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Reference:

Forcast analysis Problem:


YEAR

Q1

Q2

Q3

Q4

2009

6404.63

7978.82

8979.9

12229.7

2010

10416.26

11504.07

11519.55

14271.93

2011

11833.19

12886.18

13262.65

16297.13

2012

10510.64

12396.46

10528.66

10937.28

2013

9035.61

8761.1

7671.4

SOLUTION:
Data available:
YEAR

Q1

Q2

Q3

Q4

TOTAL

2009

6404.63

7978.82

8979.9

12229.7

35593.05

2010

10416.26

11504.07

11519.55

14271.93

47711.81

2011

11833.19

12886.18

13262.65

16297.13

54279.15

2012

10510.64

12396.46

10528.66

10937.28

44373.04

2013

9035.61

8761.1

7671.4

Step 1: Seasonal Component Analysis


Computation of Specific seasonal-index values:

Year

2009

2010

2011

2012

2013

Quarter

TIME

Actual
SALES
Y=TCSR

Q1
Q2
Q3
Q4
Q1
Q2
Q3
Q4
Q1
Q2
Q3
Q4
Q1
Q2
Q3
Q4
Q1
Q2
Q3

0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18

6404.63
7978.82
8979.9
12229.7
10416.26
11504.07
11519.55
14271.93
11833.19
12886.18
13262.65
16297.13
10510.64
12396.46
10528.66
10937.28
9035.61
8761.1
7671.4

Q4

19

9229.68

4 QUARTER
MOVING
AVERAGE

CENTERED
MOVING
AVERAGETC

8898.26
9901.17
10782.48
11417.40
11927.95
12282.19
12627.71
13063.49
13569.79
13239.15
13116.72
12433.22
11093.26
10724.50
9815.66
9101.35

SPECIFIC
SEASONAL
INDEX
SR

9399.72
10341.83
11099.94
11672.67
12105.07
12454.95
12845.60
13316.64
13404.47
13177.94
12774.97
11763.24
10908.88
10270.08
9458.51

SEASONAL
INDEX SQ
0.704
1.002
0.965
1.158

0.955
1.183
0.938
0.986
0.952
1.146
0.921
0.968
0.989
1.237
0.823
1.054
0.965
1.065
0.955

3.829
1.045
0.735
1.047
1.009
1.209

Step 2: Cyclical Component Analysis


In this example, the trend line is described by 2144.13 + 133.68X, where X=0
for Q1 of 2007, =1 for Q2 an soon.
By dividing the de-seasonalized values by T, the CR component of each quarter is
obtained. The cyclic component, C, is obtained by smoothing the CR values using
a three-quarter moving average.

Year

Quart
er

TIME

Actual
SALES
Y=TCSR

4
QUARTER
MOVING
AVERAGE

CENTERED
MOVING
AVERAGETC

SPECIFIC
SEASONAL
INDEX
SR

SEASONAL
INDEX SQ

Seasonal
Index
SQ

Deseasonalised
sales TCR

TREND
T

CR

Cyclic
Component
C

Random
Component
R

2009

2010

2011

2012

2013

Q1

6404.63

0.704

0.989

6473.4

10650.6

0.608

Q2

7978.82

8898.26

1.002

1.100

7250.2

10680.21

0.679

0.692

0.981

Q3

8979.9

9901.17

9399.72

0.955

0.965

1.062

8459.1

10709.82

0.790

0.937

0.843

Q4

12229.7

10782.48

10341.83

1.183

1.158

0.849

14412.3

10739.44

1.342

1.036

1.295

Q1

10416.26

11417.40

11099.94

0.938

0.989

10528.1

10769.05

0.978

1.096

0.892

Q2

11504.07

11927.95

11672.67

0.986

3.829

1.100

10453.5

10798.66

0.968

0.983

0.985

Q3

11519.55

12282.19

12105.07

0.952

1.045

1.062

10851.5

10828.28

1.002

1.173

0.854

Q4

14271.93

12627.71

12454.95

1.146

0.849

16819.0

10857.89

1.549

1.217

1.273

Q1

11833.19

13063.49

12845.60

0.921

0.735

0.989

11960.2

10887.5

1.099

1.240

0.886

Q2

12886.18

13569.79

13316.64

0.968

1.047

1.100

11709.4

10917.11

1.073

1.104

0.971

Q3

10

13262.65

13239.15

13404.47

0.989

1.009

1.062

12493.5

10946.73

1.141

1.321

0.864

Q4

11

16297.13

13116.72

13177.94

1.237

1.209

0.849

19205.6

10976.34

1.750

1.285

1.361

Q1

12

10510.64

12433.22

12774.97

0.823

0.989

10623.5

11005.95

0.965

1.245

0.775

Q2

13

12396.46

11093.26

11763.24

1.054

1.100

11264.4

11035.56

1.021

0.961

1.062

Q3

14

10528.66

10724.50

10908.88

0.965

1.062

9918.1

11065.18

0.896

1.026

0.873

Q4

15

10937.28

9815.66

10270.08

1.065

0.849

12889.2

11094.79

1.162

0.960

1.211

Q1

16

9035.61

9101.35

9458.51

0.955

0.989

9132.6

11124.4

0.821

0.899

0.913

Q2

17

8761.1

1.100

7961.0

11154.02

0.714

0.727

0.982

Q3

18

7671.4

1.062

7226.5

11183.63

0.646

0.680

0.950

Q4

19

9229.68

0.849

11213.24

Forecasting:
Based on above calculations, forecast for Q4 of 2014 is determined as follows:

0.970