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Jan 10.00
Feb 12.00
March 15.00
April 16.00 12.33 13.17 2.83 3.67 2.83
May 14.00 14.33 15.00 (1.00) (0.33) (1.00)
June 17.00 15.00 14.83 2.17 2.00 2.17
July 20.00 15.67 15.83 4.17 4.33 4.17
Aug 22.00 17.00 18.00 4.00 5.00 4.00
Sep 25.00 19.67 20.50 4.50 5.33 4.50
Oct 21.00 22.33 23.17 (2.17) (1.33) (2.17)
Nov 19.00 22.67 22.50 (3.50) (3.67) (3.50)
Dec 24.00 21.67 20.67 3.33 2.33 3.33
Jan 26.00 21.33 21.83 4.17 4.67 4.17
18.54 24.17
2.20 1.85
Chart Title
30.00
25.00
20.00
15.00
10.00
5.00
-
Jan Feb March April May June July Aug Sep Oct Nov Dec Jan
5.22%
0
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Alpha 0.2
Beta 0.4
Initial Forecast 11
Initial Trend
factor 2 40.00
35.00
Actual
30.00
Months Demand Forecast Trend FIT Forecast
1 12.00 11.00 2.00 25.00
2 17.00 13.20 2.080 20.00
3 20.00 16.04 2.384
15.00
4 19.00 19.22 2.701
5 24.00 21.87 2.684 10.00
6 21.00 24.98 2.854 5.00
7 31.00 27.04 2.535
-
8 28.00 30.37 2.852
9 36.00 32.75 2.663
Actual Demand
10
Actual Demand Forecast
NODEL's Example 12
X Y X*X X*Y y X
Months Actual Demand 2 1
1 12.00 1.00 12.00 3 3
2 17.00 4.00 34.00 2.5 4
3 20.00 9.00 60.00 2 2
4 19.00 16.00 76.00 2 1
5 24.00 25.00 120.00 3.5 7
6 21.00 36.00 126.00
7 31.00 49.00 217.00
8 28.00 64.00 224.00 Alph 1.75
9 36.00 81.00 324.00 Beta 0.25
10 35.86 Standard Error 0.25
11 38.41
Coefficient of Correlati 0.901388
Alpha 10.36111111111 0.901388
Beta 2.55
Yc
Forecast Y-Yc
2.00 0
2.50 0.25
2.75 0.0625
2.25 0.0625
2.00 0
3.50 0
0.375
0.25
X
Seasonality and
X Smoothing Seasonality
Irregularity
t Year Quarter Material Price MA(4) CMA(4) It*St St
1 1 28.6 T 0.973035846
2 2 28.1 28.975 0.95529177
Year 1
3 3 29.2 29.05 29.0125 1.00646273158122 1.02149453
4 4 30 29.15 29.1 1.03092783505155 1.038812447
5 1 28.9 29.35 29.25 0.98803418803419 0.973035846
6 2 28.5 29.725 29.5375 0.96487515869657 0.95529177
Year 2
7 3 30 29.8 29.7625 1.00797984040319 1.02149453
8 4 31.5 29.925 29.8625 1.05483465885308 1.038812447
9 1 29.2 30.425 30.175 0.96768848384424 0.973035846
10 2 29 30.425 30.425 0.9531635168447 0.95529177
Year 3
11 3 32 30.525 30.475 1.05004101722724 1.02149453
12 4 31.5 30.6 30.5625 1.03067484662577 1.038812447
13 1 29.6 30.85 30.725 0.96338486574451 0.973035846
14 2 29.3 30.975 30.9125 0.94783663566518 0.95529177
Year 4
15 3 33 1.02149453
16 4 32 1.038812447
17 1 0.973035846
33
18 2 31
0.95529177
19 Smoothing means 3 29 1.02149453
27
20 Yt = St * It * T 4 1.038812447
25
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
Year 1 Year 2 Year 3 Year 4 Smo Yt =
oth- St *
SUMMARY OUTPUT ing It *
mea Tren
ns d
that
we
Regression Statistics Beta hav
e
Multiple R 0.8280114 Alpha take
n
R Square 0.6856029 out
Sea
Adjusted R Squ 0.663146 son
ality
Material Price Trend Forecast
Standard Error 0.5400256 and
Ir-
reg-
Observations 16 ular-
ity
in
the
ANOVA data
df SS MS F Significance F
Regression 1 8.90329720265 8.9033 30.52967 7.47638848415E-05
Residual 14 4.08278713059 0.29163
Total 15 12.9860843332
