Atenuaciones en finanzas
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PERIODO VALOR REAL 1 500 500 2 350 500.00 150.00 22500.0 3 250 485.00 235.00 55225.0 4 400 461.50 61.50 3782.3 5 450 455.35 5.35 28.6 6 350 454.82 104.82 10986.2 7 200 444.33 244.33 59698.9 8 300 419.90 119.90 14376.0 9 350 407.91 57.91 3353.6 10 200 402.12 202.12 40852.1 11 150 381.91 231.91 53781.0 12 400 358.72 41.28 1704.3 13 550 362.84 187.16 35027.1 14 350 381.56 31.56 996.1 15 250 378.40 128.40 16487.7 16 550 365.56 184.44 34016.7 17 550 384.01 165.99 27553.5 18 400 400.61 0.61 0.4 19 350 400.55 50.55 2554.9 20 600 395.49 204.51 41823.7 21 750 415.94 334.06 111594.5 22 500 449.35 50.65 2565.6 23 400 454.41 54.41 2960.8 24 650 448.97 201.03 40412.3 25 469.07 25316.6 Valor alfa ERRORES 0.1 DAM 132.50 0.6 Raiz ECM 159.111826 0.34 PEMA 0.40610 PEM -0.2080611 VALOR ATENUADO &=0,1 ABS(Yt-Ῡt) (Yt-Ῡt)^2 0 5 10 15 20 25 30 0 200 400 600 800 VALOR REAL ∝ ∝ ∝
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Transcript of Atenuaciones en finanzas
PERIODO VALOR REAL1 500 5002 350 500.00 150.00 22500.0 0.42857 -0.42857143 250 485.00 235.00 55225.0 0.94000 -0.944 400 461.50 61.50 3782.3 0.15375 -0.153755 450 455.35 5.35 28.6 0.01189 -0.01188896 350 454.82 104.82 10986.2 0.29947 -0.29947147 200 444.33 244.33 59698.9 1.22167 -1.22166758 300 419.90 119.90 14376.0 0.39967 -0.39966729 350 407.91 57.91 3353.6 0.16546 -0.1654575
10 200 402.12 202.12 40852.1 1.01060 -1.010595611 150 381.91 231.91 53781.0 1.54605 -1.546048112 400 358.72 41.28 1704.3 0.10321 0.1032087813 550 362.84 187.16 35027.1 0.34028 0.3402821114 350 381.56 31.56 996.1 0.09017 -0.090172415 250 378.40 128.40 16487.7 0.51362 -0.513617316 550 365.56 184.44 34016.7 0.33534 0.3353383917 550 384.01 165.99 27553.5 0.30180 0.3018045518 400 400.61 0.61 0.4 0.00152 -0.001516919 350 400.55 50.55 2554.9 0.14442 -0.144417420 600 395.49 204.51 41823.7 0.34085 0.3408475621 750 415.94 334.06 111594.5 0.44541 0.4454102422 500 449.35 50.65 2565.6 0.10130 0.1013038223 400 454.41 54.41 2960.8 0.13603 -0.136033224 650 448.97 201.03 40412.3 0.30927 0.3092739225 469.07
25316.6Valor alfa ERRORES
0.1 DAM 132.500.6 Raiz ECM 159.111826
0.34 PEMA 0.40610PEM -0.2080611
& pronostico DAM Raiz ECM PEMA PEM0.1 469.07 132.50 159.111826 0.40610 -0.20806110448
VALOR ATENUADO &=0,1 ABS(Yt-Ῡt) (Yt-Ῡt)^2 ABS(Yt-Ῡt)/Yt (Yt-Ῡt)/Yt
0 5 10 15 20 25 300
100200300400500600700800
VALOR REAL
∝∝∝
0.6 575.99 140.39 152.367109 0.38138 -0.103346242910.34 547.74 126.50 146.359424 0.35405 -0.115061401
PERIODO VALOR REAL1 500 5002 350 500.00 150.00 22500.0 0.428573 250 410.00 160.00 25600.0 0.640004 400 314.00 86.00 7396.0 0.215005 450 365.60 84.40 7123.4 0.187566 350 416.24 66.24 4387.7 0.189267 200 376.50 176.50 31150.8 0.882488 300 270.60 29.40 864.5 0.098019 350 288.24 61.76 3814.4 0.17646
