1

2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43

133.063
171.162
209.297
247.468
133.315 et
171.486
209.693
247.936
133.567
171.81
210.089
248.404
133.819
172.134
210.485
248.872
134.071
172.458
210.881
249.34
134.323
172.782
211.277
249.808
134.575
173.106
211.673
250.276
134.827
173.43
212.069
250.744
135.079
173.754
212.465
251.212
135.331
174.078
212.861
251.68
135.583
174.402
213.257

-0.01289
0.020321
0.063435
-0.06276
-0.02166
0.018883
0.048927
-0.0474
-0.01343
0.020078
0.062677
-0.06233
-0.02151
0.018754
0.049297
-0.04816
-0.01392
0.019858
0.061982
-0.06193
-0.02137
0.018639
0.049644
-0.04886
-0.01437
0.01966
0.061346
-0.06156
-0.02124
0.018538
0.049967
-0.0495
-0.01477
0.019481
0.060763
-0.06121
-0.02111
0.018448

et
-0.02112782
0.017475192
0.065200221
-0.0508436
-0.03407887
0.015063428
0.054476585
-0.03808579
-0.02210345
0.016940359
0.06432669
-0.05074133
-0.03400409
0.014725467
0.054473039
-0.03901518
-0.02299699
0.016451883
0.06352691
-0.05064437
-0.03393243
0.014417783
0.054472653
-0.03986646
-0.02381536
0.016005743
0.062794644
-0.05055255
-0.03386388
0.014137667
0.05447492
-0.04064622
-0.02456489
0.015598265
0.062124183
-0.05046569
-0.03379845
0.013882656

44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86

252.148
135.835
174.726
213.653
252.616
136.087
175.05
214.049
253.084
136.339
175.374
214.445
253.552
136.591
175.698
214.841
254.02
136.843
176.022
215.237
254.488
137.095
176.346
215.633
254.956
137.347
176.67
216.029
255.424
137.599
176.994
216.425
255.892
137.851
177.318
216.821
256.36
138.103
177.642
217.217
256.828
138.355
177.966

0.050269
-0.05009
-0.01515
0.01932
0.060229
-0.06089
-0.02099
0.018369
0.050551
-0.05063
-0.01549
0.019175
0.05974
-0.06059
-0.02087
0.018299
0.050814
-0.05112
-0.0158
0.019044
0.059291
-0.06031
-0.02077
0.018237
0.05106
-0.05157
-0.01608
0.018925
0.05888
-0.06005
-0.02066
0.018182
0.051289
-0.05199
-0.01634
0.018818
0.058503
-0.0598
-0.02057
0.018134
0.051502
-0.05237
-0.01658

0.054479394
-0.04136046
-0.02525138
0.015226096
0.061510302
-0.0503836
-0.03373608
0.013650502
0.054485687
-0.0420147
-0.02588015
0.014886174
0.06094822
-0.05030611
-0.03367673
0.013439161
0.054493459
-0.042614
-0.02645605
0.014575702
0.060433557
-0.05023301
-0.03362032
0.013246772
0.054502417
-0.04316296
-0.02698355
0.014292127
0.059962306
-0.05016412
-0.03356679
0.013071637
0.054512304
-0.04366583
-0.0274667
0.014033116
0.059530801
-0.05009924
-0.03351605
0.012912213
0.054522901
-0.04412649
-0.02790925

87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129

217.613
257.296
138.607
178.29
218.009
257.764
138.859
178.614
218.405
258.232
139.111
178.938
218.801
258.7
139.363
179.262
219.197
259.168
139.615
179.586
219.593
259.636
139.867
179.91
219.989
260.104
140.119
180.234
220.385
260.572
140.371
180.558
220.781
261.04
140.623
180.882
221.177
261.508
140.875
181.206
221.573
261.976
141.127

0.018722
0.058157
-0.05958
-0.02048
0.018092
0.051701
-0.05272
-0.0168
0.018635
0.05784
-0.05936
-0.02039
0.018054
0.051886
-0.05304
-0.017
0.018556
0.057549
-0.05917
-0.02031
0.018021
0.052058
-0.05333
-0.01718
0.018485
0.057283
-0.05899
-0.02023
0.017992
0.052218
-0.0536
-0.01734
0.018421
0.057038
-0.05882
-0.02016
0.017967
0.052367
-0.05385
-0.0175
0.018363
0.056814
-0.05866

0.01379654
0.059135683
-0.0500382
-0.03346801
0.012767093
0.054534017
-0.04454848
-0.02831462
0.013580453
0.058773879
-0.04998079
-0.03342258
0.012634996
0.054545489
-0.04493505
-0.02868593
0.01338308
0.058442574
-0.04992685
-0.03337965
0.012514756
0.054557178
-0.04528918
-0.02902604
0.013202798
0.058139195
-0.0498762
-0.03333913
0.012405311
0.054568965
-0.0456136
-0.0293376
0.013038126
0.057861383
-0.04982866
-0.03330091
0.012305694
0.054580752
-0.0459108
-0.02962299
0.01288771
0.057606981
-0.04978407

