 adj(X¨X)= 4.97536E+11 34606870788 501548852 THEILovoU 0.09557 1653 63365 2732409 34606870788 3148530812 51004968 63365 2732409 125678141 501548852 51004968 879396 det (X¨X) 2.93506E+12 (X¨X)-1 0.169514696 -0.011790841 0.000170882 -0.011790841 0.00107273 -1.73778E-05 0.000170882 -1.73778E-05 2.99617E-07 X'y= 62892.6 2054726.5 84876924.7 b1 938.1844498 b2 -12.36471026 b3 0.471158406 ##### Sheet/List 5 ##### čtvrtletí pořadí celk.výdaje t2 t*yt skutečnost vyrovnání rezidua abs.rezidua rezidua^2 APE AMAPE 2000Q1 1 "5,783" 1 5783 "5,783" 5808.7 -25.7 25.70606061 660.8015519 0.0044 0.002217625 2000Q2 2 "6,285" 4 12570 "6,285" 5905.2 379.8 379.8056378 144252.3225 0.0604 0.031156652 2000Q3 3 "6,417" 9 19251 "6,417" 6001.7 415.3 415.3173362 172488.4897 0.0647 0.033442946 2000Q4 4 "6,771" 16 27084 "6,771" 6098.2 672.8 672.8290345 452698.9097 0.0994 0.052282236 2001Q1 5 "5,929" 25 29645 "5,929" 6194.7 -265.7 265.6592671 70574.84619 0.0448 0.021912466 2001Q2 6 "6,506" 36 39036 "6,506" 6291.1 214.9 214.8524313 46161.56723 0.0330 0.016789088 2001Q3 7 "6,505" 49 45535 "6,505" 6387.6 117.4 117.3641297 13774.33893 0.0180 0.009103191 2001Q4 8 "7,093" 64 56744 "7,093" 6484.1 608.9 608.875828 370729.774 0.0858 0.044845714 2002Q1 9 "6,156" 81 55404 "6,156" 6580.6 -424.6 424.6124736 180295.7527 0.0690 0.033337944 2002Q2 10 "6,673" 100 66730 "6,673" 6677.1 -4.1 4.100775194 16.81635719 0.0006 0.000307172 2002Q3 11 "6,810" 121 74910 "6,810" 6773.6 36.4 36.41092319 1325.755327 0.0053 0.002680508 2002Q4 12 "7,205" 144 86460 "7,205" 6870.1 334.9 334.9226216 112173.1624 0.0465 0.023795437 2003Q1 13 "6,377" 169 82901 "6,377" 6966.6 -589.6 589.5656801 347587.6911 0.0925 0.044183518 2003Q2 14 "6,903" 196 96642 "6,903" 7063.1 -160.1 160.0539817 25617.27705 0.0232 0.011460215 2003Q3 15 "7,050" 225 105750 "7,050" 7159.5 -109.5 109.5422833 11999.51183 0.0155 0.007709065 2003Q4 16 "7,440" 256 119040 "7,440" 7256.0 184.0 183.9694151 33844.74569 0.0247 0.012518306 2004Q1 17 "6,758" 289 114886 "6,758" 7352.5 -594.5 594.5188865 353452.7065 0.0880 0.042133028 2004Q2 18 "7,132" 324 128376 "7,132" 7449.0 -317.0 317.0071882 100493.5573 0.0444 0.021741104 2004Q3 19 "7,333" 361 139327 "7,333" 7545.5 -212.5 212.4954898 45154.33318 0.0290 0.014282055 2004Q4 20 "7,672" 400 153440 "7,672" 7642.0 30.0 30.0162086 900.9727786 0.0039 0.001960052 2005Q1 21 "6,881" 441 144501 "6,881" 7738.5 -857.5 857.472093 735258.3903 0.1246 0.05865274 2005Q2 22 "7,560" 484 166320 "7,560" 7835.0 -275.0 274.9603946 75603.21862 0.0364 0.017860416 2005Q3 23 "7,677" 529 176571 "7,677" 7931.4 -254.4 254.4486963 64744.13903 0.0331 0.016301985 2005Q4 24 "8,041" 576 192984 "8,041" 8027.9 13.1 13.06300211 170.6420242 0.0016 0.000812935 2006Q1 25 "7,384" 625 184600 "7,384" 8124.4 -740.4 740.4252995 548229.6241 0.1003 0.047743422 2006Q2 26 "8,123" 676 211198 "8,123" 8220.9 -97.9 97.91360113 9587.073286 0.0121 0.00599083 2006Q3 27 "8,285" 729 223695 "8,285" 8317.4 -32.4 32.40190275 1049.883302 0.0039 0.001951639 2006Q4 28 "8,794" 784 246232 "8,794" 8413.9 380.1 380.1097956 144483.4567 0.0432 0.022089274 2007Q1 29 "8,029" 841 232841 "8,029" 8510.4 -481.4 481.378506 231725.266 0.0600 0.029104994 2007Q2 30 "8,685" 900 260550 "8,685" 8606.9 78.1 78.13319239 6104.795753 0.0090 0.004518494 2007Q3 31 "8,783" 961 272273 "8,783" 8703.4 79.6 79.64489077 6343.308625 0.0091 0.004554688 2007Q4 32 "9,204" 1024 294528 "9,204" 8799.8 404.2 404.1565891 163342.5486 0.0439 0.022448351 2008Q1 33 "8,647" 1089 285351 "8,647" 8896.3 -249.3 249.3317125 62166.30285 0.0288 0.014212335 2008Q2 34 "9,417" 1156 320178 "9,417" 8992.8 424.2 424.1799859 179928.6604 0.0450 0.023040963 2008Q3 35 "9,521" 1225 333235 "9,521" 9089.3 431.7 431.6916843 186357.7103 0.0453 0.023196375 2008Q4 36 "9,830" 1296 353880 "9,830" 9185.8 644.2 644.2033827 414997.9982 0.0655 0.033877276 2009Q1 37 "9,057" 1369 335109 "9,057" 9282.3 -225.3 225.284919 50753.29471 0.0249 0.01228428 2009Q2 38 "9,709" 1444 368942 "9,709" 9378.8 330.2 330.2267794 109049.7258 0.0340 0.017300435 2009Q3 39 "9,641" 1521 375999 "9,641" 9475.3 165.7 165.7384778 27469.24302 0.0172 0.008670026 2009Q4 40 "10,013" 1600 400520 "10,013" 9571.7 441.3 441.2501762 194701.718 0.0441 0.022530294 2010Q1 41 "9,123" 1681 374043 "9,123" 9668.2 -545.2 545.2381254 297284.6134 0.0598 0.029015551 2010Q2 42 "9,680" 1764 406560 "9,680" 9764.7 -84.7 84.72642706 7178.567443 0.0088 0.004357296 2010Q3 43 "9,743" 1849 418949 "9,743" 9861.2 -118.2 118.2147287 13974.72208 0.0121 0.006030067 2010Q4 44 "10,236" 1936 450384 "10,236" 9957.7 278.3 278.2969697 77449.20334 0.0272 0.013781374 2011Q1 45 0 10054.2 -10054.2 10054.19133 101086763.3 1 2011Q2 46 0 10150.7 -10150.7 10150.67963 103036297 1 2011Q3 47 0 10247.2 -10247.2 10247.16794 105004450.7 1 2011Q4 48 0 10343.7 -10343.7 10343.65624 106991224.3 1 sumace 990 346861 29370 8488957 346861 356915.1913 -10054.19133 23384.3 1.0718E+08 0.0306 0.0328 X¨X= 44 990 THEILovoU 0.12890 990 29370 det (X¨X) 312180 (X¨X)-1 0.094080338 -0.003171247 -0.003171247 0.000140944 X'y= 346861 8488957 b1 5712.217759 b2 96.48830162 ##### Sheet/List 6 ##### čtvrtletí pořadí ln(pořadí) realinvs ln2t t*yt skutečnost vyrovnání rezidua abs.rezidua rezidua^2 APE AMAPE 1986Q1 1 0 886.2 0 0 886.200 453.114 433.086 433.086 187563.494 0.489 0.323 1986Q2 2 0.693147181 868.3 0.480453014 601.8596969 868.300 598.761 269.539 269.539 72651.141 0.310 0.184 1986Q3 3 1.098612289 838 1.206948961 920.6370979 838.000 683.959 154.041 154.041 23728.498 0.184 0.101 1986Q4 4 1.386294361 838.2 1.921812056 1161.991933 838.200 744.409 93.791 93.791 8796.845 0.112 0.059 1987Q1 5 1.609437912 863.4 2.590290394 1389.588694 863.400 791.296 72.104 72.104 5198.923 0.084 0.044 1987Q2 6 1.791759469 863.9 3.210401996 1547.901005 863.900 829.607 34.293 34.293 1176.031 0.040 0.020 1987Q3 7 1.945910149 860.5 3.786566308 1674.455683 860.500 861.998 -1.498 1.498 2.243 0.002 0.001 1987Q4 8 2.079441542 929.3 4.324077125 1932.425025 929.300 890.056 39.244 39.244 1540.111 0.042 0.022 1988Q1 9 2.197224577 884.6 4.827795843 1943.664861 884.600 914.805 -30.205 30.205 912.334 0.034 0.017 1988Q2 10 2.302585093 902.5 5.30189811 2078.083046 902.500 936.944 -34.444 34.444 1186.369 0.038 0.019 1988Q3 11 2.397895273 907.5 5.749901739 2176.08996 907.500 956.971 -49.471 49.471 2447.351 0.055 0.027 1988Q4 12 2.48490665 916.7 6.174761058 2277.913926 916.700 975.254 -58.554 58.554 3428.564 0.064 0.031 1989Q1 13 2.564949357 952.7 6.578965206 2443.627253 952.700 992.073 -39.373 39.373 1550.224 0.041 0.020 1998Q2 14 2.63905733 941.1 6.964623589 2483.616853 941.100 1007.645 -66.545 66.545 4428.209 0.071 0.034 1989Q3 15 2.708050201 929.3 7.333535892 2516.591052 929.300 1022.142 -92.842 92.842 8619.616 0.100 0.048 1989Q4 16 2.772588722 922.9 7.687248223 2558.822132 922.900 1035.703 -112.803 112.803 12724.520 0.122 0.058 1990Q1 17 2.833213344 934 8.027097853 2646.221263 934.000 1048.442 -114.442 114.442 13096.911 0.123 0.058 1990Q2 18 2.890371758 933 8.354248899 2696.71685 933.000 1060.452 -127.452 127.452 16244.044 0.137 0.064 1990Q3 19 2.944438979 912.6 8.669720902 2687.095012 912.600 1071.813 -159.213 159.213 25348.772 0.174 0.080 1990Q4 20 2.995732274 849.6 8.974411855 2545.17414 849.600 1082.591 -232.991 232.991 54284.787 0.274 0.121 1991Q1 21 3.044522438 815.1 9.269116874 2481.590239 815.100 1092.843 -277.743 277.743 77141.158 0.341 0.146 1991Q2 22 3.091042453 808.8 9.554543448 2500.035136 808.800 1102.618 -293.818 293.818 86328.999 0.363 0.154 1991Q3 23 3.135494216 829.8 9.831323978 2601.8331 829.800 1111.958 -282.158 282.158 79613.350 0.340 0.145 1991Q4 24 3.17805383 864.2 10.10002615 2746.47412 864.200 1120.901 -256.701 256.701 65895.505 0.297 0.129 1992Q1 25 3.218875825 843.8 10.36116158 2716.087421 843.800 1129.479 -285.679 285.679 81612.436 0.339 0.145 1992Q2 26 3.258096538 901.8 10.61519305 2938.151458 901.800 1137.720 -235.920 235.920 55658.312 0.262 0.116 1992Q3 27 3.295836866 912.1 10.86254065 3006.132805 912.100 1145.650 -233.550 233.550 54545.747 0.256 0.113 1992Q4 28 3.33220451 941.6 11.1035869 3137.603767 941.600 1153.292 -211.692 211.692 44813.522 0.225 0.101 1993Q1 29 3.36729583 964.8 11.33868121 3248.767017 964.800 1160.666 -195.866 195.866 38363.331 0.203 0.092 1993Q2 30 3.401197382 967 11.56814363 3288.957868 967.000 1167.789 -200.789 200.789 40316.280 0.208 0.094 1993Q3 31 3.433987204 964.1 11.79226812 3310.707064 964.100 1174.679 -210.579 210.579 44343.553 0.218 0.098 1993Q4 32 3.465735903 1015.6 12.01132535 3519.801383 1015.600 1181.350 -165.750 165.750 27473.153 0.163 0.075 1994Q1 33 3.496507561 1057.3 12.22556513 3696.857445 1057.300 1187.816 -130.516 130.516 17034.466 0.123 0.058 1994Q2 34 3.526360525 1118.5 12.43521855 3944.234247 1118.500 1194.089 -75.589 75.589 5713.696 0.068 0.033 1994Q3 35 3.555348061 1101.8 12.64049984 3917.282494 1101.800 1200.180 -98.380 98.380 9678.622 0.089 0.043 1994Q4 36 3.583518938 1150.5 12.84160798 4122.838539 1150.500 1206.099 -55.599 55.599 3091.291 0.048 0.024 1995Q1 37 3.610917913 1162.4 13.03872817 4197.330982 1162.400 1211.857 -49.457 49.457 2445.953 0.043 0.021 1995Q2 38 3.63758616 1128.5 13.23203307 4105.015981 1128.500 1217.460 -88.960 88.960 7913.923 0.079 0.038 1995Q3 39 3.663561646 1119.1 13.42168393 4099.891838 1119.100 1222.918 -103.818 103.818 10778.244 0.093 0.044 1995Q4 40 3.688879454 1152.4 13.60783163 4251.064683 1152.400 1228.238 -75.838 75.838 5751.435 0.066 0.032 1996Q1 41 3.713572067 