Coefficients Standard Error t Stat P-value Lower 95% Upper 95%
Intercept 28.731798 0.28319181547 101.457 1.787E-21 28.1244123003092 29.33918437
X Variable 1 0.1618214 0.02928700034 5.52537 7.476E-05 0.09900704002866 0.224635777
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.6685779
R Square 0.4469964
Adjusted R Squ 0.4074961
Standard Error 1.149471
Observations 16
ANOVA
df SS MS F Significance F
Regression 1 14.9520294118 14.952 11.31629 0.00463338127885
Residual 14 18.4979705882 1.32128
Total 15 33.45
PROBABILITY OUTPUT
Percentile Y
3.125 28.1
9.375 28.5
15.625 28.6
21.875 28.9
28.125 29
34.375 29.2
40.625 29.2
46.875 29.3
53.125 29.6
59.375 30
65.625 30
71.875 31.5
78.125 31.5
84.375 32
90.625 32
96.875 33
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.8280114
R Square 0.6856029
Adjusted R Squ 0.663146
Standard Error 0.5400256
Observations 16
ANOVA
df SS MS F Significance F
Regression 1 8.90329720265 8.9033 30.52967 7.47638848415E-05
Residual 14 4.08278713059 0.29163
Total 15 12.9860843332
33
De-Seasonalize Trend Forecast
32
Yt/St Tt Ft
31
29.39254511667 28.89361974 28.114528 0.4854723
29.41509690612 29.05544115 27.756424 30
28.5855666868 29.21726256 29.845274
29
28.87913029071 29.37908397 30.519358
29.70085852699 29.54090538 28.74436 28
29.83381714678 29.70272679 28.37477
27
29.36873289739 29.8645482 30.506473 1 2 3 4 1 2 3 4 1 2 3 4 1
30.32308680524 30.0263696 31.191766 Year 1 Year 2 Year 3
ar 4 Smo Yt =
oth- St *
ing It *
mea Tren
ns d
that
we
0.161821408482
hav
e
28.73179833626
take
n
out
Sea
son
t ality
and
Ir-
reg-
ular-
ity
in
the
data
Lower 95.0% Upper 95.0%
28.12441230031 29.33918437
0.099007040029 0.224635777
3 4 1 2 3 4 1 2 3 4
r2 Year 3 Year 4
ar Material Price
MA(4) Forecast
Xt Yt Xt*Yt Yt*Yt Yc
Data MAD MSE
1 29.392545 29.39255 863.9217 28.89362 0.498925 0.248927
2 29.415097 58.83019 865.2479 29.81185 0.396753 0.157413
3 28.585567 85.7567 817.1346 28.7318 0.146232 0.021384
4 28.87913 115.5165 834.0042 28.7318 0.147332 0.021707
5 29.700859 148.5043 882.141 32.87186 3.170997 10.05522
6 29.833817 179.0029 890.0566 33.69987 3.86605 14.94634
7 29.368733 205.5811 862.5225 28.7318 0.636935 0.405686
8 30.323087 242.5847 919.4896 28.7318 1.591288 2.532199
9 30.009172 270.0825 900.5504 28.7318 1.277374 1.631683
10 30.357217 303.5722 921.5607 28.7318 1.625419 2.641987
11 31.326648 344.5931 981.3589 28.7318 2.59485 6.733247
12 30.323087 363.877 919.4896 28.7318 1.591288 2.532199
13 30.420256 395.4633 925.392 28.7318 1.688458 2.850891
14 30.671258 429.3976 940.726 28.7318 1.939459 3.761502
15 32.305606 484.5841 1043.652 28.7318 3.573808 12.7721
16 30.804406 492.8705 948.9114 28.7318 2.072607 4.295701
136 481.71648 4149.609 14516.16
8.5 30.10728 259.3506 907.26 65.60819
4.686299
2.164786
Intercept 28.731798
Slope 0.1618214
Std Error 0.5400256 Interpretation: At 1 Std Dev there is 68% probability that the value will be 0.54 in positive
Coefficient 0.8280114
0.8280114
lue will be 0.54 in positive or negative direction.
