##### Sheet/List 2 ##### počáteční hodnoty alfa = 0.8 gama = 0.1 " počáteční hodnoty jsou určeny jako L0=yt , T0=y2-y1" L0 T0 0.000 S01 6.550 0.450 0.000 S02 0.000 S03 0.000 S04 DATE NOBS REVENUE rezidua HOLT Lt Tt abs.rezidua rezidua2 2000Q2 1 6.55 0.000 6.550 6.640 0.414 0.000 0.000 2000Q3 2 7 -0.011 7.011 7.011 0.410 0.011 0.000 2000Q4 3 7.38 -0.008 7.388 7.388 0.406 0.008 0.000 2001Q1 4 6.24 -0.311 6.551 6.551 0.282 0.311 0.097 2001Q2 5 6.72 -0.023 6.743 6.743 0.273 0.023 0.001 2001Q3 6 6.47 -0.109 6.579 6.579 0.229 0.109 0.012 2001Q4 7 5.43 -0.276 5.706 5.706 0.119 0.276 0.076 2002Q1 8 5.55 -0.055 5.605 5.605 0.097 0.055 0.003 2002Q2 9 5.13 -0.114 5.244 5.244 0.051 0.114 0.013 2002Q3 10 4.48 -0.163 4.643 4.643 -0.014 0.163 0.027 2002Q4 11 4.15 -0.096 4.246 4.246 -0.052 0.096 0.009 2003Q1 12 3.75 -0.089 3.839 3.839 -0.088 0.089 0.008 2003Q2 13 3.49 -0.052 3.542 3.542 -0.109 0.052 0.003 2003Q3 14 4.26 0.165 4.095 4.095 -0.042 0.165 0.027 2003Q4 15 4.82 0.154 4.666 4.666 0.019 0.154 0.024 2004Q1 16 4.5 -0.037 4.537 4.537 0.004 0.037 0.001 2004Q2 17 5.02 0.096 4.924 4.924 0.042 0.096 0.009 2004Q3 18 5.02 0.011 5.009 5.009 0.047 0.011 0.000 2004Q4 19 4.04 -0.203 4.243 4.243 -0.035 0.203 0.041 2005Q1 20 3.62 -0.118 3.738 3.738 -0.082 0.118 0.014 2005Q2 21 3.31 -0.069 3.379 3.379 -0.109 0.069 0.005 2005Q3 22 3.26 -0.002 3.262 3.262 -0.110 0.002 0.000 2005Q4 23 3.61 0.092 3.518 3.518 -0.074 0.092 0.008 2006Q1 24 3.57 0.025 3.545 3.545 -0.063 0.025 0.001 2006Q2 25 4.05 0.114 3.936 3.936 -0.018 0.114 0.013 2006Q3 26 3.9 -0.004 3.904 3.904 -0.019 0.004 0.000 2006Q4 27 3.68 -0.041 3.721 3.721 -0.036 0.041 0.002 2007Q1 28 3.76 0.015 3.745 3.745 -0.030 0.015 0.000 2007Q2 29 4.53 0.163 4.367 4.367 0.035 0.163 0.027 2007Q3 30 4.54 0.028 4.512 4.512 0.046 0.028 0.001 2007Q4 31 0.912 0.912 -0.318 0.000 0.000 32 0 0 4.728 -0.031 144 0.088 0.014 yprum ME MAE MSE ##### Sheet/List 4 ##### počáteční hodnoty alfa = 0.4 gama = 0.1 " počáteční hodnoty jsou určeny jako L0=yt , T0=y2-y1" L0 T0 0.000 S01 332995 33623 0.000 S02 0.000 S03 0.000 S04 DATE NOBS HDPCR rezidua HOLT Lt Tt abs.rezidua rezidua2 1995Q1 1 332995 -20174 353169 353168.8 32278.1 20174 406982206 1995Q2 2 366618 -11297 377915 377915.3 31524.9 11297 127629620 1995Q3 3 376688 -19651 396339 396339.4 30214.8 19651 386175623 1995Q4 4 390221 -21800 412021 412020.9 28761.5 21800 475236155 1996Q1 5 382859 -34754 417613 417613.1 26444.6 34754 1207844091 1996Q2 6 423953 -12063 436016 436015.8 25640.4 12063 145510496 1996Q3 7 432152 -17702 449854 449854.5 24460.2 17702 313378338 1996Q4 8 444324 -17994 462318 462318.4 23260.6 17994 323799464 1997Q1 9 415593 -41992 457585 457584.6 20461.1 41992 1763295446 1997Q2 10 455790 -13353 469143 469143.5 19570.9 13353 178314811 1997Q3 11 461902 -16087 477989 477989.4 18498.4 16087 258805269 1997Q4 12 477809 -11207 489016 489016.3 17751.3 11207 125603800 1998Q1 13 457925 -29306 487231 487230.5 15797.6 29306 858815160 1998Q2 14 512225 5518 506707 506706.9 16165.4 5518 30449767 1998Q3 15 512408 -6279 518687 518686.6 15746.9 6279 39420656 1998Q4 16 513925 -12305 526230 526230.1 14926.5 12305 151414853 1999Q1 17 481895 -35557 517452 517452.0 12556.1 35557 1264297663 1999Q2 18 532968 1776 531192 531192.0 12674.5 1776 3154110 1999Q3 19 529465 -8641 538106 538105.9 12098.4 8641 74664997 1999Q4 20 536469 -8241 544710 544710.2 11549.0 8241 67917027 2000Q1 21 504479 -31068 535547 535547.1 9477.8 31068 965227100 2000Q2 22 558691 8200 550491 550491.3 10024.4 8200 67234500 2000Q3 23 557780 -1641 559421 559421.5 9915.0 1641 2694393 2000Q4 24 568219 -670 568889 568889.5 9870.3 670 449540 2001Q1 25 540124 -23181 563305 563305.5 8324.9 23181 537380472 2001Q2 26 598842 16327 582515 582515.0 9413.3 16327 266570794 2001Q3 27 599262 4400 594862 594861.8 9706.7 4400 19361712 2001Q4 28 613986 5651 608335 608335.5 10083.4 5651 31928218 2002Q1 29 576665 -25052 601717 601717.3 8413.2 25052 627619110 2002Q2 30 630141 12006 618135 618134.7 9213.6 12006 144150414 2002Q3 31 621004 -3807 624811 624810.6 8959.9 3807 14490426 2002Q4 32 636622 1711 634911 634911.1 9073.9 1711 2927176 2003Q1 33 598385 -27360 625745 625745.0 7249.9 27360 748570686 2003Q2 34 660401 16444 643957 643957.4 8346.2 16444 270392953 2003Q3 35 650791 -908 651699 651698.5 8285.7 908 823603 2003Q4 36 667533 4529 663004 663003.7 8587.6 4529 20514393 2004Q1 37 650616 -12585 663201 663201.2 7748.6 12585 158387383 2004Q2 38 716444 27297 689147 689147.5 9568.4 27297 745099529 2004Q3 39 712711 8397 704314 704313.9 10128.2 8397 70510962 2004Q4 40 737591 13889 723702 723701.7 11054.1 13889 192913735 2005Q1 41 697345 -22446 719791 719791.5 9557.7 22446 503844448 2005Q2 42 762115 19659 742456 742455.5 10868.3 19659 386495485 2005Q3 43 756632 1985 754647 754647.1 11000.7 1985 3939787 2005Q4 44 778304 7594 770710 770710.3 11506.9 7594 57664810 2006Q1 45 742621 -23758 766379 766378.7 9923.1 23758 564428660 2006Q2 46 861462 51096 810366 810365.9 13329.5 51096 2610815068 2006Q3 47 820093 -2161 822254 822254.4 13185.4 2161 4671668 2006Q4 48 841083 3386 837697 837697.1 13411.1 3386 11464510 2007Q1 49 817704 -20043 837747 837746.5 12074.9 20043 401702186 2007Q2 50 899674 29912 869762 869762.5 14069.0 29912 894699524 2007Q3 51 530298.9 0 0 2007Q4 52 318179.3 0 0 588310 -5866 29708813 15457 370593656 yprum ME MAE MSE ##### Sheet/List 6 ##### počáteční hodnoty alfa = 0.4 gama = 0.1 " počáteční hodnoty jsou určeny jako L0=yt , T0=y2-y1" L0 T0 0.000 S01 179343 537 0.000 S02 0.000 S03 0.000 S04 QUARTER NOBS DEPOSITS rezidua HOLT Lt Tt abs.rezidua rezidua2 1993Q1 1 179342.9 -322 179665 179664.9 515.2 322.0 103696.9 1993Q2 2 179879.6 -180 180060 180059.9 503.2 180.3 32519.3 1993Q3 3 184157.9 2157 182001 182001.0 647.0 2156.9 4652024.9 1993Q4 4 204782.7 13281 191502 191501.9 1532.4 13280.8 176379463.6 1994Q1 5 215145.3 13267 201879 201878.7 2416.8 13266.6 176002779.9 1994Q2 6 220120.4 9495 210625 210625.5 3049.8 9494.9 90153625.7 1994Q3 7 224857.6 6709 218148 218148.2 3497.1 6709.4 45015816.1 1994Q4 8 244498.9 13712 230787 230786.8 4411.3 13712.1 188022816.6 1995Q1 9 257013.4 13089 243924 243924.2 5283.9 13089.2 171327959.7 1995Q2 10 268251.6 11426 256825 256825.5 6045.6 11426.1 130556563.9 1995Q3 11 280707.7 10702 270006 270005.7 6759.1 10702.0 114532213.0 1995Q4 12 306236.9 17683 