130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172

181.53
221.969
262.444
141.379
181.854
222.365
262.912
141.631
182.178
222.761
263.38
141.883
182.502
223.157
263.848
142.135
182.826
223.553
264.316
142.387
183.15
223.949
264.784
142.639
183.474
224.345
265.252
142.891
183.798
224.741
265.72
143.143
184.122
225.137
266.188
143.395
184.446
225.533
266.656
143.647
184.77
225.929
267.124

-0.02009
0.017945
0.052506
-0.05408
-0.01764
0.01831
0.056608
-0.05851
-0.02003
0.017925
0.052635
-0.05429
-0.01776
0.018263
0.056419
-0.05838
-0.01997
0.017908
0.052755
-0.05448
-0.01788
0.01822
0.056245
-0.05825
-0.01992
0.017893
0.052866
-0.05465
-0.01799
0.018181
0.056086
-0.05813
-0.01987
0.01788
0.052969
-0.05482
-0.01808
0.018146
0.05594
-0.05802
-0.01982
0.017869
0.053065

-0.0332649
0.012215024
0.054592453
-0.04618308
-0.02988442
0.012750317
0.057374011
-0.04974227
-0.033231
0.012132499
0.054604001
-0.04643252
-0.0301239
0.012624816
0.057160666
-0.04970311
-0.0331991
0.01205739
0.054615337
-0.04666104
-0.03034328
0.012510179
0.05696529
-0.04966643
-0.0331691
0.011989031
0.054626415
-0.04687041
-0.03054425
0.012405463
0.056786367
-0.0496321
-0.03314092
0.011926818
0.054637198
-0.04706222
-0.03072835
0.012309809
0.056622509
-0.04959999
-0.03311446
0.011870198
0.054647657

173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200

143.899
185.094
226.325
267.592
144.151
185.418
226.721
268.06
144.403
185.742
227.117
268.528
144.655
186.066
227.513
268.996
144.907
186.39
227.909
269.464
145.159
186.714
228.305
269.932
145.411
187.038
228.701
270.4

-0.05496
-0.01817
0.018114
0.055805
-0.05792
-0.01977
0.017859
0.053154
-0.0551
-0.01826
0.018086
0.055682
-0.05783
-0.01973
0.01785
0.053237
-0.05523
-0.01833
0.01806
0.055569
-0.05774
-0.01969
0.017843
0.053314
0
0
0
0

-0.04723796
-0.03089701
0.012222432
0.056472445
-0.04956995
-0.03308964
0.01181867
0.05465777
-0.04739897
-0.03105152
0.012142615
0.056335012
-0.04954188
-0.03306635
0.011771778
0.054667521
-0.04754649
-0.03119307
0.012069704
0.056209146
-0.04951564
-0.03304452
0.011729104
0.054676899
0
0
0
0

AR1
MA1
MA2
SMA4

-0.3616
0.6725
0.3188
-0.9605

270.362324
et
-0.01935776
0.026591018
0.071126146
-0.05504337
-0.01646225
0.017636112
0.047576921
-0.0453854
-0.01942381
0.026068866
0.070025601
-0.05483084
-0.01674713
0.017802236
0.048297384
-0.04592288
-0.01948169
0.025580062
0.069006456
-0.05463955
-0.01701439
0.017951
0.04895765
-0.04642318
-0.01953948
0.025124727
0.068061852
-0.05446737
-0.01726524
0.018084002
0.049562595
-0.04688896
-0.01959697
0.024700493
0.067186243
-0.0543126
-0.01750074
0.01820268

THIS IS HOW THE

197
198
199
200

LAST 4 VALUES WERE GENERATED:

145.411
0.7
187.038
0.9
228.701
1.1
270.4
1.3

0.050116716
-0.04732267
-0.01965395
0.024305165
0.066374498
-0.05417369
-0.01772186
0.018308347
0.050624153
-0.04772659
-0.01971028
0.023936706
0.065621874
-0.0540492
-0.01792952
0.018402206
0.051088711
-0.04810283
-0.01976581
0.023593226
0.064923984
-0.05393784
-0.01812458
0.018485357
0.051513894
-0.04845335
-0.01982042
0.023272975
0.064276773
-0.05383841
-0.01830783
0.018558805
0.051902923
-0.04877997
-0.019874
0.022974324
0.063676488
-0.05374981
-0.01848002
0.018623466
0.052258763
-0.04908437
-0.01992648

