Global Supply Chains-Problem Set Time Series Forecasting
jackyhuangExample_COMPLETEDEXCEL.xlsx
Data
| Month | Index | Demand | Deseas | Dbar | Sbar | Seas Fact | Forecast | Error | Abs Error | MAD | 12.26 | Dbar = Level |
| Jan-12 | 1 | 15.1 | 99.5402122492 | 0.1517137111 | 0.5181481297 | 51.5765748052 | 36.5 | 36.4749598015 | Sbar = Trend |
| Feb-12 | 2 | 39.2 | 101.6482322368 | 0.3853921487 | 0.5044556303 | 51.2770230628 | 12.1 | 12.1025924271 |
| Mar-12 | 3 | 71.6 | 103.7562522243 | 0.6896797996 | 0.5959571455 | 61.8342799041 | -9.7 | 9.7243113356 |
| Apr-12 | 4 | 57.9 | 105.8642722119 | 0.54690594 | 0.6070731083 | 64.2673527884 | 6.4 | 6.3695534802 |
| May-12 | 5 | 64.4 | 107.9722921994 | 0.5965292218 | 0.7255116042 | 78.3351509234 | 13.9 | 13.9265234854 |
| Jun-12 | 6 | 66.7 | 110.080312187 | 0.6055839388 | 0.6322290259 | 69.5959685395 | 2.9 | 2.9330994969 |
| Jul-12 | 7 | 111.7 | 110.9809895624 | 112.1883321745 | 0.9954335343 | 0.8680550209 | 97.3856450328 | -14.3 | 14.2903829735 |
| Aug-12 | 8 | 123.0 | 116.0816669556 | 114.2963521621 | 1.0764422856 | 1.077354345 | 123.137671619 | 0.1 | 0.1042450594 |
| Sep-12 | 9 | 124.3 | 116.6701755712 | 116.4043721496 | 1.0681020965 | 1.1615350126 | 135.2077538735 | 10.9 | 10.8759999442 |
| Oct-12 | 10 | 167.2 | 117.130749022 | 118.5123921372 | 1.4107096145 | 1.5240302184 | 180.6164668754 | 13.4 | 13.4298958518 |
| Nov-12 | 11 | 173.1 | 120.0692131423 | 120.6204121247 | 1.4352219803 | 1.5779762133 | 190.3361411657 | 17.2 | 17.2190744097 |
| Dec-12 | 12 | 268.7 | 122.8561829169 | 122.7284321123 | 2.1894615971 | 1.9999543192 | 245.4512578879 | -23.3 | 23.2579310989 |
| Jan-13 | 13 | 112.9 | 122.5509629861 | 124.8364520998 | 0.9046190175 | 0.5181481297 | 64.6837741718 | -48.2 | 48.2456544715 |
| Feb-13 | 14 | 63.8 | 122.5944123569 | 126.9444720874 | 0.5022894923 | 0.5044556303 | 64.0378536811 | 0.3 | 0.2749792485 |
| Mar-13 | 15 | 61.1 | 125.8003565461 | 129.0524920749 | 0.4734070085 | 0.5959571455 | 76.9097547975 | 15.8 | 15.8154005804 |
| Apr-13 | 16 | 79.4 | 130.9481161756 | 131.1605120625 | 0.6054855833 | 0.6070731083 | 79.6240197426 | 0.2 | 0.2082205918 |
| May-13 | 17 | 113.4 | 136.7220170493 | 133.26853205 | 0.851016851 | 0.7255116042 | 96.6878664779 | -16.7 | 16.725900005 |
| Jun-13 | 18 | 84.5 | 140.7300335576 | 135.3765520376 | 0.624517343 | 0.6322290259 | 85.588985618 | 1.0 | 1.0439810306 |
| Jul-13 | 19 | 86.5 | 140.1117667494 | 137.4845720252 | 0.6289332166 | 0.8680550209 | 119.3441730455 | 32.9 | 32.8755589227 |
| Aug-13 | 20 | 149.3 | 139.4394380457 | 139.5925920127 | 1.0694236935 | 1.077354345 | 150.3906855342 | 1.1 | 1.1070601924 |
