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  • US Retail Sales Additive Model - Seasonal Factors

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    This document contains analyses of US retail sales data using different time series forecasting models: 1) An additive model with seasonal factors and an exponential moving average for a quadratic trend line. 2) A Holt-Winters multiplicative model. 3) An additive Holt-Winters model. The models are fitted to the sales data and their accuracy is evaluated based on various error metrics like RMSE, MAPE, and R-squared. Forecasts are generated and plotted against the actual sales figures over time.

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    US Retail Sales

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    This document contains analyses of US retail sales data using different time series forecasting models: 1) An additive model with seasonal factors and an exponential moving average for a quadratic trend line. 2) A Holt-Winters multiplicative model. 3) An additive Holt-Winters model. The models are fitted to the sales data and their accuracy is evaluated based on various error metrics like RMSE, MAPE, and R-squared. Forecasts are generated and plotted against the actual sales figures over time.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    45 views4 pages

    US Retail Sales Additive Model - Seasonal Factors

    Uploaded by

    kooparer
    This document contains analyses of US retail sales data using different time series forecasting models: 1) An additive model with seasonal factors and an exponential moving average for a quadratic trend line. 2) A Holt-Winters multiplicative model. 3) An additive Holt-Winters model. The models are fitted to the sales data and their accuracy is evaluated based on various error metrics like RMSE, MAPE, and R-squared. Forecasts are generated and plotted against the actual sales figures over time.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    of 4

    US retail sales

     Additive model – seasonal factors

     Additive model
    Expotential moving average for quadratic trend

    Obs _TYPE_ Date Sales

    1 N 01DEC2009 216
    2 NRESID 01DEC2009 216
    3 DF 01DEC2009 213
    4 WEIGHT 01DEC2009 0.0716822
    5 S1 01DEC2009 316559.28
    6 S2 01DEC2009 318702.04
    7 S3 01DEC2009 315806.59
    8 SIGMA 01DEC2009 37005.351
    9 CONSTANT 01DEC2009 309378.3
    10 LINEAR 01DEC2009 -958.554
    11 QUAD 01DEC2009 -30.04045
    12 SST 01DEC2009 8.1692E11
    13 SSE 01DEC2009 2.9168E11
    14 MSE 01DEC2009 1.3694E9
    15 RMSE 01DEC2009 37005.351
    16 MAPE 01DEC2009 12.567984
    17 MPE 01DEC2009 8.5857243
    18 MAE 01DEC2009 27317.229
    19 ME 01DEC2009 16900.883
    20 RSQUARE 01DEC2009 0.6429512

    Expotential moving average for quadratic trend

    Sales
    120000
    110000
    100000
    90000
    80000
    70000
    60000
    50000
    40000
    30000
    20000
    10000
    0
    -10000
    -20000
    -30000
    -40000
    -50000
    -60000

    1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010

    Date

    Holt-Winter’s multiplicative model

    Obs _TYPE_ Date Sales

    1 N 01DEC2009 216
    2 NRESID 01DEC2009 216
    3 DF 01DEC2009 202
    4 WEIGHT1 01DEC2009 0.1055728
    5 WEIGHT2 01DEC2009 0.1055728
    6 WEIGHT3 01DEC2009 0.25
    7 SIGMA 01DEC2009 8587.5469
    8 CONSTANT 01DEC2009 299128.86
    9 LINEAR 01DEC2009 -1541.982
    10 S_JAN 01DEC2009 0.8958431
    11 S_FEB 01DEC2009 0.8848355
    12 S_MAR 01DEC2009 0.9938793
    13 S_APR 01DEC2009 0.98147
    14 S_MAY 01DEC2009 1.0443251
    15 S_JUN 01DEC2009 1.0203987
    16 S_JUL 01DEC2009 1.0219639
    17 S_AUG 01DEC2009 1.0426184
    18 S_SEP 01DEC2009 0.9601367
    19 S_OCT 01DEC2009 0.9860618
    20 S_NOV 01DEC2009 0.9958629
    21 S_DEC 01DEC2009 1.1726046
    22 SST 01DEC2009 8.1692E11
    23 SSE 01DEC2009 1.4897E10
    24 MSE 01DEC2009 73745961
    25 RMSE 01DEC2009 8587.5469
    26 MAPE 01DEC2009 2.3029852
    27 MPE 01DEC2009 -0.531279
    28 MAE 01DEC2009 5689.1275
    29 ME 01DEC2009 -1446.25
    30 RSQUARE 01DEC2009 0.9817649

    Expotential moving average for quadratic trend

    Sales
    30000

    20000

    10000

    -10000

    -20000

    -30000

    -40000

    -50000

    1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010

    Date
    Additive Holt - Winters
    Obs _TYPE_ Date Sales

    1 N 01DEC2009 216
    2 NRESID 01DEC2009 216
    3 DF 01DEC2009 202
    4 WEIGHT1 01DEC2009 0.1055728
    5 WEIGHT2 01DEC2009 0.1055728
    6 WEIGHT3 01DEC2009 0.25
    7 SIGMA 01DEC2009 8531.6637
    8 CONSTANT 01DEC2009 299280
    9 LINEAR 01DEC2009 -1501.392
    10 S_JAN 01DEC2009 -31844.65
    11 S_FEB 01DEC2009 -34736.23
    12 S_MAR 01DEC2009 -1627.248
    13 S_APR 01DEC2009 -5328.445
    14 S_MAY 01DEC2009 14050.437
    15 S_JUN 01DEC2009 6506.6369
    16 S_JUL 01DEC2009 7008.253
    17 S_AUG 01DEC2009 13137.779
    18 S_SEP 01DEC2009 -12069.22
    19 S_OCT 01DEC2009 -4487.161
    20 S_NOV 01DEC2009 -1546.851
    21 S_DEC 01DEC2009 50936.695
    22 SST 01DEC2009 8.1692E11
    23 SSE 01DEC2009 1.4703E10
    24 MSE 01DEC2009 72789285
    25 RMSE 01DEC2009 8531.6637
    26 MAPE 01DEC2009 2.3674088
    27 MPE 01DEC2009 -0.538873
    28 MAE 01DEC2009 5812.494
    29 ME 01DEC2009 -1285.912
    30 RSQUARE 01DEC2009 0.9820014

    Expotential moving average for quadratic trend

    Sales
    30000

    20000

    10000

    -10000

    -20000

    -30000

    -40000

    1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010

    Date

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