0.022695766
0.06311966
-0.05367106
-0.01864184
0.01868018
0.05258414
-0.04936812
-0.01997779
0.022435899
0.062603077
-0.05360123
-0.01879396
0.018729712
0.052881561
-0.04963266
-0.02002786
0.022193423
0.062123771
-0.05353949
-0.01893697
0.01877276
0.053153331
-0.04987935
-0.02007666
0.021967132
0.061678996
-0.05348507
-0.01907144
0.018809962
0.053401569
-0.05010943
-0.02012414
0.021755904
0.061266209
-0.05343728
-0.0191979
0.018841899
0.053628225
-0.05032405
-0.02017029
0.021558699
0.06088306
-0.05339549

-0.01931686
0.0188691
0.05383509
-0.0505243
-0.02021509
0.021374551
0.060527372
-0.05335911
-0.01942878
0.018892047
0.05402381
-0.05071118
-0.02025853
0.021202561
0.060197133
-0.05332761
-0.01953408
0.018911179
0.054195899
-0.0508856
-0.0203006
0.021041897
0.059890479
-0.0533005
-0.01963318
0.018926895
0.054352748
-0.05104843
-0.02034132
0.020891781
0.059605685
-0.05327736
-0.0197264
0.01893956
0.054495634
-0.05120048
-0.02038068
0.020751495
0.059341155
-0.05325777
-0.01981428
0.018949502
0.054625731

-0.05134247
-0.02041871
0.02062037
0.059095412
-0.05324137
-0.01989696
0.018957022
0.054744117
-0.05147511
-0.02045541
0.020497782
0.058867088
-0.05322784
-0.01997483
0.018962391
0.054851783
-0.05159903
-0.02049082
0.020383153
0.058654917
-0.05321685
-0.02004816
0.018965856
0.054949637
0
0
0
0

ARIMA 1 pred
196
197
198
199
200

269.878684
145.46634
187.001814
228.664815
270.362324

ARIMA 2 pred
196
197
198
199
200

269.877326
145.458675
187.022183
228.658036
270.355775

ARIMA 3 pred
196
197
198
199
200

269.877049
145.462723
187.023747
228.650428
270.348633

ARIMA 1 error
et
et^2
0.0533158
-0.05533992 0.00306251
0.03618595 0.00130942
0.03618549 0.00130939
0.0376756 0.00141945
SSE:
0.00710077
ARIMA 2 error
et
et^2
0.054674
-0.04767539 0.00227294
0.0158165 0.00025016
0.04296368 0.00184588
0.04422476 0.00195583

SSE:
0.00632481
ARIMA 3 error
et
et^2
0.05495081
-0.05172256 0.00267522
0.01425318 0.00020315
0.05057197 0.00255752
0.05136661 0.00263853

SSE:
0.00807443

Yt

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37

St

133.063
171.162
209.297
247.468
133.315
171.486
209.693
247.936
133.567
171.81
210.089
248.404
133.819
172.134
210.485
248.872
134.071
172.458
210.881
249.34
134.323
172.782
211.277
249.808
134.575
173.106
211.673
250.276
134.827
173.43
212.069
250.744
135.079
173.754
212.465
251.212
135.331

130
170.2324
210.13828
249.613056
258.147771
259.977287
260.442511
263.664227
258.477907
253.860763
251.014392
250.974141
249.651783
248.764865
248.347572
248.756679
248.888963
249.009737
249.119541
249.389017
249.571426
249.718254
249.83186
249.977771
250.10502
250.223953
250.332747
250.450893
250.567392
250.683641
250.797636
250.914304
251.031166
251.14832
251.264844
251.381937
251.499083

bt

40
40.1162
40.01104
39.742908
24.1388116
12.9841635
6.72469408
4.97320502
-0.10655743
-2.36185082
-2.60411077
-1.32218127
-1.32226969
-1.10459364
-0.76094346
-0.17591784
-0.02181697
0.04947816
0.0796411
0.1745587
0.17848365
0.16265605
0.13813107
0.1420212
0.13463507
0.12678378
0.11778871
0.11796766
0.11723311
0.11674117
0.11536788
0.11601824
0.11644002
0.1167971
0.11666065
0.1168766
0.11701121

ct

1
1
1
1
1.00436862
0.99679723
0.99312518
0.61314321
0.72856905
0.84347242
0.95090305
0.53602413
0.68714447
0.83826246
0.98198808
0.53602291
0.6909926
0.8456861
0.99676849
0.53814695
0.69225878
0.84634142
0.99919646
0.53820112
0.69197797
0.8458097
0.99929597
0.5380994
0.69183901
0.84561519
0.99930054
0.5380893
0.69183032
0.84558556
0.99931712
0.53809509
0.69183662
0.84558262
0.99932262
0.53809693

Y^t

38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80

174.078
212.861
251.68
135.583
174.402
213.257
252.148
135.835
174.726
213.653
252.616
136.087
175.05
214.049
253.084
136.339
175.374
214.445
253.552
136.591
175.698
214.841
254.02
136.843
176.022
215.237
254.488
137.095
176.346
215.633
254.956
137.347
176.67
216.029
255.424
137.599
176.994
216.425
255.892
137.851
177.318
216.821
256.36

