Report for Sheet1
Created: 2/15/02 at 11:56:10 AM
Series: Monthly Income Series: Auto sales
Summary: Date Data Fitted Forecast Upper: 95% Lower: 5% Date Data Fitted Forecast Upper: 95% Lower: 5%
Number of series: 2 1/31/91 4987.85 4849.37   1/31/91 839.80 844.02  
Periods to forecast: 12 2/28/91 4999.44 5219.79   2/28/91 928.60 955.76  
Seasonality: 12 months 3/31/91 5012.27 5951.86   3/31/91 1104.10 1131.11  
Error Measure: RMSE 4/30/91 5038.58 5771.66   4/30/91 1060.90 1054.86  
5/31/91 5059.03 6244.69   5/31/91 1174.30 1161.67  
Series: Monthly Income Range: C6:C137 6/30/91 5094.57 6253.03   6/30/91 1176.30 1182.79  
7/31/91 5089.81 6293.08   7/31/91 1185.90 1058.68  
Method: Multiple Linear Regression 8/31/91 5105.33 5784.59   8/31/91 1064.00 1089.74  
9/30/91 5135.29 5781.25   9/30/91 1063.20 1036.63  
Statistics: 10/31/91 5135.36 5719.94   10/31/91 1048.50 1082.60  
R-squared: 0.457 11/30/91 5156.54 5237.31   11/30/91 932.80 960.34  
Adjusted R-squared: 0.4533 12/31/91 5210.22 5360.78   12/31/91 962.40 1002.94  
SSE: 9.78E+7 1/31/92 5241.12 4969.51   1/31/92 868.60 872.39  
F Statistic: 109.61 2/29/92 5284.49 5473.41   2/29/92 989.40 987.91  
F Probability: 5.59E-19 3/31/92 5304.77 6058.65   3/31/92 1129.70 1177.03  
Durbin-Watson: 0.500 4/30/92 5329.98 6127.06   4/30/92 1146.10 1093.48  
No. of Values: 132 5/31/92 5355.33 6229.67   5/31/92 1170.70 1215.65  
Independent variables: 1 included out of 1 selected 6/30/92 5371.27 6759.85   6/30/92 1297.80 1224.12  
7/31/92 5383.49 6180.45   7/31/92 1158.90 1112.04  
Series Statistics: 8/31/92 5373.44 5792.93   8/31/92 1066.00 1124.61  
Mean: 6718.74 9/30/92 5415.21 5919.33   9/30/92 1096.30 1062.75  
Std. Dev.: 1173.55 10/31/92 5464.01 6072.41   10/31/92 1133.00 1111.22  
Minimum: 4987.85 11/30/92 5484.31 5473.83   11/30/92 989.50 997.18  
Maximum: 8794.60 12/31/92 5677.08 5816.71   12/31/92 1071.70 1046.28  
Ljung-Box: 6958.1741 1/31/93 5461.74 5167.65   1/31/93 916.10 923.52  
2/28/93 5470.85 5422.52   2/28/93 977.20 1044.76  
Forecast: 3/31/93 5464.78 6478.70   3/31/93 1230.40 1225.81  
4/30/93 5575.04 6664.33   4/30/93 1274.90 1150.22  
Date Lower: 5%   Forecast Upper: 95% 5/31/93 5607.52 6949.65   5/31/93 1343.30 1295.80  
1/31/02 5009.33 6447.63 7885.92 6/30/93 5603.23 7120.68   6/30/93 1384.30 1326.74  
2/28/02 5674.27 7123.63 8572.99 7/31/93 5609.23 6633.88   7/31/93 1267.60 1200.46  
3/31/02 6760.42 8221.02 9681.61 8/31/93 5640.14 6185.04   8/31/93 1160.00 1217.48  
4/30/02 6313.96 7785.97 9257.97 9/30/93 5641.61 6209.24   9/30/93 1165.80 1151.66  
5/31/02 6937.82 8421.42 9905.01 10/31/93 5668.98 6282.65   10/31/93 1183.40 1198.69  
6/30/02 7029.47 8524.85 10020.22 11/30/93 5693.16 6109.54   11/30/93 1141.90 1067.57  