| Sep-13 | 21 | 175.0 | 141.7461156654 | 141.7006120003 | 1.235169088 | 1.1615350126 | 164.5902221476 | -10.4 | 10.4339935392 |
| Oct-13 | 22 | 240.0 | 144.0668463469 | 143.8086319878 | 1.6691650359 | 1.5240302184 | 219.1687008204 | -20.9 | 20.8716395532 |
| Nov-13 | 23 | 238.8 | 145.7313236796 | 145.9166519754 | 1.6368037173 | 1.5779762133 | 230.2530059348 | -8.6 | 8.5839124407 |
| Dec-13 | 24 | 299.2 | 146.7623036939 | 148.0246719629 | 2.0211612672 | 1.9999543192 | 296.0425820359 | -3.1 | 3.1391515301 |
| Jan-14 | 25 | 67.6 | 148.897104343 | 150.1326919505 | 0.450391449 | 0.5181481297 | 77.7909735384 | 10.2 | 10.1724928694 |
| Feb-14 | 26 | 92.9 | 152.4109248834 | 152.240711938 | 0.6104670185 | 0.5044556303 | 76.7986842993 | -16.1 | 16.1392492172 |
| Mar-14 | 27 | 87.3 | 155.2446228074 | 154.3487319256 | 0.5654698741 | 0.5959571455 | 91.985229691 | 4.7 | 4.7056716832 |
| Apr-14 | 28 | 108.9 | 156.9021413868 | 156.4567519131 | 0.6962187977 | 0.6070731083 | 94.9806866968 | -13.9 | 13.9474450178 |
| May-14 | 29 | 123.8 | 159.6027053295 | 158.5647719007 | 0.7810618236 | 0.7255116042 | 115.0405820323 | -8.8 | 8.8083078721 |
| Jun-14 | 30 | 98.9 | 162.8709187181 | 160.6727918882 | 0.6152466783 | 0.6322290259 | 101.5820026965 | 2.7 | 2.7286011871 |
| Jul-14 | 31 | 123.4 | 165.5563918309 | 162.7808118758 | 0.7580465496 | 0.8680550209 | 141.3027010582 | 17.9 | 17.9072682805 |
| Aug-14 | 32 | 196.7 | 166.8469992382 | 164.8888318633 | 1.1928551948 | 1.077354345 | 177.6436994493 | -19.0 | 19.044800209 |
| Sep-14 | 33 | 195.6 | 168.0870043947 | 166.9968518509 | 1.1714477811 | 1.1615350126 | 193.9726904216 | -1.7 | 1.6554011234 |
| Oct-14 | 34 | 259.2 | 169.2064864936 | 169.1048718384 | 1.5328766558 | 1.5240302184 | 257.7209347653 | -1.5 | 1.4959756558 |
| Nov-14 | 35 | 284.5 | 169.0565291706 | 171.212891826 | 1.6615213955 | 1.5779762133 | 270.1698707038 | -14.3 | 14.3040122497 |
| Dec-14 | 36 | 332.0 | 170.2331667549 | 173.3209118135 | 1.9154174002 | 1.9999543192 | 346.6339061839 | 14.7 | 14.6520158714 |
| Jan-15 | 37 | 99.3 | 174.8098883447 | 175.4289318011 | 0.5658683412 | 0.5181481297 | 90.898172905 | -8.4 | 8.3715057262 |
| Feb-15 | 38 | 92.3 | 177.7055400879 | 177.5369517886 | 0.5196738617 | 0.5044556303 | 89.5595149176 | -2.7 | 2.7017984121 |
| Mar-15 | 39 | 117.7 | 178.4368533572 | 179.6449717762 | 0.6552718998 | 0.5959571455 | 107.0607045844 | -10.7 | 10.6555973644 | SUMMARY OUTPUT |
| Apr-15 | 40 | 105.4 | 180.8860147377 | 181.7529917637 | 0.5796821121 | 0.6070731083 | 110.3373536509 | 5.0 | 4.9783955021 |
| May-15 | 41 | 123.8 | 183.1709985905 | 183.8610117513 | 0.6734385204 | 0.7255116042 | 133.3932975867 | 9.6 | 9.5742098689 | Regression Statistics |