251.616317
251.73334
251.850451
251.967557
252.084687
252.201757
252.318839
252.435918
252.553007
252.670082
252.787159
252.904236
253.021317
253.138395
253.255474
253.372553
253.489632
253.606711
253.723791
253.84087
253.957949
254.075029
254.192108
254.309187
254.426266
254.543346
254.660425
254.777504
254.894583
255.011663
255.128742
255.245821
255.362901
255.47998
255.597059
255.714138
255.831218
255.948297
256.065376
256.182455
256.299535
256.416614
256.533693

0.11712283
0.11707305
0.11709167
0.11709895
0.11711467
0.11709222
0.11708704
0.117083
0.11708587
0.11708044
0.117079
0.11707803
0.11707944
0.11707878
0.11707878
0.11707868
0.1170792
0.11707918
0.11707922
0.11707918
0.1170793
0.11707929
0.11707929
0.11707927
0.11707929
0.11707928
0.11707928
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927

0.69183858
0.84558155
0.99932309
0.53809703
0.69183886
0.84558107
0.99932296
0.53809697
0.69183891
0.84558095
0.99932292
0.53809696
0.69183893
0.84558093
0.99932292
0.53809696
0.69183894
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292

81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123

138.103
177.642
217.217
256.828
138.355
177.966
217.613
257.296
138.607
178.29
218.009
257.764
138.859
178.614
218.405
258.232
139.111
178.938
218.801
258.7
139.363
179.262
219.197
259.168
139.615
179.586
219.593
259.636
139.867
179.91
219.989
260.104
140.119
180.234
220.385
260.572
140.371
180.558
220.781
261.04
140.623
180.882
221.177

256.650773
256.767852
256.884931
257.00201
257.11909
257.236169
257.353248
257.470327
257.587407
257.704486
257.821565
257.938645
258.055724
258.172803
258.289882
258.406962
258.524041
258.64112
258.758199
258.875279
258.992358
259.109437
259.226517
259.343596
259.460675
259.577754
259.694834
259.811913
259.928992
260.046071
260.163151
260.28023
260.397309
260.514389
260.631468
260.748547
260.865626
260.982706
261.099785
261.216864
261.333943
261.451023
261.568102

0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927

0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093

124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166

261.508
140.875
181.206
221.573
261.976
141.127
181.53
221.969
262.444
141.379
181.854
222.365
262.912
141.631
182.178
222.761
263.38
141.883
182.502
223.157
263.848
142.135
182.826
223.553
264.316
142.387
183.15
223.949
264.784
142.639
183.474
224.345
265.252
142.891
183.798
224.741
265.72
143.143
184.122
225.137
266.188
143.395
184.446

261.685181
261.80226
261.91934
262.036419
262.153498
262.270578
262.387657
262.504736
262.621815
262.738895
262.855974
262.973053
263.090132
263.207212
263.324291
263.44137
263.55845
263.675529
263.792608
263.909687
264.026767
264.143846
264.260925
264.378004
264.495084
264.612163
264.729242
264.846322
264.963401
265.08048
265.197559
265.314639
265.431718
265.548797
265.665876
265.782956
265.900035
266.017114
266.134194
266.251273
266.368352
266.485431
266.602511

0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927

0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895

167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200

225.533
266.656
143.647
184.77
225.929
267.124
143.899
185.094
226.325
267.592
144.151
185.418
226.721
268.06
144.403
185.742
227.117
268.528
144.655
186.066
227.513
268.996
144.907
186.39
227.909
269.464
145.159
186.714
228.305
269.932
145.411
187.038
228.701
270.4

266.71959
266.836669
266.953748
267.070828
267.187907
267.304986
267.422066
267.539145
267.656224
267.773303
267.890383
268.007462
268.124541
268.24162
268.3587
268.475779
268.592858
268.709938
268.827017
268.944096
269.061175
269.178255
269.295334
269.412413
269.529492
269.646572
269.763651
269.88073
269.99781
270.114889
270.231968
270.349047
270.466127
270.583206

0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927
0.11707927

0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292
0.53809696
0.69183895
0.84558093
0.99932292

145.411
187.038
228.701
270.4

alpha

beta

gamma

These values are optimal!

