T Year Month Demand MA (4) CMA (4) S, I S: Regression Statistics

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MIDTERM EXAM - MANAGERIAL ECONOMICS

Yt Yt/CMA
T YEAR MONTH DEMAND MA(4) CMA(4) St,It St
1 2014 JANUARY 233 1.02
2 FEBRUARY 233 1.01
3 MARCH 208 217.25 212.75 0.98 0.95
4 APRIL 195 208.25 203.625 0.96 1
5 MAY 197 199 199.5 0.99 1.02
6 JUNE 196 200 203 0.97 1.01
7 JULY 212 206 209.5 1.01 0.95
8 AUGUST 219 213 215.875 1.01 1
9 SEPTEMBER 225 218.75 216.75 1.04 1.02
10 OCTOBER 219 214.75 216.125 1.01 1.01
11 NOVEMBER 196 217.5 222.625 0.88 0.95
12 DECEMBER 230 227.75 236.375 0.97 1
13 2015 JANUARY 266 245 249.625 1.07 1.02
14 FEBRUARY 288 254.25 262.5 1.10 1.01
15 MARCH 233 270.75 274.75 0.85 0.95
16 APRIL 296 278.75 279.875 1.06 1
17 MAY 298 281 291 1.02 1.02
18 JUNE 297 301 304 0.98 1.01
19 JULY 313 307 308.875 1.01 0.95
20 AUGUST 320 310.75 313.625 1.02 1
21 SEPTEMBER 313 316.5 314.5 1.00 1.02
22 OCTOBER 320 312.5 313.875 1.02 1.01
23 NOVEMBER 297 315.25 0.95
24 DECEMBER 331 1
25 2016 JANUARY 1.02
26 FEBRUARY 1.01
27 MARCH 0.95
28 APRIL 1

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.892330467
R Square 0.796253663
Adjusted R Squ 0.786992466
Standard Error 22.07118693
Observations 24

ANOVA
df SS MS F Significance F
Regression 1 41882.798501 41882.79850102 85.9774 4.685E-09
Residual 22 10717.0204374 487.13729261013
Total 23 52599.8189384

Coefficients Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%


Intercept 181.496201 9.2997053362 19.51633889477 2.221E-15 162.2098 200.7826 162.2098
T 6.034883991 0.6508437952 9.272399975868 4.685E-09 4.685117 7.384651 4.685117

Yt Yt/CMA
T YEAR MONTH DEMAND MA(3) CMA(3) St,It St
1 2014 JANUARY 233 1.01
2 FEBRUARY 233 224.67 218.33 1.07 1
3 MARCH 208 212.00 206.00 1.01 0.96
4 APRIL 195 200.00 198.00 0.98 1.01
5 MAY 197 196.00 198.83 0.99 1
6 JUNE 196 201.67 205.33 0.95 0.96
7 JULY 212 209.00 213.83 0.99 1.01
8 AUGUST 219 218.67 219.83 1.00 1
9 SEPTEMBER 225 221.00 217.17 1.04 0.96
10 OCTOBER 219 213.33 214.17 1.02 1.01
11 NOVEMBER 196 215.00 222.83 0.88 1
12 DECEMBER 230 230.67 246.00 0.93 0.96
13 2015 JANUARY 266 261.33 261.83 1.02 1.01
14 FEBRUARY 288 262.33 267.33 1.08 1
15 MARCH 233 272.33 274.00 0.85 0.96
16 APRIL 296 275.67 286.33 1.03 1.01
17 MAY 298 297.00 299.83 0.99 1
18 JUNE 297 302.67 306.33 0.97 0.96
19 JULY 313 310.00 312.67 1.00 1.01
20 AUGUST 320 315.33 316.50 1.01 1
21 SEPTEMBER 313 317.67 313.83 1.00 0.96
22 OCTOBER 320 310.00 313.00 1.02 1.01
23 NOVEMBER 297 316.00 1
24 DECEMBER 331 0.96
25 2016 JANUARY 1.01
26 FEBRUARY 1
27 MARCH 0.96
28 APRIL 1.01
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.884019911
R Square 0.781491203
Adjusted R Squ 0.771558985
Standard Error 23.26528788
Observations 24

