5 - 19112 - Hasna Rofifah - Output Analisis Exponential Smoothing

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DATE Y 2015.

The following new variables are being created:

Name Label

YEAR_ YEAR, not periodic


DATE_ Date. Format: "YYYY"
PREDICT THRU YEAR 2039.
* Time Series Modeler.
TSMODEL
/MODELSUMMARY PRINT=[MODELFIT] PLOT=[ SRSQUARE RSQUARE RMSE MAPE MAE]
/MODELSTATISTICS DISPLAY=YES MODELFIT=[ SRSQUARE RSQUARE MAPE]
/MODELDETAILS PRINT=[ PARAMETERS FORECASTS]
/SERIESPLOT OBSERVED FORECAST FIT
/OUTPUTFILTER DISPLAY=ALLMODELS
/SAVE PREDICTED(Predicted) LCL(LCL) UCL(UCL) NRESIDUAL(NResidual)
/AUXILIARY CILEVEL=95 MAXACFLAGS=24
/MISSING USERMISSING=EXCLUDE
/MODEL DEPENDENT=Tahun
PREFIX='Model'
/EXSMOOTH TYPE=HOLT TRANSFORM=NONE.

Time Series Modeler

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Notes
Output Created 29-APR-2021 11:13:17
Comments
Input Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
Date YEAR, not periodic
Missing Value Handling Definition of Missing User-defined missing
values are treated as
missing.
Cases Used Only cases with valid data
for the dependent variable
are used in computing any
statistics.
Syntax TSMODEL
/MODELSUMMARY
PRINT=[MODELFIT]
PLOT=[ SRSQUARE
RSQUARE RMSE MAPE
MAE]
/MODELSTATISTICS
DISPLAY=YES
MODELFIT=[ SRSQUARE
RSQUARE MAPE]
/MODELDETAILS
PRINT=[ PARAMETERS
FORECASTS]
/SERIESPLOT
OBSERVED FORECAST
FIT
/OUTPUTFILTER
DISPLAY=ALLMODELS
/SAVE PREDICTED
(Predicted) LCL(LCL) UCL
(UCL) NRESIDUAL
(NResidual)
/AUXILIARY
CILEVEL=95
MAXACFLAGS=24
/MISSING
USERMISSING=EXCLUD
E
/MODEL
DEPENDENT=Tahun
PREFIX='Model'
/EXSMOOTH
TYPE=HOLT
TRANSFORM=NONE.
00:00:01,42
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Notes
Resources Processor Time 00:00:01,42
Elapsed Time 00:00:01,46
Variables Created or Predicted_Tahun_Model_1 Predicted value from
Modified Tahun-Model_1
LCL_Tahun_Model_1 LCL from Tahun-Model_1
UCL_Tahun_Model_1 UCL from Tahun-Model_1
NResidual_Tahun_Model_1 Noise residual from
Tahun-Model_1
Use From First observation
To Last observation
Predict From First observation
To YEAR_ 2039

[DataSet0]

Model Description
Model Type
Model ID Jumlah Penduduk (Jiwa) Model_1 Holt

Model Summary Chart

Mean = 0.87
Std. Dev. =
1.0 N =1

0.8
Frequency

0.6

0.4

0.2

0.0
0.6 0.7 0.8 0.9 1.0 1.1 1.2

Stationary R-squared

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Mean = 0.96
Std. Dev. =
1.0 N =1

0.8
Frequency

0.6

0.4

0.2

0.0
0.7 0.8 0.9 1.0 1.1 1.2 1.3

R-squared

Mean = 412.17
Std. Dev. =
1.0 N =1

0.8
Frequency

0.6

0.4

0.2

0.0
300 350 400 450 500 550

RMSE

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Mean = 1.62
Std. Dev. =
1.0 N =1