| Jun-15 | 42 | 127.1 | 185.9155899485 | 185.9690317389 | 0.6835681432 | 0.6322290259 | 117.575019775 | -9.5 | 9.5474859429 | Multiple R | 0.9962729611 |
| Jul-15 | 43 | 205.0 | 188.0770517264 | 1.0898067831 | 0.8680550209 | 163.261229071 | -41.7 | 41.7064176551 | R Square | 0.992559813 |
| Aug-15 | 44 | 184.6 | 190.185071714 | 0.970696206 | 1.077354345 | 204.8967133645 | 20.3 | 20.2847858171 | Adjusted R Square | 0.992340984 |
| Sep-15 | 45 | 225.3 | 192.2930917015 | 1.171421085 | 1.1615350126 | 223.3551586957 | -1.9 | 1.9010234234 | Standard Error | 1.9509420005 |
| Oct-15 | 46 | 288.4 | 194.4011116891 | 1.4833695676 | 1.5240302184 | 296.2731687103 | 7.9 | 7.9044757327 | Observations | 36 |
| Nov-15 | 47 | 310.2 | 196.5091316766 | 1.5783577599 | 1.5779762133 | 310.0867354729 | -0.1 | 0.0749773929 |
| Dec-15 | 48 | 372.2 | 198.6171516642 | 1.8737770121 | 1.9999543192 | 397.2252303319 | 25.1 | 25.06097734 | RANGE | ANOVA |
| 49 | 200.7251716517 | 0 | 0.5181481297 | 104.0053722716 | 73.3617830589 | 134.6489614844 | df | SS | MS | F | Significance F |
| 50 | 202.8331916393 | 0 | 0.5044556303 | 102.3203455359 | 71.6767563232 | 132.9639347487 | Regression | 1 | 17263.9620208674 | 17263.9620208674 | 4535.7776325609 | 8.94261291243951E-38 |
| 51 | 204.9412116268 | 0 | 0.5959571455 | 122.1361794778 | 91.4925902651 | 152.7797686906 | Residual | 34 | 129.4099394326 | 3.8061746892 |
| 52 | 207.0492316144 | 0 | 0.6070731083 | 125.6940206051 | 95.0504313923 | 156.3376098178 | Total | 35 | 17393.3719603 |
| 53 | 209.1572516019 | 0 | 0.7255116042 | 151.7460131411 | 121.1024239284 | 182.3896023539 |
| 54 | 211.2652715895 | 0 | 0.6322290259 | 133.5680368534 | 102.9244476407 | 164.2116260662 | Coefficients | Standard Error | t Stat | P-value | Lower 95% | Upper 95% | Lower 95.0% | Upper 95.0% |
| 55 | 213.373291577 | 0 | 0.8680550209 | 185.2197570837 | 154.576167871 | 215.8633462965 | Intercept | 97.4321922617 | 0.8329455019 | 116.973069716 | 6.84565313484269E-46 | 95.7394433389 | 99.1249411844 | 95.7394433389 | 99.1249411844 |
| 56 | 215.4813115646 | 0 | 1.077354345 | 232.1497272796 | 201.5061380668 | 262.7933164923 | X Variable 1 | 2.1080199876 | 0.031300325 | 67.3481821029 | 8.94261291243951E-38 | 2.0444100739 | 2.1716299012 | 2.0444100739 | 2.1716299012 |
| 57 | 217.5893315521 | 0 | 1.1615350126 | 252.7376269697 | 222.094037757 | 283.3812161825 |
| 58 | 219.6973515397 | 0 | 1.5240302184 | 334.8254026553 | 304.1818134425 | 365.4689918681 |
| 59 | 221.8053715272 | 0 | 1.5779762133 | 350.003600242 | 319.3600110292 | 380.6471894547 |
| 60 | 223.9133915148 | 0 | 1.9999543192 | 447.8165544799 | 417.1729652671 | 478.4601436926 |