7/31/02 6265.71 7773.05 9280.38 12/31/93 5883.35 6159.60   12/31/93 1153.90 1139.71  
8/31/02 6259.65 7779.13 9298.62 1/31/94 5656.40 5711.18   1/31/94 1046.40 1003.06  
9/30/02 5960.95 7492.79 9024.63 2/28/94 5725.42 6237.60   2/28/94 1172.60 1147.72  
10/31/02 6177.67 7722.07 9266.47 3/31/94 5759.37 7495.26   3/31/94 1474.10 1373.23  
11/30/02 5480.34 7037.50 8594.67 4/30/94 5832.13 6934.22   4/30/94 1339.60 1308.73  
12/31/02 5753.17   7323.31 8893.45 5/31/94 5870.64 7117.34   5/31/94 1383.50 1446.13  
6/30/94 5879.54 7523.63   6/30/94 1480.90 1453.61  
7/31/94 5904.83 6436.99   7/31/94 1220.40 1307.71  
8/31/94 5932.25 6895.84   8/31/94 1330.40 1289.35  
9/30/94 5968.72 6572.98   9/30/94 1253.00 1241.70  
10/31/94 6026.84 6739.00   10/31/94 1292.80 1291.23  
11/30/94 6034.92 6347.31   11/30/94 1198.90 1153.52  
12/31/94 6065.50 6436.16   12/31/94 1220.20 1222.86  
1/31/95 6094.98 5649.02   1/31/95 1031.50 1072.52  
2/28/95 6109.63 6058.65   2/28/95 1129.70 1204.48  
3/31/95 6125.06 7200.35   3/31/95 1403.40 1413.69  
4/30/95 6148.39 6418.22   4/30/95 1215.90 1322.79  
5/31/95 6157.80 7300.88   5/31/95 1427.50 1427.00  
6/30/95 6183.63 7508.20   6/30/95 1477.20 1448.82  
7/31/95 6203.66 6582.57   7/31/95 1255.30 1303.52  
8/31/95 6223.37 7041.42   8/31/95 1365.30 1294.12  
9/30/95 6250.74 6411.96   9/30/95 1214.40 1252.74  
10/31/95 6278.25 6459.93   10/31/95 1225.90 1290.90  
11/30/95 6304.36 6222.17   11/30/95 1168.90 1139.70  
12/31/95 6331.29 6362.74   12/31/95 1202.60 1204.41  
1/31/96 6352.54 5728.69   1/31/96 1050.60 1056.46  
2/29/96 6413.17 6510.41   2/29/96 1238.00 1195.32  
3/31/96 6449.71 7204.10   3/31/96 1404.30 1434.64  
4/30/96 6472.00 7016.39   4/30/96 1359.30 1338.00  
Regression Variables: 5/31/96 6506.79 7698.83   5/31/96 1522.90 1475.78  
6/30/96 6549.49 7204.10   6/30/96 1404.30 1509.00  
Variable     Coefficient t Statistic Probability 7/31/96 6563.53 6840.78   7/31/96 1317.20 1330.11  
Constant 1346.3 2.5956 0.01053 8/31/96 6595.88 6908.77   8/31/96 1333.50 1328.79  
Auto sales     4.1714 10.47 5.59E-19 9/30/96 6631.93 6482.88   9/30/96 1231.40 1271.25  
10/31/96 6643.37 6754.85   10/31/96 1296.60 1309.65  
11/30/96 6676.45 6127.48   11/30/96 1146.20 1167.01  
Series: Auto sales Range: B6:B137 12/31/96 6713.82 6150.84   12/31/96 1151.80 1221.03  
1/31/97 6754.80 5996.08   1/31/97 1114.70 1057.53  
Method: Holt-Winters' Multiplicative 2/28/97 6792.10 6257.21   2/28/97 1177.30 1212.77  
Parameters: 3/31/97 6830.40 7294.62   3/31/97 1426.00 1434.11  
Alpha:  0.228 4/30/97 6850.20 6812.00   4/30/97 1310.30 1342.23  
Beta:  0.001 5/31/97 6877.50 7335.50   5/31/97 1435.80 1467.08  
Gamma:  0.001 6/30/97 6909.50 6998.46   6/30/97 1355.00 1481.92  
