G05PMF Example Program Results
Initial values used:
168.018
3.800
Mean Deviation = 0.2547E+02
Absolute Deviation = 0.2123E+02
Observed 1-Step
Period Values Forecast Residual
1 180.000 171.818 8.182
2 135.000 175.782 -40.782
3 213.000 178.848 34.152
4 181.000 183.005 -2.005
5 148.000 186.780 -38.780
6 204.000 189.800 14.200
7 228.000 193.492 34.508
8 225.000 197.732 27.268
9 198.000 202.172 -4.172
10 200.000 206.256 -6.256
11 187.000 210.256 -23.256
Simulated CI Simulated CI
Obs. Forecast Estimated CI (Gaussian Errors) (Bootstrap Errors)
12 213.854 163.928 263.781 161.431 258.001 173.073 248.363
13 217.685 167.748 267.622 172.660 262.100 177.311 252.638
14 221.516 171.556 271.475 169.259 263.107 179.344 256.921
15 225.346 175.347 275.345 180.721 272.776 183.672 260.804
16 229.177 179.115 279.238 184.790 263.591 186.398 264.173
95.0% CIs were produced