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 ##### beta=1-alfa 0.7 nobs 20 vyrovnání predikce pozorování 20-obs yk αk k.αk yk.αk yvk hodnota rezidua abs.rezidua rezidua2 1 19 186 0.00114 191.00 191.0 -5.00 5.00 25.00 2 18 191 0.00163 191.00 191.0 0.00 0.00 0.00 3 17 196 0.00233 191.00 191.0 5.00 5.00 25.00 4 16 206 0.00332 201.50 201.50 4.50 4.50 20.25 5 15 215 0.00475 210.95 210.95 4.05 4.05 16.40 6 14 225 0.00678 220.79 220.79 4.21 4.21 17.77 7 13 235 0.00969 230.74 230.74 4.26 4.26 18.19 8 12 248 0.01384 242.82 242.82 5.18 5.18 26.83 9 11 255 0.01977 251.35 251.35 3.65 3.65 13.35 10 10 266 0.02825 261.60 261.60 4.40 4.40 19.33 11 9 278 0.04035 273.08 273.08 4.92 4.92 24.20 12 8 295 0.05765 288.42 288.42 6.58 6.58 43.24 13 7 313 0.08235 305.63 305.63 7.37 7.37 54.36 14 6 331 0.11765 323.39 323.39 7.61 7.61 57.94 15 5 350 0.16807 342.02 342.02 7.98 7.98 63.74 16 4 368 0.24010 360.20 360.20 7.80 7.80 60.76 ; 17 3 390 0.34300 381.06 381.06 8.94 8.94 79.90 18 2 406 0.49000 398.52 398.52 7.48 7.48 55.97 19 1 423 0.70000 415.66 415.66 7.34 7.34 53.94 20 0 438 1.00000 431.30 431.30 6.70 6.70 44.93 210 190 5815 3.33067 0.0 0.0 5712.02 5712.02 6.06 6.06 39.48 6.2830 Σk Σyk Σαk Σk.αk Σyk.αk Σyvk ME MAE MSE RMSE parametr a = ##### 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 5 ##### alfa = 0.7 predikce= vyrovnání DATE NOBS HDPCR αk k.αk yk.αk St[1] yvk HDPCR rezidua 1995Q1 1 332995 0.70000 0.7000 233096.50 332995.0 366618.0 332995 -33623.0 1995Q2 2 366618 0.49000 0.9800 179642.82 356531.1 366618.0 366618 0.0 1995Q3 3 376688 0.34300 1.0290 129203.98 370640.9 366618.0 376688 10070.0 1995Q4 4 390221 0.24010 0.9604 93692.06 384347.0 383140.1 390221 7080.9 1996Q1 5 382859 0.16807 0.8404 64347.11 383305.4 382943.3 382859 -84.3 1996Q2 6 423953 0.11765 0.7059 49877.65 411758.7 411650.1 423953 12302.9 1996Q3 7 432152 0.08235 0.5765 35589.58 426034.0 426001.4 432152 6150.6 1996Q4 8 444324 0.05765 0.4612 25614.39 438837.0 438827.2 444324 5496.8 1997Q1 9 415593 0.04035 0.3632 16770.68 422566.2 422563.3 415593 -6970.3 1997Q2 10 455790 0.02825 0.2825 12874.94 445822.9 445822.0 455790 9968.0 1997Q3 11 461902 0.01977 0.2175 9133.31 457078.3 457078.0 461902 4824.0 1997Q4 12 477809 0.01384 0.1661 6613.49 471589.8 471589.7 477809 6219.3 1998Q1 13 457925 0.00969 0.1260 4436.79 462024.4 462024.4 457925 -4099.4 1998Q2 14 512225 0.00678 0.0950 3474.03 497164.8 497164.8 512225 15060.2 1998Q3 15 512408 0.00475 