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Activity 10 Example 05.03 JayDomingoFinal

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Sales

Year Quarter (1000s) Quarterly Smartphone Sales Time Series Plot (with Forec
1 1 4.8
2 4.1
3 6.0
4 6.5
2 1 5.8
2 5.2
3 6.8
4 7.4
3 1 6.0
2 5.6
3 7.5
4 7.8
4 1 6.3
2 5.9
3 8.0
4 8.4

Method: Regression with Dummy Variables (and Period)

Sales
Year Quarter Period Qtr1 Qtr2 Qtr3 (1000s)
1 1 1
2 2
3 3
4 4
2 1 5
2 6
3 7
4 8
3 1 9
2 10
3 11
4 12
4 1 13
2 14
3 15
4 16
5 1
2
3
4
s Time Series Plot (with Forecast)

Chapter 5 Time Series Analysis and Forecasting


Forecast 5.1 Time Series Patterns
-Trend and Seasonal Pattern
Table 5.6 Quarterly Smartphone Sales Time Series
Figure 5.6 Quarterly Smartphone Sales Time Series Plot
5.4 Using Regression Analysis for Forecasting
-Seasonality With Trend
Table 5.12 Smartphone Sales Time Series with Dummy Variables and Time Period
me Period
Sales
Year Quarter (1000s) Quarterly Smartphone Sales Time Series Plot (with Forec
1 1 4.8
2 4.1 Sales with forecast
3 6.0 10.0
4 6.5
9.0
2 1 5.8
8.0
2 5.2
3 6.8 7.0

4 7.4 6.0
3 1 6.0 5.0
2 5.6 4.0
3 7.5
3.0
4 7.8
2.0
4 1 6.3
2 5.9 1.0

3 8.0 0.0
1 2 3 4 5 6 7 8 9 10 11 12 13 14
4 8.4

Method: Regression with Dummy Variables (and Period)

Sales
Year Quarter Period Qtr1 Qtr2 Qtr3 (1000s)
1 1 1 1 0 0 4.8
2 2 0 1 0 4.1
3 3 0 0 1 6.0
4 4 0 0 0 6.5
2 1 5 1 0 0 5.8
2 6 0 1 0 5.2
3 7 0 0 1 6.8
4 8 0 0 0 7.4
3 1 9 1 0 0 6.0
2 10 0 1 0 5.6
3 11 0 0 1 7.5
4 12 0 0 0 7.8
4 1 13 1 0 0 6.3
2 14 0 1 0 5.9
3 15 0 0 1 8.0
4 16 0 0 0 8.4
5 1 17 1 0 0
2 18 0 1 0
3 19 0 0 1
4 20 0 0 0

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.98806594
R Square 0.976274301 98%
Adjusted R Sq0.967646775
Standard Erro 0.216663753
Observations 16

ANOVA
df SS MS F Significance F
Regression 4 21.248 5.312 113.1580731 7.37582E-09
Residual 11 0.516375 0.046943182
Total 15 21.764375

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%


Intercept 6.06875 0.162497815 37.34665609 6.12289E-13 5.711094721 6.426405279
Period 0.145625 0.012111872 12.0233272 1.14029E-07 0.118966949 0.172283051
Qtr1 -1.363125 0.157454336 -8.65727191 3.05975E-06 -1.70967966 -1.01657034
Qtr2 -2.03375 0.155107642 -13.111862 4.65532E-08 -2.37513962 -1.69236038
Qtr3 -0.304375 0.153682427 -1.98054525 0.073201043 -0.64262774 0.033877741
s Time Series Plot (with Forecast)
Sales w/o forecast
Sales with forecast 9.0
8.0
7.0 f(x) = 0.179852941176471 x + 4.8525
R² = 0.505321533604396
6.0
5.0
4.0
3.0
2.0
1.0
0.0
1 2 3 4 5 6 7 8 9 10 11 12 13 14

Sales (1000s) Linear (Sales (1000s))

7 8 9 10 11 12 13 14 15 16 17 18 19 20

Forecast Chapter 5 Time Series Analysis and Forecasting


5.1 Time Series Patterns
(Y^) -Trend and Seasonal Pattern
4.851 Table 5.6 Quarterly Smartphone Sales Time Series
4.326 Figure 5.6 Quarterly Smartphone Sales Time Series Plot
5.4 Using Regression Analysis for Forecasting
6.201 -Seasonality With Trend
6.651 Table 5.12 Smartphone Sales Time Series with Dummy Variables and
5.434 0.583 0.146
4.909 0.583
6.784 0.582
7.234 0.583 Forecast Y^=b0+(b1*Qtr1)+(b2*Qtr2)+(b3*Qtr3)+(b4*period)
6.016 Coefficients
5.491 Intercept 6.069 b0
7.366 Period 0.146
7.816 Qtr1 -1.363 b1
6.599 Qtr2 -2.034 b2
6.074 Qtr3 -0.304 b3
7.949
8.399
7.181
6.656
8.531
8.981

Lower 99.0% Upper 99.0%


5.5640632284 6.573436772
0.108007869 0.183242131
-1.8521477024 -0.8741023
-2.5154843259 -1.55201567
-0.7816828829 0.172932883
/o forecast

8525

8 9 10 11 12 13 14 15 16

Linear (Sales (1000s))

orecasting

ales Time Series


ales Time Series Plot
casting

ries with Dummy Variables and Time Period

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