Autocorrelación

Con Tendencia o Crecimiento

t Ventas (1000s) Tt Rt -Tt Media 0.00

1 11.8 12.06 -0.26 10.65 Ventas
2 11.3 12.42 -1.12
3 13.4 12.78 0.62 Periodo Autocorrelación
1.00

Autocorrelación
4 14.1 13.15 0.95 1 #VALUE!
0.80
5 13.6 13.51 0.09 2 #VALUE!
6 13.1 13.87 -0.77 3 #VALUE!
0.60
7 14.9 14.23 0.67 4 #VALUE!
0.40
8 15.7 14.59 1.11 5 #VALUE!
9 14.5 14.95 -0.45 6 #VALUE!
0.20
10 14.3 15.31 -1.01 7 #VALUE!
0.00
11 16.3 15.67 0.63 8 #VALUE!
12 16.8 16.03 0.77 -0.20
13 15.5 16.39 -0.89
-0.40
14 15.3 16.75 -1.45
15 17.6 17.11 0.49 -0.60
16 18.1 17.47 0.63
-0.80

-1.00
Pendiente 0.36 1 2 3
Intercepto 11.70

Al eliminar la tendecia, en el autocorrelograma se apre

desfase de 4 y 8 meses de desfase. Por lo que la estacio
Para realizar los pronósticos se considerará una Media

Pronóstico
Como Yt Línea Base Yt/CMA
t Años Trimestre Ventas (1000s) MA (4) CMA(4) St, It St
1 1 1 11.8 0.97
2 2 11.3 0.93
3 3 13.4 12.7 12.9 1.04 1.04
4 4 14.1 13.1 13.3 1.06 1.06
5 2 1 13.6 13.6 13.7 0.99 0.97
6 2 13.1 13.9 14.1 0.93 0.93
7 3 14.9 14.3 14.4 1.03 1.04
8 4 15.7 14.6 14.7 1.07 1.06
9 3 1 14.5 14.9 15.0 0.97 0.97
10 2 14.3 15.2 15.3 0.93 0.93
11 3 16.3 15.5 15.6 1.04 1.04
12 4 16.8 15.7 15.9 1.06 1.06
13 4 1 15.5 16.0 16.1 0.96 0.97
14 2 15.3 16.3 16.5 0.93 0.93
15 3 17.6 16.6 1.04
16 4 18.1 1.06
17 5 1 0.97
18 2 0.93
19 3 1.04
20 4 1.06
21 6 1 0.97
22 2 0.93
23 3 1.04
24 4 1.06

Trimestre St
1 0.97
2 0.93
3 1.04
4 1.06
 Ventas (1000s)

Retornos (000s)
0
20.00
0

0
15.00
0

0 10.00
0

0 5.00
0

0 0.00
0 2 4
0
1 2 3 4 5 6 7 8 -5.00
Desfase

n el autocorrelograma se aprecia una correlación positiva con un

e desfase. Por lo que la estacionalidad se infiere que es de 4 meses.
cos se considerará una Media Movil de 4 meses

Yt/St Residuos
Sin Est. Tt Proyección Error Error ABS % Error Error2 U-Estadístico
12.14 12.28 11.94
12.15 12.61 11.72 0.42 0.42 3.75% 0.18 0.25
12.89 12.94 13.45 0.05 0.05 0.34% 0.00 4.41
13.28 13.27 14.09 -0.01 0.01 0.08% 0.00 0.49
13.99 13.59 13.21 -0.39 0.39 2.86% 0.15 0.25
14.09 13.92 12.94 -0.16 0.16 1.20% 0.02 0.25
14.34 14.25 14.81 -0.09 0.09 0.61% 0.01 3.24
14.78 14.58 15.48 -0.22 0.22 1.39% 0.05 0.64
14.92 14.91 14.49 -0.01 0.01 0.10% 0.00 1.44
15.38 15.23 14.16 -0.14 0.14 0.96% 0.02 0.04
15.68 15.56 16.17 -0.13 0.13 0.79% 0.02 4.00
15.82 15.89 16.87 0.07 0.07 0.44% 0.01 0.25
15.95 16.22 15.76 0.26 0.26 1.68% 0.07 1.69
16.46 16.54 15.38 0.08 0.08 0.53% 0.01 0.04
16.94 16.87 17.53 -0.07 0.07 0.38% 0.00 5.29
17.04 17.20 18.27 0.17 0.17 0.92% 0.03 0.25
17.53 17.03
17.86 16.60
18.18 18.90
18.51 19.66
18.84 18.31
19.17 17.82
19.49 20.26
19.82 21.05

Intercepto ME MAE MAPE MSE U-Stat

11.954641697 -0.0107 0.15 1.07% 0.04 0.16

Pendiente
0.3278290712
 Eliminación de la Tendencia
Con Tendencia Sin Tendencia
Retornos (000s)

20.00

15.00

10.00

5.00

0.00
0 2 4 6 8 10 12 14 16 18

-5.00
Meses

Moving Average with Seasonal an

Ventas (1000s) MA (4)

20.0

18.0

16.0

14.0
Ventas

12.0

10.0

8.0

6.0
 16.0

14.0

Ventas
12.0

10.0

8.0

6.0

4.0

2.0

0.0
0 5 10 15

Mes

Moving Average with Seasonal an

Ventas (1000s) Proyecc

25.0

20.0
Ventas

15.0

10.0

5.0

0.0
0 5 10 15

-5.0

Mes
 Sin Tendencia

t Ventas (1000s) Media 14.77

Ventas (1000s)
1 11.8 54.89
2 11.3
1.00

Autocorrelación
3 13.4 Periodo Autocorrelación
4 14.1 1 0.80 #VALUE!
5 13.6 2 #VALUE!
6 13.1 3 0.60 #VALUE!
7 14.9 4 0.40 #VALUE!
8 15.7 5 #VALUE!
9 14.5 6 0.20 #VALUE!
10 14.3 7 0.00 #VALUE!
11 16.3 8 #VALUE!
12 16.8 -0.20
13 15.5 -0.40
14 15.3
15 17.6 -0.60
16 18.1 -0.80