10 200 325.30 125.30 15699.0 0.6264811 150 250.12 100.12 10023.7 0.6674612 400 190.05 209.95 44080.1 0.5248813 550 316.02 233.98 54747.1 0.4254214 350 456.41 106.41 11322.6 0.3040215 250 392.56 142.56 20324.2 0.5702516 550 307.03 242.97 59036.7 0.4417717 550 452.81 97.19 9445.9 0.1767118 400 511.12 111.12 12348.6 0.2778119 350 444.45 94.45 8920.7 0.2698620 600 387.78 212.22 45037.4 0.3537021 750 515.11 234.89 55172.4 0.3131822 500 656.04 156.04 24350.0 0.3120923 400 562.42 162.42 26379.6 0.4060424 650 464.97 185.03 34237.2 0.2846725 575.99
23215.7ERRORES
DAM 140.39Raiz ECM 152.36711PEMA 0.38138PEM -0.103346
VALOR ATENUADO &=0,6 ABS(Yt-Ῡt) (Yt-Ῡt)^2 ABS(Yt-Ῡt)/Yt
PERIODO VALOR REAL1 500 500
-0.42857143 2 350 500.00 150.00 22500.0-0.64 3 250 449.00 199.00 39601.00.215 4 400 381.34 18.66 348.2
0.18755556 5 450 387.68 62.32 3883.2-0.18925714 6 350 408.87 58.87 3465.9
-0.88248 7 200 388.86 188.86 35666.30.09800533 8 300 324.64 24.64 607.40.17645897 9 350 316.27 33.73 1138.0
-0.62647872 10 200 327.74 127.74 16316.3-0.66745532 11 150 284.31 134.31 18037.9
0.5248817 12 400 238.64 161.36 26036.60.42542013 13 550 293.50 256.50 65790.5
-0.30402163 14 350 380.71 30.71 943.2-0.57025211 15 250 370.27 120.27 14464.90.44177234 16 550 329.38 220.62 48674.00.17670894 17 550 404.39 145.61 21202.4
-0.27781008 18 400 453.90 53.90 2904.9-0.26985604 19 350 435.57 85.57 7322.60.35370026 20 600 406.48 193.52 37450.90.31318408 21 750 472.28 277.72 77131.1
-0.31208955 22 500 566.70 66.70 4449.1-0.40604478 23 400 544.02 144.02 20742.6
0.2846659 24 650 495.06 154.94 24007.925 547.74
21421.1ERRORES
DAM 126.50Raiz ECM 146.35942PEMA 0.35405PEM -0.115061
(Yt-Ῡt)/Yt VALOR ATENUADO &=0,34 ABS(Yt-Ῡt) (Yt-Ῡt)^2
0.42857 -0.428571430.79600 -0.7960.04665 0.046650.13848 0.138479110.16820 -0.168204870.94428 -0.944276620.08215 -0.082148380.09638 0.096384630.63868 -0.638675750.89537 -0.8953680.40340 0.403396420.46636 0.466357550.08775 -0.087749160.48108 -0.481080230.40113 0.401130480.26475 0.264746110.13474 -0.13474290.24449 -0.244491790.32254 0.322537330.37030 0.370299710.13340 -0.133403290.36006 -0.360057710.23838 0.23837656
ABS(Yt-Ῡt)/Yt(Yt-Ῡt)/Yt
PERIODO VENTAS At At' a b Ῡt+11 654 654 654 654.00 0.00002 658 654.00 654.00 654.00 0.0000 654.0000 4.000 16.003 665 655.60 654.00 657.20 1.0667 654.0000 11.000 121.004 672 659.36 654.64 664.08 3.1467 658.2667 13.733 188.605 675 664.42 656.53 672.30 5.2587 667.2267 7.773 60.426 671 668.65 659.68 677.62 5.9776 677.5627 6.563 43.077 693 669.59 663.27 675.91 4.2133 683.5936 9.406 88.488 694 678.95 665.80 692.11 8.7707 680.1231 13.877 192.579 701 684.97 671.06 698.88 9.2747 700.8807 0.119 0.01
