alfa 0.3 " data z příkladu 2.12: str.134 knihy Hindls,Hronová, Novák" tamní alfa je zdejší gama gama =1-alfa 0.7 nobs = 20 pozorování k=20-obs yk gamak k*gama.k y20-k.gamak vyrovnání yvk skutečnost yk rezidua abs.rezidua rezidua2 1 19 186 0.00114 0.02166 0.2120 191.00 186 -5.00 5.00 25.00 2 18 191 0.00163 0.02931 0.3110 191.00 191 0.00 0.00 0.00 3 17 196 0.00233 0.03955 0.4560 191.00 196 5.00 5.00 25.00 4 16 206 0.00332 0.05317 0.6846 195.50 206 10.50 10.50 110.25 5 15 215 0.00475 0.07121 1.0207 201.35 215 13.65 13.65 186.32 6 14 225 0.00678 0.09495 1.5260 208.45 225 16.56 16.56 274.07 7 13 235 0.00969 0.12596 2.2769 216.41 235 18.59 18.59 345.53 8 12 248 0.01384 0.16610 3.4326 225.89 248 22.11 22.11 488.94 9 11 255 0.01977 0.21751 5.0422 234.62 255 20.38 20.38 415.28 10 10 266 0.02825 0.28248 7.5138 244.04 266 21.96 21.96 482.45 11 9 278 0.04035 0.36318 11.2183 254.22 278 23.78 23.78 565.27 12 8 295 0.05765 0.46118 17.0062 266.46 295 28.54 28.54 814.69 13 7 313 0.08235 0.57648 25.7769 280.42 313 32.58 32.58 1061.45 14 6 331 0.11765 0.70589 38.9418 295.59 331 35.41 35.41 1253.58 15 5 350 0.16807 0.84035 58.8245 311.92 350 38.08 38.08 1450.40 16 4 368 0.24010 0.96040 88.3568 328.74 368 39.26 39.26 1541.26 17 3 390 0.34300 1.02900 133.7700 347.12 390 42.88 42.88 1838.80 18 2 406 0.49000 0.98000 198.9400 364.78 406 41.22 41.22 1698.83 19 1 423 0.70000 0.70000 296.1000 382.25 423 40.75 40.75 1660.71 20 0 438 1.00000 1.00000 438.0000 398.97 438 39.03 39.03 1523.05 210 190 5815 0.99920 8.7 1329.4 5329.73 -161.757 -161.757 -5236.966 Σk Σyk (1-α)*Σαk Σk.αk Σyk.αk Σyvk ME MAE MSE #NUM! RMSE ##### Sheet/List 2 ##### alfa = 0.3 " data z příkladu 2.12: str.134 knihy Hindls,Hronová, Novák" 1-alfa = 0.7 nobs = 20 predikce pozorování k=20-obs skutečnost yk vyrovnání yvk rezidua abs.rezidua rezidua2 1 19 186 191.00 -5.00 5.00 25.00 2 18 191 191.00 0.00 0.00 0.00 3 17 196 192.50 3.50 3.50 12.25 4 16 206 196.55 9.45 9.45 89.30 5 15 215 202.09 12.92 12.92 166.80 6 14 225 208.96 16.04 16.04 257.30 7 13 235 216.77 18.23 18.23 332.27 8 12 248 226.14 21.86 21.86 477.85 9 11 255 234.80 20.20 20.20 408.12 10 10 266 244.16 21.84 21.84 477.04 11 9 278 254.31 23.69 23.69 561.17 12 8 295 266.52 28.48 28.48 811.24 13 7 313 280.46 32.54 32.54 1058.69 14 6 331 295.62 35.38 35.38 1251.48 15 5 350 311.94 38.06 38.06 1448.82 16 4 368 328.76 39.24 39.24 1540.12 17 3 390 347.13 42.87 42.87 1837.93 18 2 406 364.79 41.21 41.21 1698.24 19 1 423 382.25 40.75 40.75 1660.30 20 0 438 398.98 39.02 39.02 1522.78 210 190 5815 5334.72 24.014 24.514 781.836 ME MAE MSE 27.961 RMSE ##### Sheet/List 3 ##### alfa = 0.3 Příklad 9.1.3 knihy Tomáš Cipra. Finanční ekonometrie 1-alfa = 0.7 nobs = 57 predikce QUARTER NOBS DEPOSIT vyrovnání yvk rezidua abs.rezidua rezidua2 1993Q1 1 179342.9 181126.80 -1783.90 1783.90 3182299.2 1993Q2 2 179879.6 180752.64 -873.04 873.04 762198.8 1993Q3 3 184157.9 181774.22 2383.68 2383.68 5681939.9 1993Q4 4 204782.7 188676.76 16105.94 16105.94 259401219.5 1994Q1 5 215145.3 196617.32 18527.98 18527.98 343285901.3 1994Q2 6 220120.4 203668.25 16452.15 16452.15 270673349.1 1994Q3 7 224857.6 210025.05 14832.55 14832.55 220004460.2 1994Q4 8 244498.9 220367.21 24131.69 24131.69 582338613.3 1995Q1 9 257013.4 231361.06 25652.34 25652.34 658042300.7 1995Q2 10 268251.6 242428.23 25823.37 25823.37 666846677.5 1995Q3 11 280707.7 253912.07 26795.63 26795.63 718005907.3 1995Q4 12 306236.9 269609.52 36627.38 36627.38 1341565154.0 1996Q1 13 320848.6 284981.24 35867.36 35867.36 1286467355.5 1996Q2 14 329595.1 298365.40 31229.70 31229.70 975294190.8 1996Q3 15 336112.3 309689.47 26422.83 26422.83 698165962.2 1996Q4 16 365625.2 326470.19 39155.01 39155.01 1533114904.0 1997Q1 17 414840.1 352981.16 61858.94 61858.94 3826528192.9 1997Q2 18 441183 379441.71 61741.29 61741.29 3811986458.7 1997Q3 19 443649.1 398703.93 44945.17 44945.17 2020068355.8 1997Q4 20 473921.5 421269.20 52652.30 52652.30 2772264630.5 1998Q1 21 493387.1 442904.57 50482.53 50482.53 2548485791.7 1998Q2 22 512073.8 463655.34 48418.46 48418.46 2344347336.4 1998Q3 23 527451.8 482794.28 44657.52 44657.52 1994294314.9 1998Q4 24 549745.5 502879.64 46865.86 46865.86 2196408434.5 1999Q1 25 559644.4 519909.07 39735.33 39735.33 1578896372.3 1999Q2 26 554565.3 530305.94 24259.36 24259.36 588516562.8 1999Q3 27 542409.4 533936.98 8472.42 8472.42 71781938.3 1999Q4 28 536933.7 534835.99 2097.71 2097.71 4400368.6 2000Q1 29 548175 538837.70 9337.30 9337.30 87185243.9 2000Q2 30 543395.4 540205.01 3190.39 3190.39 10178605.7 2000Q3 31 547678.9 542447.18 5231.72 5231.72 27370945.5 2000Q4 32 549152.9 544458.89 4694.01 4694.01 22033705.8 2001Q1 33 568758.9 551748.89 17010.01 17010.01 289340277.0 2001Q2 34 583195.2 561182.79 22012.41 22012.41 484546354.4 2001Q3 35 589675.9 569730.72 19945.18 19945.18 397810187.3 2001Q4 36 595970.9 