týden pořadí hodnota 1 186 2 191 3 196 4 206 5 215 6 225 7 235 8 248 9 255 10 266 11 278 12 295 13 313 14 331 15 350 16 368 17 390 18 406 19 423 20 438 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 ##### Sheet/List 2 ##### alfa 0.2 nobs 20 gama =1-alfa 0.8 vyrovnání predikce pozorování 20-obs yk gamak k*gama.k yk.gamak yvk hodnota yk rezidua abs.rezidua rezidua2 1 19 186 0.01441 0.27382 2.68 191.00 191.0 186 -5.00 5.00 25.00 2 18 191 0.01801 0.32426 3.44 191.00 191.0 191 0.00 0.00 0.00 3 17 196 0.02252 0.38281 4.41 191.00 191.0 196 5.00 5.00 25.00 4 16 206 0.02815 0.45036 5.80 194.00 194.00 206 12.00 12.00 144.00 5 15 215 0.03518 0.52777 7.56 198.20 198.20 215 16.80 16.80 282.24 6 14 225 0.04398 0.61573 9.90 203.56 203.56 225 21.44 21.44 459.67 7 13 235 0.05498 0.71468 12.92 209.85 209.85 235 25.15 25.15 632.62 8 12 248 0.06872 0.82463 17.04 217.48 217.48 248 30.52 30.52 931.57 9 11 255 0.08590 0.94489 21.90 224.98 224.98 255 30.02 30.02 901.04 10 10 266 0.10737 1.07374 28.56 233.19 233.19 266 32.81 32.81 1076.75 11 9 278 0.13422 1.20796 37.31 242.15 242.15 278 35.85 35.85 1285.30 12 8 295 0.16777 1.34218 49.49 252.72 252.72 295 42.28 42.28 1787.67 13 7 313 0.20972 1.46801 65.64 264.78 264.78 313 48.22 48.22 2325.62 14 6 331 0.26214 1.57286 86.77 278.02 278.02 331 52.98 52.98 2806.85 15 5 350 0.32768 1.63840 114.69 292.42 292.42 350 57.58 57.58 3315.89 16 4 368 0.40960 1.63840 150.73 307.53 307.53 368 60.47 60.47 3656.26 17 3 390 0.51200 1.53600 199.68 324.03 324.03 390 65.97 65.97 4352.52 18 2 406 0.64000 1.28000 259.84 340.42 340.42 406 65.58 65.58 4300.59 19 1 423 0.80000 0.80000 338.40 356.94 356.94 423 66.06 66.06 4364.34 20 0 438 1.00000 1.00000 438.00 373.15 373.15 438 64.85 64.85 4205.59 210 190 5815 0.98847 19.6 1854.8 5086.40 5086.40 42.859 42.859 2166.384 Σk Σyk (1-α)*Σαk Σk.αk Σyk.αk Σyvk ME MAE MSE 46.5444 parametr a = RMSE ##### Sheet/List 3 ##### beta=1-alfa 0.7 nobs 20 vyrovnání predikce pozorování k y20-k αk y20-k.αk k.y20-k.αk k.αk k2.αk yv20-k-1 hodnota St[1] St[2] rezidua abs.rezidua rezidua2 1 19 186 0.00114 0.212 4.0284 0.021658 0.41150 191.00 438.36 431.11 423.85 0 -252.36 252.36 63685.02 2 18 191 0.00163 0.311 5.5985 0.029311 0.52761 191.00 102.21 263.03 423.85 1 88.79 88.79 7883.59 3 17 196 0.00233 0.456 7.7512 0.039547 0.67230 191.00 8.37 216.11 423.85 2 187.63 187.63 35206.58 4 16 206 0.00332 0.685 10.9536 0.053173 0.85076 167.59 144.59 209.03 273.48 3 61.41 61.41 3771.588 5 15 215 0.00475 1.021 15.3109 0.071213 1.06820 184.51 195.13 213.21 231.29 4 19.87 19.87 394.852 6 14 225 0.00678 1.526 21.3640 0.094951 1.32932 201.43 218.51 221.46 224.41 5 6.49 6.49 42.060 7 13 235 0.00969 2.277 29.5996 0.125956 1.63742 218.36 232.90 230.94 228.98 6 2.10 2.10 4.422 8 12 248 0.01384 3.433 41.1917 0.166095 