-1.00
1 2 3 4 5
Desfase

ge with Seasonal and Trend Adjutment

Ventas (1000s) MA (4) CMA(4)
 10 15 20 25 30

Mes

ge with Seasonal and Trend Adjutment

as (1000s) Proyección Error

10 15 20 25 30

Mes
Ventas (1000s)

3 4 5 6 7 8
Desfase
Autocorrelación

Con Tendencia o Crecimiento

t Retornos (1000s) Tt Rt -Tt Media

1 0.30 0.34 -0.04
2 0.46 0.38 0.08
3 0.35 0.42 -0.08 Periodo
4 0.91 0.46 0.45 1
5 0.33 0.51 -0.18 2
6 0.55 0.55 0.00 3
7 0.44 0.59 -0.15 4
8 1.04 0.63 0.41 5
9 0.50 0.67 -0.18 6
10 0.68 0.71 -0.03 7
11 0.55 0.75 -0.21 8
12 1.29 0.79 0.49 9
13 0.55 0.83 -0.28 10
14 0.87 0.88 -0.01 11
15 0.66 0.92 -0.26 12
16 1.58 0.96 0.62 13
17 0.59 1.00 -0.41 14
18 0.99 1.04 -0.05 15
19 0.83 1.08 -0.25 16
20 1.73 1.12 0.61
21 0.61 1.16 -0.55
22 1.05 1.20 -0.15
23 0.92 1.25 -0.33
24 2.04 1.29 0.75
25 0.70 1.33 -0.63 Al eliminar la tendecia, en el autocorrelogr
26 1.23 1.37 -0.14 desfase de 4 y 8 meses de desfase. Por lo q
27 1.06 1.41 -0.35 Para realizar los pronósticos se considerará
28 2.32 1.45 0.87
29 0.82 1.49 -0.67
30 1.41 1.53 -0.12
31 1.25 1.57 -0.32
32 2.73 1.62 1.11

Pendiente 0.041
Intercepto 0.300

Pronóstico
Como Yt Línea Base
t Años Trimestre Retornos (1000s) MA (4) CMA(4)
 1 1 1 0.30
2 2 0.46
3 3 0.35 0.50 0.51
4 4 0.91 0.51 0.52
5 2 1 0.33 0.53 0.54
6 2 0.55 0.56 0.57
7 3 0.44 0.59 0.61
8 4 1.04 0.63 0.65
9 3 1 0.50 0.66 0.68
10 2 0.68 0.69 0.72
11 3 0.55 0.75 0.76
12 4 1.29 0.77 0.79
13 4 1 0.55 0.81 0.83
14 2 0.87 0.84 0.88
15 3 0.66 0.92 0.92
16 4 1.58 0.93 0.94
17 5 1 0.59 0.96 0.98
18 2 0.99 1.00 1.02
19 3 0.83 1.04 1.04
20 4 1.73 1.04 1.05
21 6 1 0.61 1.06 1.07
22 2 1.05 1.08 1.12
23 3 0.92 1.16 1.17
24 4 2.04 1.18 1.20
25 7 1 0.70 1.22 1.24
26 2 1.23 1.26 1.29
27 3 1.06 1.33 1.34
28 4 2.32 1.36 1.38
29 8 1 0.82 1.40 1.43
30 2 1.41 1.45 1.50
31 3 1.25 1.55
32 4 2.73
33 9 1
34 2
35 3
36 4
37 10 1
38 2
39 3
40 4
 0.00
6.00 Retornos (1000s)

Autocorrelación Autocorrelación 1.00

#VALUE!
0.80
#VALUE!
#VALUE! 0.60
#VALUE!
0.40
#VALUE!
#VALUE! 0.20
#VALUE!
0.00
#VALUE!
#VALUE! -0.20
#VALUE!
-0.40
#VALUE!
#VALUE! -0.60
#VALUE!
-0.80
#VALUE!
#VALUE! -1.00
#VALUE! 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16
Desfase

Al eliminar la tendecia, en el autocorrelograma se aprecia una correlación positiva con un

desfase de 4 y 8 meses de desfase. Por lo que la estacionalidad se infiere que es de 4 meses.
Para realizar los pronósticos se considerará una Media Movil de 4 meses

