CARTERA Ft Tt FITt Et E^2t

830000.00
662000.00 830000.00 2 830002.00 -168002.00 28224672004.00
450000.00 804865.55 -25134.45 779731.10 -329731.10 108722600478.33
725000.00 751774.18 -53091.37 698682.81 26317.19 692594227.67
755000.00 747768.50 -4005.68 743762.82 11237.18 126274163.40
970000.00 748850.41 1081.90 749932.31 220067.69 48429788771.77
445000.00 781936.55 33086.15 815022.70 -370022.70 136916801481.13
685000.00 731527.54 -50409.01 681118.53 3881.47 15065841.53
420000.00 724566.56 -6960.98 717605.59 -297605.59 88569085570.18
500000.00 679000.42 -45566.15 633434.27 -133434.27 17804704765.51
460000.00 652220.20 -26780.22 625439.98 -165439.98 27370387002.97
540000.00 623462.17 -28758.03 594704.14 -54704.14 2992543298.97
405000.00 610975.41 -12486.76 598488.65 -193488.65 37437858334.02
462500.00 580159.47 -30815.94 549343.53 -86843.53 7541798075.97
670000.00 562556.46 -17603.01 544953.45 125046.55 15636640433.49
675000.00 578631.07 16074.61 594705.67 80294.33 6447178772.19
1042000.00 593048.80 14417.74 607466.54 434533.46 188819326009.68
474000.00 660216.31 67167.50 727383.81 -253383.81 64203356070.15
490000.00 632356.52 -27859.79 604496.73 -114496.73 13109502192.87
552000.00 611058.59 -21297.93 589760.66 -37760.66 1425867182.13
650000.00 602222.84 -8835.74 593387.10 56612.90 3205020429.78
720000.00 609370.78 7147.93 616518.71 103481.29 10708378007.27
785000.00 625921.99 16551.22 642473.21 142526.79 20313885713.45
960000.00 649721.62 23799.63 673521.25 286478.75 82070071668.93
960000.00 696142.31 46420.69 742563.00 217437.00 47278847830.58
1035000.00 735618.01 39475.70 775093.71 259906.29 67551279146.17
440000.00 780408.49 44790.48 825198.98 -385198.98 148378252400.28
758000.00 729480.04 -50928.45 678551.59 79448.41 6312049333.02
510000.00 733746.91 4266.87 738013.77 -228013.77 51990281374.42
612000.00 700272.18 -33474.73 666797.44 -54797.44 3002759801.79
805000.00 687065.79 -13206.38 673859.41 131140.59 17197854610.29
820000.00 704709.91 17644.11 722354.02 97645.98 9534737067.77
840000.00 721958.44 17248.53 739206.97 100793.03 10159235836.05
530000.00 739618.61 17660.18 757278.79 -227278.79 51655647702.66
600000.00 708257.61 -31361.00 676896.61 -76896.61 5913088654.22
895000.00 692061.21 -16196.40 675864.81 219135.19 48020231665.61
715000.00 722422.84 30361.63 752784.48 -37784.48 1427666823.07
773000.00 721312.31 -1110.53 720201.78 52798.22 2787651635.95
910000.00 729045.30 7732.98 736778.28 173221.72 30005762880.77
978000.00 756117.90 27072.60 783190.50 194809.50 37950742643.48
680000.00 789313.64 33195.74 822509.38 -142509.38 20308922486.20
509500.00 772959.24 -16354.39 756604.85 -247104.85 61060807855.39
700000.00 733543.16 -39416.09 694127.07 5872.93 34491321.93
985000.00 728524.77 -5018.39 723506.39 261493.61 68378910178.37
515000.00 766895.98 38371.21 805267.19 -290267.19 84255043112.83
580000.00 729209.87 -37686.11 691523.76 -111523.76 12437549300.03
725000.00 706886.61 -22323.26 684563.35 40436.65 1635122662.89
825000.00 709596.55 2709.94 712306.49 112693.51 12699826682.38
671500.00 726862.04 17265.49 744127.53 -72627.53 5274757809.51
715000.00 718579.34 -8282.70 710296.63 4703.37 22121679.48
765000.00 718043.83 -535.50 717508.33 47491.67 2255458909.47
900000.00 725068.94 7025.10 732094.04 167905.96 28192411846.00
730000.00 751240.34 26171.40 777411.74 -47411.74 2247873326.58
760000.00 748062.58 -3177.76 744884.81 15115.19 228468888.46
805000.00 749848.53 1785.96 751634.49 53365.51 2847877941.90
752000.00 758099.73 8251.20 766350.93 -14350.93 205949282.46
720000.00 757187.15 -912.58 756274.57 -36274.57 1315844627.02
500000.00 751623.59 -5563.56 746060.03 -246060.03 60545536773.06
600000.00 713978.23 -37645.36 676332.87 -76332.87 5826707646.21
603000.00 696925.97 -17052.26 679873.71 -76873.71 5909567016.15
700000.00 682873.72 -14052.25 668821.48 31178.52 972100318.13
770000.00 685435.98 2562.26 687998.24 82001.76 6724288415.87
698087.59 12651.61 710739.20
ALPHA 0.149609811630195
BETA 1.00
MSE 30054575868.56
ME -12084.39