1172.3 13.79061749 4353.420534 1172.300 1233.427 -61.127 61.127 3736.478 0.052 0.025 1996Q2 42 3.737669618 1233.4 13.97017418 4610.041707 1233.400 1238.490 -5.090 5.090 25.910 0.004 0.002 1996Q3 43 3.761200116 1281.4 14.14662631 4819.601828 1281.400 1243.435 37.965 37.965 1441.374 0.030 0.015 1996Q4 44 3.784189634 1283.7 14.32009119 4857.764233 1283.700 1248.265 35.435 35.435 1255.623 0.028 0.014 1997Q1 45 3.80666249 1325.4 14.49067931 5045.350464 1325.400 1252.987 72.413 72.413 5243.595 0.055 0.028 1997Q2 46 3.828641396 1400.6 14.65849494 5362.39514 1400.600 1257.606 142.994 142.994 20447.389 0.102 0.054 1997Q3 47 3.850147602 1408.6 14.82363655 5423.317912 1408.600 1262.125 146.475 146.475 21455.038 0.104 0.055 1997Q4 48 3.871201011 1438.5 14.98619727 5568.722654 1438.500 1266.548 171.952 171.952 29567.334 0.120 0.064 1998Q1 49 3.891820298 1543.3 15.14626523 6006.246266 1543.300 1270.881 272.419 272.419 74212.071 0.177 0.097 1998Q2 50 3.912023005 1516.8 15.30392399 5933.756495 1516.800 1275.126 241.674 241.674 58406.245 0.159 0.087 1998Q3 51 3.931825633 1559.7 15.45925281 6132.468439 1559.700 1279.287 280.413 280.413 78631.351 0.180 0.099 1998Q4 52 3.951243719 1612.1 15.61232692 6369.799999 1612.100 1283.367 328.733 328.733 108065.125 0.204 0.114 1999Q1 53 3.970291914 1641.8 15.76321788 6518.425264 1641.800 1287.370 354.430 354.430 125620.703 0.216 0.121 1999Q2 54 3.988984047 1617.4 15.91199372 6451.782797 1617.400 1291.298 326.102 326.102 106342.798 0.202 0.112 1999Q3 55 4.007333185 1655.8 16.05871926 6635.342288 1655.800 1295.153 360.647 360.647 130066.136 0.218 0.122 1999Q4 56 4.025351691 1725.4 16.20345623 6945.341807 1725.400 1298.939 426.461 426.461 181868.727 0.247 0.141 2000Q1 57 4.043051268 1722.9 16.34626355 6965.773029 1722.900 1302.658 420.242 420.242 176602.988 0.244 0.139 2000Q2 58 4.060443011 1801.6 16.48719744 7315.294128 1801.600 1306.313 495.287 495.287 245309.361 0.275 0.159 2000Q3 59 4.077537444 1788.8 16.62631161 7293.89898 1788.800 1309.905 478.895 478.895 229340.602 0.268 0.155 2000Q4 60 4.094344562 1778.3 16.76365739 7280.972935 1778.300 1313.436 464.864 464.864 216098.167 0.261 0.150 sumace 1653 176.3958484 62892.6 591.0077751 204112.6839 62892.6 62892.6 -1.09821E-10 9.4289E+03 2.3264E+06 0.1519 0.0757 X¨X= 57 176.3958484 THEILovoU 0.19360 176.3958484 591.0077751 det (X¨X) 2571.947845 (X¨X)-1 0.22978995 -0.06858454 -0.06858454 0.02216219 X'y= 62893 204113 b1 453.114 b2 210.125 ##### Sheet/List 7 ##### čtvrtletí pořadí realinvs 1993Q1 1 886.2 1993Q2 2 868.3 1993Q3 3 838 1993Q4 4 838.2 1994Q1 5 863.4 1994Q2 6 863.9 1994Q3 7 860.5 1994Q4 8 929.3 1995Q1 9 884.6 1995Q2 10 902.5 1995Q3 11 907.5 1995Q4 12 916.7 1996Q1 13 952.7 1996Q2 14 941.1 1996Q3 15 929.3 1996Q4 16 922.9 1997Q1 17 934 1997Q2 18 933 1997Q3 19 912.6 1997Q4 20 849.6 1998Q1 21 815.1 1998Q2 22 808.8 1998Q3 23 829.8 1998Q4 24 864.2 1999Q1 25 843.8 1999Q2 26 901.8 1999Q3 27 912.1 1999Q4 28 941.6 2000Q1 29 964.8 2000Q2 30 967 2000Q3 31 964.1 2000Q4 32 1015.6 2001Q1 33 1057.3 2001Q2 34 1118.5 2001Q3 35 1101.8 2001Q4 36 1150.5 2002Q1 37 1162.4 2002Q2 38 1128.5 2002Q3 39 1119.1 2002Q4 40 1152.4 2003Q1 41 1172.3 2003Q2 42 1233.4 2003Q3 43 1281.4 2003Q4 44 1283.7 2004Q1 45 1325.4 2004Q2 46 1400.6 2004Q3 47 1408.6 2004Q4 48 1438.5 2005Q1 49 1543.3 2005Q2 50 1516.8 2005Q3 51 1559.7 2005Q4 52 1612.1 2006Q1 53 1641.8 2006Q2 54 1617.4 2006Q3 55 1655.8 2006Q4 56 1725.4 2007Q1 57 1722.9 2007Q2 58 1801.6 2007Q3 59 1788.8 2007Q4 60 1778.3 ##### Sheet/List 8 ##### 57 pozorování trendová funkce SE SAE SSE MAE MSE RMSE MAPE AMAPE THEIL' U 1 lineární trend 2 kvadratický trend 3 kubický trend 5 bikvadratický trend 6 mocninný trend 7 logaritmický trend 8 exponenciální trend 9 modifik.expon.trend 9 logistický trend 10 Gompertzův trend ##### Sheet/List 9 ##### čtvrtletí pořadí rec.hodnota čtvrtletí pořadí rec.hodnota čtvrtletí pořadí rec.hodnota hodnota hodnota hodnota realinvs 1986Q1 1 0.001128 1990Q4 20 0.001177 1995Q3 39 0.000894 886.2 849.6 1119.1 886.2 1986Q2 2 0.001152 1991Q1 21 0.001227 1995Q4 40 0.000868 868.3 815.1 1152.4 868.3 1986Q3 3 0.001193 1991Q2 22 0.001236 1996Q1 41 0.000853 838 808.8 1172.3 838 1986Q4 4 0.001193 1991Q3 23 0.001205 1996Q2 42 0.000811 838.2 829.8 1233.4 838.2 1987Q1 5 0.001158 1991Q4 24 0.001157 1996Q3 43 0.000780 863.4 864.2 1281.4 863.4 1987Q2 6 0.001158 1992Q1 25 0.001185 1996Q4 44 0.000779 863.9 843.8 1283.7 863.9 1987Q3 7 0.001162 1992Q2 26 0.001109 1997Q1 45 0.000754 860.5 901.8 1325.4 860.5 1987Q4 8 0.001076 1992Q3 27 0.001096 1997Q2 46 0.000714 929.3 912.1 1400.6 929.3 1988Q1 9 0.001130 1992Q4 28 0.001062 1997Q3 47 0.000710 884.6 941.6 1408.6 884.6 1988Q2 10 0.001108 1993Q1 29 0.001036 1997Q4 48 0.000695 902.5 964.8 