0.8
Frequency

0.6

0.4

0.2

0.0
1.0 1.2 1.4 1.6 1.8 2.0 2.2

MAPE

Mean = 267.81
Std. Dev. =
1.0 N =1

0.8
Frequency

0.6

0.4

0.2

0.0
200 220 240 260 280 300 320

MAE

Model Summary

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Model Fit
Percentile
Fit Statistic Mean SE Minimum Maximum 5 10 25
Stationary R-squared .873 . .873 .873 .873 .873 .873 .873
R-squared .957 . .957 .957 .957 .957 .957 .957
RMSE 412.172 . 412.172 412.172 412.172 412.172 412.172 412.172
MAPE 1.617 . 1.617 1.617 1.617 1.617 1.617 1.617
MaxAPE 3.431 . 3.431 3.431 3.431 3.431 3.431 3.431
MAE 267.809 . 267.809 267.809 267.809 267.809 267.809 267.809
MaxAE 540.255 . 540.255 540.255 540.255 540.255 540.255 540.255
Normalized BIC 12.687 . 12.687 12.687 12.687 12.687 12.687 12.687

Model Fit
Percentile
Fit Statistic 50 75 90 95
Stationary R-squared .873 .873 .873 .873
R-squared .957 .957 .957 .957
RMSE 412.172 412.172 412.172 412.172
MAPE 1.617 1.617 1.617 1.617
MaxAPE 3.431 3.431 3.431 3.431
MAE 267.809 267.809 267.809 267.809
MaxAE 540.255 540.255 540.255 540.255
Normalized BIC 12.687 12.687 12.687 12.687

Model Statistics
Model Fit statistics Ljung-Box ...
Number of Stationary R-
Model Predictors squared R-squared MAPE Statistics
Jumlah Penduduk (Jiwa)- 0 .873 .957 1.617 . 0
Model_1

Model Statistics
Ljung-Box Q(18)
Number of
Model DF Sig. Outliers
Jumlah Penduduk (Jiwa)- 0 . 0
Model_1

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Exponential Smoothing Model Parameters
Model Estimate SE t
Jumlah Penduduk (Jiwa)- No Transformation Alpha (Level) .302 .234 1.292 .287
Model_1
Gamma (Trend) 1.822E-7 .192 9.506E-7 1.000

Exponential Smoothing Model Parameters


Model Sig.
Jumlah Penduduk (Jiwa)- No Transformation Alpha (Level) .287
Model_1
Gamma (Trend) 1.000

Forecast
Model 2020 2021 2022 2023 2024
Jumlah Penduduk (Jiwa)- Forecast 19628 20694 21761 22827 23894 24961
Model_1
UCL 20939 22064 23187 24308 25427 26544
LCL 18316 19324 20334 21347 22361 23377

Forecast
Model 2025 2026 2027 2028 2029
Jumlah Penduduk (Jiwa)- Forecast 24961 26027 27094 28160 29227 30294
Model_1
UCL 26544 27659 28773 29886 30997 32108
LCL 23377 24395 25414 26435 27456 28479

Forecast
Model 2030 2031 2032 2033 2034
Jumlah Penduduk (Jiwa)- Forecast 30294 31360 32427 33493 34560 35627
Model_1
UCL 32108 33217 34326 35433 36540 37646
LCL 28479 29503 30528 31553 32580 33607

Forecast
Model 2035 2036 2037 2038 2039
Jumlah Penduduk (Jiwa)- Forecast 35627 36693 37760 38826 39893
Model_1
UCL 37646 38751 39855 40959 42062
LCL 33607 34635 35664 36694 37724
For each model, forecasts start after the last non-missing in the range of the requested estimation period, and end
at the last period for which non-missing values of all the predictors are available or at the end date of the requested
forecast period, whichever is earlier.

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Observed

Forecast
Fit

Tahun-Model_1
2039
2038
2037
2036
2035
2034
2033
2032
2031
2030
2029
2028
Date
2027
2026
2025
2024
2023
2022
2021
2020
2019
2018
2017
2016
2015
40000

30000

20000

10000
Number

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