0.0712 2432.69 507835.0 507835.0 512408 4573.0 1998Q4 16 513925 0.00332 0.0532 1707.92 512098.0 512098.0 513925 1827.0 1999Q1 17 481895 0.00233 0.0395 1121.03 490955.9 490955.9 481895 -9060.9 1999Q2 18 532968 0.00163 0.0293 867.89 520364.4 520364.4 532968 12603.6 1999Q3 19 529465 0.00114 0.0217 603.53 526734.8 526734.8 529465 2730.2 1999Q4 20 536469 0.00080 0.0160 428.06 533548.7 533548.7 536469 2920.3 2000Q1 21 504479 0.00056 0.0117 281.77 513199.9 513199.9 504479 -8720.9 2000Q2 22 558691 0.00039 0.0086 218.44 545043.7 545043.7 558691 13647.3 2000Q3 23 557780 0.00027 0.0063 152.66 553959.1 553959.1 557780 3820.9 2000Q4 24 568219 0.00019 0.0046 108.86 563941.0 563941.0 568219 4278.0 2001Q1 25 540124 0.00013 0.0034 72.43 547269.1 547269.1 540124 -7145.1 2001Q2 26 598842 0.00009 0.0024 56.22 583370.1 583370.1 598842 15471.9 2001Q3 27 599262 0.00007 0.0018 39.38 594494.4 594494.4 599262 4767.6 2001Q4 28 613986 0.00005 0.0013 28.24 608138.5 608138.5 613986 5847.5 2002Q1 29 576665 0.00003 0.0009 18.57 586107.1 586107.1 576665 -9442.1 2002Q2 30 630141 0.00002 0.0007 14.20 616930.8 616930.8 630141 13210.2 2002Q3 31 621004 0.00002 0.0005 9.80 619782.0 619782.0 621004 1222.0 2002Q4 32 636622 0.00001 0.0004 7.03 631570.0 631570.0 636622 5052.0 2003Q1 33 598385 0.00001 0.0003 4.63 608340.5 608340.5 598385 -9955.5 2003Q2 34 660401 0.00001 0.0002 3.57 644782.9 644782.9 660401 15618.1 2003Q3 35 650791 0.00000 0.0001 2.47 648988.6 648988.6 650791 1802.4 2003Q4 36 667533 0.00000 0.0001 1.77 661969.7 661969.7 667533 5563.3 2004Q1 37 650616 0.00000 0.0001 1.21 654022.1 654022.1 650616 -3406.1 2004Q2 38 716444 0.00000 0.0000 0.93 697717.4 697717.4 716444 18726.6 2004Q3 39 712711 0.00000 0.0000 0.65 708212.9 708212.9 712711 4498.1 2004Q4 40 737591 0.00000 0.0000 0.47 728777.6 728777.6 737591 8813.4 2005Q1 41 697345 0.00000 0.0000 0.31 706774.8 706774.8 697345 -9429.8 2005Q2 42 762115 0.00000 0.0000 0.24 745512.9 745512.9 762115 16602.1 2005Q3 43 756632 0.00000 0.0000 0.17 753296.3 753296.3 756632 3335.7 2005Q4 44 778304 0.00000 0.0000 0.12 770801.7 770801.7 778304 7502.3 2006Q1 45 742621 0.00000 0.0000 0.08 751075.2 751075.2 742621 -8454.2 2006Q2 46 861462 0.00000 0.0000 0.06 828346.0 828346.0 861462 33116.0 2006Q3 47 820093 0.00000 0.0000 0.04 822568.9 822568.9 820093 -2475.9 2006Q4 48 841083 0.00000 0.0000 0.03 835528.8 835528.8 841083 5554.2 2007Q1 49 817704 0.00000 0.0000 0.02 823051.4 823051.4 817704 -5347.4 2007Q2 50 899674 0.00000 0.0000 0.02 876687.2 876687.2 899674 22986.8 2007Q3 51 0.00000 0.0000 876687.2 2007Q4 52 0.00000 0.0000 876687.2 2.333 7.78 872552.85 30973830 29415504 195048 Σαk Σαk Σk.