1438.5 902.5 1988Q3 11 0.001102 1993Q2 30 0.001034 1998Q1 49 0.000648 907.5 967 1543.3 907.5 1988Q4 12 0.001091 1993Q3 31 0.001037 1998Q2 50 0.000659 916.7 964.1 1516.8 916.7 1989Q1 13 0.001050 1993Q4 32 0.000985 1998Q3 51 0.000641 952.7 1015.6 1559.7 952.7 1998Q2 14 0.001063 1994Q1 33 0.000946 1998Q4 52 0.000620 941.1 1057.3 1612.1 941.1 1989Q3 15 0.001076 1994Q2 34 0.000894 1999Q1 53 0.000609 929.3 1118.5 1641.8 929.3 1989Q4 16 0.001084 1994Q3 35 0.000908 1999Q2 54 0.000618 922.9 1101.8 1617.4 922.9 1990Q1 17 0.001071 1994Q4 36 0.000869 1999Q3 55 0.000604 934 1150.5 1655.8 934 1990Q2 18 0.001072 1995Q1 37 0.000860 1999Q4 56 0.000580 933 1162.4 1725.4 933 1990Q3 19 0.001096 1995Q2 38 0.000886 2000Q1 57 0.000580 912.6 1128.5 1722.9 912.6 0.021162 0.019910 0.013418 17084.7 18397.3 27410.6 849.6 815.1 808.8 parametr b= 5.188557837 1.0905210 829.8 parametr a= 0.004731363 -0.0000059 864.2 parametr c= -0.000298741 0.0011295 843.8 901.8 912.1 941.6 964.8 967 964.1 1015.6 1057.3 1118.5 1101.8 1150.5 1162.4 1128.5 1119.1 1152.4 1172.3 1233.4 1281.4 1283.7 1325.4 1400.6 1408.6 1438.5 1543.3 1516.8 1559.7 1612.1 1641.8 1617.4 1655.8 1725.4 1722.9 1801.6 1788.8 1778.3 ##### Sheet/List 10 ##### čtvrtletí pořadí hodnota t2 xt*yt skutečnost vyrovnání rezidua abs.rezidua rezidua^2 APE AMAPE 1986Q1 1 6.7869 1 6.7869 886.2 750.2 136.0 136.03 18505.32695 0.1535 0.083131958 1986Q2 2 6.7665 4 13.5331 868.3 759.8 108.5 108.49 11769.95026 0.1249 0.066635155 1986Q3 3 6.7310 9 20.1931 838 769.6 68.4 68.42 4681.366587 0.0816 0.042561201 1986Q4 4 6.7313 16 26.9250 838.2 779.5 58.7 58.73 3448.746081 0.0701 0.036302757 1987Q1 5 6.7609 25 33.8044 863.4 789.5 73.9 73.90 5461.849222 0.0856 0.044712032 1987Q2 6 6.7615 36 40.5687 863.9 799.6 64.3 64.25 4128.547592 0.0744 0.03862458 1987Q3 7 6.7575 49 47.3026 860.5 809.9 50.6 50.57 2557.599947 0.0588 0.030275319 1987Q4 8 6.8344 64 54.6755 929.3 820.3 109.0 108.96 11872.16834 0.1172 0.062275353 1988Q1 9 6.7851 81 61.0662 884.6 830.9 53.7 53.71 2885.017413 0.0607 0.031310257 1988Q2 10 6.8052 100 68.0517 902.5 841.6 60.9 60.93 3712.419998 0.0675 0.034935306 1988Q3 11 6.8107 121 74.9176 907.5 852.4 55.1 55.11 3037.063281 0.0607 0.031314198 1988Q4 12 6.8208 144 81.8494 916.7 863.3 53.4 53.35 2846.261859 0.0582 0.029971282 1989Q1 13 6.8593 169 89.1709 952.7 874.4 78.3 78.25 6123.106059 0.0821 0.042826418 1998Q2 14 6.8470 196 95.8587 941.1 885.7 55.4 55.41 3069.988161 0.0589 0.030330469 1989Q3 15 6.8344 225 102.5165 929.3 897.1 32.2 32.22 1038.136173 0.0347 0.017641522 1989Q4 16 6.8275 256 109.2403 922.9 908.6 14.3 14.29 204.1000852 0.0155 0.007800302 1990Q1 17 6.8395 289 116.2711 934 920.3 13.7 13.70 187.8081121 0.0147 0.007390574 1990Q2 18 6.8384 324 123.0913 933 932.1 0.9 0.87 0.760495057 0.0009 0.000467562 1990Q3 19 6.8163 361 129.5097 912.6 944.1 -31.5 31.51 993.0256738 0.0345 0.016972102 1990Q4 20 6.7448 400 134.8953 849.6 956.3 -106.7 106.65 11374.38601 0.1255 0.059058461 1991Q1 21 6.7033 441 140.7695 815.1 968.5 -153.4 153.45 23545.45625 0.1883 0.086029038 1991Q2 22 6.6956 484 147.3021 808.8 981.0 -172.2 172.20 29652.10957 0.2129 0.096210796 1991Q3 23 6.7212 529 154.5872 829.8 993.6 -163.8 163.81 26833.90408 0.1974 0.08983746 1991Q4 24 6.7618 576 162.2833 864.2 1006.4 -142.2 142.19 20216.69648 0.1645 0.076011193 1992Q1 25 6.7379 625 168.4479 843.8 1019.3 -175.5 175.52 30808.86148 0.2080 0.094209769 1992Q2 26 6.8044 676 176.9142 901.8 1032.4 -130.6 130.63 17064.19508 0.1449 0.067535915 1992Q3 27 6.8157 729 184.0252 912.1 1045.7 -133.6 133.60 17850.01563 0.1465 0.068241741 1992Q4 28 6.8476 784 191.7323 941.6 1059.1 -117.5 117.55 13817.66668 0.1248 0.058752296 1993Q1 29 6.8719 841 199.2857 964.8 1072.8 -108.0 107.97 11656.66797 0.1119 0.052987755 1993Q2 30 6.8742 900 206.2260 967 1086.6 -119.6 119.56 14294.26089 0.1236 0.058220208 1993Q3 31 6.8712 961 213.0070 964.1 1100.5 -136.4 136.43 18612.73508 0.1415 0.066078957 1993Q4 32 6.9232 1024 221.5435 1015.6 1114.7 -99.1 99.08 9816.449784 0.0976 0.046509422 1994Q1 33 6.9635 1089 229.7946 1057.3 1129.0 -71.7 71.71 5142.240788 0.0678 0.0327993 1994Q2 34 7.0197 1156 238.6713 1118.5 1143.5 -25.0 25.03 626.2555736 0.0224 0.011063139 1994Q3 35 7.0047 1225 245.1645 1101.8 1158.2 -56.4 56.43 3184.052239 0.0512 0.024967576 1994Q4 36 7.0480 1296 253.7263 1150.5 1173.1 -22.6 22.62 511.6075072 0.0197 0.009734274 1995Q1 37 7.0582 1369 261.1550 1162.4 1188.2 -25.8 25.80 665.7192572 0.0222 0.010976567 1995Q2 38 7.0286 1444 267.0885 1128.5 1203.5 -75.0 74.98 5621.737832 0.0664 0.032152208 1995Q3 39 7.0203 1521 273.7909 1119.1 1219.0 -99.9 99.85 9970.297078 0.0892 0.042707092 1995Q4 40 7.0496 1600 281.9841 1152.4 1234.6 -82.2 82.22 6760.693903 0.0713 0.034446012 1996Q1 41 7.0667 