1200000.00

1000000.00

800000.00

600000.00 CARTERA
Ft
400000.00

200000.00

0.00
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61
 CARTERA Pronostico et= Xt- xt* Abs (et)
830000.00 830000.00
662000.00 830000.00 -168000.00 168000
450000.00 779604.53 -329604.53 329604.53
725000.00 680732.06 44267.94 44267.9402
755000.00 694011.25 60988.75 60988.7519
970000.00 712306.23 257693.77 257693.771
445000.00 789607.41 -344607.41 344607.411
685000.00 686234.48 -1234.48 1234.48079
420000.00 685864.17 -265864.17 265864.17
500000.00 606112.09 -106112.09 106112.088
460000.00 574281.32 -114281.32 114281.323
540000.00 540000.01 -0.01 0.00827451
405000.00 540000.01 -135000.01 135000.006 ME
462500.00 499503.64 -37003.64 37003.6446 MAE
670000.00 488403.55 181596.45 181596.451
675000.00 542877.59 132122.41 132122.413 1200000.00
1042000.00 582510.75 459489.25 459489.252
474000.00 720345.13 -246345.13 246345.133 1000000.00
490000.00 646448.24 -156448.24 156448.236
552000.00 599517.98 -47517.98 47517.9842 800000.00
650000.00 585263.87 64736.13 64736.1297
720000.00 604682.96 115317.04 115317.037 600000.00
785000.00 639274.96 145725.04 145725.035
960000.00 682988.55 277011.45 277011.455 400000.00
960000.00 766084.51 193915.49 193915.488
1035000.00 824253.93 210746.07 210746.071
200000.00
440000.00 887472.07 -447472.07 447472.067
758000.00 753242.51 4757.49 4757.4861
0.00
510000.00 754669.63 -244669.63 244669.631 1 5 9 13 17 21 25
612000.00 681275.34 -69275.34 69275.34
805000.00 660494.61 144505.39 144505.394
820000.00 703842.33 116157.67 116157.673
840000.00 738686.50 101313.50 101313.503
530000.00 769077.82 -239077.82 239077.816
600000.00 697360.92 -97360.92 97360.9182
895000.00 668155.27 226844.73 226844.732
715000.00 736202.57 -21202.57 21202.5704
773000.00 729842.37 43157.63 43157.6289
910000.00 742788.50 167211.50 167211.504
978000.00 792947.44 185052.56 185052.562
680000.00 848458.22 -168458.22 168458.216
509500.00 797925.29 -288425.29 288425.294
700000.00 711405.48 -11405.48 11405.4839
985000.00 707984.15 277015.85 277015.854
515000.00 791081.43 -276081.43 276081.432
580000.00 708264.45 -128264.45 128264.448
725000.00 669788.57 55211.43 55211.4278
825000.00 686350.51 138649.49 138649.488
671500.00 727941.62 -56441.62 56441.6192
715000.00 711010.66 3989.34 3989.3445
765000.00 712207.35 52792.65 52792.6487
900000.00 728043.72 171956.28 171956.278
730000.00 779625.97 -49625.97 49625.9684
760000.00 764739.52 -4739.52 4739.51614
805000.00 763317.79 41682.21 41682.2109
752000.00 775821.33 -23821.33 23821.3283
720000.00 768675.57 -48675.57 48675.5722
500000.00 754074.21 -254074.21 254074.213
600000.00 677858.80 -77858.80 77858.8009
603000.00 654503.26 -51503.26 51503.2603
700000.00 639053.67 60946.33 60946.3289
770000.00 657335.93 112664.07 112664.074
691132.11
 ALPHA 0.29997303