Yt/CMA Yt/St Residuos

St, It St Sin Est. Tt Proyección Error Error ABS % Error
 0.62 0.49 0.40 0.25
0.96 0.48 0.44 0.42 0.04 0.04 8.35%
0.68 0.75 0.46 0.48 0.36 -0.01 0.01 -3.10%
1.74 1.67 0.54 0.51 0.86 0.05 0.05 5.70%
0.61 0.62 0.53 0.55 0.34 -0.01 0.01 -2.82%
0.95 0.96 0.57 0.59 0.56 -0.02 0.02 -2.85%
0.72 0.75 0.59 0.62 0.46 -0.02 0.02 -5.46%
1.61 1.67 0.62 0.66 1.10 -0.06 0.06 -5.86%
0.73 0.62 0.80 0.70 0.43 0.07 0.07 13.34%
0.94 0.96 0.71 0.73 0.70 -0.02 0.02 -2.87%
0.72 0.75 0.73 0.77 0.57 -0.03 0.03 -5.02%
1.63 1.67 0.77 0.80 1.34 -0.06 0.06 -4.57%
0.67 0.62 0.89 0.84 0.52 0.03 0.03 5.70%
0.99 0.96 0.91 0.88 0.84 0.03 0.03 3.63%
0.72 0.75 0.89 0.91 0.68 -0.02 0.02 -3.13%
1.68 1.67 0.95 0.95 1.59 -0.01 0.01 -0.42%
0.60 0.62 0.96 0.99 0.61 -0.02 0.02 -3.11%
0.97 0.96 1.04 1.02 0.98 0.01 0.01 1.27%
0.80 0.75 1.11 1.06 0.79 0.04 0.04 4.94%
1.65 1.67 1.04 1.10 1.83 -0.10 0.10 -5.75%
0.57 0.62 0.99 1.13 0.70 -0.09 0.09 -14.43%
0.94 0.96 1.10 1.17 1.12 -0.07 0.07 -6.32%
0.79 0.75 1.23 1.20 0.90 0.02 0.02 2.47%
1.70 1.67 1.22 1.24 2.07 -0.03 0.03 -1.58%
0.56 0.62 1.13 1.28 0.79 -0.09 0.09 -12.52%
0.95 0.96 1.29 1.31 1.26 -0.03 0.03 -2.06%
0.79 0.75 1.42 1.35 1.01 0.05 0.05 5.13%
1.68 1.67 1.39 1.39 2.32 0.00 0.00 0.21%
0.57 0.62 1.33 1.42 0.88 -0.06 0.06 -6.99%
0.94 0.96 1.47 1.46 1.39 0.02 0.02 1.12%
0.75 1.68 1.49 1.11 0.14 0.14 10.88%
1.67 1.63 1.53 2.56 0.17 0.17 6.30%
0.62 1.57 0.97
0.96 1.60 1.53
0.75 1.64 1.22
1.67 1.68 2.80
0.62 1.71 1.06
0.96 1.75 1.67
0.75 1.79 1.33
1.67 1.82 3.04

Trimestre St Intercepto ME MAE MAPE

1 0.62 0.37 -0.0016 0.05 -0.64%
2 0.96
3 0.75 Pendiente
4 1.67 0.04
 Eliminación de la Tendencia

Con Tendencia Sin Tendencia

Retornos (000s)

3.00

2.50

2.00

1.50

1.00

0.50

0.00
0 5 10 15 20 25 30 35
-0.50

-1.00
Meses

Error2 U-Estadístico
Movi

3.00
 Movi
0.00 0.03
0.00 0.01
0.00 0.32
0.00 0.34 3.00
0.00 0.05
0.00 0.01
0.00 0.36

Retornos (1000s)
2.50
0.00 0.30
0.00 0.03
0.00 0.02
0.00 0.55 2.00
0.00 0.54
0.00 0.10
0.00 0.04 1.50
0.00 0.85
0.00 0.98
0.00 0.16
1.00
0.00 0.03
0.01 0.81
0.01 1.25
0.50
0.00 0.19
0.00 0.02
0.00 1.25
0.01 1.80 0.00
0.00 0.28 0 5
0.00 0.03
0.00 1.59
0.00 2.25
0.00 0.35
0.02 0.03
0.03 2.19 Mov

3.50

3.00
Retornos (1000s)

2.50

MSE U-Stat
2.00
0.00 0.08

1.50

1.00

0.50

0.00
0 5

-0.50
1.50

1.00

0.50

0.00
0 5

-0.50
 Sin Tendencia

t Retornos (1000s) Media 0.98

1 0.30 10.61
2 0.46
3 0.35 Periodo Autocorrelación
4 0.91 1 #VALUE!
5 0.33 2 #VALUE!
6 0.55 3 #VALUE!
7 0.44 4 #VALUE!
8 1.04 5 #VALUE!
9 0.50 6 #VALUE!
10 0.68 7 #VALUE!
11 0.55 8 #VALUE!
12 1.29 9 #VALUE!
13 0.55 10 #VALUE!
14 0.87 11 #VALUE!
15 0.66 12 #VALUE!
16 1.58 13 #VALUE!
17 0.59 14 #VALUE!
30 35 18 0.99 15 #VALUE!
19 0.83 16 #VALUE!
20 1.73
21 0.61
22 1.05
23 0.92
24 2.04
25 0.70
26 1.23
27 1.06
28 2.32
29 0.82
30 1.41
31 1.25
32 2.73

Moving Average with Seasonal and Trend Adjutment

Retornos (1000s) MA (4) CMA(4)

3.00
 Moving Average with Seasonal and Trend Adjutment

Retornos (1000s) MA (4) CMA(4)

3.00

2.50

2.00

1.50

1.00

0.50

0.00
0 5 10 15 20 25 30 35 40 45

Mes

Moving Average with Seasonal and Trend Adjutment

Retornos (1000s) Proyección

3.50

3.00

2.50

2.00

1.50

1.00

0.50

0.00
0 5 10 15 20 25 30 35 40 45

-0.50
1.50

1.00

0.50

0.00
0 5 10 15 20 25 30 35 40 45

-0.50

Mes
 Retornos (1000s)

Autocorrelación
1.00
Autocorrelación

0.80

0.60

0.40

0.20

0.00

-0.20

-0.40

-0.60

-0.80

-1.00
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16

Desfase
40 45

40 45
40 45
Autocorrelación

Con Tendencia o Crecimiento

t Ventas (000s) Tt Rt -Tt Media 0.00

1 86.74 85.88 0.86 249.02
2 85.32 85.86 -0.54
3 84.74 85.84 -1.11 Periodo Autocorrelación