1681 289.7356 1172.3 1250.5 -78.2 78.20 6114.770596 0.0667 0.032275506 1996Q2 42 7.1175 1764 298.9363 1233.4 1266.6 -33.2 33.17 1100.557059 0.0269 0.013269993 1996Q3 43 7.1557 1849 307.6955 1281.4 1282.9 -1.5 1.46 2.128685053 0.0011 0.000568976 1996Q4 44 7.1575 1936 314.9301 1283.7 1299.4 -15.7 15.65 245.0078315 0.0122 0.006059778 1997Q1 45 7.1895 2025 323.5261 1325.4 1316.1 9.3 9.34 87.26342559 0.0070 0.003536489 1997Q2 46 7.2447 2116 333.2542 1400.6 1333.0 67.6 67.62 4572.588632 0.0483 0.024737136 1997Q3 47 7.2504 2209 340.7665 1408.6 1350.1 58.5 58.48 3420.23788 0.0415 0.021199273 1997Q4 48 7.2714 2304 349.0251 1438.5 1367.5 71.0 71.02 5044.456339 0.0494 0.025311815 1998Q1 49 7.3417 2401 359.7422 1543.3 1385.1 158.2 158.24 25040.75045 0.1025 0.054038042 1998Q2 50 7.3244 2500 366.2179 1516.8 1402.9 113.9 113.94 12981.1856 0.0751 0.039023315 1998Q3 51 7.3522 2601 374.9647 1559.7 1420.9 138.8 138.80 19264.98579 0.0890 0.046567231 1998Q4 52 7.3853 2704 384.0352 1612.1 1439.2 172.9 172.93 29904.72414 0.1073 0.056674701 1999Q1 53 7.4035 2809 392.3881 1641.8 1457.7 184.1 184.13 33902.53344 0.1121 0.059405702 1999Q2 54 7.3886 2916 398.9831 1617.4 1476.4 141.0 140.99 19876.79544 0.0872 0.045569982 1999Q3 55 7.4120 3025 407.6622 1655.8 1495.4 160.4 160.40 25729.06323 0.0969 0.050902183 1999Q4 56 7.4532 3136 417.3800 1725.4 1514.6 210.8 210.78 44426.72722 0.1222 0.065053999 2000Q1 57 7.4518 3249 424.7506 1722.9 1534.1 188.8 188.80 35646.55933 0.1096 0.057968418 2000Q2 58 7.4964 3364 434.7930 1801.6 1553.8 247.8 247.78 61394.46803 0.1375 0.073844408 2000Q3 59 7.4893 3481 441.8687 1788.8 1573.8 215.0 215.00 46225.68264 0.1202 0.063939121 2000Q4 60 7.4834 3600 449.0048 1778.3 1594.0 184.3 184.27 33954.42069 0.1036 0.054640887 sumace 1653 397.7457541 63365 11731.72042 62892.6 62507.18684 385.413156 5.1399E+03 6.3191E+05 0.0843 0.0417 X¨X= 57 1653 THEILovoU 0.14316 1653 63365 det (X¨X) 879396 (X¨X)-1 0.072055138 -0.001879699 -0.001879699 6.48172E-05 X'y= 397.7457541 11731.72042 b1 6.607519079 b2 0.012775055 ##### Sheet/List 11 ##### čtvrtletí pořadí realinvs vyrovnání rezidua abs.rezidua rezidua^2 APE AMAPE 1986Q1 1 886.200 890.420 -4.220 4.220 17.81 0.005 0.002 1986Q2 2 868.300 890.882 -22.582 22.582 509.93 0.026 0.013 1986Q3 3 838.000 891.386 -53.386 53.386 2850.07 0.064 0.031 1986Q4 4 838.200 891.937 -53.737 53.737 2887.64 0.064 0.031 1987Q1 5 863.400 892.538 -29.138 29.138 849.03 0.034 0.017 1987Q2 6 863.900 893.195 -29.295 29.295 858.18 0.034 0.017 1987Q3 7 860.500 893.912 -33.412 33.412 1116.36 0.039 0.019 1987Q4 8 929.300 894.695 34.605 34.605 1197.48 0.037 0.019 1988Q1 9 884.600 895.551 -10.951 10.951 119.93 0.012 0.006 1988Q2 10 902.500 896.487 6.013 6.013 36.16 0.007 0.003 1988Q3 11 907.500 897.509 9.991 9.991 99.82 0.011 0.006 1988Q4 12 916.700 898.626 18.074 18.074 326.66 0.020 0.010 1989Q1 13 952.700 899.848 52.852 52.852 2793.35 0.055 0.029 1998Q2 14 941.100 901.184 39.916 39.916 1593.30 0.042 0.022 1989Q3 15 929.300 902.645 26.655 26.655 710.47 0.029 0.015 1989Q4 16 922.900 904.245 18.655 18.655 348.02 0.020 0.010 1990Q1 17 934.000 905.995 28.005 28.005 784.27 0.030 0.015 1990Q2 18 933.000 907.912 25.088 25.088 629.42 0.027 0.014 1990Q3 19 912.600 910.011 2.589 2.589 6.70 0.003 0.001 1990Q4 20 849.600 912.312 -62.712 62.712 3932.77 0.074 0.036 1991Q1 21 815.100 914.834 -99.734 99.734 9946.86 0.122 0.058 1991Q2 22 808.800 917.600 -108.800 108.800 11837.52 0.135 0.063 1991Q3 23 829.800 920.636 -90.836 90.836 8251.23 0.109 0.052 1991Q4 24 864.200 923.970 -59.770 59.770 3572.45 0.069 0.033 1992Q1 25 843.800 927.633 -83.833 83.833 7027.99 0.099 0.047 1992Q2 26 901.800 931.661 -29.861 29.861 891.69 0.033 0.016 1992Q3 27 912.100 936.094 -23.994 23.994 575.70 0.026 0.013 1992Q4 28 941.600 940.976 0.624 0.624 0.39 0.001 0.000 1993Q1 29 964.800 946.359 18.441 18.441 340.09 0.019 0.010 1993Q2 30 967.000 952.299 14.701 14.701 216.12 0.015 0.008 1993Q3 31 964.100 958.863 5.237 5.237 27.43 0.005 0.003 1993Q4 32 1015.600 966.125 49.475 49.475 2447.82 0.049 0.025 1994Q1 33 1057.300 974.170 83.130 83.130 6910.57 0.079 0.041 1994Q2 34 1118.500 983.098 135.402 135.402 18333.65 0.121 0.064 1994Q3 35 1101.800 993.023 108.777 108.777 11832.48 0.099 0.052 1994Q4 36 1150.500 1004.077 146.423 146.423 21439.75 0.127 0.068 1995Q1 37 1162.400 1016.415 145.985 145.985 21311.51 0.126 0.067 1995Q2 38 1128.500 1030.221 98.279 98.279 9658.73 0.087 0.046 1995Q3 39 1119.100 1045.711 73.389 73.389 5386.00 0.066 0.034 1995Q4 40 1152.400 1063.142 89.258 89.258 7966.99 0.077 0.040 1996Q1 41 1172.300 1082.826 89.474 89.474 8005.60 0.076 0.040 1996Q2 42 1233.400 1105.140 128.260 128.260 16450.69 0.104 0.055 1996Q3 43 1281.400 1130.546 150.854 150.854 22757.01 