288554 288553.6 7938.0 17683.3 312697537.6 1996Q1 13 320848.6 14614 306234 306234.4 8912.2 14614.2 213574715.9 1996Q2 14 329595.1 8669 320926 320926.0 9490.2 8669.1 75152805.5 1996Q3 15 336112.3 3418 332695 332694.6 9718.0 3417.7 11680362.6 1996Q4 16 365625.2 13928 351698 351697.7 10646.5 13927.5 193975758.6 1997Q1 17 414840.1 31498 383343 383342.6 12746.4 31497.5 992094736.6 1997Q2 18 441183 27056 414127 414126.6 14550.1 27056.4 732051184.1 1997Q3 19 443649.1 8983 434666 434665.6 15149.0 8983.5 80702410.5 1997Q4 20 473921.5 14464 459457 459457.4 16113.3 14464.1 209210146.3 1998Q1 21 493387.1 10690 482697 482697.3 16826.0 10689.8 114272732.4 1998Q2 22 512073.8 7530 504543 504543.4 17328.0 7530.4 56706248.8 1998Q3 23 527451.8 3348 524104 524103.6 17551.2 3348.2 11210634.5 1998Q4 24 549745.5 4854 544891 544891.1 17874.8 4854.4 23565621.3 1999Q1 25 559644.4 -1873 561517 561517.3 17750.0 1872.9 3507699.5 1999Q2 26 554565.3 -14821 569386 569386.5 16761.9 14821.2 219666997.5 1999Q3 27 542409.4 -26243 568653 568652.8 15012.3 26243.4 688714450.2 1999Q4 28 536933.7 -28039 564973 564972.5 13143.1 28038.8 786176342.0 2000Q1 29 548175 -17964 566139 566139.4 11945.4 17964.4 322718333.2 2000Q2 30 543395.4 -20814 564209 564209.0 10557.9 20813.6 433207788.4 2000Q3 31 547678.9 -16253 563932 563931.7 9474.3 16252.8 264153747.1 2000Q4 32 549152.9 -14552 563705 563704.8 8504.2 14551.9 211757587.4 2001Q1 33 568758.9 -2070 570829 570829.0 8366.2 2070.1 4285183.7 2001Q2 34 583195.2 2400 580795 580795.2 8526.2 2400.0 5760042.4 2001Q3 35 589675.9 213 589463 589463.2 8540.4 212.7 45239.1 2001Q4 36 595970.9 -1220 597191 597190.5 8459.1 1219.6 1487476.0 2002Q1 37 596536.5 -5468 602004 602004.4 8094.6 5467.9 29897559.5 2002Q2 38 594155.3 -9566 603721 603721.5 7456.8 9566.2 91511768.2 2002Q3 39 580665.6 -18308 598973 598973.2 6236.3 18307.6 335168897.8 2002Q4 40 567335.8 -22724 590060 590060.0 4721.4 22724.2 516390991.0 2003Q1 41 560701.5 -20448 581149 581149.4 3358.2 20447.9 418118253.5 2003Q2 42 553728.3 -18468 572196 572195.9 2127.0 18467.6 341051649.4 2003Q3 43 548450.7 -15523 563974 563974.0 1092.1 15523.3 240973047.7 2003Q4 44 558026.2 -4224 562250 562250.1 810.5 4223.9 17841737.1 2004Q1 45 557442.5 -3371 560813 560813.4 585.8 3370.9 11362933.0 2004Q2 46 563668.2 1361 562307 562306.8 676.5 1361.4 1853444.4 2004Q3 47 569176.8 3716 565461 565460.7 924.3 3716.1 13809255.9 2004Q4 48 587564.8 12708 574857 574856.9 1771.5 12707.9 161490171.7 2005Q1 49 584631.3 4802 579830 579829.6 2091.6 4801.7 23056724.0 2005Q2 50 589489.7 4541 584949 584948.6 2394.3 4541.1 20621863.1 2005Q3 51 582149.8 -3116 585266 585265.7 2186.6 3115.9 9708596.1 2005Q4 52 599177.5 7035 592142 592142.4 2655.6 7035.1 49493154.9 2006Q1 53 597108 1386 595722 595722.0 2748.0 1386.0 1921027.0 2006Q2 54 604796.4 3796 601001 601000.6 3001.1 3795.8 14408364.5 2006Q3 55 606284.6 1370 604915 604914.8 3092.4 1369.8 1876286.6 2006Q4 56 630641.9 13581 617061 617061.1 3997.8 13580.8 184438391.0 2007Q1 57 636801.4 9446 627356 627355.9 4627.5 9445.5 89217798.9 2007Q2 58 2007Q3 59 2007Q4 60 473009 1077 26900155 26900155 411196 10395 169111705 yprum ME MAE MSE