ANOVA
df SS MS F Significance F
Regression 1 42588.7320706 42588.73207062 78.68245 1.02E-08
Residual 22 11908.0196452 541.273620238
Total 23 54496.7517159

Coefficients Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%


Intercept 182.2380243 9.80284035141 18.59032870199 6.103E-15 161.9082 202.5679 161.9082
T 6.085530385 0.68605591117 8.87031258748 1.02E-08 4.662738 7.508323 4.662738
Yt/St
Tt
TIME SERIES FOR D
Deseasonalize Forecast
400
228.43 187.53 191.28
230.69 193.57 195.50 350
218.95 199.60 189.62 300
195.00 205.64 205.64
250
193.14 211.67 215.90
194.06 217.71 219.88 200
223.16 223.74 212.55
150
219.00 229.78 229.78
220.59 235.81 240.53 100

216.83 241.85 244.26 50


206.32 247.88 235.49
0
230.00 253.91 253.91

MARCH

MARCH
APRIL

APRIL
JANUARY

FEBRUARY

JUNE

AUGUST

FEBRUARY
MAY

JULY

JANUARY

MAY
OCTOBER

NOVEMBER

DECEMBER
SEPTEMBER
260.78 259.95 265.15
285.15 265.98 268.64
245.26 272.02 258.42

2014
296.00 278.05 278.05
292.16 284.09 289.77
294.06 290.12 293.03
329.47 296.16 281.35 Months St
320.00 302.19 302.19 1 1.02
306.86 308.23 314.39 2 1.01
316.83 314.26 317.41 3 0.95
312.63 320.30 304.28 4 1.00
331.00 326.33 326.33
332.37 339.02
338.40 341.79
344.44 327.22
350.47 350.47
Upper 95.0%
200.782609399
7.38465140916

Yt/St
Deseasonalize Tt Forecast TIME SERIES FOR DE
230.69 188.32 190.21 400
233.00 194.41 194.41 350
216.67 200.49 192.47
300
193.07 206.58 208.65
197.00 212.67 212.67 250
204.17 218.75 210.00 200
209.90 224.84 227.09 150
219.00 230.92 230.92
100
234.38 237.01 227.53
50
216.83 243.09 245.52
196.00 249.18 249.18 0
MARCH

MARCH
JANUARY

APRIL

APRIL
FEBRUARY

MAY
JUNE
JULY
AUGUST

JANUARY
FEBRUARY

MAY
JUNE
JULY
NOVEMBER
DECEMBER
SEPTEMBER
OCTOBER
239.58 255.26 245.05
263.37 261.35 263.96
288.00 267.44 267.44
2014

2015
242.71 273.52 262.58
293.07 279.61 282.40
298.00 285.69 285.69 Months St
309.38 291.78 280.11 1 1.01
309.90 297.86 300.84 2 1.00
320.00 303.95 303.95 3 0.96
326.04 310.03 297.63
316.83 316.12 319.28
297.00 322.21 322.21
344.79 328.29 315.16
334.38 337.72
340.46 340.46
346.55 332.69
352.63 356.16
Upper 95.0%
202.56787094
7.50832326181
DECEMBER

JANUARY

FEBRUARY

MARCH

APRIL

MAY

JUNE
2015
JULY
TIME SERIES FOR DEMAND

AUGUST

SEPTEMBER

OCTOBER

NOVEMBER

DECEMBER

JANUARY

FEBRUARY
2016
MARCH

APRIL
CMA(4)
Demand

Forecast
FEBRUARY
MARCH
APRIL
MAY
JUNE
2015
JULY
AUGUST
SEPTEMBER

ME SERIES FOR DEMAND


OCTOBER
NOVEMBER
DECEMBER
JANUARY
FEBRUARY
2016
MARCH
APRIL

CMA(3)
Demand

Forecast

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