Autocorrelación
1.00
4 85.11 85.83 -0.71 1 #VALUE!
0.80
5 85.15 85.81 -0.66 2 #VALUE!
6 84.48 85.79 -1.31 3 #VALUE! 0.60
7 84.68 85.77 -1.08 4 #VALUE!
0.40
8 84.68 85.75 -1.07 5 #VALUE!
9 86.32 85.73 0.59 6 #VALUE! 0.20
10 88.00 85.71 2.29 7 #VALUE!
0.00
11 86.26 85.69 0.57 8 #VALUE!
12 85.83 85.67 0.16 9 #VALUE! -0.20
13 83.75 85.65 -1.90 10 #VALUE!
-0.40
14 84.46 85.63 -1.17 11 #VALUE!
15 84.65 85.61 -0.96 12 #VALUE! -0.60
16 84.58 85.59 -1.02 13 #VALUE!
-0.80
17 82.25 85.57 -3.32 14 #VALUE!
18 83.38 85.55 -2.17 15 #VALUE! -1.00
19 83.54 85.53 -1.99 16 #VALUE! 1 2 3 4 5 6 7 8 9 10 11 12
20 85.16 85.51 -0.35 17 #VALUE!
21 83.79 85.49 -1.70 18 #VALUE!
22 84.04 85.47 -1.43 19 #VALUE!
23 84.10 85.45 -1.35 20 #VALUE!
24 84.85 85.43 -0.58 21 #VALUE! Al eliminar la tendecia, en el autocorre
25 87.64 85.41 2.23 22 #VALUE! de 1, 2 y 3 meses. Por lo que se infiere
26 87.24 85.39 1.84 23 #VALUE! Los datos podrían estar presentando r
27 87.52 85.38 2.15 24 #VALUE! Medias Móviles.
28 86.50 85.36 1.14 25 #VALUE!
29 85.61 85.34 0.27 26 #VALUE!
30 86.83 85.32 1.51 27 #VALUE!
31 84.50 85.30 -0.80 28 #VALUE!
32 84.18 85.28 -1.09 29 #VALUE!
33 85.46 85.26 0.20 30 #VALUE!
34 86.15 85.24 0.91 31 #VALUE!
E
35 86.41 85.22 1.20 32 #VALUE!
36 86.05 85.20 0.85 33 #VALUE!
Retornos (000s)

37 86.66 85.18 1.48 34 #VALUE!

100.00
38 84.73 85.16 -0.43 35 #VALUE!
39 85.95 85.14 0.81 36 #VALUE!
40 86.85 85.12 1.73 37 #VALUE! 80.00
41 88.43 85.10 3.32 38 #VALUE!
42 89.65 85.08 4.57 39 #VALUE! 60.00
43 87.86 85.06 2.79 40 #VALUE!
44 88.50 85.04 3.46 41 #VALUE!
40.00

20.00

0.00
 Retorn
80.00

60.00

40.00
45 87.06 85.02 2.04 42 #VALUE!
46 85.20 85.00 0.19 43 #VALUE!
47 85.08 84.98 0.09 44 #VALUE! 20.00
48 84.44 84.96 -0.53 45 #VALUE!
49 84.21 84.94 -0.73 46 #VALUE! 0.00
50 86.00 84.93 1.07 47 #VALUE! 0 20
51 85.57 84.91 0.67 48 #VALUE!
52 83.79 84.89 -1.09 49 #VALUE! -20.00
53 84.37 84.87 -0.50 50 #VALUE!
54 83.38 84.85 -1.47
55 85.00 84.83 0.17
56 84.35 84.81 -0.46
57 85.34 84.79 0.55
58 86.05 84.77 1.28
59 84.88 84.75 0.13
60 85.42 84.73 0.69
61 84.23 84.71 -0.48
62 83.58 84.69 -1.11
63 84.13 84.67 -0.54
64 82.70 84.65 -1.95
65 83.55 84.63 -1.09
66 86.47 84.61 1.86
67 86.21 84.59 1.62
68 87.02 84.57 2.45
69 86.65 84.55 2.10
70 85.71 84.53 1.17
71 86.15 84.51 1.64
72 85.80 84.49 1.31
73 85.62 84.48 1.14
74 84.23 84.46 -0.22
75 83.57 84.44 -0.86
76 84.71 84.42 0.29
77 83.82 84.40 -0.58
78 82.42 84.38 -1.96
79 83.04 84.36 -1.32
80 83.70 84.34 -0.64
81 82.20 84.32 -2.12
82 82.14 84.30 -2.16
83 81.80 84.28 -2.48
84 82.32 84.26 -1.94
85 81.53 84.24 -2.71
86 81.73 84.22 -2.49
87 82.54 84.20 -1.66
88 82.39 84.18 -1.79
89 82.42 84.16 -1.75
90 82.21 84.14 -1.93
91 82.77 84.12 -1.36
92 83.12 84.10 -0.98
93 83.22 84.08 -0.86
94 84.45 84.06 0.39
 95 84.91 84.04 0.87
96 85.76 84.02 1.74
97 85.23 84.01 1.22
98 86.73 83.99 2.75
99 87.00 83.97 3.04
100 85.06 83.95 1.11

