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Airline Data

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112
118
132
129
121
135
148
148
136
119
104
118
115
126
141
135
125
149
170
170
158
133
114
140
145
150
178
163
172
178
199
199
184
162
146
166
171
180
193
181
183
218
230
242
209
191
172
194
196
196

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3
4
5
6
7
8
9
10
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236
235
229
243
264
272
237
211
180
201
204
188
235
227
234
264
302
293
259
229
203
229
242
233
267
269
270
315
364
347
312
274
237
278
284
277
317
313
318
374
413
405
355
306
271
306

Airline Passenger Traffic


450
400
350
300
250
200
150
100
50
0

Airline
Passenge
r Traffic

Airline
Passenge
r Traffic

Note: In both F'casts, Ft is the forecast obtain at time period t-1


Note the MSE's in row 7 are directly comparable so that we can see which
method has done best.
Holt'sLinExpSmthg
AlphaLES 1.406607
MSE(LES) 489.242
Orig. Data BetaLES -0.005785
MSE
538.4095
Month t
Yt
Lt
bt
Ft
Et
Et*Et
1
112
112
0
2
118 120.4396 -0.048822
112
6
36
3
132 136.7204 -0.143287 120.3908 11.60918 134.773
4
129 125.9191 -0.081632 136.5771 -7.57709 57.4123
5
121 119.0331 -0.042269 125.8375 -4.837468 23.40109
6
135 141.5095 -0.172537 118.9908 16.00922 256.2951
7
148 150.7093 -0.226755 141.3369 6.663071 44.39651
8
148 146.9906 -0.206555 150.4825 -2.482499
6.1628
9
136 131.6151 -0.118804 146.784 -10.78404 116.2956
10
119 113.9189 -0.017121 131.4963 -12.49632 156.1581
11
104 99.97386 0.063451 113.9018 -9.901782 98.04528
12
118 125.3038 -0.082713 100.0373 17.96269 322.6581
13
115 110.844 0.000456 125.221 -10.22105 104.4698
14
126 132.1623 -0.122865 110.8445 15.1555 229.6891
15
141 144.6434 -0.195777 132.0395 8.960528 80.29107
16
135 131.1585 -0.118901 144.4476 -9.44764 89.25789
17
125 122.5442 -0.069756 131.0396 -6.039619
36.477
18
149 159.7855 -0.285596 122.4745 26.52551 703.6027
19
170 174.2694 -0.371036 159.4999 10.50013 110.2527
20
170 168.4149 -0.339315 173.8984 -3.898393 15.19747
21
158 153.9032 -0.257329 168.0756 -10.07557 101.5171
22
133 124.6052 -0.089333 153.6459 -20.64587 426.2519
23
114 109.7242 -0.003764 124.5159 -10.5159 110.5843
24
140 152.3119 -0.250151 109.7204 30.27961 916.8547
25
145 142.1286 -0.192689 152.0618 -7.06176 49.86846
26
150 153.2789 -0.258307 141.9359 8.064053 65.02895
27
178 188.1568 -0.461566 153.0206 24.9794 623.9706
28
163 152.9587 -0.260619 187.6952 -24.69524 609.855
29
172 179.8483 -0.41768 152.6981 19.30189 372.5628
30
178 177.4183 -0.406039 179.4306 -1.430609 2.046643
31
199 207.9404 -0.584954 177.0123 21.98774 483.4605
32
199 195.6026 -0.516966 207.3554 -8.35542 69.81305
33
184 179.4925 -0.426761 195.0857 -11.08566 122.8918
34
162 155.0609 -0.287896 179.0657 -17.06573 291.2391
35
146 142.4328 -0.216509 154.7731 -8.773053 76.96646
36
166 175.6706 -0.410039 142.2163 23.7837 565.6643
37
171 169.2676 -0.37537 175.2606 -4.260588 18.15261
38
180 184.5165 -0.465755 168.8922 11.10776 123.3823
39
193 196.6388 -0.538575 184.0507 8.949259 80.08924
40
181 174.8601 -0.415704 196.1003 -15.10026 228.0178
41
183 186.4788 -0.485321 174.4444 8.55558 73.19795
42
218 231.0141 -0.74576 185.9934 32.00656 1024.42
43
230 229.8909 -0.743577 230.2683 -0.268342 0.072007