These values are also the initial values
0.2
0.5
0.8

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
2
3
4

Yt

Y^t
145.411
187.038
228.701
270.4

et
145.411
187.038
228.701
270.4

et^2
0
0
0
0

0
0
0
0

SSE

SOLVER DID NOT CHANGE

0

SSE BEFORE SOLVER:

0

VER DID NOT CHANGE THE VALUES

These are the optimal values from solve

t

Yt
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37

St
133.063
171.162
209.297
247.468
133.315
171.486
209.693
247.936
133.567
171.81
210.089
248.404
133.819
172.134
210.485
248.872
134.071
172.458
210.881
249.34
134.323
172.782
211.277
249.808
134.575
173.106
211.673
250.276
134.827
173.43
212.069
250.744
135.079
173.754
212.465
251.212
135.331

130
170.005077
210.006733
249.997476
289.304334
327.96586
365.983018
403.35956
439.435034
474.264326
507.867054
540.26793
570.828419
599.628775
626.715906
652.143697
675.30327
696.307507
715.237342
732.182018
746.567947
758.545666
768.234567
775.763062
780.59602
782.924165
782.90722
780.713982
775.848338
768.541097
758.991554
747.40749
733.329758
717.026576
698.733521
678.69346
656.47974

bt

alpha
beta
40 0.00436931 0.93955516
40.0047703
40.0018439
39.9914143
39.3482356
38.7030344
38.0586159
37.41777
36.1566081
34.9095217
33.6817167
32.4782968
30.6764099
28.9137539
27.1975414
25.5347626
23.3031417
21.1431938
19.0636205
17.0727556
14.5483336
12.1330998
9.83664003
7.66801044
5.00432223
2.48990643
0.1345808
-2.05253286
-4.69560628
-7.14938157
-9.40446479
-11.4523187
-13.9190395
-16.1590731
-18.1640663
-19.9266673
-22.0754794

38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80

174.078
212.861
251.68
135.583
174.402
213.257
252.148
135.835
174.726
213.653
252.616
136.087
175.05
214.049
253.084
136.339
175.374
214.445
253.552
136.591
175.698
214.841
254.02
136.843
176.022
215.237
254.488
137.095
176.346
215.633
254.956
137.347
176.67
216.029
255.424
137.599
176.994
216.425
255.892
137.851
177.318
216.821
256.36

632.392953
606.699386
579.670906
550.906789
520.732972
489.439004
457.317911
423.986693
389.788114
355.026169
320.005985
284.353014
248.4174
212.508011
176.932402
141.314758
106.002868
71.300762
37.5087877
4.24032426
-28.1685816
-59.4279406
-89.253602
-118.051719
-145.506428
-171.349896
-195.321927
-217.85558
-238.662131
-257.502422
-274.14626
-289.059172
-301.984625
-312.716655
-321.059054
-327.513235
-331.857705
-333.921965
-333.545474
-331.266623
-326.89946
-320.308862
-311.369272

-23.9652138
-25.5890969
-26.9414763
-28.6539486
-30.0819481
-31.2207079
-32.0666691
-33.2547825
-34.1415314
-34.7244444
-35.0023083
-35.613642
-35.9161521
-35.9097982
-35.5958083
-35.6163244
-35.3302919
-34.7400764
-33.8492822
-33.3035709
-32.4629837
-31.3321119
-29.9167186
-28.865731
-27.5399979
-25.9460142
-24.0913479
-22.6278078
-20.9166371
-18.9657946
-16.7841884
-15.026021
-13.0524216
-10.8722858
-8.49531806
-6.57755696
-4.47944831
-2.21024548
0.2201362
2.1544124
4.23341303
6.4481188
8.78899275

81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123

138.103
177.642
217.217
256.828
138.355
177.966
217.613
257.296
138.607
178.29
218.009
257.764
138.859
178.614
218.405
258.232
139.111
178.938
218.801
258.7
139.363
179.262
219.197
259.168
139.615
179.586
219.593
259.636
139.867
179.91
219.989
260.104
140.119
180.234
220.385
260.572
140.371
180.558
220.781
261.04
140.623
180.882
221.177

-300.654798
-288.01319
-273.34229
-256.548572
-238.238359
-218.289083
-196.627033
-173.185702
-148.598167
-122.765638
-95.6365393
-67.1646945
-38.0028852
-8.06873641
22.6748512
54.2616398
86.0272799
118.046062
150.349092
182.966321
215.230517
247.21662
278.958486
310.490975
341.152633
371.027613
400.160956
428.600697
455.699234
481.557772
506.240118
529.814774
551.654955
571.885544
590.595361
607.879228
623.136614
636.521072
648.150973
658.151522
665.952012
671.737739
675.659183

10.5980886
12.5180885
14.5407734
16.6575391
18.2103172
19.844165
21.5521687
23.3271404
24.5113511
25.7526704
27.0459006
28.3856539
29.1148947
29.8846291
30.691668
31.5326831
31.7515591
32.0026301
32.2848725
32.5971393
32.2843207
32.0041287
31.7577188
31.5461028
30.7151183
29.925762
29.1812402
28.4845612
27.1823147
25.9385539
24.758277
23.6461995
21.9493453
20.334479
18.8080194
17.3759945
15.3854446
13.5054076
11.7432662
10.1058872
7.9398389
5.91593162
4.04200059

