Yt

Yt+1
431
402
421
415
424
382
402
390
432
401
395
420
434
415
423
387
1T 2012

b-->

-29
431
416.5
4.5
418
-3
417.25
6.75
418.6
-36.6
412.5
-10.5
411
-21
408.375
23.625
411
-10
410
-15
408.636364 11.3636364
409.583333 24.4166667
411.461538 3.53846154
411.714286 11.2857143
412.466667 -25.4666667
410.875 MAD-->

Yt

\E\
29
4.5
3
6.75
36.6
10.5
21
23.625
10
15
11.3636364
24.4166667
3.53846154
11.2857143
25.4666667
15.7364097

\E\/Yt
0.0721393
0.01068884
0.00722892
0.01591981
0.09581152
0.0261194
0.05384615
0.0546875
0.02493766
0.03797468
0.02705628
0.0562596
0.00852641
0.02668018
0.06580534
0.03891211 <--MAPE

utilizo minitab
431
402
421
415
424
382
402
390
432
401
395
420
434
415
423
387

PROMEDIO MOVIL DOBLE LINEAL

m=4
1T 2012
MAPE
MAD

408.333
3.941
16

Yt
431
402
421
415
424
382
402
390
432
401
395
420
434
415
423
387

PROMEDIO MOVIL DOBLE LINEAL

MA

417.25
415.5
410.5
405.75
399.5
401.5
406.25
404.5
412
412.5
416
423
414.75

MA2

412.25
407.8125
404.3125
403.25
402.9375
406.0625
408.8125
411.25
415.875
416.5625

399.25 -4.33333333
391.1875 -5.54166667
398.6875
-1.875
409.25
2
406.0625 1.04166667
417.9375 3.95833333
416.1875 2.45833333
420.75 3.16666667
430.125
4.75
412.9375 -1.20833333
1T 2012

Yt+1

394.916667 -4.91666667
385.645833 46.3541667
396.8125
4.1875
411.25
-16.25
407.104167 12.8958333
421.895833 12.1041667
418.645833 -3.64583333
423.916667 -0.91666667
434.875
-47.875
411.729167

\E\

4.91666667
46.3541667
4.1875
16.25
12.8958333
12.1041667
3.64583333
0.91666667
47.875
MAD
16.5717593

\E\/Yt

E^2

0.01260684
0.10730131
0.01044264
0.04113924
0.03070437
0.02788978
0.00878514
0.00216706
0.12370801
MAPE
0.04052715

24.1736111
2148.70877
17.5351563
264.0625
166.302517
146.510851
13.2921007
0.84027778
2292.01563
MCD
563.715712

Yt
38.4
27.8
12.6
49
42.4
29.5
14.5
51.3
52.1
30.6
24.1
53.2
60.8
32.3
25.2
54.6
62.3
33.3
26.8
63.3

MA

MA2

34.04
32.26
29.6
37.34
37.96
35.6
34.52
42.26
44.16
40.2
39.12
45.22
47.04
41.54
40.44
48.06

1.- promedio simple

Yt
Yt+1
38.4
27.8

34.24
34.552
35.004
37.536
38.9
39.348
40.052
42.192
43.148
42.624
42.672
44.46

41.68
36.648
34.036
46.984
49.42
41.052
38.188
48.248
50.932
40.456
38.208
51.66

1.86
0.524
-0.242
2.362
2.63
0.426
-0.466
1.514
1.946
-0.542
-1.116
1.8
1T 2011
2T 2011
3T 2011

Yt+1

43.54
37.172
33.794
49.346
52.05
41.478
37.722
49.762
52.878
39.914
37.092
53.46
55.26
57.06

-12.94
-13.072
19.406
11.454
-19.75
-16.278
16.878
12.538
-19.578
-13.114
26.208

2.- promedio movil

sacado de minitab

38.4

m=5

MAPE 42.018

1T 2011

12.6

33.1

MAD 15.040

2T 2011

49

20.2

MSD 248.635

3T 2011

42.4

30.8
MAPE 49.096

1T 2011

29.5

45.7

14.5

35.95

51.3

22

MAD 17.761

2T 2011

52.1

32.9

MSD 332.189

3T 2011

30.6

51.7

24.1

41.35

53.2

27.35

60.8

38.65

32.3

57

25.2

46.55

54.6

28.75

62.3

39.9

33.3

58.45

m=6

26.8

47.8

63.3

30.05
45.05

\E\

\E\/Yt

E^2

<-m=5

12.94
13.072
19.406
11.454
19.75
16.278
16.878
12.538
19.578
13.114
26.208

0.42287582
167.4436
0.54240664 170.877184
0.36477444 376.592836
0.18838816 131.194116
0.61145511
390.0625
0.64595238 264.973284
0.30912088 284.866884
0.20125201 157.201444
0.58792793 383.298084
0.48932836 171.976996
0.41402844 686.859264
MAD
MAPE
MCD
16.4741818
0.4343191 289.576927
43.43