-7589.09
140294.597

1200000.00

1000000.00

800000.00

600000.00 CARTERA
Pronostico

400000.00

200000.00

0.00
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61
 CARTERA Pronostico et= Xt- xt* Abs (et)
830000.00
662000.00
450000.00
725000.00 564427.804 160572.20 160572.196
755000.00 633303.702 121696.30 121696.298
970000.00 705653.702 264346.30 264346.298
445000.00 872478.158 -427478.16 427478.158
685000.00 645094.37 39905.63 39905.6303
420000.00 649840.637 -229840.64 229840.637
500000.00 503649.451 -3649.45 3649.45108
460000.00 500157.273 -40157.27 40157.2725
540000.00 466849.648 73150.35 73150.3524
405000.00 510464.62 -105464.62 105464.62 ME
462500.00 453191.359 9308.64 9308.64142 MAE
670000.00 455292.976 214707.02 214707.024
675000.00 572112.876 102887.12 102887.124 1200000.00
1042000.00 645440.895 396559.10 396559.105
474000.00 881630.604 -407630.60 407630.604 1000000.00
490000.00 672747.897 -182747.90 182747.897
552000.00 557994.636 -5994.64 5994.63553 800000.00
650000.00 522907.615 127092.38 127092.385
720000.00 599170.785 120829.22 120829.215 600000.00
785000.00 676604.885 108395.11 108395.115
960000.00 747475.85 212524.15 212524.15 400000.00
960000.00 875266.337 84733.66 84733.6628
1035000.00 936905.713 98094.29 98094.2874
200000.00
440000.00 1002361.8 -562361.80 562361.805
758000.00 689032.111 68967.89 68967.8889
0.00
510000.00 698134.63 -188134.63 188134.63 1 5 9 13 17 21 25
612000.00 575958.008 36041.99 36041.9923
805000.00 600339.958 204660.04 204660.042
820000.00 707550.38 112449.62 112449.62
840000.00 788002.662 51997.34 51997.3378
530000.00 829316.97 -299316.97 299316.97
600000.00 662265.182 -62265.18 62265.1821
895000.00 610447.562 284552.44 284552.438
715000.00 757385.392 -42385.39 42385.3921
773000.00 754401.295 18598.71 18598.7054
910000.00 771513.918 138486.08 138486.082
978000.00 842726.793 135273.21 135273.207
680000.00 930328.51 -250328.51 250328.51
509500.00 800708.638 -291208.64 291208.638
700000.00 623023.759 76976.24 76976.2412
985000.00 639599.421 345400.58 345400.579
515000.00 835835.086 -320835.09 320835.086
580000.00 681921.981 -101921.98 101921.981
725000.00 613738.216 111261.78 111261.784
825000.00 653321.615 171678.39 171678.385
671500.00 762347.143 -90847.14 90847.1428
715000.00 725102.765 -10102.77 10102.7653
765000.00 716326.834 48673.17 48673.1663
900000.00 737500.624 162499.38 162499.376
730000.00 834652.884 -104652.88 104652.884
760000.00 786164.311 -26164.31 26164.3105
805000.00 769379.169 35620.83 35620.8305
752000.00 781458.062 -29458.06 29458.0621
720000.00 769125.791 -49125.79 49125.7906
500000.00 740919.896 -240919.90 240919.896
600000.00 599961.653 38.35 38.3473267
603000.00 585515.224 17484.78 17484.7762
700000.00 588497.736 111502.26 111502.264
770000.00 657392.034 112607.97 112607.966
726736.853
 T W
1 0.13
2 0.30
3 0.56
1.00

5196.27
143263.811

1200000.00

1000000.00

800000.00

600000.00 CARTERA
Pronostico

400000.00

200000.00

0.00
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61