1.99315 235.28 247.05 242.88 238.71 7 0.95 0.95 0.899 9 11 255 0.01977 5.042 55.4640 0.217506 2.39257 252.20 255.16 251.36 247.57 8 -0.16 0.16 0.026 10 10 266 0.02825 7.514 75.1384 0.282475 2.82475 269.13 265.82 261.61 257.40 9 0.18 0.18 0.032 11 9 278 0.04035 11.218 100.9647 0.363182 3.26864 286.05 277.79 273.08 268.38 10 0.21 0.21 0.045 12 8 295 0.05765 17.006 136.0493 0.461184 3.68947 302.97 294.44 288.42 282.41 11 0.56 0.56 0.315 13 7 313 0.08235 25.777 180.4383 0.576480 4.03536 319.90 312.59 305.63 298.66 12 0.41 0.41 0.166 14 6 331 0.11765 38.942 233.6509 0.705894 4.23536 336.82 330.81 323.39 315.97 13 0.19 0.19 0.038 15 5 350 0.16807 58.825 294.1225 0.840350 4.20175 353.74 349.83 342.02 334.20 14 0.17 0.17 0.029 16 4 368 0.24010 88.357 353.4272 0.960400 3.84160 370.67 368.01 360.20 352.40 15 -0.01 0.01 0.000 17 3 390 0.34300 133.770 401.3100 1.029000 3.08700 387.59 389.66 381.06 372.46 16 0.34 0.34 0.117 18 2 406 0.49000 198.940 397.8800 0.980000 1.96000 404.51 406.33 398.52 390.70 17 -0.33 0.33 0.112 19 1 423 0.70000 296.100 296.1000 0.700000 0.70000 421.44 423.14 415.66 408.17 18 -0.14 0.14 0.020 20 0 438 1.00000 438.000 0.0000 0.000000 0.00000 438.36 438.23 431.30 424.36 19 -0.23 0.23 0.055 210 190 5815 3.33067 1329.41036 2660.34320 7.71838 42.72677 454.424 1 5.41 5.52 247.928 15.746 Σαk Σαkyn-k Σk.αkyn-k Σk.αk Σk2.αk 426.093 2 ME MAE MSE RMSE 433.820 3 435.537 4 436.292 5 čitatel jmenovatel parametr a = 36267.9 82.736 438.3589 parametr b = 1400.15537 82.736 16.9233 ##### Sheet/List 4 ##### 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 6 ##### n= 50 gama=1-alfa 0.8 lin.vyrovnání predikce rezidua DATE NOBS n-NOBS HDPCR αk yn-k.αk k.yn-k.αk k.αk k2.αk St[1] St[2] linyvk 2St[1]-St[2] HDPCR yk - yvk abs.rezidua rezidua2 1995Q1 1 49 332995 0.80000 266396.00 266396.00 0.80 0.800 1152.0 855.1 366618.0 366618.0 332995 -33623.0 33623.0 1130506129.0 1995Q2 2 48 366618 0.64000 234635.52 469271.04 1.28 2.560 293524.8 855.1 366618.0 366618.0 366618 0.0 0.0 0.0 1995Q3 3 47 376688 0.51200 192864.26 578592.77 1.54 4.608 360055.4 855.1 366618.0 366618.0 376688 10070.0 10070.0 101404900.0 1995Q4 4 46 390221 0.40960 159834.52 639338.09 1.64 6.554 384187.9 307521.3 382494.7 460854.4 390221 -70633.4 70633.4 4989080507.7 1996Q1 5 45 382859 0.32768 125455.24 627276.19 1.64 8.192 383124.8 368004.1 393342.5 398245.5 382859 -15386.5 15386.5 236743309.6 1996Q2 6 44 423953 0.26214 111136.74 666820.41 1.57 9.437 415787.4 406230.7 404190.2 425344.0 423953 -1391.0 1391.0 1934906.4 1996Q3 7 43 432152 0.20972 90628.84 634401.90 1.47 10.276 428879.1 424349.4 415037.9 433408.7 432152 -1256.7 1256.7 1579408.1 1996Q4 8 42 444324 0.16777 74545.20 596361.58 1.34 10.737 441235.0 437857.9 425885.7 444612.1 444324 -288.1 288.1 83023.3 1997Q1 9 