577602.77 18368.13 18368.13 337388041.2 2002Q1 37 596536.5 583282.89 13253.61 13253.61 175658124.5 2002Q2 38 594155.3 586544.61 7610.69 7610.69 57922535.1 2002Q3 39 580665.6 584780.91 -4115.31 4115.31 16935777.1 2002Q4 40 567335.8 579547.38 -12211.58 12211.58 149122614.4 2003Q1 41 560701.5 573893.61 -13192.11 13192.11 174031870.3 2003Q2 42 553728.3 567844.02 -14115.72 14115.72 199253544.4 2003Q3 43 548450.7 562026.02 -13575.32 13575.32 184289417.2 2003Q4 44 558026.2 560826.08 -2799.88 2799.88 7839309.4 2004Q1 45 557442.5 559811.00 -2368.50 2368.50 5609809.7 2004Q2 46 563668.2 560968.16 2700.04 2700.04 7290202.1 2004Q3 47 569176.8 563430.75 5746.05 5746.05 33017046.9 2004Q4 48 587564.8 570670.97 16893.83 16893.83 285401571.1 2005Q1 49 584631.3 574859.07 9772.23 9772.23 95496530.7 2005Q2 50 589489.7 579248.26 10241.44 10241.44 104887151.6 2005Q3 51 582149.8 580118.72 2031.08 2031.08 4125285.9 2005Q4 52 599177.5 585836.35 13341.15 13341.15 177986176.4 2006Q1 53 597108 589217.85 7890.15 7890.15 62254501.7 2006Q2 54 604796.4 593891.41 10904.99 10904.99 118918731.4 2006Q3 55 606284.6 597609.37 8675.23 8675.23 75259625.5 2006Q4 56 630641.9 607519.13 23122.77 23122.77 534662557.4 2007Q1 57 636801.4 616303.81 20497.59 20497.59 420151195.1 473009.06 455226.10 17782.97 20064.91 664329440.87 ME MAE MSE 25774.589 RMSE ##### Sheet/List 4 ##### alfa = 0.3 Příklad 9.4.3 knihy Tomáš Cipra. Finanční ekonometrie 1-alfa = 0.7 nobs = 52 predikce QUARTER NOBS HDPCR vyrovnání yvk rezidua abs.rezidua rezidua2 1995Q1 1 332995 358767.00 -25772.00 25772.00 664195984.0 1995Q2 2 366618 361122.30 5495.70 5495.70 30202718.5 1995Q3 3 376688 365792.01 10895.99 10895.99 118722598.1 1995Q4 4 390221 373120.71 17100.29 17100.29 292420020.7 1996Q1 5 382859 376042.19 6816.81 6816.81 46468831.8 1996Q2 6 423953 390415.44 33537.56 33537.56 1124768170.2 1996Q3 7 432152 402936.41 29215.59 29215.59 853550961.9 1996Q4 8 444324 415352.68 28971.32 28971.32 839337159.4 1997Q1 9 415593 415424.78 168.22 168.22 28298.4 1997Q2 10 455790 427534.35 28255.65 28255.65 798382034.6 1997Q3 11 461902 437844.64 24057.36 24057.36 578756495.1 1997Q4 12 477809 449833.95 27975.05 27975.05 782603473.3 1998Q1 13 457925 452261.26 5663.74 5663.74 32077901.3 1998Q2 14 512225 470250.39 41974.61 41974.61 1761868299.8 1998Q3 15 512408 482897.67 29510.33 29510.33 870859603.9 1998Q4 16 513925 492205.87 21719.13 21719.13 471720665.4 1999Q1 17 481895 489112.61 -7217.61 7217.61 52093866.3 1999Q2 18 532968 502269.23 30698.77 30698.77 942414746.5 1999Q3 19 529465 510427.96 19037.04 19037.04 362408969.8 1999Q4 20 536469 518240.27 18228.73 18228.73 332286576.7 2000Q1 21 504479 514111.89 -9632.89 9632.89 92792558.2 2000Q2 22 558691 527485.62 31205.38 31205.38 973775580.0 2000Q3 23 557780 536573.94 21206.06 21206.06 449697158.6 2000Q4 24 568219 546067.46 22151.54 22151.54 490690943.1 2001Q1 25 540124 544284.42 -4160.42 4160.42 17309082.5 2001Q2 26 598842 560651.69 38190.31 38190.31 1458499550.2 2001Q3 27 599262 572234.79 27027.21 27027.21 730470346.0 2001Q4 28 613986 584760.15 29225.85 29225.85 854150333.9 2002Q1 29 576665 582331.60 -5666.60 5666.60 32110408.7 2002Q2 30 630141 596674.42 33466.58 33466.58 1120011757.0 2002Q3 31 621004 603973.30 17030.70 17030.70 290044868.5 2002Q4 32 636622 613767.91 22854.09 22854.09 522309548.1 2003Q1 33 598385 609153.04 -10768.04 10768.04 115950581.8 2003Q2 34 660401 624527.42 35873.58 35873.58 1286913409.8 2003Q3 35 650791 632406.50 18384.50 18384.50 337989941.7 2003Q4 36 667533 642944.45 24588.55 24588.55 604596886.1 2004Q1 37 650616 645245.91 5370.09 5370.09 28837827.4 2004Q2 38 716444 666605.34 49838.66 49838.66 2483892075.1 2004Q3 39 712711 680437.04 32273.96 32273.96 1041608643.3 2004Q4 40 737591 697583.23 40007.77 40007.77 1600621949.9 2005Q1 41 697345 697511.76 -166.76 166.76 27808.4 2005Q2 42 762115 716892.73 45222.27 45222.27 2045053620.1 2005Q3 43 756632 728814.51 27817.49 27817.49 773812658.2 2005Q4 44 778304 743661.36 34642.64 34642.64 1200112634.1 2006Q1 45 742621 743349.25 -728.25 728.25 530349.1 2006Q2 46 861462 778783.08 82678.92 82678.92 6835804557.2 2006Q3 47 820093 791176.05 28916.95 28916.95 836189832.7 2006Q4 48 841083 806148.14 34934.86 34934.86 1220444653.3 2007Q1 49 817704 809614.90 8089.10 8089.10 65433605.2 2007Q2 50 899674 836632.63 63041.37 63041.37 3974214693.8 2007Q3 51 585642.84 2007Q4 52 409949.99 588310.08 566525.12 21784.96 24349.46 848781304.75 ME MAE MSE 29133.85 RMSE ##### Sheet/List 5 ##### alfa = 0.3 Příklad 9.3.2 knihy Tomáš Cipra. Finanční ekonometrie 1-alfa = 0.7 nobs = 31 predikce QUARTER NOBS REVENUE vyrovnání yvk rezidua abs.rezidua rezidua2 2000Q2 1 6.55 6.98 -0.43 0.43 0.2 2000Q3 2 7 6.98 0.02 0.02 0.0 2000Q4 3 7.38 7.10 0.28 0.28 0.1 2001Q1 4 6.24 6.84 -0.60 0.60 0.4 2001Q2 5 6.72 6.81 -0.09 0.09 0.0 2001Q3 6 6.47 6.71 -0.24 0.24 