αkyn-k čitatel jmenovatel parametr b = #REF! #REF! #REF! ##### Sheet/List 7 ##### n= 50 beta=1-alfa 0.8 vyrovnání predikce DATE NOBS n-NOBS HDPCR αk yn-k.αk k.yn-k.αk k.αk k2.αk St[1] St[2] yvk hodnota HDPCR rezidua 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 7726.3 7726.3 59695544.8 1996Q1 5 45 382859 0.32768 125455.24 627276.19 1.64 8.192 383124.8 368004.1 393342.5 398245.5 382859 -10483.5 10483.5 109902794.3 1996Q2 6 44 423953 0.26214 111136.74 666820.41 1.57 9.437 415787.4 406230.7 404190.2 425344.0 423953 19762.8 19762.8 390568425.5 1996Q3 7 43 432152 0.20972 90628.84 634401.90 1.47 10.276 428879.1 424349.4 415037.9 433408.7 432152 17114.1 17114.1 292891102.3 1996Q4 8 42 444324 0.16777 74545.20 596361.58 1.34 10.737 441235.0 437857.9 425885.7 444612.1 444324 18438.3 18438.3 339971607.0 1997Q1 9 41 415593 0.13422 55779.95 502019.53 1.21 10.872 420721.4 424148.7 436733.4 417294.1 415593 -21140.4 21140.4 446917508.7 1997Q2 10 40 455790 0.10737 48940.08 489400.79 1.07 10.737 448776.3 443850.8 447581.2 453701.8 455790 8208.8 8208.8 67384953.6 1997Q3 11 39 461902 0.08590 39677.08 436447.88 0.94 10.394 459276.9 456191.6 458428.9 462362.1 461902 3473.1 3473.1 12062363.3 1997Q4 12 38 477809 0.06872 32834.78 394017.41 0.82 9.896 474102.6 470520.4 469276.7 477684.8 477809 8532.3 8532.3 72800975.5 1998Q1 13 37 457925 0.05498 25174.69 327271.01 0.71 9.291 461160.5 463032.5 480124.4 459288.5 457925 -22199.4 22199.4 492813084.3 1998Q2 14 36 512225 0.04398 22527.89 315390.51 0.62 8.620 502012.1 494216.2 490972.1 509808.0 512225 21252.9 21252.9 451684213.9 1998Q3 15 35 512408 0.03518 18028.75 270431.31 0.53 7.916 510328.8 507106.3 501819.9 513551.3 512408 10588.1 10588.1 112108308.6 1998Q4 16 34 513925 0.02815 14465.70 231451.24 0.45 7.206 513205.8 511985.9 512667.6 514425.7 513925 1257.4 1257.4 1581000.8 1999Q1 17 33 481895 0.02252 10851.31 184472.28 0.38 6.508 488157.2 492922.9 523515.4 483391.4 481895 -41620.4 41620.4 1732254699.2 1999Q2 18 32 532968 0.01801 9601.10 172819.76 0.32 5.837 524005.8 517789.2 534363.1 530222.4 532968 -1395.1 1395.1 1946322.3 1999Q3 19 31 529465 0.01441 7630.39 144977.50 0.27 5.203 528373.2 526256.4 545210.8 530490.0 529465 -15745.8 15745.8 247931764.0 1999Q4 20 30 536469 0.01153 