DATOS r=2 r=3 r=4

t Zt Mt Zt-1(1) S Mt Zt-1(1) S Mt Zt-1(1) S

1 110.06
2 107.72 108.89
3 110.18 108.95 108.89 1.29 109.32
4 111.44 110.81 108.95 2.49 109.78 109.32 2.12 109.85
5 109.1 110.27 110.81 -1.71 110.24 109.78 -0.68 109.61 109.85 -0.75
6 107.96 108.53 110.27 -2.31 109.50 110.24 -2.28 109.67 109.61 -1.65
7 110.42 109.19 108.53 1.89 109.16 109.50 0.92 109.73 109.67 0.75
8 108.08 109.25 109.19 -1.11 108.82 109.16 -1.08 108.89 109.73 -1.65
9 108.14 108.11 109.25 -1.11 108.88 108.82 -0.68 108.65 108.89 -0.75
10 110.6 109.37 108.11 2.49 108.94 108.88 1.72 109.31 108.65 1.95
11 109.46 110.03 109.37 0.09 109.40 108.94 0.52 109.07 109.31 0.15
12 110.72 110.09 110.03 0.69 110.26 109.40 1.32 109.73 109.07 1.65
13 110.78 110.75 110.09 0.69 110.32 110.26 0.52 110.39 109.73 1.05
14 112.04 111.41 110.75 1.29 111.18 110.32 1.72 110.75 110.39 1.65
15 112.1 112.07 111.41 0.69 111.64 111.18 0.92 111.41 110.75 1.35
16 113.36 112.73 112.07 1.29 112.50 111.64 1.72 112.07 111.41 1.95
17 111.02 112.19 112.73 -1.71 112.16 112.50 -1.48 112.13 112.07 -1.05
18 108.68 109.85 112.19 -3.51 111.02 112.16 -3.48 111.29 112.13 -3.45
19 112.34 110.51 109.85 2.49 110.68 111.02 1.32 111.35 111.29 1.05
20 112.4 112.37 110.51 1.89 111.14 110.68 1.72 111.11 111.35 1.05
21 113.66 113.03 112.37 1.29 112.80 111.14 2.52 111.77 111.11 2.55
22 112.52 113.09 113.03 -0.51 112.86 112.80 -0.28 112.73 111.77 0.75
23 111.38 111.95 113.09 -1.71 112.52 112.86 -1.48 112.49 112.73 -1.35
24 110.24 110.81 111.95 -1.71 111.38 112.52 -2.28 111.95 112.49 -2.25
25 112.7 111.47 110.81 1.89 111.44 111.38 1.32 111.71 111.95 0.75
26 112.76 112.73 111.47 1.29 111.90 111.44 1.32 111.77 111.71 1.05
27 114.02 113.39 112.73 1.29 113.16 111.90 2.12 112.43 111.77 2.25
28 114.08 114.05 113.39 0.69 113.62 113.16 0.92 113.39 112.43 1.65
29 114.14 114.11 114.05 0.09 114.08 113.62 0.52 113.75 113.39 0.75
30 113 113.57 114.11 -1.11 113.74 114.08 -1.08 113.81 113.75 -0.75
31 111.86 112.43 113.57 -1.71 113.00 113.74 -1.88 113.27 113.81 -1.95
32 110.72 111.29 112.43 -1.71 111.86 113.00 -2.28 112.43 113.27 -2.55
33 111.98 111.35 111.29 0.69 111.52 111.86 0.12 111.89 112.43 -0.45
34 113.24 112.61 111.35 1.89 111.98 111.52 1.72 111.95 111.89 1.35
35 109.7 111.47 112.61 -2.91 111.64 111.98 -2.28 111.41 111.95 -2.25
36 109.76 109.73 111.47 -1.71 110.90 111.64 -1.88 111.17 111.41 -1.65
37 109.82 109.79 109.73 0.09 109.76 110.90 -1.08 110.63 111.17 -1.35
38 113.48 111.65 109.79 3.69 111.02 109.76 3.72 110.69 110.63 2.85
39 114.74 114.11 111.65 3.09 112.68 111.02 3.72 111.95 110.69 4.05
40 112.4 113.57 114.11 -1.71 113.54 112.68 -0.28 112.61 111.95 0.45
41 120.252 117.0768 109.53
42
43
44
45
Mt (r=3) at=Zt-Mt Mt (r=4) at=Zt-Mt MEDIAS MÓVILES SIMPLES

