Baixe o app para aproveitar ainda mais
Prévia do material em texto
Bacharelado em Estatística – 2011.3 Disciplina: Análise e Previsão de Séries Temporais I Professor: Henrique S. Hippert Aula 2 – Modelo constante Exemplo de cálculo dos erros (para previsões por média global) Zt prevs. et |et| et2 et/Zt |et/Zt| 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 1.9668 5.3654 1.6105 5.6186 3.4975 2.0157 3.6685 3.8224 2.0038 3.6437 2.9857 3.4064 3.1905 2.3801 1.2319 3.3564 3.1296 2.1226 2.9489 2.5925 2.2663 4.0707 3.0408 3.3074 3.3165 4.6021 3.3201 4.4165 4.8237 2.9700 - 1.9668 3.6661 2.9809 3.6403 3.6118 3.3457 3.3919 3.4457 3.2855 3.3213 3.2908 3.3004 3.2920 3.2268 3.0938 3.1102 3.1114 3.0564 3.0508 3.0279 2.9916 3.0407 3.0407 3.0518 3.0624 3.1216 3.1289 3.1749 3.2318 3.3986 -2.0556 2.6377 -0.1428 -1.5961 0.3228 0.4305 -1.4419 0.3582 -0.3356 0.1156 -0.1099 -0.9119 -1.9949 0.2626 0.0194 -0.9888 -0.1075 -0.4583 -0.7616 1.0791 0.0001 0.2667 0.2647 1.5397 0.1985 1.2876 1.6488 -0.2618 3.3986 2.0556 2.6377 0.1428 1.5961 0.3228 0.4305 1.4419 0.3582 0.3356 0.1156 0.1099 0.9119 1.9949 0.2626 0.0194 0.9888 0.1075 0.4583 0.7616 1.0791 0.0001 0.2667 0.2647 1.5397 0.1985 1.2876 1.6488 0.2618 11.5505 4.2255 6.9575 0.0204 2.5475 0.1042 0.1853 2.0791 0.1283 0.1126 0.0134 0.0121 0.8316 3.9796 0.0690 0.0004 0.9777 0.0116 0.2100 0.5800 1.1645 0.0000 0.0711 0.0701 2.3707 0.0394 1.6579 2.7185 0.0685 0.6334 -1.2764 0.4695 -0.0408 -0.7918 0.0880 0.1126 -0.7196 0.0983 -0.1124 0.0339 -0.0344 -0.3831 -1.6194 0.0782 0.0062 -0.4658 -0.0365 -0.1768 -0.3361 0.2651 0.0000 0.0806 0.0798 0.3346 0.0598 0.2915 0.3418 -0.0881 0.6334 1.2764 0.4695 0.0408 0.7918 0.0880 0.1126 0.7196 0.0983 0.1124 0.0339 0.0344 0.3831 1.6194 0.0782 0.0062 0.4658 0.0365 0.1768 0.3361 0.2651 0.0000 0.0806 0.0798 0.3346 0.0598 0.2915 0.3418 0.0881 soma 2.6639 24.9973 42.7569 -3.1078 9.0547 Zt prevs. et |et| et2 PE=et/Zt APE=|et/Zt| erros: ∑ = = N t teN ME 1 1 = 2.6639/29 = 0.0919 ∑ = = N t teN MAE 1 1 = 24.9973/29 = 0.8620 ∑ = = N t tPEN MPE 1 1 = -3.1078 / 29 = -0.1072 = -10.72 % ∑ = = N t tAPEN MAPE 1 1 = 9.0547 / 29 = 0.3122 = 31.22 % ∑ = = N t teN MSE 1 21 = 42.7569 / 29 = 1.4744
Compartilhar