Pendiente -0.02
Intercepto 85.90

Pronóstico

t Ventas (000s) Tt Vt -Tt (Vt -Tt)2

1 86.74 85.39 1.35 1.82
2 85.32 85.39 -0.07 0.01
3 84.74 85.39 -0.66 0.43 100
4 85.11 85.39 -0.28 0.08
5 85.15 85.39 -0.24 0.06
6 84.48 85.39 -0.91 0.83 90
7 84.68 85.39 -0.71 0.50
8 84.68 85.39 -0.72 0.51 80
9 86.32 85.39 0.93 0.86
10 88.00 85.39 2.61 6.81
70
11 86.26 85.39 0.87 0.75
0 10 20
12 85.83 85.39 0.44 0.19
13 83.75 85.39 -1.64 2.69 Ventas
14 84.46 85.39 -0.93 0.86
15 84.65 85.39 -0.74 0.55
16 84.58 85.39 -0.82 0.67 Diferencia
17 82.25 85.39 -3.14 9.88 20
18 83.38 85.39 -2.01 4.05
15
19 83.54 85.39 -1.85 3.43
20 85.16 85.39 -0.23 0.05 10
21 83.79 85.39 -1.60 2.57 5
22 84.04 85.39 -1.35 1.82 0
23 84.10 85.39 -1.29 1.66
-5
24 84.85 85.39 -0.54 0.29
25 87.64 85.39 2.25 5.07 -10
26 87.24 85.39 1.85 3.42 -15
27 87.52 85.39 2.13 4.54 -20
28 86.50 85.39 1.11 1.23
29 85.61 85.39 0.21 0.05
30 86.83 85.39 1.44 2.07
31 84.50 85.39 -0.89 0.79 Diferencia
32 84.18 85.39 -1.21 1.46 25
33 85.46 85.39 0.07 0.00
20

15

10
 Diferencia
25

34 86.15 85.39 0.76 0.58 20

35 86.41 85.39 1.02 1.05
36 86.05 85.39 0.66 0.43 15
37 86.66 85.39 1.27 1.62
10
38 84.73 85.39 -0.66 0.44
39 85.95 85.39 0.56 0.32 5
40 86.85 85.39 1.46 2.12
41 88.43 85.39 3.03 9.21 0
42 89.65 85.39 4.26 18.12 -3.14 -2.22 -1.29
43 87.86 85.39 2.47 6.08
44 88.50 85.39 3.11 9.66
45 87.06 85.39 1.67 2.79
46 85.20 85.39 -0.19 0.04
47 85.08 85.39 -0.31 0.10 Pendiente
48 84.44 85.39 -0.95 0.91 Intercepto
49 84.21 85.39 -1.18 1.39
50 86.00 85.39 0.60 0.37
51 85.57 85.39 0.18 0.03 Pto. Medio
52 83.79 85.39 -1.60 2.55
53 84.37 85.39 -1.02 1.04 n
54 83.38 85.39 -2.01 4.06 Rangos
55 85.00 85.39 -0.39 0.15 Mínimo
56 84.35 85.39 -1.04 1.08 Máximo
57 85.34 85.39 -0.05 0.00 Intervalo
58 86.05 85.39 0.66 0.43
59 84.88 85.39 -0.51 0.26
60 85.42 85.39 0.03 0.00 Rango
61 84.23 85.39 -1.16 1.35 1
62 83.58 85.39 -1.81 3.29 2
63 84.13 85.39 -1.26 1.58 3
64 82.70 85.39 -2.69 7.25 4
65 83.55 85.39 -1.85 3.41 5
66 86.47 85.39 1.08 1.17 6
67 86.21 85.39 0.82 0.68 7
68 87.02 85.39 1.63 2.66 8
69 86.65 85.39 1.26 1.59 9
70 85.71 85.39 0.32 0.10
71 86.15 85.39 0.76 0.58
72 85.80 85.39 0.41 0.17
73 85.62 85.39 0.23 0.05
74 84.23 85.39 -1.16 1.34
75 83.57 85.39 -1.82 3.30
 Ventas (000s)
Autocorrelación

1.00

0.80

0.60

0.40

0.20

0.00

-0.20

-0.40

-0.60

-0.80

-1.00
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 44 45 46 47 48 49 50
Desfase

Al eliminar la tendecia, en el autocorrelograma se aprecia una correlación positiva con un desfase

de 1, 2 y 3 meses. Por lo que se infiere que no existe correlación.
Los datos podrían estar presentando ruido blanco, por lo que no se podría realizar el estimación con
Medias Móviles.

Eliminación de la Tendencia

Con Tendencia Sin Tendencia

Retornos (000s)

100.00

80.00

60.00

40.00

20.00

0.00
Retorn 80.00

60.00

40.00

20.00

0.00
0 20 40 60 80 100 120
-20.00
Meses
 Línea de Tendencia
100

90

80

70
0 10 20 30 40 50 60 70
Ventas Linear (Ventas) Tendencia

Diferencia entre los datos y la Línea de Tendencia

20
15
10
5
0
-5
-10
-15
-20

Diferencia entre los datos y la Línea de Tendencia

25

20

15

10
 Diferencia entre los datos y la Línea de Tendencia
25

20

15

10

0
-3.14 -2.22 -1.29 -0.37 0.56 1.48 2.41 3.33 4.26

50 0.000
85.391

t Vt
38 85.39

75
9
-3.14
4.26
0.93

Clases Fecuencia
-3.14 1
-2.22 1
-1.29 10
-0.37 21
0.56 15
1.48 17
2.41 5
3.33 4
4.26 0
 Sin Tendencia