0.1 2001Q4 7 5.43 6.32 -0.89 0.89 0.8 2002Q1 8 5.55 6.09 -0.54 0.54 0.3 2002Q2 9 5.13 5.80 -0.67 0.67 0.5 2002Q3 10 4.48 5.41 -0.93 0.93 0.9 2002Q4 11 4.15 5.03 -0.88 0.88 0.8 2003Q1 12 3.75 4.65 -0.90 0.90 0.8 2003Q2 13 3.49 4.30 -0.81 0.81 0.7 2003Q3 14 4.26 4.29 -0.03 0.03 0.0 2003Q4 15 4.82 4.45 0.37 0.37 0.1 2004Q1 16 4.5 4.46 0.04 0.04 0.0 2004Q2 17 5.02 4.63 0.39 0.39 0.2 2004Q3 18 5.02 4.75 0.27 0.27 0.1 2004Q4 19 4.04 4.53 -0.49 0.49 0.2 2005Q1 20 3.62 4.26 -0.64 0.64 0.4 2005Q2 21 3.31 3.98 -0.67 0.67 0.4 2005Q3 22 3.26 3.76 -0.50 0.50 0.3 2005Q4 23 3.61 3.72 -0.11 0.11 0.0 2006Q1 24 3.57 3.67 -0.10 0.10 0.0 2006Q2 25 4.05 3.79 0.26 0.26 0.1 2006Q3 26 3.9 3.82 0.08 0.08 0.0 2006Q4 27 3.68 3.78 -0.10 0.10 0.0 2007Q1 28 3.76 3.77 -0.01 0.01 0.0 2007Q2 29 4.53 4.00 0.53 0.53 0.3 2007Q3 30 4.54 4.16 0.38 0.38 0.1 2007Q4 2.91 -2.91 2.91 8.5 4.73 4.96 -0.233 0.408 0.252 ME MAE MSE 0.502 RMSE ##### Sheet/List 6 ##### alfa 0.2 predikce= gama =1-alfa 0.8 vyrovnání skutečnost DATE NOBS HDPCR αk k.αk yk.αk St[1] yvk HDPCR rezidua rezidua^2 abs(rezidua) 1995Q1 1 332995 0.20000 0.2000 66599.00 332995.0 366618.0 332995 -33623.0 1130506129.0 33623 1995Q2 2 366618 0.04000 0.0800 14664.72 339719.6 366618.0 366618 0.0 0.0 0 1995Q3 3 376688 0.00800 0.0240 3013.50 347113.3 366618.0 376688 10070.0 101404900.0 10070 1995Q4 4 390221 0.00160 0.0064 624.35 355734.8 371338.6 390221 18882.4 356545029.8 18882.4 1996Q1 5 382859 0.00032 0.0016 122.51 361159.7 373642.7 382859 9216.3 84940554.3 9216.32 1996Q2 6 423953 0.00006 0.0004 27.13 373718.3 383704.7 423953 40248.3 1619922111.0 40248.256 1996Q3 7 432152 0.00001 0.0001 5.53 385405.1 393394.2 432152 38757.8 1502167432.9 38757.8048 1996Q4 8 444324 0.00000 0.0000 1.14 397188.8 403580.2 444324 40743.8 1660060810.9 40743.84384 1997Q1 9 415593 0.00000 0.0000 0.21 400869.7 405982.7 415593 9610.3 92357387.0 9610.275072 1997Q2 10 455790 0.00000 0.0000 0.05 411853.7 415944.2 455790 39845.8 1587689376.1 39845.82006 1997Q3 11 461902 0.00000 0.0000 0.01 421863.4 425135.7 461902 36766.3 1351757583.6 36766.25605 1997Q4 12 477809 0.00000 0.0000 0.00 433052.5 435670.4 477809 42138.6 1775662017.6 42138.60484 1998Q1 13 457925 0.00000 0.0000 0.00 438027.0 440121.3 457925 17803.7 316971159.3 17803.68387 1998Q2 14 512225 0.00000 0.0000 0.00 452866.6 454542.1 512225 57682.9 3327322385.6 57682.9471 1998Q3 15 512408 0.00000 0.0000 0.00 464774.9 466115.2 512408 46292.8 2143019413.3 46292.75768 1998Q4 16 513925 0.00000 0.0000 0.00 474604.9 475677.2 513925 38247.8 1462894674.6 38247.80614 1999Q1 17 481895 0.00000 0.0000 0.00 476062.9 476920.8 481895 4974.2 24743112.5 4974.244913 1999Q2 18 532968 0.00000 0.0000 0.00 487443.9 488130.2 532968 44837.8 2010427943.9 44837.79593 1999Q3 19 529465 0.00000 0.0000 0.00 495848.2 496397.2 529465 33067.8 1093481826.9 33067.83674 1999Q4 20 536469 0.00000 0.0000 0.00 503972.3 504411.5 536469 32057.5 1027681344.0 32057.4694 2000Q1 21 504479 0.00000 0.0000 0.00 504073.7 504425.0 504479 54.0 2913.4 53.97551634 2000Q2 22 558691 0.00000 0.0000 0.00 514997.1 515278.2 558691 43412.8 1884669503.2 43412.78041 2000Q3 23 557780 0.00000 0.0000 0.00 523553.7 523778.6 557780 34001.4 1156096856.5 34001.42433 2000Q4 24 568219 0.00000 0.0000 0.00 532486.8 532666.7 568219 35552.3 1263968841.4 35552.33946 2001Q1 25 540124 0.00000 0.0000 0.00 534014.2 534158.1 540124 5965.9 35591623.6 5965.871571 2001Q2 26 598842 0.00000 0.0000 0.00 546979.8 547094.9 598842 51747.1 2677762074.5 51747.09726 2001Q3 27 599262 0.00000 0.0000 0.00 557436.2 557528.3 599262 41733.7 1741699863.2 41733.67781 2001Q4 28 613986 0.00000 0.0000 0.00 568746.2 568819.9 613986 45166.1 2039980405.3 45166.14224 2002Q1 29 576665 0.00000 0.0000 0.00 570329.9 570388.9 576665 6276.1 39389604.4 6276.113796 2002Q2 30 630141 0.00000 0.0000 0.00 582292.1 582339.3 630141 47801.7 2285001666.0 47801.69104 2002Q3 31 621004 0.00000 0.0000 0.00 590034.5 590072.2 621004 30931.8 956773333.1 30931.75283 2002Q4 32 636622 0.00000 0.0000 0.00 599352.0 599382.2 636622 37239.8 1386802872.6 37239.80226 2003Q1 33 598385 0.00000 0.0000 0.00 599158.6 599182.8 598385 -797.8 636418.1 797.7581893 2003Q2 34 660401 0.00000 0.0000 0.00 611407.1 611426.4 660401 48974.6 2398510803.5 48974.59345 2003Q3 35 650791 0.00000 0.0000 0.00 619283.9 619299.3 650791 31491.7 991725579.1 31491.67476 2003Q4 36 667533 0.00000 0.0000 0.00 628933.7 628946.1 667533 38586.9 1488951923.7 38586.93981 2004Q1 37 650616 0.00000 0.0000 0.00 633270.2 633280.0 650616 17336.0 300535226.4 17335.95185 2004Q2 38 716444 0.00000 0.0000 0.00 649904.9 649912.8 716444 66531.2 4426395447.4 66531.16148 2004Q3 39 712711 0.00000 0.0000 0.00 662466.1 662472.5 712711 50238.5 2523909814.3 50238.52918 2004Q4 40 737591 0.00000 0.0000 0.00 677491.1 677496.2 737591 60094.8 3611387792.9 60094.82334 2005Q1 41 697345 0.00000 