Problem 1

Forecasting Multiplicative decomposition

4 seasons

Input Data Seasonal Index Computation Forecast Error analysis

Unseason Unseason
Actual Time moving Centered Seasonal Seasonal alized alized
Period value (Y) period (X) average average ratio index value Forecast
Quarter 1 35 1 1.052 33.283 53.383
Quarter 2 44 2 45.5 0.900 48.881 54.614
Quarter 3 54 3 53.75 49.625 1.088 1.039 51.995 55.846
Quarter 4 49 4 58 55.875 0.877 1.020 48.055 57.078
Quarter 5 68 5 59.75 58.875 1.155 1.052 64.664 58.309
Quarter 6 61 6 66.25 63.000 0.968 0.900 67.766 59.541
Quarter 7 61 7 66.75 66.500 0.917 1.039 58.736 60.772
Quarter 8 75 8 67 66.875 1.121 1.020 73.554 62.004
Quarter 9 70 9 69.25 68.125 1.028 1.052 66.566 63.236
Quarter 10 62 10 69 69.125 0.897 0.900 68.877 64.467
Quarter 11 70 11 67.5 68.250 1.026 1.039 67.401 65.699
Quarter 12 74 12 70 68.750 1.076 1.020 72.573 66.930
Quarter 13 64 13 71.5 70.750 0.905 1.052 60.861 68.162
Quarter 14 72 14 71 71.250 1.011 0.900 79.987 69.394
Quarter 15 76 15 73.25 72.125 1.054 1.039 73.179 70.625
Quarter 16 72 16 70.75 72.000 1.000 1.020 70.612 71.857
Quarter 17 73 17 73 71.875 1.016 1.052 69.419 73.088
Quarter 18 62 18 73 73.000 0.849 0.900 68.877 74.320
Quarter 19 85 19 77 75.000 1.133 1.039 81.845 75.552
Quarter 20 72 20 78 77.500 0.929 1.020 70.612 76.783
Quarter 21 89 21 77.25 77.625 1.147 1.052 84.634 78.015
Quarter 22 66 22 82.25 79.750 0.828 0.900 73.321 79.246
Quarter 23 82 23 84 83.125 0.986 1.039 78.956 80.478
Quarter 24 92 24 87 85.500 1.076 1.020 90.226 81.710
Quarter 25 96 25 90.25 88.625 1.083 1.052 91.291 82.941
Quarter 26 78 26 90.75 90.500 0.862 0.900 86.652 84.173
Quarter 27 95 27 90 90.375 1.051 1.039 91.473 85.404
Quarter 28 94 28 90 90.000 1.044 1.020 92.188 86.636
Quarter 29 93 29 90 90.000 1.033 1.052 88.438 87.868
Quarter 30 78 30 90 90.000 0.867 0.900 86.652 89.099
Quarter 31 95 31 90.5 90.250 1.053 1.039 91.473 90.331
Quarter 32 94 32 91.5 91.000 1.033 1.020 92.188 91.562
Quarter 33 95 33 90 90.750 1.047 1.052 90.340 92.794
Quarter 34 82 34 88.25 89.125 0.920 0.900 91.096 94.026
Quarter 35 89 35 1.039 85.696 95.257
Quarter 36 87 36 1.020 85.323 96.489

Intercept 52.151
Slope 1.232

Seasonal Ratios
 Season 1 Season 2 Season 3 Season 4
1.088 0.877
1.155 0.968 0.917 1.121
1.028 0.897 1.026 1.076
0.905 1.011 1.054 1.000
1.016 0.849 1.133 0.929
1.147 0.828 0.986 1.076
1.083 0.862 1.051 1.044
1.033 0.867 1.053 1.033
1.047 0.920
Average 1.052 0.900 1.039 1.020

Forecasts for future periods

Unseason Seasonali
alized Seasonal zed
Period forecast index forecast
37.000 97.720 1.052 102.761
38.000 98.952 0.900 89.072
39.000 100.184 1.039 104.046
40.000 101.415 1.020 103.409
Error analysis
Seasonali
zed Absolute Squared Absolute
Forecast Error error error % error
56.137 -21.137 21.137 446.754 60.39%
49.161 -5.161 5.161 26.638 11.73%
57.999 -3.999 3.999 15.993 7.41%
58.200 -9.200 9.200 84.636 18.78%
61.317 6.683 6.683 44.661 9.83%
53.596 7.404 7.404 54.823 12.14%
63.115 -2.115 2.115 4.475 3.47%
63.223 11.777 11.777 138.697 15.70%
66.498 3.502 3.502 12.267 5.00%
58.030 3.970 3.970 15.759 6.40%
68.232 1.768 1.768 3.127 2.53%
68.246 5.754 5.754 33.105 7.78%
71.678 -7.678 7.678 58.954 12.00%
62.465 9.535 9.535 90.921 13.24%
73.348 2.652 2.652 7.033 3.49%
73.270 -1.270 1.270 1.612 1.76%
76.859 -3.859 3.859 14.889 5.29%
66.899 -4.899 4.899 24.003 7.90%
78.464 6.536 6.536 42.714 7.69%
78.293 -6.293 6.293 39.599 8.74%
82.039 6.961 6.961 48.453 7.82%
71.334 -5.334 5.334 28.449 8.08%
83.581 -1.581 1.581 2.499 1.93%
83.316 8.684 8.684 75.411 9.44%
87.220 8.780 8.780 77.094 9.15%
75.768 2.232 2.232 4.981 2.86%
88.697 6.303 6.303 39.727 6.63%
88.339 5.661 5.661 32.043 6.02%
92.400 0.600 0.600 0.360 0.64%
80.203 -2.203 2.203 4.852 2.82%
93.813 1.187 1.187 1.408 1.25%
93.363 0.637 0.637 0.406 0.68%
97.581 -2.581 2.581 6.660 2.72%
84.637 -2.637 2.637 6.955 3.22%
98.930 -9.930 9.930 98.599 11.16%
98.386 -11.386 11.386 129.637 13.09%
Average 5.608 47.728 8.58%
MAD MSE MAPE
 Actual vs. Forecast

120

100

80
Value

60 Actual value (Y)

Seasonalized Forecast

40

20

0
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Period