t Ventas (000s) Media 84.92

1 86.74 280.93
2 85.32
3 84.74 Periodo Autocorrelación

Autocorrelación
1.00
4 85.11 1 #VALUE!
0.80
5 85.15 2 #VALUE!
6 84.48 3 #VALUE! 0.60
7 84.68 4 #VALUE!
0.40
8 84.68 5 #VALUE!
9 86.32 6 #VALUE! 0.20
10 88.00 7 #VALUE!
0.00
11 86.26 8 #VALUE!
12 85.83 9 #VALUE! -0.20
13 83.75 10 #VALUE!
-0.40
14 84.46 11 #VALUE!
15 84.65 12 #VALUE! -0.60
16 84.58 13 #VALUE!
-0.80
17 82.25 14 #VALUE!
18 83.38 15 #VALUE! -1.00
3 44 45 46 47 48 49 50 19 83.54 16 #VALUE! 1 2 3 4 5 6 7 8 9 10 11 12131
20 85.16 17 #VALUE!
21 83.79 18 #VALUE!
22 84.04 19 #VALUE!
23 84.10 20 #VALUE!
24 84.85 21 #VALUE!
25 87.64 22 #VALUE!
26 87.24 23 #VALUE!
27 87.52 24 #VALUE!
28 86.50 25 #VALUE!
29 85.61 26 #VALUE!
30 86.83 27 #VALUE!
31 84.50 28 #VALUE!
32 84.18 29 #VALUE!
33 85.46 30 #VALUE!
34 86.15 31 #VALUE!
35 86.41 32 #VALUE!
36 86.05 33 #VALUE!
37 86.66 34 #VALUE!
38 84.73 35 #VALUE!
39 85.95 36 #VALUE!
40 86.85 37 #VALUE!
41 88.43 38 #VALUE!
42 89.65 39 #VALUE!
43 87.86 40 #VALUE!
44 88.50 41 #VALUE!
45 87.06 42 #VALUE!
46 85.20 43 #VALUE!
47 85.08 44 #VALUE!
48 84.44 45 #VALUE!
49 84.21 46 #VALUE!
50 86.00 47 #VALUE!
51 85.57 48 #VALUE!
52 83.79 49 #VALUE!
53 84.37 50 #VALUE!
54 83.38
55 85.00
56 84.35
57 85.34
58 86.05
59 84.88
60 85.42
61 84.23
62 83.58
63 84.13
64 82.70
65 83.55
66 86.47
67 86.21
68 87.02
69 86.65
70 85.71
71 86.15
72 85.80
73 85.62
74 84.23
75 83.57
76 84.71
77 83.82
78 82.42
79 83.04
80 83.70
81 82.20
82 82.14
83 81.80
84 82.32
85 81.53
86 81.73
87 82.54
88 82.39
89 82.42
90 82.21
91 82.77
92 83.12
93 83.22
94 84.45
 95 84.91
96 85.76
97 85.23
98 86.73
99 87.00
100 85.06

153.37
 Ventas (000s)

2 3 4 5 6 7 8 9 10 11 121314151617181920212223242526272829303132333435363738394041424344454647484950
Desfase
Autocorrelación

Ventas Ventas
Año Mes t Anuales % Año Mensuales Tt Vt -Tt
2009 Enero 1 4.10% 577 557 20 Media
Febrero 2 2.40% 338 598 -259
Marzo 3 2.20% 310 638 -328
Abril 4 1.90% 268 678 -411 Periodo
Mayo 5 1.10% 155 719 -564 1
Junio 6 1.20% 169 759 -590 2
Julio 7 2.90% 408 800 -392 3
Agosto 8 4.70% 662 840 -178 4
Septiembre 9 17.70% 2,492 880 1,612 5
Octubre 10 16.00% 2,253 921 1,332 6
Noviembre 11 27.90% 3,928 961 2,967 7
Diciembre 12 14,079 17.90% 2,520 1,001 1,518 8
2010 Enero 13 4.10% 618 1,042 -424 9
Febrero 14 2.40% 362 1,082 -720 10
Marzo 15 2.20% 332 1,123 -791 11
Abril 16 1.90% 286 1,163 -877 12
Mayo 17 1.10% 166 1,203 -1,038 13
Junio 18 1.20% 180 1,244 -1,063 14
Julio 19 2.90% 436 1,284 -848 15
Agosto 20 4.70% 708 1,325 -616 16
Septiembre 21 17.70% 2,667 1,365 1,302
Octubre 22 16.00% 2,411 1,405 1,005
Noviembre 23 27.90% 4,203 1,446 2,757
Diciembre 24 15,065 17.90% 2,696 1,486 1,210
2011 Enero 25 4.10% 671 1,527 -856
Febrero 26 2.40% 393 1,567 -1,174
Marzo 27 2.20% 360 1,607 -1,247
Abril 28 1.90% 311 1,648 -1,337
Mayo 29 1.10% 180 1,688 -1,508
Junio 30 1.20% 196 1,728 -1,532
Julio 31 2.90% 474 1,769 -1,295
Agosto 32 4.70% 769 1,809 -1,040
Septiembre 33 17.70% 2,896 1,850 1,046
Octubre 34 16.00% 2,618 1,890 728
Noviembre 35 27.90% 4,564 1,930 2,634
Diciembre 36 16,360 17.90% 2,928 1,971 957