6185.07 123701.33 0.23 4.612 534849.8 533131.1 556058.6 536568.5 536469 -19589.6 19589.6 383752101.3 2000Q1 21 29 504479 0.00922 4653.00 97712.95 0.19 4.068 510553.2 515068.8 566906.3 506037.6 504479 -62427.3 62427.3 3897172056.6 2000Q2 22 28 558691 0.00738 4122.41 90693.06 0.16 3.571 549063.4 542264.5 577754.1 555862.4 558691 -19063.1 19063.1 363400895.7 2000Q3 23 27 557780 0.00590 3292.55 75728.70 0.14 3.123 556036.7 553282.2 588601.8 558791.1 557780 -30821.8 30821.8 949984546.0 2000Q4 24 26 568219 0.00472 2683.34 64400.12 0.11 2.720 565782.5 563282.5 599449.6 568282.6 568219 -31230.6 31230.6 975347994.7 2001Q1 25 25 540124 0.00378 2040.53 51013.27 0.09 2.361 545255.7 548861.1 610297.3 541650.4 540124 -70173.3 70173.3 4924292653.7 2001Q2 26 24 598842 0.00302 1809.89 47057.11 0.08 2.043 588124.7 580272.0 621145.0 595977.5 598842 -22303.0 22303.0 497425904.5 2001Q3 27 23 599262 0.00242 1448.93 39121.02 0.07 1.763 597034.5 593682.0 631992.8 600387.1 599262 -32730.8 32730.8 1071304583.3 2001Q4 28 22 613986 0.00193 1187.62 33253.41 0.05 1.516 610595.7 607213.0 642840.5 613978.4 613986 -28854.5 28854.5 832584021.8 2002Q1 29 21 576665 0.00155 892.35 25878.03 0.04 1.301 583451.1 588203.5 653688.3 578698.8 576665 -77023.3 77023.3 5932584835.9 2002Q2 30 20 630141 0.00124 780.08 23402.30 0.04 1.114 620803.0 614283.1 664536.0 627322.9 630141 -34395.0 34395.0 1183017207.6 2002Q3 31 19 621004 0.00099 615.01 19065.39 0.03 0.952 620963.8 619627.7 675383.8 622299.9 621004 -54379.8 54379.8 2957158269.8 2002Q4 32 18 636622 0.00079 504.38 16140.29 0.03 0.811 633490.4 630717.8 686231.5 636262.9 636622 -49609.5 49609.5 2461102718.2 2003Q1 33 17 598385 0.00063 379.27 12515.96 0.02 0.690 605406.1 610468.4 697079.2 600343.7 598385 -98694.2 98694.2 9740553966.7 2003Q2 34 16 660401 0.00051 334.86 11385.35 0.02 0.586 649402.0 641615.3 707927.0 657188.7 660401 -47526.0 47526.0 2258719478.8 2003Q3 35 15 650791 0.00041 263.99 9239.73 0.01 0.497 650513.2 648733.6 718774.7 652292.8 650791 -67983.7 67983.7 4621787539.0 2003Q4 36 14 667533 0.00032 216.63 7798.57 0.01 0.421 664129.0 661050.0 729622.5 667208.1 667533 -62089.5 62089.5 3855102596.7 2004Q1 37 13 650616 0.00026 168.91 6249.65 0.01 0.355 653318.6 654864.9 740470.2 651772.3 650616 -89854.2 89854.2 8073779964.9 2004Q2 38 12 716444 0.00021 148.80 5654.38 0.01 0.300 703818.9 694028.1 751318.0 713609.7 716444 -34874.0 34874.0 1216192919.9 2004Q3 39 11 712711 0.00017 