Time Series With Excel
Time Series With Excel
Time Series With Excel
178571
week sales 3MA E E-sq 3WMA E E-sq
1 110
2 115
3 125
4 120 116.7 3.3 11.1 113.75 6.3 39.1
5 125 120.0 5.0 25.0 118.0357 7.0 48.5
6 120 123.3 -3.3 11.1 123.9286 -3.9 15.4
7 130 121.7 8.3 69.4 121.0714 8.9 79.7
8 115 125.0 -10.0 100.0 124.8214 -9.8 96.5
9 110 121.7 -11.7 136.1 121.25 -11.3 126.6
10 130 118.3 11.7 136.1 123.2143 6.8 46.0
Y
450
400 f(x) = 7.4 x + 349.666666666667
350
300
250
200
150
100
50
0
0 1 2 3 4 5 6 7 8 9 10
E E_sq
-4.066667 16.53778
22.53333 507.7511
-29.86667 892.0178
-5.266667 27.73778
9.333333 87.11111
14.93333 223.0044
-2.466667 6.084444
3.133333 9.817778
-8.266667 68.33778
MSE= 204.2667
RMSE= 14.29219
8 9 10
alpha = 0.590583
beta = 0.509977
MSE= 1001.678
RMSE= 31.64929
Year Quater 1 Quater 2 Quater 3 Quater 4
y t Qtr1 Qtr2
1 125 153 106 88 Q1 125 1 1 0
2 118 161 133 102 Q2 153 2 0 1
3 138 144 113 80 Q3 106 3 0 0
4 109 137 125 109 Q4 88 4 0 0
5 130 165 128 96 Q1 118 5 1 0
Q2 161 6 0 1
Q3 133 7 0 0
Q4 102 8 0 0
Q1 138 9 1 0
Q2 144 10 0 1
Q3 113 11 0 0
Q4 80 12 0 0
Q1 109 13 1 0
Q2 137 14 0 1
Q3 125 15 0 0
Q4 109 16 0 0
Q1 130 17 1 0
Q2 165 18 0 1
Q3 128 19 0 0
Q4 96 20 0 0
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.8937913
R Square 0.798863
Adjusted R 0.7611498
Standard Er11.324752
Observatio 20
ANOVA
df SS MS FSignificance F
Regression 3 8150 2716.6667 21.182586###
Residual 16 2052 128.25
Total 19 10202
Coefficients
Standard Error t Stat P-value
LowerUpper
95% 95%
Lower 95.0%
Upper 95.0%
Intercept 95 5.0645829 18.757714 2.566E-12 84 105.7 84.263564 105.73644
Qtr1 29 7.1624018 4.0489211 0.0009312 14 44.18 13.816386 44.183614
Qtr2 57 7.1624018 7.9582243 5.935E-07 42 72.18 41.816386 72.183614
Qtr3 26 7.1624018 3.6300672 0.0022516 11 41.18 10.816386 41.183614
Qtr3 SUMMARY OUTPUT
0
0 Regression Statistics
1 Multiple R 0.8937913
0 R Square 0.798863
0 Adjusted R Square 0.7611498
0 Standard Error 11.324752
1 Observations 20
0
0 ANOVA
0 df SS MS F Significance F
1 Regression 3 8150 2716.6667 21.182586 8.104E-06
0 Residual 16 2052 128.25
0 Total 19 10202
0
1 Coefficients
Standard Error t Stat P-value Lower 95%
0 Intercept 95 5.0645829 18.757714 2.566E-12 84.263564
0 Qtr1 29 7.1624018 4.0489211 0.0009312 13.816386
0 Qtr2 57 7.1624018 7.9582243 5.935E-07 41.816386
1 Qtr3 26 7.1624018 3.6300672 0.0022516 10.816386
0
ignificance F