Error: 63.800 7/31/97 6937.40 7088.56   7/31/97 1376.60 1301.38  
8/31/97 6982.40 6969.67   8/31/97 1348.10 1320.13  
Series Statistics: 9/30/97 7016.00 6512.49   9/30/97 1238.50 1267.97  
Mean: 1287.94 10/31/97 7058.00 6693.95   10/31/97 1282.00 1308.68  
Std. Dev.: 190.28 11/30/97 7103.10 6127.48   11/30/97 1146.20 1163.33  
Minimum: 839.80 12/31/97 7132.70 6718.14   12/31/97 1287.80 1217.98  
Maximum: 1753.10 1/31/98 7199.80 5700.75   1/31/98 1043.90 1082.67  
Ljung-Box: 1180.3113 2/28/98 7256.20 6238.43   2/28/98 1172.80 1216.36  
3/31/98 7308.40 7207.02   3/31/98 1405.00 1436.16  
Forecast: 4/30/98 7340.80 7147.79   4/30/98 1390.80 1339.18  
5/31/98 7385.70 7777.25   5/31/98 1541.70 1484.58  
Date Lower: 5%   Forecast Upper: 95% 6/30/98 7421.90 8047.13   6/30/98 1606.40 1519.94  
1/31/02 1117.20 1222.95 1328.70 7/31/98 7456.70 6621.78   7/31/98 1264.70 1378.98  
2/28/02 1278.44 1385.01 1491.57 8/31/98 7497.00 6622.62   8/31/98 1264.90 1354.44  
3/31/02 1540.69 1648.08 1755.48 9/30/98 7518.30 6827.85   9/30/98 1314.10 1275.07  
4/30/02 1435.56 1543.79 1652.02 10/31/98 7548.70 7212.03   10/31/98 1406.20 1332.18  
5/31/02 1587.04 1696.13 1805.21 11/30/98 7581.50 6251.78   11/30/98 1176.00 1204.71  
6/30/02 1610.97 1720.92 1830.87 12/31/98 7597.20 7091.06   12/31/98 1377.20 1258.64  
7/31/02 1429.86 1540.69 1651.52 1/31/99 7612.60 6027.78   1/31/99 1122.30 1127.91  
8/31/02 1430.43 1542.15 1653.88 2/28/99 7631.90 6876.23   2/28/99 1325.70 1276.03  
9/30/02 1360.88 1473.51 1586.14 3/31/99 7649.70 7935.34   3/31/99 1579.60 1532.30  
10/31/02 1414.92 1528.47 1642.03 4/30/99 7683.80 7400.99   4/30/99 1451.50 1445.88  
11/30/02 1249.87 1364.36 1478.85 5/31/99 7717.60 8156.84   5/31/99 1632.70 1590.11  
12/31/02 1317.43   1432.88 1548.32 6/30/99 7757.50 8237.35   6/30/99 1652.00 1623.49  
7/31/99 7789.20 7724.69   7/31/99 1529.10 1459.57  
8/31/99 7831.10 7702.58   8/31/99 1523.80 1476.84  
9/30/99 7835.80 7363.45   9/30/99 1442.50 1421.63  
10/31/99 7898.90 7172.40   10/31/99 1396.70 1479.70  
11/30/99 7934.60 6840.78   11/30/99 1317.20 1304.22  
12/31/99 7984.40 7355.11   12/31/99 1440.50 1373.06  
1/31/00 8053.60 6515.00   1/31/00 1239.10 1217.81  
2/29/00 8097.30 7766.82   2/29/00 1539.20 1384.64  
3/31/00 8162.30 8492.63   3/31/00 1713.20 1689.74  
4/30/00 8223.10 7766.40   4/30/00 1539.10 1588.03  
5/31/00 8272.20 8290.74   5/31/00 1664.80 1732.41  
6/30/00 8317.90 8283.23   6/30/00 1663.00 1742.18  
7/31/00 8344.20 7472.74   7/31/00 1468.70 1543.74  
8/31/00 8377.40 7946.60   8/31/00 1582.30 1527.98  
9/30/00 8423.00 7629.58   9/30/00 1506.30 1471.98  
10/31/00 8478.70 7051.85   10/31/00 1367.80 1534.91  
11/30/00 8513.50 6611.77   11/30/00 1262.30 1336.38  
12/31/00 8566.70 6648.48   12/31/00 1271.10 1385.99  