Pendiente 40.39
Intercepto 516.83
Pronóstico

Ventas Ventas Línea Base Yt/CMA

Año Mes t Anuales % Año Mensuales MA (12) CMA(12) St, It St
2009 Enero 1 4.10% 577 0.525
Febrero 2 2.40% 338 0.306
Marzo 3 2.20% 310 0.278
Abril 4 1.90% 268 0.237
Mayo 5 1.10% 155 0.135
Junio 6 1.20% 169 0.145
Julio 7 2.90% 408 1,173 1,175 0.347 0.347
Agosto 8 4.70% 662 1,177 1,178 0.562 0.562
Septiembre 9 17.70% 2,492 1,179 1,179 2.113 2.112
Octubre 10 16.00% 2,253 1,180 1,181 1.907 1.906
Noviembre 11 27.90% 3,928 1,182 1,182 3.322 3.319
Diciembre 12 14,079 17.90% 2,520 1,183 1,183 2.129 2.127
2010 Enero 13 4.10% 618 1,184 1,185 0.521 0.525
Febrero 14 2.40% 362 1,186 1,188 0.305 0.306
Marzo 15 2.20% 332 1,190 1,197 0.277 0.278
Abril 16 1.90% 286 1,205 1,211 0.236 0.237
Mayo 17 1.10% 166 1,218 1,229 0.135 0.135
Junio 18 1.20% 180 1,241 1,248 0.145 0.145
Julio 19 2.90% 436 1,255 1,258 0.347 0.347
Agosto 20 4.70% 708 1,260 1,261 0.561 0.562
Septiembre 21 17.70% 2,667 1,262 1,264 2.110 2.112
Octubre 22 16.00% 2,411 1,265 1,266 1.904 1.906
Noviembre 23 27.90% 4,203 1,267 1,267 3.316 3.319
Diciembre 24 15,065 17.90% 2,696 1,268 1,269 2.125 2.127
2011 Enero 25 4.10% 671 1,269 1,271 0.528 0.525
Febrero 26 2.40% 393 1,272 1,275 0.308 0.306
Marzo 27 2.20% 360 1,278 1,287 0.280 0.278
Abril 28 1.90% 311 1,297 1,305 0.238 0.237
Mayo 29 1.10% 180 1,314 1,329 0.135 0.135
Junio 30 1.20% 196 1,344 1,354 0.145 0.145
Julio 31 2.90% 474 1,363 0.347
Agosto 32 4.70% 769 0.562
Septiembre 33 17.70% 2,896 2.112
Octubre 34 16.00% 2,618 1.906
Noviembre 35 27.90% 4,564 3.319
Diciembre 36 16,360 17.90% 2,928 2.127
2012 Enero 37 0.525
Febrero 38 0.306
Marzo 39 0.278
Abril 40 0.237
Mayo 41 0.135
Junio 42 0.145
Julio 43 0.347
Agosto 44 0.562
Septiembre 45 2.112
Octubre 46 1.906
Noviembre 47 3.319
Diciembre 48 17,470 2.127

Mes St
1 0.525
2 0.306
3 0.278
4 0.237
5 0.135
6 0.145
7 0.347
8 0.562
9 2.112
10 1.906
11 3.319
12 2.127
 El autocorrelograma presneta una correlación positiva con un desfase cada 1 y 12 meses, la es

0.00
56,155,582.27 Autocorrelograma de las Ventas

Autocorrelación
1.00
Autocorrelación
0.80
#VALUE!
#VALUE! 0.60
#VALUE! 0.40
#VALUE! 0.20
#VALUE! 0.00
#VALUE!
-0.20
#VALUE!
#VALUE! -0.40
#VALUE! -0.60
#VALUE! -0.80
#VALUE! -1.00
#VALUE! 1 2 3 4 5 6 7 8 9 10 11 12
#VALUE! Resago
#VALUE!
#VALUE!
#VALUE!
Ventas Mensuales (en miles de dólar
5,000
4,500
4,000
3,500 2009 2010
3,000
2,500
Ventas

2,000
1,500
1,000
500
0
1 3 5 7 9 11 13 15 17 19 21
Meses

Ventas Mensuales (en miles de dólares) sin T

4,000

3,000
2009 2010
2,000
Ventas

1,000

0
1 3 5 7 9 11 13 15 17 19 21
-1,000

-2,000
 2,000

Ventas
1,000

0
1 3 5 7 9 11 13 15 17 19 21
-1,000

-2,000
Meses

Yt/St Residuos
Sin Est. Tt Proyección Error Error ABS % Error Error2 U-Estadístico
1,101 1,103 579
1,104 1,111 340 -2.28 2.28 0.67% 5.20 57,235.65
1,113 1,119 311 -1.64 1.64 0.53% 2.69 806.50
1,128 1,127 268 0.11 0.11 0.04% 0.01 1,778.15
1,146 1,135 153 1.50 1.50 0.97% 2.26 12,709.24
1,166 1,143 165 3.27 3.27 1.94% 10.68 189.59
1,175 1,151 400 8.36 8.36 2.05% 69.96 57,235.65
1,178 1,159 651 10.73 10.73 1.62% 115.22 64,449.72
1,180 1,167 2,464 27.98 27.98 1.12% 783.11 3,350,518.34
1,182 1,175 2,239 13.66 13.66 0.61% 186.56 57,235.65
1,183 1,183 3,926 1.92 1.92 0.05% 3.67 2,804,546.80
1,185 1,191 2,533 -13.47 13.47 0.53% 181.53 1,982,182.41
1,178 1,199 629 -11.11 11.11 1.80% 123.46 3,617,133.63
1,181 1,207 370 -7.87 7.87 2.17% 61.95 65,533.18
1,191 1,215 338 -6.53 6.53 1.97% 42.66 923.42
1,207 1,223 290 -3.83 3.83 1.34% 14.64 2,035.93
1,227 1,231 166 -0.56 0.56 0.34% 0.31 14,551.72
1,247 1,239 179 1.26 1.26 0.70% 1.58 217.08
1,257 1,247 433 3.77 3.77 0.86% 14.18 65,533.18
1,261 1,255 705 3.41 3.41 0.48% 11.62 73,793.09
1,263 1,263 2,666 0.76 0.76 0.03% 0.58 3,836,247.81
1,265 1,270 2,421 -10.66 10.66 0.44% 113.68 65,533.18
1,266 1,278 4,243 -40.11 40.11 0.95% 1,609.17 3,211,125.99
1,267 1,286 2,736 -40.26 40.26 1.49% 1,620.60 2,269,542.25
1,279 1,294 679 -8.13 8.13 1.21% 66.08 4,101,555.86
1,283 1,302 399 -6.04 6.04 1.54% 36.46 77,284.00
1,294 1,310 365 -4.62 4.62 1.28% 21.38 1,089.00
1,310 1,318 313 -1.89 1.89 0.61% 3.56 2,401.00
1,332 1,326 179 0.78 0.78 0.43% 0.60 17,161.00
1,355 1,334 193 2.94 2.94 1.50% 8.67 256.00
1,366 1,342 466 8.12 8.12 1.71% 65.93 77,284.00
1,369 1,350 758 10.61 10.61 1.38% 112.56 87,025.00
1,371 1,358 2,868 28.24 28.24 0.97% 797.27 4,524,129.00
1,374 1,366 2,604 14.47 14.47 0.55% 209.24 77,284.00
1,375 1,374 4,560 4.06 4.06 0.09% 16.47 3,786,916.00
1,376 1,382 2,940 -11.74 11.74 0.40% 137.77 2,676,496.00
1,390 729
1,398 428
 1,406 391
1,414 336
1,422 192
1,430 207
1,438 499
1,446 812
1,454 3,070
1,462 2,786
1,470 4,877
1,477 3,143