124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166

261.508
140.875
181.206
221.573
261.976
141.127
181.53
221.969
262.444
141.379
181.854
222.365
262.912
141.631
182.178
222.761
263.38
141.883
182.502
223.157
263.848
142.135
182.826
223.553
264.316
142.387
183.15
223.949
264.784
142.639
183.474
224.345
265.252
142.891
183.798
224.741
265.72
143.143
184.122
225.137
266.188
143.395
184.446

677.873968
677.842725
675.783474
671.879254
666.320025
658.597144
648.960218
637.623192
624.806202
610.028671
593.568652
575.667383
556.571114
535.822836
513.724138
490.53825
466.531864
441.265531
415.058045
388.18801
360.935685
332.872066
304.325843
275.583514
246.931279
217.942857
188.949028
160.236339
132.089079
104.075854
76.5217578
49.7056931
23.9024618
-1.33187042
-25.6851461
-48.8931506
-70.6973776
-91.5608491
-111.190604
-129.343064
-145.781632
-160.993674
-174.710308

2.32523119
0.11119394
-1.92805889
-3.78477164
-5.4519719
-7.58561629
-9.51293495
-11.2267695
-12.7208694
-14.6532161
-16.3508071
-17.8075514
-19.0183732
-20.6437137
-22.0107521
-23.1148572
-23.9524975
-25.1869182
-26.1457984
-26.8262579
-27.226572
-28.0130233
-28.5139942
-28.7285276
-28.6568465
-28.9683801
-28.9922908
-28.7295893
-28.1824587
-28.0234542
-27.5824664
-26.8623897
-25.8672519
-25.272589
-24.4088434
-23.280589
-21.8934654
-20.9257293
-19.7080898
-18.2464897
-16.5478474
-15.2927853
-13.811904

167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200

225.533
266.656
143.647
184.77
225.929
267.124
143.899
185.094
226.325
267.592
144.151
185.418
226.721
268.06
144.403
185.742
227.117
268.528
144.655
186.066
227.513
268.996
144.907
186.39
227.909
269.464
145.159
186.714
228.305
269.932
145.411
187.038
228.701
270.4

-186.713077
-196.791368
-205.460541
-212.478997
-217.656163
-220.809705
-222.484808
-222.468517
-220.599018
-216.722664
-211.414386
-204.489325
-195.813406
-185.26018
-173.432388
-160.170872
-145.366475
-128.916705
-111.448455
-92.8242351
-72.955393
-51.7586271
-29.8798955
-7.19797059
16.360978
40.8670052
65.6612689
90.8551201
116.514136
142.701846
168.753368
194.77712
220.837434
246.998359

-12.1121218
-10.2012253
-8.76177737
-7.12383149
-5.29483129
-3.2829722
-1.77229035
-0.09181953
1.75094751
3.74788449
5.21395958
6.82163413
8.56383737
10.4329772
11.7434831
13.1697588
14.7055909
16.3443437
17.4003152
18.5502416
19.7891396
21.1116822
21.8323674
22.6305736
23.5028331
24.4453893
24.7731761
25.1684236
25.6293621
26.1539603
26.0577146
26.0258045
26.0582277
26.1547179

imal values from solver:

The initial values were

alpha

beta
0.2

0.5

Y^t
m
168.855806
195.009766
221.163727
247.317687

1
2
3
4

et
et^2
-23.444806 549.658926
-7.9717663 63.5490579
7.53727336 56.8104898
23.082313 532.793175
SSE
1202.81165
SSE BEFORE SOLVER:
8684.59002

Yt
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37

optimal value
Y^t=St
S1
alpha
et
et^2
130 0.04281666
3.063
9.381969
133.063
39.3995806 1552.32695
171.162 131.762419
74.2148087 5507.83783
209.297 135.082191
107.573824 11572.1275
247.468 139.894176
-6.2974781 39.6582304
133.315 139.612478
30.5088041 930.787127
171.486 140.977196
65.7736228 4326.16945
209.693 143.919377
99.5629782 9912.78663
247.936 148.373022
-14.1720774 200.847777
133.567 147.739077
23.0402861 530.854783
171.81 148.769714
58.693799 3444.96204
210.089 151.395201
92.855206 8622.08929
248.404 155.548794
-20.7993967 432.614904
133.819 154.618397
16.7656436 281.086806
172.134 155.368356
52.7567329 2783.27287
210.485 157.728267
87.2412626 7611.03789
248.872 161.630737
-26.3797215 695.889705
134.071 160.450721
11.4931669 132.092886
172.458 160.964833
47.7789233 2282.82551
210.881 163.102077
82.5455033 6813.76012
249.34 166.794497
-31.0811756 966.039476
134.323 165.404176
7.0619306 49.8708638
172.782 165.720069
43.6063349 1901.51244
211.277 167.670665
78.6204884 6181.1812
249.808 171.187512
-35.044886 1228.14404
134.575 169.619886
3.3368502 11.1345692
173.106 169.76915
40.1096672 1608.7854
211.673 171.563333
75.3424536 5676.48531
250.276 174.933546
-38.389318 1473.73974
134.827 173.216318
173.225467
0.20453286
0.04183369
173.43
37.1803825 1382.38084
212.069 174.888618
72.6075082 5271.85025
250.744 178.136492
-41.2139137 1698.58669
135.079 176.292914
176.184206
-2.43020592 5.90590082
173.754
34.7273716 1205.99034
212.465 177.737628
70.3284443 4946.09008
251.212 180.883556
-43.6021473 1901.14725
135.331 178.933147