10 703 691.38 676.63 706.14 9.8389 708.1592 5.159 26.6211 702 696.03 682.53 709.53 9.0011 715.9806 13.981 195.4612 710 698.42 687.93 708.91 6.9927 718.5328 8.533 72.8113 712 703.05 692.12 713.98 7.2841 715.8996 3.900 15.2114 711 706.63 696.50 716.77 6.7569 721.2611 10.261 105.2915 728 708.38 700.55 716.21 5.2194 723.5228 4.477 20.0516 721.4267
81.83DAM 8.056Raiz ECM 9.04586
0.4 PEMA 0.01167PEM 0.00182 0.18215%
& pronóstico DAM Raiz ECM PEMA PEM0.4 721.4267 8.056 9.045865 0.01167 0.0018
ABS(Yt-Ῡt) (Yt-Ῡt)^2
0 2 4 6 8 10 12 14 16600
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VENTAS
∝
0.00607902736 0.006079030.01654135338 0.016541350.02043650794 0.020436510.01151604938 0.011516050.00978042722 -0.00978040.01357344877 0.013573450.01999554275 0.019995540.00017021018 0.000170210.00733879412 -0.00733880.01991542397 -0.01991540.01201800629 -0.0120180.00547703476 -0.0054770.01443194012 -0.01443190.00615001223 0.00615001
ABS(Yt-Ῡt)/Yt (Yt-Ῡt)/Yt
Atenuación exponencial ajustada a la tendencia (Metodo de Holt )PERIODO VENTAS At Tt Ῡt
1 500 500 02 350 455.00 -4.50 500.00 150 22500 0.42857142857 -0.428571433 250 390.35 -10.52 450.50 200.5 40200.25 0.802 -0.8024 400 385.88 -9.91 379.84 20.165 406.627225 0.0504125 0.05041255 450 398.18 -7.69 375.97 74.02555 5479.78205 0.16450122222 0.164501226 350 378.34 -8.90 390.49 40.4928315 1639.6694 0.11569380429 -0.11569387 200 318.61 -13.99 369.44 169.440914 28710.2232 0.84720456802 -0.847204578 300 303.23 -14.13 304.62 4.62134367 21.3568173 0.0154044789 -0.015404489 350 307.38 -12.30 289.11 60.8909956 3707.71334 0.17397427313 0.17397427
10 200 266.55 -15.15 295.08 95.0770968 9039.65433 0.47538548394 -0.4753854811 150 220.98 -18.19 251.40 101.402449 10282.4566 0.67601632369 -0.6760163212 400 261.95 -12.28 202.79 197.211879 38892.5251 0.49302969667 0.493029713 550 339.77 -3.27 249.67 300.325551 90195.4368 0.54604645702 0.5460464614 350 340.55 -2.86 336.50 13.4953557 182.124626 0.03855815917 0.0385581615 250 311.38 -5.49 337.69 87.6906419 7689.64868 0.35076256768 -0.3507625716 550 379.12 1.83 305.89 244.109879 59589.633 0.44383614363 0.4438361417 550 431.67 6.90 380.95 169.046947 28576.8704 0.30735808594 0.3073580918 400 427.00 5.74 438.57 38.5685134 1487.53022 0.0964212834 -0.0964212819 350 407.92 3.26 432.74 82.7422804 6846.28497 0.23640651542 -0.2364065220 600 467.83 8.93 411.18 188.818351 35652.3697 0.31469725181 0.3146972521 750 558.73 17.12 476.75 273.246243 74663.5091 0.36432832346 0.3643283222 500 553.10 14.85 575.85 75.8516206 5753.46835 0.15170324126 -0.1517032423 400 517.56 9.81 567.94 167.944576 28205.3807 0.41986144066 -0.4198614424 650 564.16 13.49 527.37 122.628692 15037.7961 0.18865952627 0.1886595325 Pronóstico 577.65
22380.88310.30.1
DAM 125.143Raiz ECM 149.60PEMA 0.33482PEM -0.0665
el pronostico es 557,65 con esos errores x lo tanto este metodo seria el mejor , si observamos el metodosimple el pronostico es 469,07
ABS(Yt-Ῡt) (Yt-Ῡt)^2 ABS(Yt-Ῡt)/Yt (Yt-Ῡt)/Yt