41 415593 0.13422 55779.95 502019.53 1.21 10.872 420721.4 424148.7 436733.4 417294.1 415593 -1701.1 1701.1 2893759.1 1997Q2 10 40 455790 0.10737 48940.08 489400.79 1.07 10.737 448776.3 443850.8 447581.2 453701.8 455790 2088.2 2088.2 4360593.4 1997Q3 11 39 461902 0.08590 39677.08 436447.88 0.94 10.394 459276.9 456191.6 458428.9 462362.1 461902 -460.1 460.1 211668.5 1997Q4 12 38 477809 0.06872 32834.78 394017.41 0.82 9.896 474102.6 470520.4 469276.7 477684.8 477809 124.2 124.2 15436.1 1998Q1 13 37 457925 0.05498 25174.69 327271.01 0.71 9.291 461160.5 463032.5 480124.4 459288.5 457925 -1363.5 1363.5 1859241.8 1998Q2 14 36 512225 0.04398 22527.89 315390.51 0.62 8.620 502012.1 494216.2 490972.1 509808.0 512225 2417.0 2417.0 5841764.5 1998Q3 15 35 512408 0.03518 18028.75 270431.31 0.53 7.916 510328.8 507106.3 501819.9 513551.3 512408 -1143.3 1143.3 1307246.2 1998Q4 16 34 513925 0.02815 14465.70 231451.24 0.45 7.206 513205.8 511985.9 512667.6 514425.7 513925 -500.7 500.7 250658.9 1999Q1 17 33 481895 0.02252 10851.31 184472.28 0.38 6.508 488157.2 492922.9 523515.4 483391.4 481895 -1496.4 1496.4 2239241.2 1999Q2 18 32 532968 0.01801 9601.10 172819.76 0.32 5.837 524005.8 517789.2 534363.1 530222.4 532968 2745.6 2745.6 7538223.6 1999Q3 19 31 529465 0.01441 7630.39 144977.50 0.27 5.203 528373.2 526256.4 545210.8 530490.0 529465 -1025.0 1025.0 1050523.7 1999Q4 20 30 536469 0.01153 6185.07 123701.33 0.23 4.612 534849.8 533131.1 556058.6 536568.5 536469 -99.5 99.5 9904.9 2000Q1 21 29 504479 0.00922 4653.00 97712.95 0.19 4.068 510553.2 515068.8 566906.3 506037.6 504479 -1558.6 1558.6 2429144.8 2000Q2 22 28 558691 0.00738 4122.41 90693.06 0.16 3.571 549063.4 542264.5 577754.1 555862.4 558691 2828.6 2828.6 8001161.2 2000Q3 23 27 557780 0.00590 3292.55 75728.70 0.14 3.123 556036.7 553282.2 588601.8 558791.1 557780 -1011.1 1011.1 1022372.1 2000Q4 24 26 568219 0.00472 2683.34 64400.12 0.11 2.720 565782.5 563282.5 599449.6 568282.6 568219 -63.6 63.6 4044.3 2001Q1 25 25 540124 0.00378 2040.53 51013.27 0.09 2.361 545255.7 548861.1 610297.3 541650.4 540124 -1526.4 1526.4 2329753.5 2001Q2 26 24 598842 0.00302 1809.89 47057.11 0.08 2.043 588124.7 580272.0 621145.0 595977.5 598842 2864.5 2864.5 8205489.7 2001Q3 27 23 599262 0.00242 1448.93 39121.02 0.07 1.763 597034.5 593682.0 631992.8 600387.1 599262 -1125.1 1125.1 1265752.9 2001Q4 28 22 613986 0.00193 1187.62 33253.41 0.05 1.516 610595.7 607213.0 642840.5 613978.4 613986 7.6 7.6 57.1 2002Q1 29 21 576665 0.00155 892.35 25878.03 0.04 1.301 583451.1 588203.5 653688.3 578698.8 576665 -2033.8 2033.8 4136241.5 2002Q2 30 20 630141 0.00124 780.08 23402.30 0.04 1.114 620803.0 614283.1 664536.0 627322.9 630141 2818.1 2818.1 7941505.4 2002Q3 31 19 621004 0.00099 615.01 19065.39 0.03 0.952 620963.8 619627.7 