0.0000 0.00 681461.9 681465.9 697345 15879.1 252144504.4 15879.05868 2005Q2 42 762115 0.00000 0.0000 0.00 697592.5 697595.8 762115 64519.2 4162733225.8 64519.24694 2005Q3 43 756632 0.00000 0.0000 0.00 709400.4 709403.0 756632 47229.0 2230578209.8 47228.99755 2005Q4 44 778304 0.00000 0.0000 0.00 723181.1 723183.2 778304 55120.8 3038302376.8 55120.79804 2006Q1 45 742621 0.00000 0.0000 0.00 727069.1 727070.8 742621 15550.2 241809915.3 15550.23843 2006Q2 46 861462 0.00000 0.0000 0.00 753947.7 753949.0 861462 107513.0 11559043179.4 107512.9907 2006Q3 47 820093 0.00000 0.0000 0.00 767176.7 767177.8 820093 52915.2 2800017607.6 52915.1926 2006Q4 48 841083 0.00000 0.0000 0.00 781958.0 781958.8 841083 59124.2 3495665595.4 59124.15408 2007Q1 49 817704 0.00000 0.0000 0.00 789107.2 789107.9 817704 28596.1 817738265.6 28596.12326 2007Q2 50 899674 0.00000 0.0000 0.00 811220.6 811221.1 899674 88452.9 7823915272.5 88452.89861 2007Q3 51 0.00000 0.0000 811221.1 2007Q4 52 0.00000 0.0000 811221.1 0.250 0.31 85058.17 29283087 29415504 1754859 Σαk Σk.αk Σk.αkyn-k čitatel jmenovatel parametr b = #REF! #REF! #REF! ##### Sheet/List 7 ##### n = 57 gama=1-alfa 0.72 alfa = 0.28 lin.vyrovnání predikce QUARTER NOBS n-NOBS DEPOSIT αk yn-k.αk k.yn-k.αk k.αk k2.αk St[1] St[2] bt0 bt1 predikce skutečnost St[1] St[2] yvk hodnota skutečnost reziduanew reziduaold abs.rezidua rezidua2 1993Q1 1 56 179342.9 1.0248E-08 1.84E-03 0.0 1.0248E-08 1.0248E-08 139939.56 115671.93 164207.19 9437.41 173644.60 179342.9 13.2 -2.0 179879.6 179879.6 179342.9 5698.30 536.7 536.7 288046.9 1993Q2 2 55 179879.6 1.4233E-08 2.56E-03 0.0 2.8465E-08 5.6931E-08 139939.56 115671.93 164207.19 9437.41 183082.02 179879.6 129517.0 -2.0 179879.6 179879.6 179879.6 -3202.42 0.0 0.0 0.0 1993Q3 3 54 184157.9 1.9768E-08 3.64E-03 0.0 5.9303E-08 1.7791E-07 139939.56 115671.93 164207.19 9437.41 192519.43 184157.9 168858.5 -2.0 179879.6 179879.6 184157.9 -8361.53 -4278.3 4278.3 18303850.9 1993Q4 4 53 204782.7 2.7455E-08 5.62E-03 0.0 1.0982E-07 4.3928E-07 139939.56 115671.93 164207.19 9437.41 201956.84 204782.7 194723.9 140200.7 301504.8 249247.2 204782.7 2825.86 44464.5 44464.5 1977088097.7 1994Q1 5 52 215145.3 3.8132E-08 8.20E-03 0.0 1.9066E-07 9.5330E-07 139939.56 115671.93 164207.19 9437.41 211394.25 215145.3 209427.3 190043.8 307717.2 228810.8 215145.3 3751.05 13665.5 13665.5 186745138.0 1994Q2 6 51 220120.4 5.2961E-08 1.17E-02 0.1 3.1777E-07 1.9066E-06 139939.56 115671.93 164207.19 9437.41 220831.66 220120.4 217126.3 209543.2 313929.5 224709.4 220120.4 -711.26 4589.0 4589.0 21059205.7 1994Q3 7 50 224857.6 7.3557E-08 1.65E-02 0.1 5.1490E-07 3.6043E-06 163716.61 129124.44 198308.78 13452.51 211761.29 224857.6 222692.8 219011.0 320141.8 226374.7 224857.6 13096.31 1517.1 1517.1 2301700.7 1994Q4 8 49 244498.9 1.0216E-07 2.50E-02 0.2 8.1730E-07 6.5384E-06 186335.65 145143.58 227527.72 16019.14 243546.86 244498.9 238393.2 232966.2 326354.1 243820.2 244498.9 952.04 -678.7 678.7 460586.8 1995Q1 9 48 257013.4 1.4189E-07 3.65E-02 0.3 1.2770E-06 1.1493E-05 206125.42 162218.50 250032.35 17074.92 267107.26 257013.4 251799.7 246526.3 332566.4 257073.1 257013.4 -10093.86 59.7 59.7 3569.5 1995Q2 10 47 268251.6 1.9707E-07 5.29E-02 0.5 1.9707E-06 1.9707E-05 223520.75 179383.13 267658.38 17164.63 284823.01 268251.6 263645.1 258851.8 338778.7 268438.3 268251.6 -16571.41 186.7 186.7 34866.8 1995Q3 11 46 280707.7 2.7371E-07 7.68E-02 0.8 3.0108E-06 3.3119E-05 239533.10 196225.12 282841.07 16841.99 299683.07 280707.7 275930.2 271148.2 344991.0 280712.1 280707.7 -18975.37 4.4 4.4 19.4 1995Q4 12 45 306236.9 3.8016E-07 1.16E-01 1.4 4.5619E-06 5.4743E-05 258210.16 213580.93 302839.39 17355.81 320195.20 306236.9 297751.0 290302.2 351203.3 305199.8 306236.9 -13958.30 -1037.1 1037.1 1075590.3 1996Q1 13 44 320848.6 5.2800E-07 1.69E-01 2.2 6.8639E-06 8.9231E-05 275748.92 230987.97 320509.88 17407.04 337916.92 320848.6 314381.3 307639.1 357415.6 321123.4 320848.6 -17068.32 274.8 274.8 75519.1 1996Q2 14 43 329595.1 7.3333E-07 2.42E-01 3.4 1.0267E-05 1.4373E-04 290825.85 247742.58 333909.13 16754.61 350663.74 329595.1 325335.2 320380.3 363627.9 330290.1 329595.1 -21068.64 695.0 695.0 483070.8 1996Q3 15 42 336112.3 1.0185E-06 3.42E-01 5.1 1.5278E-05 2.2916E-04 303506.06 263356.35 343655.77 15613.77 359269.54 336112.3 333094.7 329534.7 369840.2 336654.8 336112.3 -23157.24 542.5 542.5 294252.7 1996Q4 16 41 365625.2 1.4146E-06 5.17E-01 8.3 2.2634E-05 3.6214E-04 320899.42 279468.41 362330.43 16112.06 378442.48 365625.2 356516.7 348961.7 376052.5 364071.6 365625.2 -12817.28 -1553.6 1553.6 2413614.2 1997Q1 17 40 414840.1 1.9647E-06 0.82 13.9 3.3400E-05 5.6780E-04 347202.81 298434.04 395971.58 18965.63 414937.21 414840.1 398509.5 384636.1 382264.8 412382.9 414840.1 -97.11 -2457.2 2457.2 6037686.1 1997Q2 18 39 441183 2.7288E-06 1.20 21.7 4.9118E-05 