Note This block can be copied for c


Just put the new data in the left-han

Orig. Data
Yt
112
118
132
129
121
135
148
148
136
119
104
118
115
126
141
135
125
149
170
170
158
133
114
140
145
150
178
163
172
178
199
199
184
162
146
166
171
180
193
181
183
218
230

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
87
88
89
90
91
92
93
94

242
209
191
172
194
196
196
236
235
229
243
264
272
237
211
180
201
204
188
235
227
234
264
302
293
259
229
203
229
242
233
267
269
270
315
364
347
312
274
237
278
284
277
317
313
318
374
413
405
355
306

247.226
193.8019
190.0819
164.8615
206.0036
192.1858
197.7732
251.78
228.5422
229.4987
248.8064
270.5417
273.01
222.7834
206.5184
169.4906
213.9996
200.2275
183.2909
256.2497
215.5042
241.8243
273.3842
314.0792
284.9711
248.9167
221.2964
195.8926
242.7359
242.0867
229.6919
282.5295
263.9849
272.8911
332.5906
377.3833
335.3668
303.1251
262.7115
227.0077
299.1147
278.4069
276.9351
333.7973
305.187
323.7896
395.0427
421.0996
399.3177
337.7978
293.7485

-0.84816
-0.544014
-0.525642
-0.382785
-0.623002
-0.546671
-0.582156
-0.897947
-0.768714
-0.778694
-0.894891
-1.025805
-1.046018
-0.761513
-0.671828
-0.461512
-0.721662
-0.646166
-0.551928
-0.977179
-0.747124
-0.903705
-1.091503
-1.333233
-1.172559
-0.970771
-0.816607
-0.674372
-0.949257
-0.950993
-0.884792
-1.19557
-1.095208
-1.153064
-1.50509
-1.772917
-1.540113
-1.362507
-1.136601
-0.936634
-1.359183
-1.247254
-1.245955
-1.582104
-1.425748
-1.54161
-1.96272
-2.12481
-2.011096
-1.666844
-1.421667

229.1473
246.3778
193.2579
189.5563
164.4787
205.3806
191.6391
197.191
250.8821
227.7735
228.72
247.9115
269.5159
271.964
222.0219
205.8466
169.0291
213.278
199.5813
182.739
255.2725
214.7571
240.9206
272.2927
312.746
283.7986
247.9459
220.4798
195.2182
241.7867
241.1357
228.8072
281.3339
262.8897
271.738
331.0855
375.6103
333.8267
301.7626
261.5749
226.071
297.7555
277.1596
275.6891
332.2152
303.7612
322.248
393.08
418.9748
397.3066
336.131

12.85269
-37.37784
-2.257882
-17.55629
29.5213
-9.380576
4.360883
38.80899
-15.88207
1.226482
14.28
16.08854
2.484086
-34.96403
-11.02185
-25.84661
31.97093
-9.277955
-11.58135
52.26099
-28.27252
19.24294
23.07938
29.70726
-19.74596
-24.79859
-18.94594
-17.47983
33.7818
0.213328
-8.135748
38.19285
-12.33392
7.110272
43.26198
32.91445
-28.61034
-21.82671
-27.76259
-24.57492
51.92898
-13.75552
-0.15965
41.31087
-19.2152
14.23879
51.75201
19.91997
-13.9748
-42.30665
-30.13096

165.1916
1397.103
5.098032
308.2232
871.5072
87.99521
19.0173
1506.138
252.2403
1.504257
203.9183
258.8411
6.170684
1222.483
121.4813
668.047
1022.14
86.08044
134.1276
2731.211
799.3356
370.2907
532.658
882.5211
389.9028
614.9701
358.9486
305.5446
1141.21
0.045509
66.19039
1458.694
152.1257
50.55596
1871.599
1083.361
818.5516
476.4053
770.7615
603.9269
2696.619
189.2144
0.025488
1706.588
369.2239
202.7431
2678.271
396.8052
195.2949
1789.853
907.8748