675383.8 622299.9 621004 -1295.9 1295.9 1679465.5 2002Q4 32 18 636622 0.00079 504.38 16140.29 0.03 0.811 633490.4 630717.8 686231.5 636262.9 636622 359.1 359.1 128953.2 2003Q1 33 17 598385 0.00063 379.27 12515.96 0.02 0.690 605406.1 610468.4 697079.2 600343.7 598385 -1958.7 1958.7 3836592.3 2003Q2 34 16 660401 0.00051 334.86 11385.35 0.02 0.586 649402.0 641615.3 707927.0 657188.7 660401 3212.3 3212.3 10318660.1 2003Q3 35 15 650791 0.00041 263.99 9239.73 0.01 0.497 650513.2 648733.6 718774.7 652292.8 650791 -1501.8 1501.8 2255356.0 2003Q4 36 14 667533 0.00032 216.63 7798.57 0.01 0.421 664129.0 661050.0 729622.5 667208.1 667533 324.9 324.9 105544.2 2004Q1 37 13 650616 0.00026 168.91 6249.65 0.01 0.355 653318.6 654864.9 740470.2 651772.3 650616 -1156.3 1156.3 1337118.5 2004Q2 38 12 716444 0.00021 148.80 5654.38 0.01 0.300 703818.9 694028.1 751318.0 713609.7 716444 2834.3 2834.3 8033084.3 2004Q3 39 11 712711 0.00017 118.42 4618.36 0.01 0.253 710932.6 707551.7 762165.7 714313.5 712711 -1602.5 1602.5 2567937.7 2004Q4 40 10 737591 0.00013 98.04 3921.71 0.01 0.213 732259.3 727317.8 773013.4 737200.8 737591 390.2 390.2 152223.1 2005Q1 41 9 697345 0.00011 74.15 3040.33 0.00 0.179 704327.9 708925.8 783861.2 699729.9 697345 -2384.9 2384.9 5687641.9 2005Q2 42 8 762115 0.00009 64.83 2723.01 0.00 0.150 750557.6 742231.2 794708.9 758883.9 762115 3231.1 3231.1 10439894.7 2005Q3 43 7 756632 0.00007 51.49 2214.23 0.00 0.126 755417.1 752779.9 805556.7 758054.3 756632 -1422.3 1422.3 2022914.1 2005Q4 44 6 778304 0.00005 42.37 1864.50 0.00 0.105 773726.6 769537.3 816404.4 777916.0 778304 388.0 388.0 150575.0 2006Q1 45 5 742621 0.00004 32.35 1455.56 0.00 0.088 748842.1 752981.2 827252.2 744703.1 742621 -2082.1 2082.1 4335108.5 2006Q2 46 4 861462 0.00003 30.02 1380.81 0.00 0.074 838938.0 821746.7 838099.9 856129.4 861462 5332.6 5332.6 28436638.4 2006Q3 47 3 820093 0.00003 22.86 1074.46 0.00 0.062 823862.0 823438.9 848947.6 824285.1 820093 -4192.1 4192.1 17573498.8 2006Q4 48 2 841083 0.00002 18.76 900.33 0.00 0.051 837638.8 834798.8 859795.4 840478.8 841083 604.2 604.2 365088.6 2007Q1 49 1 817704 0.00002 14.59 714.83 0.00 0.043 821691.0 824312.5 870643.1 819069.4 817704 -1365.4 1365.4 1864280.9 2007Q2 50 0 899674 0.00001 12.84 642.03 0.00 0.036 884077.4 872124.4 881490.9 896030.4 899674 3643.6 3643.6 13276085.4 2007Q3 0.0 0.0 0.0 2007Q4 0.0 0.0 0.0 4.000 1573316.39 8731717.95 20.00 179.83 -2207.30 4058.66 132776252.60 Σαk Σαk Σk.αkyn-k Σk.αk Σk2.αk MAE MAE MSE 11522.86 RMSE čitatel jmenovatel parametr a = 108316505.5 319.4 339103.74 parametr b = -3464985.6 319.4 -10847.74 ##### 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 9 ##### 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 11 ##### 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