8.8412E-04 373517.26 319457.34 427577.18 21023.30 448600.48 441183 429234.4 416746.9 388477.1 441722.0 441183 -7417.48 539.0 539.0 290467.3 1997Q3 19 38 443649.1 3.7900E-06 1.68 31.9 7.2009E-05 1.3682E-03 393154.18 340092.46 446215.90 20635.11 466851.01 443649.1 439613.0 433210.5 394689.5 446015.5 443649.1 -23201.91 2366.4 2366.4 5599827.0 1997Q4 20 37 473921.5 5.2638E-06 2.49 49.9 1.0528E-04 2.1055E-03 415769.03 361281.90 470256.16 21189.44 491445.60 473921.5 464315.1 455605.8 400901.8 473024.4 473921.5 -17524.10 -897.1 897.1 804763.7 1998Q1 21 36 493387.1 7.3109E-06 3.61 75.7 1.5353E-04 3.2241E-03 437502.09 382623.55 492380.63 21341.65 513722.28 493387.1 485246.9 476947.4 407114.1 493546.5 493387.1 -20335.18 159.4 159.4 25395.4 1998Q2 22 35 512073.8 1.0154E-05 5.20 114.4 2.2339E-04 4.9145E-03 458382.17 403835.96 512928.37 21212.41 534140.78 512073.8 504562.3 496830.1 413326.4 512294.4 512073.8 -22066.98 220.6 220.6 48681.4 1998Q3 23 34 527451.8 0.00001 7.44 171.1 3.2436E-04 7.4604E-03 477721.66 424523.96 530919.37 20688.00 551607.37 527451.8 521042.7 514263.2 419538.7 527822.3 527451.8 -24155.57 370.5 370.5 137245.0 1998Q4 24 33 549745.5 0.00002 10.77 258.4 4.7009E-04 1.1282E-02 497888.34 445065.99 550710.69 20542.03 571252.72 549745.5 541708.7 534024.0 425751.0 549393.5 549745.5 -21507.22 -352.0 352.0 123923.7 1999Q1 25 32 559644.4 0.00003 15.22 380.6 0.00 0.017 515180.04 464697.92 565662.15 19631.93 585294.09 559644.4 554622.4 548854.9 431963.3 560390.0 559644.4 -25649.69 745.6 745.6 555877.7 1999Q2 26 31 554565.3 0.00004 20.95 544.8 0.00 0.026 526207.91 481920.72 570495.10 17222.80 587717.90 554565.3 554581.3 552977.9 438175.6 556184.7 554565.3 -33152.60 1619.4 1619.4 2622438.8 1999Q3 27 30 542409.4 0.00005 28.46 768.5 0.00 0.038 530744.33 495591.33 565897.33 13670.61 579567.94 542409.4 545817.5 547822.4 444387.9 543812.6 542409.4 -37158.54 1403.2 1403.2 1969052.3 1999Q4 28 29 536933.7 0.00007 39.13 1095.8 0.00 0.057 532477.35 505919.41 559035.29 10328.09 569363.38 536933.7 539421.2 541773.5 450600.2 537068.8 536933.7 -32429.68 135.1 135.1 18257.5 2000Q1 29 28 548175 0.00010 55.49 1609.3 0.00 0.085 536872.69 514586.33 559159.05 8666.92 567825.97 548175 545723.9 544617.8 456812.5 546830.0 548175 -19650.97 -1345.0 1345.0 1808913.9 2000Q2 30 27 543395.4 0.00014 76.40 2292.0 0.00 0.127 538699.05 521337.89 556060.21 6751.56 562811.77 543395.4 544047.4 544207.1 463024.8 543887.7 543395.4 -19416.37 492.3 492.3 242328.1 2000Q3 31 26 547678.9 0.00020 106.95 3315.4 0.01 0.188 541213.41 526903.04 555523.78 5565.14 561088.92 547678.9 546662.1 545974.7 469237.1 547349.5 547678.9 -13410.02 -329.4 329.4 108525.5 2000Q4 32 25 549152.9 0.00027 148.94 4766.0 0.01 0.278 543436.47 531532.40 555340.53 4629.36 559969.89 549152.9 548455.5 547760.8 475449.4 549150.1 549152.9 -10816.99 -2.8 2.8 7.9 2001Q1 33 24 568758.9 0.00038 214.24 7070.0 0.01 0.410 550526.75 536850.82 564202.68 5318.42 569521.10 568758.9 563073.9 558786.3 481661.8 567361.6 568758.9 -762.20 -1397.3 1397.3 1952434.6 2001Q2 34 23 583195.2 0.00052 305.11 10373.9 0.02 0.605 559673.91 543241.28 576106.55 6390.47 582497.01 583195.2 577561.2 572304.3 487874.1 582818.2 583195.2 698.19 -377.0 377.0 142099.3 2001Q3 35 22 589675.9 0.00073 428.48 14996.7 0.03 0.890 568074.47 550194.58 585954.36 6953.29 592907.66 589675.9 586283.8 582369.5 494086.4 590198.1 589675.9 -3231.76 522.2 522.2 272660.5 2001Q4 36 21 595970.9 0.00101 601.46 21652.6 0.04 1.308 575885.47 557388.03 594382.91 7193.45 601576.37 595970.9 593258.5 590209.6 500298.7 596307.4 595970.9 -5605.47 336.5 336.5 113250.6 2002Q1 37 20 596536.5 0.00140 836.16 30937.7 0.05 1.919 581667.76 564186.35 599149.17 6798.33 605947.49 596536.5 595618.7 594104.1 506511.0 597133.2 596536.5 -9410.99 596.7 596.7 356053.5 2002Q2 38 19 594155.3 0.00195 1156.69 43954.3 0.07 2.811 585164.27 570060.17 600268.37 5873.82 606142.19 594155.3 594565.0 594436.0 512723.3 594694.1 594155.3 -11986.89 538.8 538.8 290303.9 2002Q3 39 18 580665.6 0.00270 1570.04 61231.6 0.11 4.113 583904.64 573936.62 593872.66 3876.45 597749.12 580665.6 584557.4 587323.4 518935.6 581791.5 580665.6 -17083.52 1125.9 1125.9 1267543.1 2002Q4 40 17 567335.8 0.00376 2130.55 85222.2 0.15 6.009 579265.37 575428.67 583102.06 1492.05 584594.11 567335.8 572157.9 576404.2 525147.9 567911.5 567335.8 -17258.31 575.7 575.7 331429.6 2003Q1 41 16 560701.5 0.00522 2924.50 119904.5 0.21 8.768 574067.48 575047.54 573087.43 -381.13 572706.30 560701.5 563909.3 567407.9 531360.2 560410.7 560701.5 -12004.80 -290.8 290.8 84566.1 2003Q2 42 15 553728.3 0.00724 4011.29 168474.2 0.30 12.779 568372.51 573178.53 563566.49 -1869.01 561697.49 553728.3 556579.0 559611.1 537572.5 553546.9 553728.3 -7969.19 -181.4 181.4 32911.2 2003Q3 43 14 548450.7 0.01006 5518.14 237279.9 0.43 18.603 562794.41 570270.98 555317.83 -2907.56 552410.28 548450.7 550726.6 553214.3 543784.8 548239.0 548450.7 -3959.58 -211.7 211.7 44828.8 2003Q4 44 13 558026.2 0.01397 7797.89 343107.1 0.61 27.054 561459.31 567803.71 555114.91 -2467.27 552647.64 558026.2 555982.3 555207.3 549997.1 556757.4 558026.2 5378.56 -1268.8 1268.8 1609924.4 2004Q1 45 12 557442.5 0.01941 10819.07 486858.3 0.87 39.302 560334.60 565712.36 554956.84 -2091.35 552865.49 557442.5 557033.6 556522.3 556209.4 557545.0 557442.5 4577.01 102.5 102.5 10513.9 2004Q2 46 11 563668.2 0.02696 15194.31 698938.3 1.24 57.039 561268.01 564467.94 558068.08 -1244.42 556823.66 563668.2 561810.5 560329.8 562421.7 563291.2 563668.2 6844.54 -377.0 377.0 142098.9 2004Q3 47 10 569176.8 0.03744 21309.45 1001544.0 1.76 82.703 563482.47 564192.01 562772.93 -275.93 562497.00 569176.8 567114.2 565214.6 568634.1 569013.9 569176.8 6679.80 -162.9 162.9 26541.6 2004Q4 48 9 587564.8 0.05200 30552.60 1466525.0 2.50 119.805 570225.52 565881.39 574569.65 1689.38 576259.04 587564.8 581838.6 577183.9 574846.4 586493.4 587564.8 11305.76 -1071.4 1071.4 1147949.8 2005Q1 49 8 584631.3 0.07222 42222.31 2068893.4 3.54 173.401 574259.14 568227.16 580291.12 2345.77 582636.89 584631.3 583849.4 581983.0 581058.7 585715.7 584631.3 1994.41 1084.4 1084.4 1175881.4 2005Q2 50 7 589489.7 0.10031 59129.43 2956471.5 5.02 250.765 578523.70 571110.19 585937.20 2883.03 588820.23 589489.7 587910.4 586250.7 587271.0 589570.1 589489.7 669.47 80.4 80.4 6459.0 2005Q3 51 6 582149.8 0.13931 81101.66 4136184.5 7.11 362.356 579539.01 573470.26 585607.75 2360.07 587967.82 582149.8 583762.8 584459.4 593483.3 583066.1 582149.8 -5818.02 916.3 916.3 839674.0 2005Q4 52 5 599177.5 0.19349 115935.91 6028667.4 10.06 523.202 585037.78 576709.17 593366.40 3238.91 596605.31 599177.5 594861.4 591948.8 599695.6 597773.9 599177.5 2572.19 -1403.6 1403.6 1970013.8 2006Q1 53 4 597108 0.26874 160465.94 8504695.0 14.24 754.887 588417.44 579987.48 596847.40 3278.32 600125.72 597108 596478.9 595210.5 605907.9 597747.4 597108 -3017.72 639.4 639.4 408806.1 2006Q2 54 3 604796.4 0.37325 225739.05 12189908.5 20.16 1088.391 593003.55 583631.98 602375.12 3644.50 606019.62 604796.4 602467.5 600435.6 612120.2 604499.5 604796.4 -1223.22 -296.9 296.9 88165.6 2006Q3 55 2 606284.6 0.51840 314297.94 17286386.5 28.51 1568.160 596722.25 587297.26 606147.23 3665.27 609812.51 606284.6 605215.8 603877.3 618332.5 606554.3 606284.6 -3527.91 269.7 269.7 72732.3 2006Q4 56 1 630641.9 0.72000 454062.17 25427481.4 40.32 2257.920 606219.75 592595.55 619843.94 5298.30 625142.24 630641.9 623522.6 618021.9 624544.8 629023.3 630641.9 5499.66 -1618.6 1618.6 2619970.7 2007Q1 57 0 636801.4 1.00000 636801.40 36297679.8 57.00 3249.000 614782.61 598807.93 630757.29 6212.38 636969.67 636801.4 633083.3 628866.1 630757.1 637300.5 636801.4 -168.27 499.1 499.1 249130.5 177263.3 303712.1 276655.6 50814.5 0.0 0.0 49633.7 120775.7 276655.6 -21508.2 0.0 0.0 13897.4 43823.4 276655.6 -16028.5 0.0 0.0 = 3.6 2195652.1 119709969.9 194.4 10613.0 -9096.650 8.254 591.820 702277.843 Σαk Σ yn-k.αk Σk.αkyn-k Σk.αk Σk2.αk ME ME MAE MSE 838.020 čitatel jmenovatel RMSE parametr a = 32406205.0 117.1 276655.62 parametr parametr b = -727682.0 117.1 -6212.31 parametr " Regresní výpočet počátečních hodnot b00, b01" momentová matice regresorů determinant 6 21 105 21 91 inverze moment. matice regresorů pravostranný vektor 0.866666667 -0.2 1183428.8 -0.2 0.057142857 4307155.5 parametr b00 = 164207.1933 parametr b01 = 9437.411429 ##### Sheet/List 8 ##### n= 57 beta=1-alfa 0.72 lin.vyrovnání predikce QUARTER NOBS n-NOBS DEPOSIT αk yn-k.αk k.yn-k.αk k.αk k2.αk St[1] St[2] yvk hodnota DEPOSIT rezidua abs.rezidua rezidua2 1993Q1 1 56 179342.9 1.0248E-08 1.84E-03 0.0 1.0248E-08 1.0248E-08 13.2 -2.0 179879.6 179879.6 179342.9 536.7 536.7 288046.9 1993Q2 2 55 179879.6 1.4233E-08 2.56E-03 0.0 2.8465E-08 5.6931E-08 129517.0 -2.0 179879.6 179879.6 179879.6 0.0 0.0 0.0 1993Q3 3 54 184157.9 1.9768E-08 3.64E-03 0.0 5.9303E-08 1.7791E-07 168858.5 -2.0 179879.6 179879.6 184157.9 -4278.3 4278.3 18303850.9 1993Q4 4 53 204782.7 2.7455E-08 5.62E-03 0.0 1.0982E-07 4.3928E-07 194723.9 140200.7 301504.8 249247.2 204782.7 44464.5 44464.5 1977088097.7 1994Q1 5 52 215145.3 3.8132E-08 8.20E-03 0.0 1.9066E-07 9.5330E-07 209427.3 190043.8 307717.2 228810.8 215145.3 13665.5 13665.5 186745138.0 1994Q2 6 51 220120.4 5.2961E-08 1.17E-02 0.1 3.1777E-07 1.9066E-06 217126.3 209543.2 313929.5 224709.4 220120.4 4589.0 4589.0 21059205.7 1994Q3 7 50 224857.6 7.3557E-08 1.65E-02 0.1 5.1490E-07 3.6043E-06 222692.8 219011.0 320141.8 226374.7 224857.6 1517.1 1517.1 2301700.7 1994Q4 8 49 244498.9 1.0216E-07 2.50E-02 0.2 8.1730E-07 6.5384E-06 238393.2 232966.2 326354.1 243820.2 244498.9 -678.7 678.7 460586.8 1995Q1 9 48 257013.4 1.4189E-07 3.65E-02 0.3 1.2770E-06 1.1493E-05 251799.7 246526.3 