0.118 0.063 1996Q4 44 1283.700 1159.617 124.083 124.083 15396.53 0.097 0.051 1997Q1 45 1325.400 1193.074 132.326 132.326 17510.23 0.100 0.053 1997Q2 46 1400.600 1231.831 168.769 168.769 28483.02 0.120 0.064 1997Q3 47 1408.600 1277.072 131.528 131.528 17299.62 0.093 0.049 1997Q4 48 1438.500 1330.354 108.146 108.146 11695.48 0.075 0.039 1998Q1 49 1543.300 1393.770 149.530 149.530 22359.36 0.097 0.051 1998Q2 50 1516.800 1470.194 46.606 46.606 2172.08 0.031 0.016 1998Q3 51 1559.700 1563.699 -3.999 3.999 15.99 0.003 0.001 1998Q4 52 1612.100 1680.235 -68.135 68.135 4642.31 0.042 0.021 1999Q1 53 1641.800 1828.870 -187.070 187.070 34995.36 0.114 0.054 1999Q2 54 1617.400 2024.137 -406.737 406.737 165435.06 0.251 0.112 1999Q3 55 1655.800 2290.872 -635.072 635.072 403316.47 0.384 0.161 1999Q4 56 1725.400 2675.333 -949.933 949.933 902371.89 0.551 0.216 2000Q1 57 1722.900 3274.638 -1551.738 1551.738 2407891.20 0.901 0.311 2000Q2 58 1801.600 4333.190 -2531.590 2531.590 6408950.26 1.405 0.413 2000Q3 59 1788.800 6692.387 -4903.587 4903.587 24045163.77 2.741 0.578 2000Q4 60 1778.300 16472.832 -14694.532 14694.532 215929257.53 8.263 0.805 62892.6 65030.40228 -2137.802277 7.0601E+03 4.2504E+06 0.0922 0.0422 parametr b= beta 1.0905210 5.1885578 THEILovoU 0.16612 parametr a= alfa -0.0000059 0.0047314 parametr c= gama 0.0011295 -0.0002987 ##### Sheet/List 12 ##### čtvrtletí pořadí realinvs vyrovnání rezidua abs.rezidua rezidua^2 APE AMAPE 1986Q1 1 886.2 891.5 -5.3 5.29 27.97622793 0.0060 0.002975355 1986Q2 2 868.3 891.9 -23.6 23.62 558.0759791 0.0272 0.013420813 1986Q3 3 838 892.4 -54.4 54.40 2959.835071 0.0649 0.031440262 1986Q4 4 838.2 892.9 -54.7 54.74 2996.074249 0.0653 0.031618772 1987Q1 5 863.4 893.5 -30.1 30.13 907.5294521 0.0349 0.017146563 1987Q2 6 863.9 894.2 -30.3 30.28 916.6903019 0.0350 0.017221598 1987Q3 7 860.5 894.9 -34.4 34.40 1183.229755 0.0400 0.019595616 1987Q4 8 929.3 895.7 33.6 33.60 1129.209259 0.0362 0.018413029 1988Q1 9 884.6 896.6 -12.0 11.98 143.5122785 0.0135 0.006725689 1988Q2 10 902.5 897.6 4.9 4.94 24.43020038 0.0055 0.002745852 1988Q3 11 907.5 898.6 8.9 8.86 78.51209734 0.0098 0.004905881 1988Q4 12 916.7 899.8 16.9 16.86 284.3690084 0.0184 0.009283184 1989Q1 13 952.7 901.2 51.5 51.54 2656.16388 0.0541 0.027800335 1998Q2 14 941.1 902.6 38.5 38.47 1480.039967 0.0409 0.020866024 1989Q3 15 929.3 904.3 25.0 25.05 627.4051906 0.0270 0.013660948 1989Q4 16 922.9 906.0 16.9 16.85 283.9760557 0.0183 0.009213813 1990Q1 17 934 908.0 26.0 25.96 674.0977876 0.0278 0.014094939 1990Q2 18 933 910.2 22.8 22.76 518.1545296 0.0244 0.012349474 1990Q3 19 912.6 912.7 -0.1 0.07 0.005214663 0.0001 3.95627E-05 1990Q4 20 849.6 915.4 -65.8 65.77 4325.341841 0.0774 0.037262634 1991Q1 21 815.1 918.4 -103.3 103.25 10660.58006 0.1267 0.059563345 1991Q2 22 808.8 921.7 -112.9 112.85 12735.38706 0.1395 0.065214884 1991Q3 23 829.8 925.3 -95.5 95.50 9121.122227 0.1151 0.054415314 1991Q4 24 864.2 929.3 -65.1 65.15 4244.244695 0.0754 0.036323462 1992Q1 25 843.8 933.8 -90.0 90.02 8104.084543 0.1067 0.05064218 1992Q2 26 901.8 938.8 -37.0 36.98 1367.156812 0.0410 0.020088875 1992Q3 27 912.1 944.3 -32.2 32.16 1034.009662 0.0353 0.017322119 1992Q4 28 941.6 950.3 -8.7 8.72 76.07168564 0.0093 0.004610078 1993Q1 29 964.8 957.0 7.8 7.76 60.29249839 0.0080 0.004040318 1993Q2 30 967 964.5 2.5 2.54 6.426663409 0.0026 0.00131252 1993Q3 31 964.1 972.7 -8.6 8.59 73.74665563 0.0089 0.004433933 1993Q4 32 1015.6 981.8 33.8 33.81 1143.263338 0.0333 0.016928198 1994Q1 33 1057.3 991.9 65.4 65.44 4282.488233 0.0619 0.031935401 1994Q2 34 1118.5 1003.0 115.5 115.49 13338.95569 0.1033 0.054439826 1994Q3 35 1101.8 1015.3 86.5 86.46 7475.069342 0.0785 0.040837366 1994Q4 36 1150.5 1029.0 121.5 121.51 14763.71398 0.1056 0.055749649 1995Q1 37 1162.4 1044.1 118.3 118.30 13994.06483 0.1018 0.053612656 1995Q2 38 1128.5 1060.8 67.7 67.67 4579.830319 0.0600 0.030911092 1995Q3 39 1119.1 1079.3 39.8 39.77 1581.471457 0.0355 0.018089126 1995Q4 40 1152.4 1099.8 52.6 52.59 2765.273844 0.0456 0.023348522 1996Q1 41 1172.3 1122.5 49.8 49.82 2481.843736 0.0425 0.021709299 1996Q2 42 1233.4 1147.6 85.8 85.83 7366.983522 0.0696 0.036048827 1996Q3 43 1281.4 1175.3 106.1 106.07 11250.1584 0.0828 0.043173904 1996Q4 44 1283.7 1206.1 77.6 77.64 6027.853564 0.0605 0.031183419 1997Q1 45 1325.4 1240.1 85.3 85.33 7281.611704 0.0644 0.033261913 1997Q2 46 1400.6 1277.7 122.9 122.90 15103.45035 0.0877 0.045885792 1997Q3 47 1408.6 1319.4 89.2 89.24 7964.333753 0.0634 0.032714269 1997Q4 48 1438.5 1365.5 73.0 73.04 5335.533842 0.0508 0.026050608 1998Q1 49 1543.3 1416.5 126.8 126.83 16084.96881 0.0822 0.04285008 1998Q2 50 1516.8 1472.9 43.9 43.86 1923.999989 0.0289 0.014671334 1998Q3 51 1559.7 1535.4 24.3 