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209
191
172
194
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196
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235
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264
272
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188
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293
259
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267
269
270
315
364
347
312
274
237
278
284
277
317
313
318
374
413
405
355
306

95
96

271 262.3283 -1.248129 292.3269 -21.32686 454.8351


306 324.2647 -1.613644 261.0802 44.91979 2017.787

271
306

Note This block can be copied for carrying out the H-W forecast
Just put the new data in the left-hand column
Holt-Winter's Forecast, Multiplicative Model
AlphaHW
0.8089818259
BetaHW
0.0177493982
GammaHW
1.0324535703
Lt
bt
St
Ft
0.884211
0.931579
1.042105
1.018421
0.955263
1.065789
1.168421
1.168421
1.073684
0.939474
0.821053
126.6666666667 0.5454545455 0.931579
129.5156181645 0.5863402301 0.888044 112.4823
134.2700583815 0.6603214964 0.938629 121.2002
135.2318472992 0.6656723617 1.042672 140.6117
133.1960218291 0.617722401 1.013385 138.4009
131.4193604814 0.5752235304 0.95102 127.8273
138.311021176 0.6873364887 1.077655 140.6784
144.2544240903 0.7806285045
1.1788 162.4086
145.4075425333 0.7872399768 1.169151 169.462
146.9730879353 0.8010544297 1.07507 156.967
142.7539935791
0.71194981 0.93142 138.8299
139.7286176093 0.6456145266 0.815699 117.7931
148.389829338 0.7878865529 0.943846 130.7697
160.5863213286 0.9903824335 0.903425 132.4764
160.1455060853 0.964979536 0.936584 151.6606
168.8806089773 1.1028945494 1.054367 167.9853
162.592224315 0.9717037916 1.002155 172.2588
177.5548413208 1.2200340811 0.969289 155.5526
167.7715525244 1.0247317221 1.060425 192.6577
168.8120711841 1.0250119307 1.178826 198.977
170.137972798 1.0303525415 1.169655 198.5652
171.1547917289 1.0301123281 1.07505 184.018
173.5950910461 1.0551422984 0.933264 160.3764
178.1590878508 1.1174223542 0.819615 142.462
176.5256049042 1.0685954407 0.940261 169.2095
187.0476098624 1.2363877703 0.914556 160.443
191.4421001677 1.2924421897 0.94035 176.3438
184.8985297667 1.1533576821 1.043473 203.2129
181.6501406456 1.0752293254 0.996235 186.4528
187.638157953 1.1624283555 0.975476 177.1137
202.3731841963 1.4033337997 1.077763 200.2088
196.7648874104 1.2788815766 1.168586 240.2172

Note This block can be copied for c


Just put the new data in the left-ha

MSE(HW) 90.37307
Et
Et*Et

2.517703
4.799755
0.388341
-3.400895
-2.82734
8.321562
7.591393
0.537991
1.03297
-5.829918
-3.79309
9.230321
12.52358
-1.660561
10.01467
-9.258818
16.44739
-14.65767
0.023004
0.43485
-0.017985
1.623616
3.537989
-3.209506
10.55703
3.656235
-10.21288
-5.45282
5.886302
17.79115
-10.21716

6.33883
23.03764
0.150809
11.56609
7.993851
69.24839
57.62924
0.289435
1.067028
33.98794
14.38753
85.19882
156.84
2.757462
100.2936
85.7257
270.5167
214.8473
0.000529
0.189094
0.000323
2.636128
12.51737
10.30093
111.4508
13.36806
104.3028
29.73325
34.64855
316.5252
104.3903

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Orig. Data
Yt
112
118
132
129
121
135
148
148
136
119
104
118
115
126
141
135
125
149
170
170
158
133
114
140
145
150
178
163
172
178
199
199
184
162
146
166
171
180
193
181
183
218
230