1/31/01 8604.00 6334.38   1/31/01 1195.80 1192.67  
2/28/01 8640.20 7108.16   2/28/01 1381.30 1351.58  
3/31/01 8676.20 8136.82   3/31/01 1627.90 1616.48  
4/30/01 8697.00 7091.06   4/30/01 1377.20 1516.82  
5/31/01 8709.30 8166.85   5/31/01 1635.10 1631.54  
Method Errors: 6/30/01 8737.60 8238.18   6/30/01 1652.20 1656.35  
7/31/01 8768.50 7080.63   7/31/01 1374.70 1482.23  
Method     RMSE MAD MAPE 8/31/01 8775.90 7512.78   8/31/01 1478.30 1459.16  
Best:  Holt-Winters' Multiplicative 63.8 47.386 3.61% 9/30/01 8771.00 6821.59   9/30/01 1312.60 1398.59  
2nd: Seasonal Multiplicative 66.237 50.329 3.83% 10/31/01 8761.40 8659.07   10/31/01 1753.10 1430.29  
3rd: Holt-Winters' Additive 69.381 52.092 4.09% 11/30/01 8760.00 6969.26   11/30/01 1348.00 1342.68  
4th: Seasonal Additive 70.657 53.532 4.19% 12/31/01 8794.60 6919.62   12/31/01 1336.10 1411.51  
5th: Double Moving Average 134.14 109.39 8.18% 1/31/02 6447.63 7885.92 5009.33 1/31/02 1222.95 1328.70 1117.20
6th: Single Exponential Smoothing 136.1 109.38 8.43% 2/28/02 7123.63 8572.99 5674.27 2/28/02 1385.01 1491.57 1278.44
7th: Single Moving Average 136.62 110.76 8.31% 3/31/02 8221.02 9681.61 6760.42 3/31/02 1648.08 1755.48 1540.69
8th: Double Exponential Smoothing   137.59 111.41 8.68% 4/30/02 7785.97 9257.97 6313.96 4/30/02 1543.79 1652.02 1435.56
5/31/02 8421.42 9905.01 6937.82 5/31/02 1696.13 1805.21 1587.04
6/30/02 8524.85 10020.22 7029.47 6/30/02 1720.92 1830.87 1610.97
Method Statistics: 7/31/02 7773.05 9280.38 6265.71 7/31/02 1540.69 1651.52 1429.86
8/31/02 7779.13 9298.62 6259.65 8/31/02 1542.15 1653.88 1430.43
Method     Durbin-Watson Theil's U 9/30/02 7492.79 9024.63 5960.95 9/30/02 1473.51 1586.14 1360.88
Best:  Holt-Winters' Multiplicative 2.019 0.429 10/31/02 7722.07 9266.47 6177.67 10/31/02 1528.47 1642.03 1414.92
2nd: Seasonal Multiplicative 2.001 0.449 11/30/02 7037.50 8594.67 5480.34 11/30/02 1364.36 1478.85 1249.87
3rd: Holt-Winters' Additive 1.993 0.458 12/31/02     7323.31 8893.45 5753.17 12/31/02     1432.88 1548.32 1317.43
4th: Seasonal Additive 2.011 0.468
5th: Double Moving Average 1.516 0.867
6th: Single Exponential Smoothing 2.014 0.943
7th: Single Moving Average 1.295 0.9
8th: Double Exponential Smoothing   2.025 0.942
Method Parameters:
Method     Parameter Value
Best:  Holt-Winters' Multiplicative Alpha 0.228
Beta 0.001
Gamma 0.001
2nd: Seasonal Multiplicative Alpha 0.287
Gamma 0.001
3rd: Holt-Winters' Additive Alpha 0.291
Beta 0.001
Gamma 0.001
4th: Seasonal Additive Alpha 0.335
Gamma 0.001
5th: Double Moving Average Periods 14
6th: Single Exponential Smoothing Alpha 0.609
7th: Single Moving Average Periods 14
8th: Double Exponential Smoothing Alpha 0.627
      Beta 0.014