24.27 589.2424051 0.0156 0.007842756 1998Q4 52 1612.1 1604.6 7.5 7.52 56.49149027 0.0047 0.002336593 1999Q1 53 1641.8 1681.1 -39.3 39.32 1546.301188 0.0240 0.011833869 1999Q2 54 1617.4 1765.8 -148.4 148.43 22031.69099 0.0918 0.043872491 1999Q3 55 1655.8 1859.6 -203.8 203.78 41525.83396 0.1231 0.05796783 1999Q4 56 1725.4 1963.3 -237.9 237.93 56611.7505 0.1379 0.064502443 2000Q1 57 1722.9 2078.2 -355.3 355.26 126208.6934 0.2062 0.093463075 2000Q2 58 1801.6 2205.2 -403.6 403.64 162925.1034 0.2240 0.100737698 2000Q3 59 1788.8 2345.9 -557.1 557.08 310342.2468 0.3114 0.134734296 2000Q4 60 1778.3 2501.5 -723.2 723.24 523072.8273 0.4067 0.168987187 sumace 62892.6 62892.61978 -0.020 3.6972E+03 4.6257E+05 0.0554 0.0274 parametr b = beta 1.1067246 parametr a = alfa 3.6775757 THEILovoU 0.12123 parametr c = gama 887.4191924 ##### Sheet/List 13 ##### čtvrtletí pořadí hodnota čtvrtletí pořadí hodnota čtvrtletí pořadí hodnota hodnota hodnota hodnota 1986Q1 1 886.2 1990Q4 20 849.6 1995Q3 39 1119.1 886.2 849.6 1119.1 1986Q2 2 868.3 1991Q1 21 815.1 1995Q4 40 1152.4 868.3 815.1 1152.4 1986Q3 3 838 1991Q2 22 808.8 1996Q1 41 1172.3 838 808.8 1172.3 1986Q4 4 838.2 1991Q3 23 829.8 1996Q2 42 1233.4 838.2 829.8 1233.4 1987Q1 5 863.4 1991Q4 24 864.2 1996Q3 43 1281.4 863.4 864.2 1281.4 1987Q2 6 863.9 1992Q1 25 843.8 1996Q4 44 1283.7 863.9 843.8 1283.7 1987Q3 7 860.5 1992Q2 26 901.8 1997Q1 45 1325.4 860.5 901.8 1325.4 1987Q4 8 929.3 1992Q3 27 912.1 1997Q2 46 1400.6 929.3 912.1 1400.6 1988Q1 9 884.6 1992Q4 28 941.6 1997Q3 47 1408.6 884.6 941.6 1408.6 1988Q2 10 902.5 1993Q1 29 964.8 1997Q4 48 1438.5 902.5 964.8 1438.5 1988Q3 11 907.5 1993Q2 30 967 1998Q1 49 1543.3 907.5 967 1543.3 1988Q4 12 916.7 1993Q3 31 964.1 1998Q2 50 1516.8 916.7 964.1 1516.8 1989Q1 13 952.7 1993Q4 32 1015.6 1998Q3 51 1559.7 952.7 1015.6 1559.7 1998Q2 14 941.1 1994Q1 33 1057.3 1998Q4 52 1612.1 941.1 1057.3 1612.1 1989Q3 15 929.3 1994Q2 34 1118.5 1999Q1 53 1641.8 929.3 1118.5 1641.8 1989Q4 16 922.9 1994Q3 35 1101.8 1999Q2 54 1617.4 922.9 1101.8 1617.4 1990Q1 17 934 1994Q4 36 1150.5 1999Q3 55 1655.8 934 1150.5 1655.8 1990Q2 18 933 1995Q1 37 1162.4 1999Q4 56 1725.4 933 1162.4 1725.4 1990Q3 19 912.6 1995Q2 38 1128.5 2000Q1 57 1722.9 912.6 1128.5 1722.9 17084.7 18397.3 27410.6 parametr b= 6.866753009 1.10672 parametr a= 0.002801749 3.67758 parametr c= 223.7353435 887.41919 ##### Sheet/List 14 ##### čtvrtletí pořadí realinvs vyrovnání rezidua abs.rezidua rezidua^2 APE AMAPE 1986Q1 1 886.200 890.869 -4.669 4.669 21.801 0.005 0.003 1986Q2 2 868.300 891.327 -23.027 23.027 530.221 0.027 0.013 1986Q3 3 838.000 891.829 -53.829 53.829 2897.550 0.064 0.031 1986Q4 4 838.200 892.381 -54.181 54.181 2935.550 0.065 0.031 1987Q1 5 863.400 892.987 -29.587 29.587 875.383 0.034 0.017 1987Q2 6 863.900 893.653 -29.753 29.753 885.228 0.034 0.017 1987Q3 7 860.500 894.384 -33.884 33.884 1148.150 0.039 0.019 1987Q4 8 929.300 895.188 34.112 34.112 1163.617 0.037 0.019 1988Q1 9 884.600 896.071 -11.471 11.471 131.593 0.013 0.006 1988Q2 10 902.500 897.042 5.458 5.458 29.790 0.006 0.003 1988Q3 11 907.500 898.109 9.391 9.391 88.197 0.010 0.005 1988Q4 12 916.700 899.281 17.419 17.419 303.417 0.019 0.010 1989Q1 13 952.700 900.570 52.130 52.130 2717.538 0.055 0.028 1998Q2 14 941.100 901.987 39.113 39.113 1529.828 0.042 0.021 1989Q3 15 929.300 903.545 25.755 25.755 663.315 0.028 0.014 1989Q4 16 922.900 905.259 17.641 17.641 311.217 0.019 0.010 1990Q1 17 934.000 907.144 26.856 26.856 721.271 0.029 0.015 1990Q2 18 933.000 909.217 23.783 23.783 565.624 0.025 0.013 1990Q3 19 912.600 911.499 1.101 1.101 1.212 0.001 0.001 1990Q4 20 849.600 914.011 -64.411 64.411 4148.724 0.076 0.037 1991Q1 21 815.100 916.776 -101.676 101.676 10337.946 0.125 0.059 1991Q2 22 808.800 919.821 -111.021 111.021 12325.615 0.137 0.064 1991Q3 23 829.800 923.175 -93.375 93.375 8718.939 0.113 0.053 1991Q4 24 864.200 926.872 -62.672 62.672 3927.756 0.073 0.035 1992Q1 25 843.800 930.947 -87.147 87.147 7594.570 0.103 0.049 1992Q2 26 901.800 935.441 -33.641 33.641 1131.712 0.037 0.018 1992Q3 27 912.100 940.399 -28.299 28.299 800.856 0.031 0.015 1992Q4 28 941.600 945.873 -4.273 4.273 18.258 0.005 0.002 1993Q1 29 964.800 951.918 12.882 12.882 165.935 0.013 0.007 1993Q2 30 967.000 958.599 8.401 8.401 70.569 0.009 0.004 1993Q3 31 964.100 965.988 -1.888 1.888 3.563 0.002 0.001 1993Q4 32 1015.600 974.164 41.436 41.436 1716.945 0.041 0.021 1994Q1 33 1057.300 983.219 74.081 74.081 5487.943 0.070 0.036 1994Q2 34 1118.500 993.257 125.243 125.243 15685.789 0.112 0.059 1994Q3 35 1101.800 1004.394 97.406 97.406 9487.874 0.088 0.046 1994Q4 36 1150.500 1016.764 133.736 133.736 17885.247 0.116 0.062 1995Q1 37 1162.400 1030.519 131.881 131.881 17392.543 0.113 0.060 1995Q2 