205.2072081161
196.7407460102
203.3807976333
208.8713686769
207.0795612892
213.186991825
209.613929449
223.2615838896
233.7739127736
234.897409861
227.5944236327
226.5305168098
230.0970779643
224.7991124512
224.9341320941
220.0380772706
215.8648941013
220.9335936766
205.1241713017
219.1383205376
224.7129251482
237.3456070559
245.7092667186
256.8935059239
249.9086348684
246.829156147
244.9381945188
247.8622707634
246.625615705
259.379856192
255.6542594136
250.4571305638
263.5046773948
272.1125607853
289.436096309
306.0913669421
298.4023904392
297.9799157527
294.4277931265
290.7058752577
298.113480427
303.4894851502
304.2739026394
299.1122228919
305.4494036971
317.9379135292
339.0325468815
346.0888970092
348.4224042344
341.3441643945
331.7013717257

1.40602831
1.2307975466
1.326808551
1.4007128294
1.3440475169
1.4285946988
1.3398182958
1.5582749802
1.7172040482
1.706666107
1.5467502003
1.5004126093
1.5370855025
1.4157674605
1.3930349575
1.2814073988
1.1845916989
1.2535322762
0.9506751
1.182543904
1.2605003383
1.4623497171
1.5848438153
1.7552273063
1.6000958204
1.5170361885
1.4565462783
1.482594052
1.4343290168
1.6352506328
1.5400988176
1.4205170811
1.6268898617
1.7507982955
2.0272050093
2.2868443706
2.1097795537
2.064833565
1.965135973
1.8641941899
1.9625863986
2.0231725196
2.0011853633
1.8740488184
1.9532667251
2.1402609499
2.4766896529
2.5579758701
2.5539916868
2.3830253741
2.1695743413

1.179609
1.061898
0.939315
0.823599
0.936727
0.919537
0.93488
1.057497
1.005537
0.974875
1.067362
1.165303
1.182191
1.054027
0.938011
0.81786
0.930957
0.923478
0.915922
1.072865
1.010328
0.986262
1.07467
1.175918
1.172112
1.049156
0.93483
0.81904
0.928454
0.933303
0.91124
1.06583
1.021196
0.99243
1.088766
1.189618
1.162559
1.046982
0.930482
0.815134
0.932663
0.935862
0.910336
1.059607
1.024834
1.000447
1.103605
1.193456
1.162376
1.03978
0.922258

231.6428
222.1195
184.7597
167.7815
197.7106
190.615
201.8139
220.1246
223.9734
229.7159
255.0031
267.7711
268.9873
245.9719
212.4871
186.4027
207.3159
199.5851
207.7184
217.9235
221.5408
220.2958
254.8945
288.1725
305.7722
265.097
232.9516
201.5164
232.1292
229.078
239.0695
275.9349
254.4791
261.4892
294.3128
342.737
361.4537
315.284
280.4907
242.7578
271.6379
280.062
278.3953
326.437
307.3661
305.0757
348.4903
406.2656
405.3226
367.466
319.832

10.35716
-13.11947
6.240267
4.218493
-3.710592
5.385014
-5.813864
15.87539
11.02663
-0.715896
-12.00307
-3.771131
3.012734
-8.971931
-1.487087
-6.402721
-6.315917
4.41491
-19.71839
17.07651
5.459184
13.70421
9.105513
13.82751
-12.77218
-6.097045
-3.951561
1.483635
-3.129246
12.92204
-6.069504
-8.934857
14.52087
8.510808
20.68719
21.26303
-14.45369
-3.28404
-6.490749
-5.757764
6.362076
3.937981
-1.395338
-9.437039
5.633914
12.92426
25.5097
6.734449
-0.322576
-12.46601
-13.83196

107.2707
172.1206
38.94093
17.79568
13.76849
28.99838
33.80102
252.0279
121.5865
0.512507
144.0738
14.22143
9.076564
80.49555
2.211426
40.99484
39.8908
19.49143
388.8151
291.607
29.80268
187.8052
82.91037
191.1999
163.1287
37.17396
15.61483
2.201173
9.792179
166.979
36.83888
79.83166
210.8556
72.43385
427.9597
452.1166
208.9093
10.78492
42.12982
33.15185
40.47601
15.50769
1.946968
89.05771
31.74099
167.0366
650.7446
45.3528
0.104055
155.4014
191.3232