38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80

174.078
212.861
251.68
135.583
174.402
213.257
252.148
135.835
174.726
213.653
252.616
136.087
175.05
214.049
253.084
136.339
175.374
214.445
253.552
136.591
175.698
214.841
254.02
136.843
176.022
215.237
254.488
137.095
176.346
215.633
254.956
137.347
176.67
216.029
255.424
137.599
176.994
216.425
255.892
137.851
177.318
216.821
256.36

178.725266
180.186844
183.247943
181.207089
180.915718
182.300463
185.291102
183.173557
182.81186
184.132375
187.064615
184.881924
184.460954
185.727815
188.611782
186.373636
185.902668
187.124756
189.968949
187.683483
187.170305
188.355071
191.166624
188.840668
188.291816
189.445518
192.23042
189.869706
189.290666
190.418557
193.181835
190.791173
190.186552
191.293039
194.038913
191.622344
190.996007
192.084792
194.816804
192.377718
191.732911
192.807099
195.528222

-4.64726615
32.6741557
68.4320574
-45.6240889
-6.51371767
30.9565366
66.8568982
-47.3385566
-8.0858604
29.520625
65.5513848
-48.7949239
-9.41095378
28.3211849
64.4722179
-50.0346361
-10.5286684
27.3202442
63.5830514
-51.092483
-11.4723047
26.4859285
62.8533755
-51.9976682
-12.2698157
25.7914815
62.2575796
-52.7747058
-12.9446658
25.2144433
61.7741655
-53.4441733
-13.5165518
24.7359608
61.3850872
-54.0233442
-14.0020073
24.3402081
61.0751965
-54.526718
-14.4149111
24.0139006
60.8317776

21.5970827
1067.60045
4682.94648
2081.55748
42.4285178
958.307158
4469.84484
2240.93894
65.3811385
871.467298
4296.98404
2380.9446
88.566051
802.089512
4156.66688
2503.46481
110.852858
746.395746
4042.80443
2610.44182
131.613774
701.504411
3950.54681
2703.7575
150.548376
665.200518
3876.00622
2785.16957
167.564374
635.768153
3816.04752
2856.27966
182.697173
611.867758
3768.12893
2918.52172
196.056209
592.445731
3730.17962
2973.16297
207.789663
576.667424
3700.50517

81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123

138.103
177.642
217.217
256.828
138.355
177.966
217.613
257.296
138.607
178.29
218.009
257.764
138.859
178.614
218.405
258.232
139.111
178.938
218.801
258.7
139.363
179.262
219.197
259.168
139.615
179.586
219.593
259.636
139.867
179.91
219.989
260.104
140.119
180.234
220.385
260.572
140.371
180.558
220.781
261.04
140.623
180.882
221.177

193.069466
192.408913
193.471113
196.183843
193.707805
193.033794
194.086193
196.792626
194.301312
193.615761
194.660198
197.362092
194.857185
194.161706
195.199723
197.898555
195.381468
194.677413
195.710305
198.407313
195.879233
195.167739
196.196591
198.892817
196.354739
195.636757
196.662484
199.358799
196.811559
196.087891
197.111256
199.808395
197.252695
196.524011
197.545659
200.244236
197.680664
196.947529
197.967999
200.668531
198.097582
197.360468
198.380213

-54.9664661
-14.7669135
23.7458871
60.6441567
-55.3528053
-15.0677938
23.5268067
60.5033738
-55.6943119
-15.325761
23.3488019
60.4019078
-55.9981851
-15.5477062
23.2052769
60.3334453
-56.2704679
-15.7394135
23.0906951
60.2926866
-56.516233
-15.9057386
23.0004087
60.2751832
-56.7397386
-16.0507572
22.9305165
60.2772007
-56.944559
-16.1778907
22.8777436
60.2956046
-57.1336948
-16.2900111
22.8393411
60.3277635
-57.3096644
-16.389529
22.8130013
60.3714688
-57.474582
-16.4784683
22.7967873