1) Para r=3 y r=4 obtenga los estimados de la serie a través d

2) Elija utilizando el backforecasting (predicción a u paso) el
109.32 0.86 3) Suponiendo que la serie tiene una media global cte, obten
109.78 1.66 109.85 1.59
110.24 -1.14 109.61 -0.51
109.50 -1.54 109.67 -1.71
109.16 1.26 109.73 0.69
108.82 -0.74 108.89 -0.81
108.88 -0.74 108.65 -0.51
108.94 1.66 109.31 1.29
109.40 0.06 109.07 0.39 SOLUCIÓN:
110.26 0.46 109.73 0.99 1) para r=3 Xbarra =
110.32 0.46 110.39 0.39 Sigma2 =
111.18 0.86 110.75 1.29
111.64 0.46 111.41 0.69 para r=4 Xbarra =
112.50 0.86 112.07 1.29 Sigma2 =
112.16 -1.14 112.13 -1.11
111.02 -2.34 111.29 -2.61
110.68 1.66 111.35 0.99 2) para r=2 S=
111.14 1.26 111.11 1.29 para r=3 S=
112.80 0.86 111.77 1.89 para r=4 S=
112.86 -0.34 112.73 -0.21
112.52 -1.14 112.49 -1.11
111.38 -1.14 111.95 -1.71 3) IC 95% confianza para Z45
111.44 1.26 111.71 0.99 z0,975 = 1.96
111.90 0.86 111.77 0.99
113.16 0.86 112.43 1.59
113.62 0.46 113.39 0.69
114.08 0.06 113.75 0.39
113.74 -0.74 113.81 -0.81
113.00 -1.14 113.27 -1.41 para r=3 IC(Z45)=
111.86 -1.14 112.43 -1.71 para r=4 IC(Z45)=
111.52 0.46 111.89 0.09
111.98 1.26 111.95 1.29
111.64 -1.94 111.41 -1.71
110.90 -1.14 111.17 -1.41
109.76 0.06 110.63 -0.81
111.02 2.46 110.69 2.79
112.68 2.06 111.95 2.79
113.54 -1.14 112.61 -0.21

113.54 1.44887624 112.61 1.80202703

os estimados de la serie a través de medias móviles simples
recasting (predicción a u paso) el valor mas adecuado de r.
Chart Ti
tiene una media global cte, obtenga un IC del 95% para Z45 para r=3 y r=4
116

114

112

110

108

106
113.54
1.45 104
1 3 5 7 9 11 13 15 17 19 21
112.61 Zt
1.80

120.25 Con r=4 se obtiene mayor precisión que con r=2 y r=3
117.08
109.53

za para Z45 OJO: tener cuidado con r que se está usando

qnorm(0.975)

