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Modelos de Previsão

This document contains data from a time series analysis experiment with 24 observations. It includes the observed values (Zt), predicted values, errors, squared errors and other calculated values. The mean squared error (EQM) is provided at the end of 0.858404.

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0% found this document useful (0 votes)
55 views6 pages

Modelos de Previsão

This document contains data from a time series analysis experiment with 24 observations. It includes the observed values (Zt), predicted values, errors, squared errors and other calculated values. The mean squared error (EQM) is provided at the end of 0.858404.

Uploaded by

Gestao Lusiada
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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t zt Prev.

Erro Erro^2
1 10
2 11 10 1 1
3 11 10.32532 0.674677 0.455189
4 10 10.54481 -0.544811 0.296819
5 12 10.36757 1.632429 2.664823
6 11 10.89864 0.101362 0.010274
7 12 10.93161 1.068387 1.14145
8 11 11.27918 -0.279184 0.077944
9 12 11.18836 0.811641 0.658761
10 10 11.4524 -1.452404 2.109479
11 11 10.9799 0.020096 0.000404
12 12 10.98644 1.013558 1.0273
Alfa= 0.325323 EQM= 0.858404
t Zt Prev. Erro Erro^2 Et Mt Alfat
1 10
2 11 10 1 1 0.2 0.2 0.2 O primeiro valor é arbitrado
3 10 10.2 -0.2 0.04 0.12 0.2 0.6
4 11 10.08 0.92 0.8464 0.28 0.344 0.813953
5 12 10.82884 1.171163 1.371622 0.458233 0.509433 0.899496
6 11 11.88229 -0.882293 0.778442 0.190127 0.584005 0.325558
7 10 11.59506 -1.595056 2.544203 -0.166909 0.786215 0.212295
8 11 11.25643 -0.256434 0.065758 -0.184814 0.680259 0.271682
9 26 11.18677 14.81323 219.4319 2.814796 3.506854 0.802655
10 25 23.07669 1.923311 3.699124 2.636499 3.190145 0.826451
11 22 24.66621 -2.666211 7.108682 1.575957 3.085358 0.510786
12 24 23.30435 0.695651 0.48393 1.399895 2.607417 0.53689
13 23 23.67784 -0.677837 0.459463 0.984349 2.221501 0.443101
14 24 23.37749 0.622513 0.387523 0.911982 1.901703 0.479561
15 23 23.67602 -0.67602 0.457002 0.594382 1.656567 0.358803
16 23 23.43346 -0.433461 0.187889 0.388813 1.411946 0.275374
EQM= 15.92413
o valor é arbitrado
t Zt Previsão Erro Erro^2 Tt Zbarra A-Zbarra= 0.497482
1 11 B-Tend= 0.33838
2 13 2 13
3 15 15 0 0 2 15
4 13 17 -4 16 1.326648 15.01007
5 16 16.33672 -0.336719 0.113379 1.269966 16.16921
6 17 17.43917 -0.439173 0.192873 1.196036 17.22069
7 15 18.41673 -3.416728 11.67403 0.620871 16.71697
8 18 17.33784 0.662163 0.438459 0.732338 17.66725
9 17 18.39959 -1.39959 1.958852 0.496734 17.70332
10 19 18.20005 0.799947 0.639915 0.631396 18.59801
11 22 19.22941 2.770592 7.676178 1.097791 20.60773
12 21 21.70552 -0.70552 0.497759 0.979026 21.35454
13 23 22.33356 0.666438 0.44414 1.091212 22.6651
14 24 23.75632 0.243684 0.059382 1.132234 23.87754
15 23 25.00978 -2.009778 4.039208 0.793912 24.00995
16 24 24.80386 -0.803861 0.646192 0.658592 24.40395
17 25 25.06255 -0.062546 0.003912 0.648063 25.03143
18 27 25.67949 1.320507 1.743738 0.870354 26.33642
19 25 27.20678 -2.206776 4.869861 0.49887 26.10894
20 28 26.60781 1.392186 1.938182 -8.504673
EQM= 2.940892
t Zt Previsão Erro Erro^2 Ft Ztbarra Tt A=
1 15 0.92 C=
2 16 0.98 D=
3 18 1.10 16.33 0.00
4 16 15.00 1.00 1.00 0.96 16.62 0.29
5 17 16.57 0.43 0.18 1.00 17.03 0.41
6 20 19.22 0.78 0.60 1.13 17.63 0.60
7 18 17.54 0.46 0.21 0.98 18.36 0.72
8 19 19.04 -0.04 0.00 1.00 19.07 0.71
9 22 22.44 -0.44 0.19 1.12 19.68 0.61
10 19 19.89 -0.89 0.80 0.95 20.04 0.37
11 21 20.33 0.67 0.44 1.02 20.59 0.54
12 24 23.62 0.38 0.14 1.13 21.22 0.63
13 20 20.72 -0.72 0.51 0.92 21.65 0.43
14 23 22.53 0.47 0.22 1.04 22.21 0.56
15 25 25.74 -0.74 0.55 1.11 22.59 0.38
16 21 21.21 -0.21 0.05 0.92 22.90 0.32
17 25 24.05 0.95 0.90 1.07 23.47 0.56
18 28 26.60 1.40 1.97 1.15 24.37 0.90
19 22 23.17 -1.17 1.37 0.88 24.93 0.56
20 26 27.16 -1.16 1.33 1.03 25.20 0.27
21 30 29.26 0.74 0.54 1.17 25.64 0.44
22 22 23.02 -1.02 1.04 0.85 25.77 0.13
23 25 26.73 -1.73 2.99 0.98 25.46 -0.32
24 29 29.42 -0.42 0.17 1.16 25.05 -0.41
EQM= 0.73
0.267771
1
1

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