Forecast 1 - Ch 1
7
Date UMICS F Error Abs ErrorError squared Jan-2006 91.2 -0.04545 3.518182 worst cas 8.3 Feb-2006 86.7 91.2 4.5 4.5 20.25 Mar-2006 88.9 86.7 -2.2 2.2 4.84 Apr-2006 87.4 88.9 1.5 1.5 2.25 May-2006 79.1 87.4 8.3 8.3 68.89 Jun-2006 84.9 79.1 -5.8 5.8 33.64 Jul-2006 84.7 84.9 0.2 0.2 0.04 Aug-2006 82 84.7 2.7 2.7 7.29 Sep-2006 85.4 82 -3.4 3.4 11.56 Oct-2006 93.6 85.4 -8.2 8.2 67.24 Nov-2006 92.1 93.6 1.5 1.5 2.25 Dec-2006 91.7 92.1 0.4 0.4 0.16 Jan-2007 true forecast - out of sample Jan -2006 Mar -2006 May -2006 Jul-2006 Sep -2006 Nov -2006 Jan -2007 70 80 90 100 110 UMICS
description
This is a time series and forecasting for ch 1 of data analysis and time series and forecasting class.
Transcript of Forecast 1 - Ch 1
Date UMICS F Error Abs Error Error squared F2Jan-2006 91.2 -0.045455 3.518182 worst case 8.3Feb-2006 86.7 91.2 4.5 4.5 20.25Mar-2006 88.9 86.7 -2.2 2.2 4.84 84.45Apr-2006 87.4 88.9 1.5 1.5 2.25 90
May-2006 79.1 87.4 8.3 8.3 68.89 86.65Jun-2006 84.9 79.1 -5.8 5.8 33.64 74.95Jul-2006 84.7 84.9 0.2 0.2 0.04 87.8
Aug-2006 82 84.7 2.7 2.7 7.29 84.6Sep-2006 85.4 82 -3.4 3.4 11.56 80.65Oct-2006 93.6 85.4 -8.2 8.2 67.24 87.1Nov-2006 92.1 93.6 1.5 1.5 2.25 97.7Dec-2006 91.7 92.1 0.4 0.4 0.16 91.35
Jan-2007 true forecast - out of sample
Jan-2006
Feb-2006
Mar-2006
Apr-2006
May-2006
Jun-2006
Jul-2006
Aug-2006
Sep-2006
Oct-2006
Nov-2006
Dec-2006
Jan-2007
70
80
90
100
110
UMICS
C1
Un. Of Michigan Index of Consumer Sentiment Source: Economagic.com
% Abs E1
0.051903MAE= 3.518182 0.024747MSE= 19.85545 0.017162RMSE= 4.455946 0.10493MAPE= 0.040947 0.068316
0.0023610.0329270.0398130.0876070.0162870.004362
Date UMICSJan-1990 93Dec-1899 89.5Mar-1990 91.3Apr-1990 93.9
May-1990 90.6Jun-1990 88.3Jul-1990 88.2
Aug-1990 76.4Sep-1990 72.8Oct-1990 63.9Nov-1990 66Dec-1990 65.5Jan-1991 66.8Feb-1991 70.4Mar-1991 87.7Apr-1991 81.8
May-1991 78.3Jun-1991 82.1Jul-1991 82.9
Aug-1991 82Sep-1991 83Oct-1991 78.3Nov-1991 69.1Dec-1991 68.2Jan-1992 67.5Feb-1992 68.8Mar-1992 76Apr-1992 77.2
May-1992 79.2Jun-1992 80.4Jul-1992 76.6
Aug-1992 76.1Sep-1992 75.6Oct-1992 73.3Nov-1992 85.3Dec-1992 91Jan-1993 89.3Feb-1993 86.6Mar-1993 85.9Apr-1993 85.6
May-1993 80.3Jun-1993 81.5Jul-1993 77
Aug-1993 77.3Sep-1993 77.9Oct-1993 82.7Nov-1993 81.2Dec-1993 88.2Jan-1994 94.3Feb-1994 93.2Mar-1994 91.5Apr-1994 92.6
