Ensayo Deeconometria

EJERCICIO 1

Date: 10/10/12 Time: 17:49 | |
Sample: 1 34 | | | |
Included observations: 34 | | |
Method: Single Exponential | | |
Original Series: Y | | |
Forecast Series: YS | | |
| | | | |
| | | | |
Parameters: | Alpha | | 0.0010 |
Sum of Squared Residuals | | 207.2045 |
Root Mean Squared Error | | 2.468654 |
| | | | |
| | | | |End of Period Levels: | Mean | 13.63283 |
| | | | |
| | | | |

Date: 10/10/12 Time: 17:52 | |
Sample: 1 34 | | | |
Included observations: 34 | | |
Method: Double Exponential | | |
Original Series: Y | | |
Forecast Series: YD | | |
| | | | |
| | | | |
Parameters: | Alpha | | 0.1340 |
Sum of Squared Residuals | | 234.2078 |
Root MeanSquared Error | | 2.624588 |
| | | | |
| | | | |
End of Period Levels: | Mean | 12.94530 |
| | Trend | -0.067617 |
| | | | |
| | | | |

Date: 10/10/12 Time: 17:54 | |
Sample: 1 34 | | | |
Included observations: 34 | | |
Method: Holt-Winters No Seasonal | |
Original Series: Y | | |
Forecast Series: YHNS | | |
| | | | |
| | | ||
Parameters: | Alpha | | 0.6900 |
| Beta | | 0.0000 |
Sum of Squared Residuals | | 232.4742 |
Root Mean Squared Error | | 2.614857 |
| | | | |
| | | | |
End of Period Levels: | Mean | 13.15554 |
| | Trend | -0.088235 |
| | | | |
| | | | |

Date: 10/10/12 Time: 17:55 | |
Sample: 1 34 | | | |
Included observations: 34 | | |
Method:Holt-Winters Additive Seasonal | |
Original Series: Y | | |
Forecast Series: YHA | | |
| | | | |
| | | | |
Parameters: | Alpha | | 0.4100 |
| Beta | | 0.0000 |
| Gamma | | 0.0000 |
Sum of Squared Residuals | | 189.1921 |
Root Mean Squared Error | | 2.358914 |
| | | | |
| | | | |
End of Period Levels: | Mean | 13.57332 |
| | Trend | 0.088000|
| | Seasonals: | 30 | 0.440667 |
| | | 31 | 1.876000 |
| | | 32 | -0.028667 |
| | | 33 | -1.066667 |
| | | 34 | -1.221333 |
| | | | |
| | | | |

Date: 10/10/12 Time: 17:55 | |
Sample: 1 34 | | | |
Included observations: 34 | | |
Method: Holt-Winters Multiplicative Seasonal |
Original Series: Y | | |
Forecast Series: YHM | | |
| || | |
| | | | |
Parameters: | Alpha | | 0.4900 |
| Beta | | 0.0000 |
| Gamma | | 0.0000 |
Sum of Squared Residuals | | 181.7147 |
Root Mean Squared Error | | 2.311828 |
| | | | |
| | | | |
End of Period Levels: | Mean | 13.81285 |
| | Trend | 0.088000 |
| | Seasonals: | 30 | 1.029935 |
| | | 31 | 1.142588 |
| | | 32 | 0.992935 |
| || 33 | 0.923638 |
| | | 34 | 0.910904 |
| | | | |
| | | | |

El mejor método para pronosticar esta variable es el método Holt-Winter Multiplicativo.

PRONOSTICO DE PROYECCIONES
Y | YHM |
15.6 | 13.2814481 |
9 | 12.6165358 |
10.5 | 10.1688844 |
11 | 10.2688628 |
12.9 | 12.1064354 |
13.4 | 13.9625498 |
14.8 | 11.9816013 |
15.7 | 12.5113078 |
11.9 |13.9598949 |
14.3 | 14.73348 |
14.3 | 16.2099252 |
11.5 | 13.3608829 |
14.2 | 11.6615105 |
14.6 | 12.8076077 |
16 | 15.5648912 |
15.5 | 17.6044341 |
16.5 | 14.4899167 |
14.1 | 14.4761364 |
11.4 | 14.1749601 |
14.5 | 14.5804829 |
16.4 | 16.2320802 |
12.3 | 14.2649215 |
11 | 12.455035 |
16.5 | 11.6603525 |
18.6 | 15.9559825 |
18.3 | 19.2390498 |
18.5 | 16.4066767 |11.4 | 16.2970658 |
11.1 | 13.7860815 |
10.7 | 14.1900294 |
11.3 | 13.9455137 |
13.9 | 11.0798314 |
11.3 | 11.6732795 |
13.8 | 11.4121245 |
  | 14.3169692 |
  | 15.9834935 |
  | 13.9773907 |
  | 13.0831831 |
  | 12.9829753 |
  | 14.7701407 |
  | 16.4862325 |
  | 14.4142821 |
  | 13.4895836 |
  | 13.3837731 |
  | 15.2233121 |
  | 16.9889714 |
  | 14.8511734 |...