118.42 4618.36 0.01 0.253 710932.6 707551.7 762165.7 714313.5 712711 -49454.7 49454.7 2445767369.0 2004Q4 40 10 737591 0.00013 98.04 3921.71 0.01 0.213 732259.3 727317.8 773013.4 737200.8 737591 -35422.4 35422.4 1254749448.6 2005Q1 41 9 697345 0.00011 74.15 3040.33 0.00 0.179 704327.9 708925.8 783861.2 699729.9 697345 -86516.2 86516.2 7485050315.1 2005Q2 42 8 762115 0.00009 64.83 2723.01 0.00 0.150 750557.6 742231.2 794708.9 758883.9 762115 -32593.9 32593.9 1062364131.5 2005Q3 43 7 756632 0.00007 51.49 2214.23 0.00 0.126 755417.1 752779.9 805556.7 758054.3 756632 -48924.7 48924.7 2393623372.3 2005Q4 44 6 778304 0.00005 42.37 1864.50 0.00 0.105 773726.6 769537.3 816404.4 777916.0 778304 -38100.4 38100.4 1451641466.1 2006Q1 45 5 742621 0.00004 32.35 1455.56 0.00 0.088 748842.1 752981.2 827252.2 744703.1 742621 -84631.2 84631.2 7162432479.9 2006Q2 46 4 861462 0.00003 30.02 1380.81 0.00 0.074 838938.0 821746.7 838099.9 856129.4 861462 23362.1 23362.1 545787807.7 2006Q3 47 3 820093 0.00003 22.86 1074.46 0.00 0.062 823862.0 823438.9 848947.6 824285.1 820093 -28854.6 28854.6 832590284.1 2006Q4 48 2 841083 0.00002 18.76 900.33 0.00 0.051 837638.8 834798.8 859795.4 840478.8 841083 -18712.4 18712.4 350153283.2 2007Q1 49 1 817704 0.00002 14.59 714.83 0.00 0.043 821691.0 824312.5 870643.1 819069.4 817704 -52939.1 52939.1 2802551030.4 2007Q2 50 0 899674 0.00001 12.84 642.03 0.00 0.036 884077.4 872124.4 881490.9 896030.4 899674 18183.1 18183.1 330626279.9 2007Q3 0.0 0.0 2007Q4 0.0 0.0 0.0 4.000 1573316.39 8731717.95 20.00 179.83 -27760 21142 1289695039 Σαk Σαk Σk.αkyn-k Σk.αk Σk2.αk MAE MAE MSE čitatel jmenovatel parametr a = 108316505.5 319.4 339103.74 parametr b = -3464985.6 319.4 -10847.74 ##### Sheet/List 9 ##### n= 57 beta=1-alfa 0.72 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 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 8.3 591.8 702277.8 838.0 Σαk Σ yn-k.αk Σk.αkyn-k Σk.αk Σk2.αk ME MAE MSE RMSE čitatel jmenovatel parametr a = 32406205.0 117.1 276655.62 parametr b = -727682.0 117.1 -6212.31 ##### Sheet/List 11 ##### n= 30 alfa = 0.7 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 0.00003 0.00 0.00 0.00 0.000 0.5 -0.3 7.00 7.00 6.55 0.45 0.45 0.20 2000Q3 2 28 7 0.00005 0.00 0.00 0.00 0.000 5.0 -0.3 7.00 7.00 7 0.00 0.00 0.00 2000Q4 3 27 7.38 0.00007 0.00 0.00 0.00 0.001 6.7 -0.3 7.00 7.00 7.38 -0.38 0.38 0.14 2001Q1 4 26 6.24 0.00009 0.00 0.00 0.00 0.002 6.4 4.4 1.28 8.38 6.24 2.14 