38 1128.500 1045.833 82.667 82.667 6833.766 0.073 0.038 1995Q3 39 1119.100 1062.907 56.193 56.193 3157.641 0.050 0.026 1995Q4 40 1152.400 1081.971 70.429 70.429 4960.199 0.061 0.032 1996Q1 41 1172.300 1103.293 69.007 69.007 4761.901 0.059 0.030 1996Q2 42 1233.400 1127.185 106.215 106.215 11281.724 0.086 0.045 1996Q3 43 1281.400 1154.008 127.392 127.392 16228.807 0.099 0.052 1996Q4 44 1283.700 1184.189 99.511 99.511 9902.448 0.078 0.040 1997Q1 45 1325.400 1218.231 107.169 107.169 11485.222 0.081 0.042 1997Q2 46 1400.600 1256.729 143.871 143.871 20698.838 0.103 0.054 1997Q3 47 1408.600 1300.394 108.206 108.206 11708.588 0.077 0.040 1997Q4 48 1438.500 1350.077 88.423 88.423 7818.698 0.061 0.032 1998Q1 49 1543.300 1406.806 136.494 136.494 18630.748 0.088 0.046 1998Q2 50 1516.800 1471.829 44.971 44.971 2022.347 0.030 0.015 1998Q3 51 1559.700 1546.677 13.023 13.023 169.599 0.008 0.004 1998Q4 52 1612.100 1633.233 -21.133 21.133 446.585 0.013 0.007 1999Q1 53 1641.800 1733.839 -92.039 92.039 8471.097 0.056 0.027 1999Q2 54 1617.400 1851.431 -234.031 234.031 54770.617 0.145 0.067 1999Q3 55 1655.800 1989.725 -333.925 333.925 111505.721 0.202 0.092 1999Q4 56 1725.400 2153.463 -428.063 428.063 183237.610 0.248 0.110 2000Q1 57 1722.900 2348.766 -625.866 625.866 391707.890 0.363 0.154 2000Q2 58 1801.600 2583.619 -782.019 782.019 611553.130 0.434 0.178 2000Q3 59 1788.800 2868.560 -1079.760 1079.760 1165881.055 0.604 0.232 2000Q4 60 1778.300 3217.673 -1439.373 1439.373 2071793.222 0.809 0.288 sumace 63325.1 -432.5 4695.3 1.014221E+06 0.0666 0.0326 parametr b= beta 1.09778 parametr a= alfa 0.00478 THEILovoU 0.27230 parametr c= gama 6.78695 ##### Sheet/List 15 ##### čtvrtletí pořadí loghodnota čtvrtletí pořadí loghodnota čtvrtletí pořadí loghodnota hodnota hodnota hodnota 1986Q1 1 6.786942659 1990Q4 20 6.74476565 1995Q3 39 7.02028007 886.2 849.6 1119.1 1986Q2 2 6.766537277 1991Q1 21 6.703310805 1995Q4 40 7.049602003 868.3 815.1 1152.4 1986Q3 3 6.7310181 1991Q2 22 6.695551668 1996Q1 41 7.06672291 838 808.8 1172.3 1986Q4 4 6.731256735 1991Q3 23 6.721184708 1996Q2 42 7.117529863 838.2 829.8 1233.4 1987Q1 5 6.760878083 1991Q4 24 6.761804223 1996Q3 43 7.155708509 863.4 864.2 1281.4 1987Q2 6 6.761457021 1992Q1 25 6.7379155 1996Q4 44 7.157501812 863.9 843.8 1283.7 1987Q3 7 6.757513616 1992Q2 26 6.804392766 1997Q1 45 7.18946958 860.5 901.8 1325.4 1987Q4 8 6.834431615 1992Q3 27 6.815749633 1997Q2 46 7.244655995 929.3 912.1 1400.6 1988Q1 9 6.785135565 1992Q4 28 6.847580556 1997Q3 47 7.250351582 884.6 941.6 1408.6 1988Q2 10 6.80516869 1993Q1 29 6.871920826 1997Q4 48 7.271356183 902.5 964.8 1438.5 1988Q3 11 6.810693566 1993Q2 30 6.874198495 1998Q1 49 7.34167826 907.5 967 1543.3 1988Q4 12 6.820780265 1993Q3 31 6.871195024 1998Q2 50 7.324358132 916.7 964.1 1516.8 1989Q1 13 6.859300059 1993Q4 32 6.92323485 1998Q3 51 7.352248774 952.7 1015.6 1559.7 1998Q2 14 6.847049404 1994Q1 33 6.963473768 1998Q4 52 7.385292956 941.1 1057.3 1612.1 1989Q3 15 6.834431615 1994Q2 34 7.019743781 1999Q1 53 7.40354848 929.3 1118.5 1641.8 1989Q4 16 6.827520886 1994Q3 35 7.004700485 1999Q2 54 7.388575201 922.9 1101.8 1617.4 1990Q1 17 6.839476438 1994Q4 36 7.047951909 1999Q3 55 7.412039555 934 1150.5 1655.8 1990Q2 18 6.838405201 1995Q1 37 7.058242112 1999Q4 56 7.453214187 933 1162.4 1725.4 1990Q3 19 6.816297668 1995Q2 38 7.028644596 2000Q1 57 7.451764197 912.6 1128.5 1722.9 129.2142945 130.4955614 138.0358982 parametr b= 5.8850634 1.09777 parametr a= 0.003732268 0.00478 parametr c= 0.262282551 6.78695 ##### Sheet/List 16 ##### čtvrtletí pořadí hodnota čtvrtletí pořadí hodnota čtvrtletí pořadí hodnota 1993Q1 1 179342.9 1997Q4 20 473921.5 2002Q3 39 580665.6 1993Q2 2 179879.6 1998Q1 21 493387.1 2002Q4 40 567335.8 1993Q3 3 184157.9 1998Q2 22 512073.8 2003Q1 41 560701.5 1993Q4 4 204782.7 1998Q3 23 527451.8 2003Q2 42 553728.3 1994Q1 5 215145.3 1998Q4 24 549745.5 2003Q3 43 548450.7 1994Q2 6 220120.4 1999Q1 25 559644.4 2003Q4 44 558026.2 1994Q3 7 224857.6 1999Q2 26 554565.3 2004Q1 45 557442.5 1994Q4 8 244498.9 1999Q3 27 542409.4 2004Q2 46 563668.2 1995Q1 9 257013.4 1999Q4 28 536933.7 2004Q3 47 569176.8 1995Q2 10 268251.6 2000Q1 29 548175 2004Q4 48 587564.8 1995Q3 11 280707.7 2000Q2 30 543395.4 2005Q1 49 584631.3 1995Q4 12 306236.9 2000Q3 31 547678.9 2005Q2 50 589489.7 1996Q1 13 320848.6 2000Q4 32 549152.9 2005Q3 51 582149.8 1996Q2 14 329595.1 2001Q1 33 568758.9 2005Q4 52 599177.5 1996Q3 15 336112.3 2001Q2 34 583195.2 2006Q1 53 597108 1996Q4 16 365625.2 2001Q3 35 589675.9 2006Q2 54 604796.4 1997Q1 17 414840.1 2001Q4 36 595970.9 2006Q3 55 606284.6 1997Q2 18 441183 2002Q1 37 596536.5 2006Q4 56 630641.9 1997Q3 19 443649.1 2002Q2 38 594155.3 2007Q1 57 636801.4 5416848.3 10466827.4 11077841