May-1994 92.8Jun-1994 91.2
Jul-1994 89Aug-1994 91.7Sep-1994 91.5Oct-1994 92.7Nov-1994 91.6Dec-1994 95.1Jan-1995 97.6Feb-1995 95.1Mar-1995 90.3Apr-1995 92.5
May-1995 89.8Jun-1995 92.7Jul-1995 94.4
Aug-1995 96.2Sep-1995 88.9Oct-1995 90.2Nov-1995 88.2Dec-1995 91Jan-1996 89.3Feb-1996 88.5Mar-1996 93.7Apr-1996 92.7
May-1996 89.4Jun-1996 92.4Jul-1996 94.7
Aug-1996 95.3Sep-1996 94.7Oct-1996 96.5Nov-1996 99.2Dec-1996 96.9Jan-1997 97.4Feb-1997 99.7Mar-1997 100Apr-1997 101.4
May-1997 103.2Jun-1997 104.5Jul-1997 107.1
Aug-1997 104.4Sep-1997 106Oct-1997 105.6Nov-1997 107.2Dec-1997 102.1Jan-1998 106.6Feb-1998 110.4Mar-1998 106.5Apr-1998 108.7
May-1998 106.5Jun-1998 105.6Jul-1998 105.2
Aug-1998 104.4Sep-1998 100.9Oct-1998 97.4Nov-1998 102.7Dec-1998 100.5Jan-1999 103.9
Feb-1999 108.1Mar-1999 105.7Apr-1999 104.6
May-1999 106.8Jun-1999 107.3Jul-1999 106
Aug-1999 104.5Sep-1999 107.2Oct-1999 103.2Nov-1999 107.2Dec-1999 105.4Jan-2000 112Feb-2000 111.3Mar-2000 107.1Apr-2000 109.2
May-2000 110.7Jun-2000 106.4Jul-2000 108.3
Aug-2000 107.3Sep-2000 106.8Oct-2000 105.8Nov-2000 107.6Dec-2000 98.4Jan-2001 94.7Feb-2001 90.6Mar-2001 91.5Apr-2001 88.4
May-2001 92Jun-2001 92.6Jul-2001 92.4
Aug-2001 91.5Sep-2001 81.8Oct-2001 82.7Nov-2001 83.9Dec-2001 88.8Jan-2002 93Feb-2002 90.7Mar-2002 95.7Apr-2002 93
May-2002 96.9Jun-2002 92.4Jul-2002 88.1
Aug-2002 87.6Sep-2002 86.1Oct-2002 80.6Nov-2002 84.2Dec-2002 86.7Jan-2003 82.4Feb-2003 79.9Mar-2003 77.6Apr-2003 86
May-2003 92.1Jun-2003 89.7Jul-2003 90.9
Aug-2003 89.3
Sep-2003 87.7Oct-2003 89.6Nov-2003 93.7Dec-2003 92.6Jan-2004 103.8Feb-2004 94.4Mar-2004 95.8Apr-2004 94.2
May-2004 90.2Jun-2004 95.6Jul-2004 96.7
Aug-2004 95.9Sep-2004 94.2Oct-2004 91.7Nov-2004 92.8Dec-2004 97.1Jan-2005 95.5Feb-2005 94.1Mar-2005 92.6Apr-2005 87.7
May-2005 86.9Jun-2005 96Jul-2005 96.5
Aug-2005 89.1Sep-2005 76.9Oct-2005 74.2Nov-2005 81.6Dec-2005 91.5Jan-2006 91.2Feb-2006 86.7Mar-2006 88.9Apr-2006 87.4
May-2006 79.1Jun-2006 84.9Jul-2006 84.7
Aug-2006 82Sep-2006 85.4Oct-2006 93.6Nov-2006 92.1Dec-2006 91.7Jan-2007 96.9Feb-2007 91.3Mar-2007 88.4Apr-2007 87.1
May-2007 88.3Jun-2007 85.3Jul-2007 90.4
Aug-2007 83.4Sep-2007 83.4
![Forecast Document[1] yNPZP](https://static.fdocuments.us/doc/165x107/577ce0961a28ab9e78b3a976/forecast-document1-ynpzp.jpg)