332566.4 257073.1 257013.4 59.7 59.7 3569.5 1995Q2 10 47 268251.6 1.9707E-07 5.29E-02 0.5 1.9707E-06 1.9707E-05 263645.1 258851.8 338778.7 268438.3 268251.6 186.7 186.7 34866.8 1995Q3 11 46 280707.7 2.7371E-07 7.68E-02 0.8 3.0108E-06 3.3119E-05 275930.2 271148.2 344991.0 280712.1 280707.7 4.4 4.4 19.4 1995Q4 12 45 306236.9 3.8016E-07 1.16E-01 1.4 4.5619E-06 5.4743E-05 297751.0 290302.2 351203.3 305199.8 306236.9 -1037.1 1037.1 1075590.3 1996Q1 13 44 320848.6 5.2800E-07 1.69E-01 2.2 6.8639E-06 8.9231E-05 314381.3 307639.1 357415.6 321123.4 320848.6 274.8 274.8 75519.1 1996Q2 14 43 329595.1 7.3333E-07 2.42E-01 3.4 1.0267E-05 1.4373E-04 325335.2 320380.3 363627.9 330290.1 329595.1 695.0 695.0 483070.8 1996Q3 15 42 336112.3 1.0185E-06 3.42E-01 5.1 1.5278E-05 2.2916E-04 333094.7 329534.7 369840.2 336654.8 336112.3 542.5 542.5 294252.7 1996Q4 16 41 365625.2 1.4146E-06 5.17E-01 8.3 2.2634E-05 3.6214E-04 356516.7 348961.7 376052.5 364071.6 365625.2 -1553.6 1553.6 2413614.2 1997Q1 17 40 414840.1 1.9647E-06 0.82 13.9 3.3400E-05 5.6780E-04 398509.5 384636.1 382264.8 412382.9 414840.1 -2457.2 2457.2 6037686.1 1997Q2 18 39 441183 2.7288E-06 1.20 21.7 4.9118E-05 8.8412E-04 429234.4 416746.9 388477.1 441722.0 441183 539.0 539.0 290467.3 1997Q3 19 38 443649.1 3.7900E-06 1.68 31.9 7.2009E-05 1.3682E-03 439613.0 433210.5 394689.5 446015.5 443649.1 2366.4 2366.4 5599827.0 1997Q4 20 37 473921.5 5.2638E-06 2.49 49.9 1.0528E-04 2.1055E-03 464315.1 455605.8 400901.8 473024.4 473921.5 -897.1 897.1 804763.7 1998Q1 21 36 493387.1 7.3109E-06 3.61 75.7 1.5353E-04 3.2241E-03 485246.9 476947.4 407114.1 493546.5 493387.1 159.4 159.4 25395.4 1998Q2 22 35 512073.8 1.0154E-05 5.20 114.4 2.2339E-04 4.9145E-03 504562.3 496830.1 413326.4 512294.4 512073.8 220.6 220.6 48681.4 1998Q3 23 34 527451.8 0.00001 7.44 171.1 3.2436E-04 7.4604E-03 521042.7 514263.2 419538.7 527822.3 527451.8 370.5 370.5 137245.0 1998Q4 24 33 549745.5 0.00002 10.77 258.4 4.7009E-04 1.1282E-02 541708.7 534024.0 425751.0 549393.5 549745.5 -352.0 352.0 123923.7 1999Q1 25 32 559644.4 0.00003 15.22 380.6 0.00 0.017 554622.4 548854.9 431963.3 560390.0 559644.4 745.6 745.6 555877.7 1999Q2 26 31 554565.3 0.00004 20.95 544.8 0.00 0.026 554581.3 552977.9 438175.6 556184.7 554565.3 1619.4 1619.4 2622438.8 1999Q3 27 30 542409.4 0.00005 28.46 768.5 0.00 0.038 545817.5 547822.4 444387.9 543812.6 542409.4 1403.2 1403.2 1969052.3 1999Q4 28 29 536933.7 0.00007 39.13 1095.8 0.00 0.057 539421.2 541773.5 450600.2 537068.8 536933.7 135.1 135.1 18257.5 2000Q1 29 28 548175 0.00010 55.49 1609.3 0.00 0.085 545723.9 544617.8 456812.5 546830.0 548175 -1345.0 1345.0 1808913.9 2000Q2 30 27 543395.4 0.00014 76.40 2292.0 0.00 0.127 544047.4 544207.1 463024.8 543887.7 543395.4 492.3 492.3 242328.1 2000Q3 31 26 547678.9 0.00020 106.95 3315.4 0.01 0.188 546662.1 545974.7 469237.1 547349.5 547678.9 -329.4 329.4 108525.5 2000Q4 32 25 549152.9 0.00027 148.94 4766.0 0.01 0.278 548455.5 547760.8 475449.4 549150.1 549152.9 -2.8 2.8 7.9 2001Q1 33 24 568758.9 0.00038 214.24 7070.0 0.01 0.410 563073.9 558786.3 481661.8 567361.6 568758.9 -1397.3 1397.3 1952434.6 2001Q2 34 23 583195.2 0.00052 305.11 10373.9 0.02 0.605 577561.2 572304.3 487874.1 582818.2 583195.2 -377.0 377.0 142099.3 2001Q3 35 22 589675.9 0.00073 428.48 14996.7 0.03 0.890 586283.8 582369.5 494086.4 590198.1 589675.9 522.2 522.2 272660.5 2001Q4 36 21 595970.9 0.00101 601.46 21652.6 0.04 1.308 593258.5 590209.6 500298.7 596307.4 595970.9 336.5 336.5 113250.6 2002Q1 37 20 596536.5 0.00140 836.16 30937.7 0.05 1.919 595618.7 594104.1 506511.0 597133.2 596536.5 596.7 596.7 356053.5 2002Q2 38 19 594155.3 0.00195 1156.69 43954.3 0.07 2.811 594565.0 594436.0 512723.3 594694.1 594155.3 538.8 538.8 290303.9 2002Q3 39 18 580665.6 0.00270 1570.04 61231.6 0.11 4.113 584557.4 587323.4 518935.6 581791.5 580665.6 1125.9 1125.9 1267543.1 2002Q4 40 17 567335.8 0.00376 2130.55 85222.2 0.15 6.009 572157.9 576404.2 525147.9 567911.5 567335.8 575.7 575.7 331429.6 2003Q1 41 16 560701.5 0.00522 2924.50 119904.5 0.21 8.768 563909.3 567407.9 531360.2 560410.7 560701.5 -290.8 290.8 84566.1 2003Q2 42 15 553728.3 0.00724 4011.29 168474.2 0.30 12.779 556579.0 559611.1 537572.5 553546.9 553728.3 -181.4 181.4 32911.2 2003Q3 43 14 548450.7 0.01006 5518.14 237279.9 0.43 18.603 550726.6 553214.3 543784.8 548239.0 548450.7 -211.7 211.7 44828.8 2003Q4 44 13 558026.2 0.01397 7797.89 343107.1 0.61 27.054 555982.3 555207.3 549997.1 556757.4 558026.2 -1268.8 1268.8 1609924.4 2004Q1 45 12 557442.5 0.01941 10819.07 486858.3 0.87 39.302 557033.6 556522.3 556209.4 557545.0 557442.5 102.5 102.5 10513.9 2004Q2 46 11 563668.2 0.02696 15194.31 698938.3 1.24 57.039 561810.5 560329.8 562421.7 563291.2 563668.2 -377.0 377.0 142098.9 2004Q3 47 10 569176.8 0.03744 21309.45 1001544.0 1.76 82.703 567114.2 565214.6 568634.1 569013.9 