44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
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75
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77
78
79
80
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84
85
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87
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242
209
191
172
194
196
196
236
235
229
243
264
272
237
211
180
201
204
188
235
227
234
264
302
293
259
229
203
229
242
233
267
269
270
315
364
347
312
274
237
278
284
277
317
313
318
374
413
405
355
306

332.7299905642 2.1493230677 0.814453 272.1496 -1.149633 1.321655


329.3891086222 2.051875233 0.928873 312.3296 -6.329576 40.06353

95
96

271
306

Note This block can be copied for carrying out the H-W forecast
Just put the new data in the left-hand column
Holt-Winter's Forecast Additive Model
AlphaHWA 0.265894
BetaHWA
0.056343
GammaHWA 1.200592
MSE(HW)
Lt
bt
St
Ft
Et
-14.66667
-8.666667
5.333333
2.333333
-5.666667
8.333333
21.33333
21.33333
9.333333
-7.666667
-22.66667
126.666667 0.545455 -8.666667
127.864771 0.582227 -12.50333 112.5455 2.454545
130.100773 0.675405 -3.184892 119.7803 6.219669
132.076531 0.74867 9.643621 136.1095 4.890489
132.783048 0.746295 2.193607 135.1585 -0.158535
132.768173 0.703409 -8.189718 127.8627 -2.862676
135.384715
0.8112 14.6748 141.8049 7.195084
139.511817 0.998027 32.32457 157.5292 12.47075
142.678697 1.120226 28.52244 161.8432 8.156822
145.093229 1.193151 13.62357 153.1323 4.867743
144.79213 1.108961 -12.61966 138.6197 -5.619713
143.445709 0.970618 -30.80553 123.2344 -9.234424
145.546468 1.034293 -4.920582 135.7497 4.25034
149.48501 1.197926 -2.876601 134.0774 10.92256
151.348192 1.235409 -0.979765 147.498 2.501956
156.777494 1.471704 23.54514 162.2272 15.77278
158.929141 1.510014 4.44742 160.4428 2.557195
165.690719 1.805901 9.217661 152.2494 19.75056
166.387463 1.743408 10.99827 182.1714 -4.171421
167.743877 1.721604 31.0418 200.4554 -1.455441
169.734587 1.736766 29.41445 197.9879 1.012079
171.180219 1.720363 12.65855 185.0949 -1.094927
173.357676 1.746117 -11.10453 160.2809 1.719082
175.556275 1.771611 -29.30568 144.2983 1.701737
175.62422 1.675622 -10.56773 172.4073 -6.407304
176.389621 1.624337 -5.893712 174.4232 -3.42324
178.80255 1.668769 1.634182 177.0342 2.965806
177.542105 1.503729 13.83566 204.0165 -11.01645
178.382892 1.466377 2.249962 183.4933 -2.493254
178.236106 1.375487 3.870504 189.0669 -6.06693
186.894476 1.785824 35.13887 190.6099 27.39013
191.413136
1.9398 40.10034 219.7221 10.2779

118.5619
Et*Et

6.024793
38.68428
23.91689
0.025133
8.194916
51.76924
155.5197
66.53375
23.69492
31.58118
85.27458
18.06539
119.3024
6.259783
248.7806
6.539248
390.0847
17.40076
2.118308
1.024303
1.198865
2.955243
2.895907
41.05354
11.71857
8.796007
121.3623
6.216317
36.80765
750.2194
105.6352

198.46678
199.537202
201.807499
203.266177
205.17499
205.856157
204.295218
210.39204
217.858793
221.537007
219.699463
222.437714
224.931111
227.44839
227.597485
224.936832
222.954193
221.965031
216.778209
215.018397
213.564596
217.434362
224.989491
235.345587
239.502797
243.582641
245.990348
248.787743
251.531037
255.785899
260.072268
258.815276
259.943104
259.355111
264.289354
273.352899
280.256983
286.354053
289.742456
290.010186
294.824336
297.491421
301.120625
305.906493
307.816742
310.320932
315.538486
318.627778
325.498251
328.484643
329.064981