48.06
48.06
48.06

44.25
44.25
44.25

3.- promedio movil deble lineal

M=6

Yt
38.4
27.8
12.6
49
42.4
29.5
14.5
51.3
52.1
30.6
24.1
53.2
60.8
32.3
25.2
54.6
62.3
33.3
26.8
63.3

MA

MA2

33.2833333
29.3
33.2166667
39.8
36.7333333
33.6833333
37.6333333
45.35
42.1833333
37.7
41.7
48.0666667
44.75
39.0833333
44.25

34.3361111
35.0611111
37.7361111
39.2305556
38.8805556
39.7083333
42.1055556
43.2916667
42.2472222
42.5916667

33.0305556 -0.26111111
40.2055556 1.02888889
52.9638889 3.04555556
45.1361111 1.18111111
36.5194444 -0.47222222
43.6916667 0.79666667
54.0277778 2.38444444
46.2083333 0.58333333
35.9194444 -1.26555556
45.9083333 0.66333333
1T 2011
2T 2011
3T 2011

Yt+1

32.7694444
41.2344444
56.0094444
46.3172222
36.0472222
44.4883333
56.4122222
46.7916667
34.6538889
46.5716667
47.235
47.8983333

20.4305556
19.5655556
-23.7094444
-21.1172222
18.5527778
17.8116667
-23.1122222
-19.9916667
28.6461111

\E\

\E\/Yt

E^2

20.4305556
0.384033
417.4076
19.5655556
0.3218019 382.810964
23.7094444 0.73403853 562.137756
21.1172222 0.83798501 445.937074
18.5527778 0.33979446 344.205563
17.8116667 0.28590155 317.255469
23.1122222 0.69406073 534.174816
19.9916667 0.74595771 399.666736
28.6461111
0.4525452 820.599682
MAD
MAPE
MCD
21.4374691 0.53290201 469.355073
53.290201

Ao
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2011
2011

Yt
2345
2335
2446
2760
2997
3071
3281
3263
3294
3378
3374
3556
3689
3866
4124
4468
4835
5231
5597

MA

MA2

Yt+1

2375.33333
2513.66667
2734.33333
2942.66667
3116.33333
3205
3279.33333
3311.66667
3348.66667
3436
3539.66667
3703.66667
3893
4152.66667
4475.66667
4844.66667
5221

2541.1111
2730.2222
2931.1111
3088
3200.2222
3265.3333
3313.2222
3365.4444
3441.4444
3559.7778
3712.1111
3916.4444
4173.7778
4491
4847.1111

2927.5556
3155.1111
3301.5556
3322
3358.4444
3358
3384.1111
3506.5556
3637.8889
3847.5556
4073.8889
4388.8889
4777.5556
5198.3333
5594.8889

193.22222
212.44444
185.22222
117
79.111111
46.333333
35.444444
70.555556
98.222222
143.88889
180.88889
236.22222
301.88889
353.66667
373.88889
PBI 2012
PBI 2013

3120.77778
3367.55556
3486.77778
3439
3437.55556
3404.33333
3419.55556
3577.11111
3736.11111
3991.44444
4254.77778
4625.11111
5079.44444
5552
5968.77778
6342.66667

promedio movil
MAPE
9
MAD 369
MSD 185960

pronostico

PBI 2012
PBI 2013

5221
5221

\E\

\E\/Yt

E^2

-49.7777778
-86.5555556
-223.777778
-145
-59.5555556
-30.3333333
136.444444
111.888889
129.888889
132.555556
213.222222
209.888889
151.555556
45

49.7777778
86.5555556
223.777778
145
59.5555556
30.3333333
136.444444
111.888889
129.888889
132.555556
213.222222
209.888889
151.555556
45
MAD
123.246032

0.01620898
0.02638085
0.06858038
0.04401943
0.01763042
0.00899032
0.0383702
0.03033041
0.03359775
0.03214247
0.04772207
0.04341032
0.02897258
0.00804002
MAPE
0.03174259
3.174

2477.82716
7491.8642
50076.4938
21025
3546.8642
920.111111
18617.0864
12519.1235
16871.1235
17570.9753
45463.716
44053.3457
22969.0864
2025
MSD
18973.4012

m=3