2.14 4.57 2001Q2 5 25 6.72 0.00013 0.00 0.00 0.00 0.003 6.6 5.9 2.10 7.29 6.72 0.57 0.57 0.33 2001Q3 6 24 6.47 0.00019 0.00 0.01 0.00 0.007 6.5 6.3 2.19 6.69 6.47 0.22 0.22 0.05 2001Q4 7 23 5.43 0.00027 0.00 0.01 0.00 0.013 5.8 5.9 2.28 5.58 5.43 0.15 0.15 0.02 2002Q1 8 22 5.55 0.00039 0.00 0.02 0.00 0.025 5.6 5.7 2.37 5.52 5.55 -0.03 0.03 0.00 2002Q2 9 21 5.13 0.00056 0.00 0.03 0.01 0.045 5.3 5.4 2.46 5.14 5.13 0.01 0.01 0.00 2002Q3 10 20 4.48 0.00080 0.00 0.04 0.01 0.080 4.7 4.9 2.55 4.51 4.48 0.03 0.03 0.00 2002Q4 11 19 4.15 0.00114 0.00 0.05 0.01 0.138 4.3 4.5 2.64 4.14 4.15 -0.01 0.01 0.00 2003Q1 12 18 3.75 0.00163 0.01 0.07 0.02 0.234 3.9 4.1 2.74 3.75 3.75 0.00 0.00 0.00 2003Q2 13 17 3.49 0.00233 0.01 0.11 0.03 0.393 3.6 3.8 2.83 3.48 3.49 -0.01 0.01 0.00 2003Q3 14 16 4.26 0.00332 0.01 0.20 0.05 0.651 4.1 4.0 2.92 4.16 4.26 -0.10 0.10 0.01 2003Q4 15 15 4.82 0.00475 0.02 0.34 0.07 1.068 4.6 4.4 3.01 4.78 4.82 -0.04 0.04 0.00 2004Q1 16 14 4.5 0.00678 0.03 0.49 0.11 1.736 4.5 4.5 3.10 4.56 4.5 0.06 0.06 0.00 2004Q2 17 13 5.02 0.00969 0.05 0.83 0.16 2.800 4.9 4.8 3.19 4.99 5.02 -0.03 0.03 0.00 2004Q3 18 12 5.02 0.01384 0.07 1.25 0.25 4.485 5.0 4.9 3.28 5.04 5.02 0.02 0.02 0.00 2004Q4 19 11 4.04 0.01977 0.08 1.52 0.38 7.138 4.3 4.5 3.37 4.14 4.04 0.10 0.10 0.01 2005Q1 20 10 3.62 0.02825 0.10 2.05 0.56 11.299 3.8 4.0 3.46 3.63 3.62 0.01 0.01 0.00 2005Q2 21 9 3.31 0.04035 0.13 2.80 0.85 17.796 3.5 3.6 3.55 3.30 3.31 -0.01 0.01 0.00 2005Q3 22 8 3.26 0.05765 0.19 4.13 1.27 27.902 3.3 3.4 3.64 3.23 3.26 -0.03 0.03 0.00 2005Q4 23 7 3.61 0.08235 0.30 6.84 1.89 43.565 3.5 3.5 3.74 3.56 3.61 -0.05 0.05 0.00 2006Q1 24 6 3.57 0.11765 0.42 10.08 2.82 67.766 3.6 3.5 3.83 3.58 3.57 0.01 0.01 0.00 2006Q2 25 5 4.05 0.16807 0.68 17.02 4.20 105.044 3.9 3.8 3.92 4.01 4.05 -0.04 0.04 0.00 2006Q3 26 4 3.9 0.24010 0.94 24.35 6.24 162.308 3.9 3.9 4.01 3.93 3.9 0.03 0.03 0.00 2006Q4 27 3 3.68 0.34300 1.26 34.08 9.26 250.047 3.7 3.8 4.10 3.71 3.68 0.03 0.03 0.00 2007Q1 28 2 3.76 0.49000 1.84 51.59 13.72 384.160 3.8 3.8 4.19 3.75 3.76 -0.01 0.01 0.00 2007Q2 29 1 4.53 0.70000 3.17 91.96 20.30 588.700 4.3 4.1 4.28 4.46 4.53 -0.07 0.07 0.01 2007Q3 30 0 4.54 1.00000 4.54 136.20 30.00 900.000 4.5 4.4 4.37 4.57 4.54 0.03 0.03 0.00 2007Q4 1.3 2.2 1.64 0.43 0.00 0.00 3.3 13.9 386.0 92.2 2577.4 0.10 0.16 0.18 Σαk Σαk Σk.αkyn-k Σk.αk Σk2.αk ME MAE MSE čitatel jmenovatel parametr a = 138.5 84.2 1.64 parametr b = -7.7 84.2 -0.09