2.227928
2.162711
2.168772
2.128764
2.116371
2.035508
1.832874
2.073117
2.377009
2.450322
2.208732
2.238567
2.252925
2.267819
2.148444
1.877487
1.659997
1.510736
1.133377
0.970367
0.833783
1.004838
1.3739
1.879981
2.008286
2.125004
2.140932
2.177919
2.209774
2.324999
2.435508
2.227463
2.165506
2.010367
2.175106
2.563219
2.807795
2.993122
3.015393
2.860583
2.970652
2.953548
2.991616
3.092709
3.026086
2.996681
3.121811
3.119979
3.331292
3.31186
3.157958

46.36533
8.821757
-10.74792
-31.65944
-11.2968
-10.65099
-10.28697
27.96939
20.12827
8.183617
20.92586
41.85554
47.21002
9.698013
-17.77086
-47.60017
-24.09198
-19.43217
-32.4874
18.37932
12.09287
18.247
42.63814
71.62886
54.75836
16.56461
-16.83378
-45.42419
-22.21793
-12.6533
-25.98604
6.139772
8.447905
9.119968
52.32992
94.462
69.14704
27.46759
-15.52354
-54.53188
-15.74243
-13.65954
-23.74644
12.08719
4.528397
7.390036
59.69146
94.35421
81.57882
26.32435
-24.57773

222.7674
213.3533
190.5954
174.6706
194.8272
201.3976
209.5258
219.9638
214.7151
224.1063
259.1262
262.0085
271.0416
236.0058
218.9683
198.0865
215.5175
213.9632
213.1888
245.881
236.117
222.582
239.3651
268.2189
284.4356
251.2091
227.9368
200.5311
226.8737
234.3086
225.6235
280.8871
273.1356
280.3556
304.0036
338.0933
330.6745
299.6294
272.5134
247.3337
270.6528
285.1417
274.4589
310.252
317.4471
319.9628
365.6475
413.1223
390.8948
356.2971
316.273

19.23262
-4.353255
0.404619
-2.670586
-0.82721
-5.397649
-13.52585
16.03625
20.28488
4.893694
-16.1262
1.991463
0.95839
0.994207
-7.968293
-18.08649
-14.51752
-9.963199
-25.18879
-10.88097
-9.117033
11.418
24.63494
33.78107
8.564415
7.790903
1.063215
2.468889
2.126316
7.691357
7.3765
-13.8871
-4.135609
-10.35561
10.99638
25.90668
16.32552
12.37061
1.486608
-10.33366
7.347157
-1.141684
2.541069
6.747987
-4.447107
-1.962795
8.352463
-0.1223
14.1052
-1.29713
-10.27296

369.8936
18.95083
0.163716
7.132031
0.684276
29.13462
182.9485
257.1612
411.4764
23.94824
260.0544
3.965924
0.918511
0.988448
63.49369
327.1212
210.7583
99.26533
634.4753
118.3956
83.12028
130.3708
606.88
1141.161
73.34921
60.69818
1.130427
6.095415
4.52122
59.15697
54.41275
192.8514
17.10326
107.2387
120.9204
671.1559
266.5226
153.032
2.210003
106.7846
53.98071
1.303442
6.457031
45.53533
19.77676
3.852565
69.76363
0.014957
198.9567
1.682547
105.5337

330.443823 3.057718 -60.42912 277.6911 -6.691063 44.77033


330.374859 2.881552 -26.10645 317.7591 -11.75911 138.2768

450

Airline -LES

400
350
300
250

Airline
Data

200

LES

150
100
50
0

Airline
Data
LES

450

Airline Data -Holt-Winter's F'cast, Multiplicative Model

400
350

Data

300

HW
Foreca
st

250
200
150
100
50
0
1234567891111111111222222222233333333334444444444555555555566666666667777777777888888
0123456789012345678901234567890123456789012345678901234567890123456789012345

8888
2345

Data
HW
Foreca
st

Airline Data -Holt-Winter's F'cast Additive Model


450
400
350

Data

300

Column
U

250
200
150
100
50
0
1234567891111111111222222222233333333334444444444555555555566666666667777777777888888
0123456789012345678901234567890123456789012345678901234567890123456789012345

8888
2345

Data
Column
U