Pendiente ME MAE MAPE MSE U-Stat

8 -0.71 9.05 0.98% 184.32 0.01

Intercepto
1,095
e cada 1 y 12 meses, la estacionalidad es de 12 meses

las Ventas

9 10 11 12 13 14 15 16
ago

ales (en miles de dólares)

2010 2011

17 19 21 23 25 27 29 31 33 35 37
Meses

n miles de dólares) sin Tendencia

2010 2011

17 19 21 23 25 27 29 31 33 35 37
 17 19 21 23 25 27 29 31 33 35 37

Meses

Estadístico

Ventas Mensuales (en miles de dólares)

6,000

5,000
2009 2010 2011

4,000

3,000
Ventas

2,000

1,000

0
1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 33 35 3
Meses

Ventas Mensuales Línea Base Proyección

les de dólares)

2011
2012
Proyectado

25 27 29 31 33 35 37 39 41 43 45 47 49
s

nea Base Proyección

Autocorrelación

Producción Mensual
Años Meses Periodos de Cerveza Tt Vt -Tt
1991 January 1 164 155.20 8.80 Media
February 2 148 154.98 -6.98
March 3 152 154.77 -2.77
April 4 144 154.55 -10.55 Periodo
May 5 155 154.34 0.66 1
June 6 125 154.12 -29.12 2
July 7 153 153.91 -0.91 3
August 8 146 153.70 -7.70 4
September 9 138 153.48 -15.48 5
October 10 190 153.27 36.73 6
November 11 192 153.05 38.95 7
December 12 192 152.84 39.16 8
1992 January 13 147 152.62 -5.62 9
February 14 133 152.41 -19.41 10
March 15 163 152.20 10.80 11
April 16 150 151.98 -1.98 12
May 17 129 151.77 -22.77 13
June 18 131 151.55 -20.55 14
July 19 145 151.34 -6.34 15
August 20 137 151.12 -14.12 16
September 21 138 150.91 -12.91 17
October 22 168 150.70 17.30 18
November 23 176 150.48 25.52 19
December 24 188 150.27 37.73 20
1993 January 25 139 150.05 -11.05 21
February 26 143 149.84 -6.84 22
March 27 150 149.62 0.38 23
April 28 154 149.41 4.59 24
May 29 137 149.20 -12.20 25
June 30 129 148.98 -19.98 26
July 31 128 148.77 -20.77 27
August 32 140 148.55 -8.55 28
September 33 143 148.34 -5.34
October 34 151 148.13 2.87
November 35 177 147.91 29.09
December 36 184 147.70 36.30
1994 January 37 151 147.48 3.52
February 38 134 147.27 -13.27
March 39 164 147.05 16.95
April 40 126 146.84 -20.84
May 41 131 146.63 -15.63
June 42 125 146.41 -21.41
July 43 127 146.20 -19.20
August 44 143 145.98 -2.98
September 45 143 145.77 -2.77
October 46 160 145.55 14.45
November 47 190 145.34 44.66
December 48 182 145.13 36.87
 1995 January 49 138 144.91 -6.91
February 50 136 144.70 -8.70
March 51 152 144.48 7.52
April 52 127 144.27 -17.27
May 53 151 144.05 6.95
June 54 130 143.84 -13.84
July 55 119 143.63 -24.63
August 56 153 143.41 9.59

Pendiente -0.21
Intercepto 155.41

Pronóstico
 0.00
20,464.27

Autocorrelación
#VALUE! Autocorrelograma de la Producción
#VALUE! Autocorrelación
1.00
#VALUE!
#VALUE! 0.80

#VALUE! 0.60
#VALUE! 0.40
#VALUE! 0.20
#VALUE!
0.00
#VALUE!
-0.20
#VALUE!
#VALUE! -0.40
#VALUE! -0.60
#VALUE! -0.80
#VALUE!
-1.00
#VALUE! 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
#VALUE! Resago
#VALUE!
#VALUE!
#VALUE!
#VALUE! Producción Mensual de Cerveza Au
#VALUE!
250
#VALUE!
#VALUE!
#VALUE!
200
#VALUE!
#VALUE!
#VALUE!
150
#VALUE!

100

50

0
1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 33

Producción Mensual de Cerveza Au

50.00

40.00

30.00

20.00
 Producción Mensual de Cerveza Au
50.00

40.00

30.00

20.00

10.00

0.00
1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 3
-10.00

-20.00

-30.00

-40.00
a Producción

15 16 17 18 19 20 21 22 23 24 25 26 27 28
ago

cción Mensual de Cerveza Australiana

23 25 27 29 31 33 35 37 39 41 43 45 47 49 51 53 55 57

cción Mensual de Cerveza Australiana

cción Mensual de Cerveza Australiana

1 23 25 27 29 31 33 35 37 39 41 43 45 47 49 51 53 55 57