3021.31239
218.061734
563.867153
3677.71374
3063.93306
227.038409
553.510633
3660.65824
3101.85638
234.878951
545.166551
3648.39046
3135.79674
241.731167
538.484878
3640.12462
3166.36556
247.729137
533.180199
3635.20806
3194.08459
252.992519
529.018799
3633.09771
3219.39794
257.626806
525.808586
3633.34093
3242.6828
261.724148
523.391152
3635.55993
3264.25908
265.36446
521.6355
3639.43905
3284.39763
268.616662
520.433028
3644.71424
3303.32758
271.539917
519.693513

124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166

261.508
140.875
181.206
221.573
261.976
141.127
181.53
221.969
262.444
141.379
181.854
222.365
262.912
141.631
182.178
222.761
263.38
141.883
182.502
223.157
263.848
142.135
182.826
223.553
264.316
142.387
183.15
223.949
264.784
142.639
183.474
224.345
265.252
142.891
183.798
224.741
265.72
143.143
184.122
225.137
266.188
143.395
184.446

201.083134
198.505222
197.764528
198.783927
201.4896
198.905075
198.161133
199.180506
201.889238
199.298391
198.551481
199.571096
202.283142
199.68622
198.936576
199.956659
202.672234
200.069442
199.317263
200.338001
203.057287
200.448798
199.694249
200.715801
203.438949
200.824908
200.068128
201.090627
203.817765
201.198294
200.439399
201.462957
204.194191
201.569393
200.808481
201.833192
204.568612
201.938572
201.175726
202.201668
204.941349
202.30614
201.541428

60.4248662
-57.6302225
-16.5585275
22.7890732
60.4863995
-57.7780754
-16.6311327
22.7884939
60.5547623
-57.9193913
-16.6974807
22.7939039
60.6288578
-58.0552199
-16.7585764
22.8043413
60.7077656
-58.1864423
-16.8152631
22.8189989
60.7907128
-58.3137982
-16.8682488
22.8371991
60.8770509
-58.4379085
-16.9181279
22.8583729
60.9662353
-58.5592943
-16.9653991
22.8820428
61.057809
-58.678393
-17.0104813
22.9078081
61.1513883
-58.7955721
-17.0537259
22.9353323
61.2466511
-58.9111397
-17.0954281

3651.16446
3321.24254
274.184834
519.341855
3658.60453
3338.306
276.594575
519.315455
3666.87924
3354.65589
278.805863
519.562054
3675.8584
3370.40856
280.849883
520.037983
3685.4328
3385.66207
282.753073
520.706713
3695.51076
3400.49906
284.537819
521.537662
3706.01532
3414.98915
286.223052
522.505211
3716.88184
3429.19094
287.824768
523.587884
3728.05604
3443.15381
289.356475
524.767673
3739.49229
3456.9193
290.829569
526.029467
3751.15228
3470.52238
292.253662

167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200

225.533
266.656
143.647
184.77
225.929
267.124
143.899
185.094
226.325
267.592
144.151
185.418
226.721
268.06
144.403
185.742
227.117
268.528
144.655
186.066
227.513
268.996
144.907
186.39
227.909
269.464
145.159
186.714
228.305
269.932
145.411
187.038
228.701
270.4

202.568667
205.312673
202.672355
201.905835
202.934427
205.68281
203.037434
202.269156
203.299147
206.051952
203.40156
202.631564
203.662993
206.420258
203.764886
202.993206
204.026107
206.787862
204.127541
203.354206
204.388605
207.154878
204.489631
203.714666
204.750586
207.521399
204.851249
204.074672
205.112134
207.887504
207.887504
207.887504
207.887504
207.887504

22.9643329
61.3433272
-59.0253545
-17.1358355
22.9945728
61.4411896
-59.1384339
-17.1751559
23.0258531
61.5400478
-59.2505601
-17.2135641
23.0580067
61.6397418
-59.3618862
-17.2512064
23.0908933
61.7401376
-59.4725407
-17.2882058
23.1243953
61.8411223
-59.5826314
-17.3246656
23.1584138
61.9426014
-59.6922488
-17.3606724
23.1928659
62.0444956
-62.4765044
-20.8495044
20.8134956
62.5124956

527.360585
3763.0038
3483.99248
293.636857
528.75038
3775.01978
3497.35436
294.985982
530.189912
3787.17748
3510.62887
296.306789
531.671672
3799.45777
3523.83353
297.604122
533.189354
3811.84459
3536.9831
298.88206
534.737657
3824.32441
3550.08996
300.144038
536.312129
3836.88587
3563.16457
301.392946
537.909027
3849.51943
3903.3136
434.701834
433.201599
3907.81211

initial value
alpha
0.2

LAST 4 SSE
8679.02914
Before Solver
9147.08383

SSE
Holt-Winter's
ARIMA 2
ARIMA 1
ARIMA 3
Holt's Linear
SES

0
0.00632481
0.00710077
0.00807443
1202.81165
8679.02914

Rank
1
2
3
4
5
6

<Holt Winter's Method gives best (lowest) SSE!