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VENTAS
∝β
Atenuación exponencial ajustada a la tendencia (Metodo de Holt )
Método de Winter : Atenuación Exponencial Ajustada a la tendencia y a la variación de la estacionalidad
L=4 LONGITUD DE LA ESTACIONALIDAD
PERIODO VENTAS At Tt St Ῡ-3 1-2 1-1 10 1
1 500 500 0 12 350 440 -6 0.93863636 500 1503 250 360.4 -13.36 0.90810211 434 1844 400 368.224 -11.2416 1.02588859 347.04 52.965 450 394.18944 -7.520896 1.04247493 335.0766618182 114.9233386 350 381.153669 -8.07238352 0.9325249 351.1345202007 1.13452027 200 311.944591 -14.1860529 0.82801333 382.7398335144 182.7398348 300 295.626889 -14.3992179 1.02255981 310.4058107339 10.40581079 350 303.032398 -12.2187451 1.07623005 262.2518048995 87.7481951
10 200 260.276786 -15.2724318 0.88329125 240.797580564 40.797580611 150 219.465214 -17.8263458 0.78465321 250.5316070179 100.53160712 400 277.453386 -10.2448941 1.14829695 217.0098103806 182.9901913 550 364.742356 -0.49150766 1.20573515 236.022922874 313.97707714 350 377.048626 0.78827009 0.89678255 285.8105985865 64.189401415 250 354.146974 -1.58072216 0.76103373 433.8689568942 183.86895716 550 403.127823 3.47543502 1.21310733 425.1015223704 124.89847817 550 426.423252 5.45743444 1.23095411 364.6347052993 185.36529518 400 437.544017 6.0237674 0.9020059 328.6757702686 71.324229719 350 450.100979 6.67708691 0.7660046 538.0953286429 188.09532920 600 471.905889 8.18986919 1.23060711 562.2728355639 37.727164421 750 531.770846 13.357378 1.28478246 433.0492079623 316.95079222 500 548.804973 13.7250529 0.90472527 417.5707258161 82.429274223 400 546.394047 12.111455 0.75582494 692.2534523416 292.25345224 650 546.381131 10.8990179 1.21831871 717.5580709301 67.558070925 pronóstico 504.1854332629
0.4 Metodo Winter 504.1854330.1 Metodo Holt 577.65
ϒ 0.3
DAM 132.037765Raiz ECM 159.403269PEMA 0.3626 36%PEM -0.08064594 -8%
ABS(Yt-Ῡt)
∝β
Método de Winter : Atenuación Exponencial Ajustada a la tendencia y a la variación de la estacionalidad
22500 0.4285714286 -0.4285714333856 0.736 -0.736
2804.7616 0.1324 0.132413207.3737 0.255385196 0.25538521.28713609 0.0032414863 -0.0032414933393.8468 0.9136991676 -0.91369917108.280897 0.0346860358 -0.034686047699.74574 0.2507091289 0.250709131664.44258 0.2039879028 -0.2039879
10106.604 0.6702107135 -0.6702107133485.4095 0.457475474 0.45747547
98581.605 0.570867413 0.570867414120.27925 0.1833982898 0.1833982933807.7933 0.7354758276 -0.7354758315599.6297 0.2270881411 0.2270881434360.2925 0.3370278085 0.337027815087.14575 0.1783105743 0.1783105735379.8527 0.5374152247 -0.537415221423.33894 0.0628786074 0.06287861100457.805 0.4226010561 0.422601066794.58524 0.1648585484 0.1648585585412.0804 0.7306336309 -0.730633634564.09295 0.1039354937 -0.10393549
25409.4023
(Yt-Ῡt)^2 ABS(Yt-Ῡt)/Yt (Yt-Ῡt)/Yt