t Year Quarter Material Price Ft Error Cum Error Abs Dev
1 1 28.6 28.114528 0.4854723 0.4854722713 0.4854723
2 2 28.1 27.756424 0.3435762 0.8290484522 0.3435762
Year 1
3 3 29.2 29.845274 -0.645274 0.1837745715 0.6452739
4 4 30 30.519358 -0.519358 -0.3355835336 0.5193581
5 1 28.9 28.74436 0.1556401 -0.1799433866 0.1556401
6 2 28.5 28.37477 0.1252295 -0.0547138449 0.1252295
Year 2
7 3 30 30.506473 -0.506473 -0.5611864598 0.5064726
8 4 31.5 31.191766 0.3082335 -0.2529529381 0.3082335
9 1 29.2 29.374192 -0.174192 -0.4271449154 0.174192
10 2 29 28.993117 0.0068829 -0.4202620129 0.0068829
Year 3
11 3 32 31.167671 0.8323287 0.412066638 0.8323287
12 4 31.5 31.864175 -0.364175 0.0478917865 0.3641749
13 1 29.6 30.004024 -0.404024 -0.3561323152 0.4040241
14 2 29.3 29.611464 -0.311464 -0.6675960518 0.3114637
Year 4
15 3 33 31.82887 1.1711299 0.5035338648 1.1711299
16 4 32 32.536583 -0.536583 -0.0330493599 0.5365832
-0.033049
Max Min Max Min
Cum Abs Dev MADs Tracking Signal MA%E Values Tracking
0.4854722713 0.4854723 1.00 1.70% 1.00 -1.00 0 0 2.50
0.8290484522 0.4145242 2.00 1.22% 1.00 -1.00 1 0
2.00
1.4743223329 0.4914408 0.37 2.21% 1.00 -1.00 0 0
1.993680438 0.4984201 -0.67 1.73% 1.00 -1.00 0 0 1.50
2.149320585 0.4298641 -0.42 0.54% 1.00 -1.00 0 0
1.00
2.2745501267 0.3790917 -0.14 0.44% 1.00 -1.00 0 0
2.7810227416 0.397289 -1.41 1.69% 1.00 -1.00 0 1 0.50
3.0892562633 0.386157 -0.66 0.98% 1.00 -1.00 0 0
0.00
3.2634482407 0.3626054 -1.18 0.60% 1.00 -1.00 0 1 0 1 2 3 4
3.2703311432 0.3270331 -1.29 0.02% 1.00 -1.00 0 1 -0.50
4.1026597941 0.3729691 1.10 2.60% 1.00 -1.00 1 0
-1.00
4.4668346455 0.3722362 0.13 1.16% 1.00 -1.00 0 0
4.8708587472 0.3746814 -0.95 1.36% 1.00 -1.00 0 0 -1.50
5.1823224839 0.3701659 -1.80 1.06% 1.00 -1.00 0 1 -2.00
6.3534524005 0.4235635 1.19 3.55% 1.00 -1.00 1 0
6.8900356252 0.4306272 -0.08 1.68% 1.00 -1.00 0 0
3 4
High 1.00
Low -1.00
2.50
2.00
1.50
1.00
0.50
0.00
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17
-0.50
-1.00
-1.50
-2.00
t Year Months Material Price
1 1 10
2 2 10.2
3 3 9.8
4 4 11
5 5 15
6 6 18
Year 1
7 7 19
8 8 20
9 9 15
10 10 12
11 11 11
12 12 10.5
13 1 11
14 2 11.2
15 3 10.9
16 4 11.5
17 5 16
18 6 21
Year 2
19 7 24
20 8 25
21 9 19
22 10 18
23 11 17
24 12 14
25 1 11.9
26 2 12
27 3 12.2
28 4 13
29 5 21
30 6 28
Year 3
31 7 30
32 8 31
33 9 25
34 10 22
35 11 19
36 12 18