569176.8 -162.9 162.9 26541.6 2004Q4 48 9 587564.8 0.05200 30552.60 1466525.0 2.50 119.805 581838.6 577183.9 574846.4 586493.4 587564.8 -1071.4 1071.4 1147949.8 2005Q1 49 8 584631.3 0.07222 42222.31 2068893.4 3.54 173.401 583849.4 581983.0 581058.7 585715.7 584631.3 1084.4 1084.4 1175881.4 2005Q2 50 7 589489.7 0.10031 59129.43 2956471.5 5.02 250.765 587910.4 586250.7 587271.0 589570.1 589489.7 80.4 80.4 6459.0 2005Q3 51 6 582149.8 0.13931 81101.66 4136184.5 7.11 362.356 583762.8 584459.4 593483.3 583066.1 582149.8 916.3 916.3 839674.0 2005Q4 52 5 599177.5 0.19349 115935.91 6028667.4 10.06 523.202 594861.4 591948.8 599695.6 597773.9 599177.5 -1403.6 1403.6 1970013.8 2006Q1 53 4 597108 0.26874 160465.94 8504695.0 14.24 754.887 596478.9 595210.5 605907.9 597747.4 597108 639.4 639.4 408806.1 2006Q2 54 3 604796.4 0.37325 225739.05 12189908.5 20.16 1088.391 602467.5 600435.6 612120.2 604499.5 604796.4 -296.9 296.9 88165.6 2006Q3 55 2 606284.6 0.51840 314297.94 17286386.5 28.51 1568.160 605215.8 603877.3 618332.5 606554.3 606284.6 269.7 269.7 72732.3 2006Q4 56 1 630641.9 0.72000 454062.17 25427481.4 40.32 2257.920 623522.6 618021.9 624544.8 629023.3 630641.9 -1618.6 1618.6 2619970.7 2007Q1 57 0 636801.4 1.00000 636801.40 36297679.8 57.00 3249.000 633083.3 628866.1 630757.1 637300.5 636801.4 499.1 499.1 249130.5 58 177263.3 303712.1 636969.4 50814.5 0.0 0.0 59 49633.7 120775.7 643181.7 -21508.2 0.0 0.0 60 13897.4 43823.4 649394.0 -16028.5 0.0 0.0 3.6 2195652.1 119709969.9 194.4 10613.0 8.254 591.820 702277.843 Σαk Σ yn-k.αk Σk.αkyn-k Σk.αk Σk2.αk ME MAE MSE 838.020 čitatel jmenovatel RMSE parametr a = 32406205.0 117.1 276655.62 parametr parametr b = -727682.0 117.1 -6212.31 parametr ##### Sheet/List 9 ##### n= 30 alfa = 0.8 lin.vyrovnání predikce QUARTER NOBS n-NOBS REVENUE αk yn-k.αk k.yn-k.αk k.αk k2.αk St[1] St[2] yvk hodnota REVENUE rezidua abs.rezidua rezidua2 2000Q2 1 29 6.55 0.002 0.010 0.010 0.002 0.002 1.3 0.7 7.00 7.00 6.55 0.450 0.450 0.203 2000Q3 2 28 7 0.002 0.014 0.027 0.004 0.008 5.9 0.7 7.00 7.00 7 0.000 0.000 0.000 2000Q4 3 27 7.38 0.002 0.018 0.054 0.007 0.022 7.1 0.7 7.00 7.00 7.38 -0.380 0.380 0.144 2001Q1 4 26 6.24 0.003 0.019 0.075 0.012 0.048 6.4 5.3 3.05 7.55 6.24 1.312 1.312 1.722 2001Q2 5 25 6.72 0.004 0.025 0.127 0.019 0.094 6.7 6.4 3.01 6.94 6.72 0.217 0.217 0.047 2001Q3 6 24 6.47 0.005 0.031 0.183 0.028 0.170 6.5 6.5 2.98 6.53 6.47 0.063 0.063 0.004 2001Q4 7 23 5.43 0.006 0.032 0.224 0.041 0.289 5.6 5.8 2.95 5.48 5.43 0.048 0.048 0.002 2002Q1 8 22 5.55 0.007 0.041 0.328 0.059 0.472 5.6 5.6 2.91 5.52 5.55 -0.030 0.030 0.001 2002Q2 9 21 5.13 0.009 0.047 0.426 0.083 0.747 5.2 5.3 2.88 5.14 5.13 0.008 0.008 0.000 2002Q3 10 20 4.48 0.012 0.052 0.517 0.115 1.153 4.6 4.8 2.84 4.49 4.48 0.014 0.014 0.000 2002Q4 11 19 4.15 0.014 0.060 0.658 0.159 1.744 4.2 4.3 2.81 4.14 4.15 -0.008 0.008 0.000 2003Q1 12 18 3.75 0.018 0.068 0.811 0.216 2.594 3.8 3.9 2.78 3.75 3.75 -0.001 0.001 0.000 2003Q2 13 17 3.49 0.023 0.079 1.022 0.293 3.806 3.6 3.6 2.74 3.48 3.49 -0.006 0.006 0.000 2003Q3 14 16 4.26 0.028 0.120 1.679 0.394 5.517 4.1 4.0 2.71 4.22 4.26 -0.043 0.043 0.002 2003Q4 15 15 4.82 0.035 0.170 2.544 0.528 7.916 4.7 4.5 2.67 4.81 4.82 -0.009 0.009 0.000 2004Q1 16 14 4.5 0.044 0.198 3.167 0.704 11.259 4.5 4.5 2.64 4.53 4.5 0.033 0.033 0.001 2004Q2 17 13 5.02 0.055 0.276 4.692 0.935 15.888 4.9 4.8 2.61 5.00 5.02 -0.020 0.020 0.000 2004Q3 18 12 5.02 0.069 0.345 6.209 1.237 22.265 5.0 5.0 2.57 5.03 5.02 0.012 0.012 0.000 2004Q4 19 11 4.04 0.086 0.347 6.594 1.632 31.010 4.2 4.4 2.54 4.08 4.04 0.045 0.045 0.002 2005Q1 20 10 3.62 0.107 0.389 7.774 2.147 42.950 3.7 3.9 2.50 3.61 3.62 -0.005 0.005 0.000 2005Q2 21 9 3.31 0.134 0.444 9.329 2.819 59.190 3.4 3.5 2.47 3.30 3.31 -0.008 0.008 0.000 2005Q3 22 8 3.26 0.168 0.547 12.033 3.691 81.202 3.3 3.3 2.44 3.25 3.26 -0.013 0.013 0.000 2005Q4 23 7 3.61 0.210 0.757 17.413 4.823 110.939 3.5 3.5 2.40 3.59 3.61 -0.021 0.021 0.000 2006Q1 24 6 3.57 0.262 0.936 22.460 6.291 150.995 3.6 3.6 2.37 3.58 3.57 0.008 0.008 0.000 2006Q2 25 5 4.05 0.328 1.327 33.178 8.192 204.800 4.0 3.9 2.33 4.03 4.05 -0.017 0.017 0.000 2006Q3 26 4 3.9 0.410 1.597 41.533 10.650 276.890 3.9 3.9 2.30 3.92 3.9 0.018 0.018 0.000 2006Q4 27 3 3.68 0.512 1.884 50.872 13.824 373.248 3.7 3.8 2.27 3.69 3.68 0.011 0.011 0.000 2007Q1 28 2 3.76 0.640 2.406 67.379 17.920 501.760 3.8 3.8 2.23 3.75 3.76 -0.008 0.008 0.000 2007Q2 29 1 4.53 0.800 3.624 105.096 23.200 672.800 4.4 4.3 2.20 4.50 4.53 -0.031 0.031 0.001 2007Q3 30 0 4.54 1.000 4.540 136.200 30.000 900.000 4.5 4.5 2.16 4.56 4.54 0.018 0.018 0.000 2007Q4 0.9 1.6 0.19 0.000 0.000 4.963 20.212 531.584 129.852 3478.672 0.0552 0.0952 0.0711 Σαk Σαk Σk.αkyn-k Σk.αk Σk2.αk ME MAE MSE 0.3086 čitatel jmenovatel RMSE parametr a = 1284.23 403.37 3.18 parametr b = -13.70 403.37 -0.03