IC(Z40+h)= h=1,2,….= 112.177893 114.902

IC(Z40+h)= h=1,2,….= 111.294452 113.926
 Chart Title

9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39

Zt Mt (r=3)
 α=0.2 α=0.5 α=0.8
t Zt Zt* Zt-1(1) Zt-Zt-1(1) Zt* Zt-1(1) Zt-Zt-1(1) Zt*
1 125 125.00 125.00 125.00
2 123.3 124.66 125.00 -1.70 124.15 125.00 -1.70 123.64
3 125.1 124.75 124.66 0.44 124.63 124.15 0.95 124.81
4 126.1 125.02 124.75 1.35 125.36 124.63 1.47 125.84
5 124.3 124.87 125.02 -0.72 124.83 125.36 -1.06 124.61
6 123.5 124.60 124.87 -1.37 124.17 124.83 -1.33 123.72
7 125.3 124.74 124.60 0.70 124.73 124.17 1.13 124.98
8 123.6 124.51 124.74 -1.14 124.17 124.73 -1.13 123.88
9 123.6 124.33 124.51 -0.91 123.88 124.17 -0.57 123.66
10 125.5 124.56 124.33 1.17 124.69 123.88 1.62 125.13
11 124.6 124.57 124.56 0.04 124.65 124.69 -0.09 124.71
12 125.5 124.76 124.57 0.93 125.07 124.65 0.85 125.34
13 125.6 124.93 124.76 0.84 125.34 125.07 0.53 125.55
14 126.5 125.24 124.93 1.57 125.92 125.34 1.16 126.31
15 126.6 125.51 125.24 1.36 126.26 125.92 0.68 126.54
16 127.5 125.91 125.51 1.99 126.88 126.26 1.24 127.31
17 125.8 125.89 125.91 -0.11 126.34 126.88 -1.08 126.10
18 124 125.51 125.89 -1.89 125.17 126.34 -2.34 124.42
19 126.8 125.77 125.51 1.29 125.98 125.17 1.63 126.32
20 126.8 125.97 125.77 1.03 126.39 125.98 0.82 126.70
21 127.7 126.32 125.97 1.73 127.05 126.39 1.31 127.50
22 126.9 126.44 126.32 0.58 126.97 127.05 -0.15 127.02
23 126 126.35 126.44 -0.44 126.49 126.97 -0.97 126.20
24 125.2 126.12 126.35 -1.15 125.84 126.49 -1.29 125.40
25 127 126.30 126.12 0.88 126.42 125.84 1.16 126.68
26 127.1 126.46 126.30 0.80 126.76 126.42 0.68 127.02
27 128 126.76 126.46 1.54 127.38 126.76 1.24 127.80
28 128.1 127.03 126.76 1.34 127.74 127.38 0.72 128.04
29 128.1 127.25 127.03 1.07 127.92 127.74 0.36 128.09
30 127.3 127.26 127.25 0.05 127.61 127.92 -0.62 127.46
31 126.4 127.09 127.26 -0.86 127.01 127.61 -1.21 126.61
32 125.5 126.77 127.09 -1.59 126.25 127.01 -1.51 125.72
33 126.5 126.71 126.77 -0.27 126.38 126.25 0.25 126.34
34 127.4 126.85 126.71 0.69 126.89 126.38 1.02 127.19
35 124.8 126.44 126.85 -2.05 125.84 126.89 -2.09 125.28
36 124.8 126.11 126.44 -1.64 125.32 125.84 -1.04 124.90
37 124.9 125.87 126.11 -1.21 125.11 125.32 -0.42 124.90
38 127.6 126.22 125.87 1.73 126.36 125.11 2.49 127.06
39 128.6 126.69 126.22 2.38 127.48 126.36 2.24 128.29
40 126.8 126.71 126.69 0.11 127.14 127.48 -0.68 127.10
59.87 59.57
45
α=0.8 para α=0,5
Zt-1(1) Zt-Zt-1(1) Zt-Zt*
0.00 SUAVIZACIÓN EXPONENCIAL SIMPLE
125.00 -1.70 -0.85
123.64 1.46 0.47 1)Para α=0,2; 0,5 y 0,8 obtenga los valores suavizados de Zt mediante
124.81 1.29 0.74 2) Elija utilizando el backforecasting (predicción a u paso) el valor mas
125.84 -1.54 -0.53 3) Obtenga un IC del 95% para Z45
124.61 -1.11 -0.67
123.72 1.58 0.57 SOLUCION:
124.98 -1.38 -0.57 1)
123.88 -0.28 -0.28
123.66 1.84 0.81
125.13 -0.53 -0.05
124.71 0.79 0.43 2) para α=0,2 59.87
125.34 0.26 0.26 para α=0,5 59.57
125.55 0.95 0.58 para α=0,8 63.37
126.31 0.29 0.34
126.54 0.96 0.62
127.31 -1.51 -0.54 3)
126.10 -2.10 -1.17
124.42 2.38 0.82
126.32 0.48 0.41
126.70 1.00 0.65
127.50 -0.60 -0.07 para α = 0.5
127.02 -1.02 -0.49 Z0.975= 1.96
126.20 -1.00 -0.64 IC 126.4423
125.40 1.60 0.58
126.68 0.42 0.34
127.02 0.98 0.62
127.80 0.30 0.36
128.04 0.06 0.18
128.09 -0.79 -0.31
127.46 -1.06 -0.61
126.61 -1.11 -0.75
125.72 0.78 0.12
126.34 1.06 0.51
127.19 -2.39 -1.04
125.28 -0.48 -0.52
124.90 0.00 -0.21
124.90 2.70 1.24
127.06 1.54 1.12
128.29 -1.49 -0.34
63.37 0.38
a los valores suavizados de Zt mediante la suavización exponencial simple
sting (predicción a u paso) el valor mas adecuado de α.

Con α=0,5 se optiene una mayor exactitud que con α=0,2 y α=0,8. Por lo tanto, es el valor mas adecuado para

(al 95% conf.)

127.835449
s el valor mas adecuado para la suavización.
 α=0,25 α=0,75
t Zt Zt* Zt** b1,t b2,t Zt (1) Zt-Zt-1(1)=at Zt* Zt**
1 144.2 144.20 144.20 144.2 0 144.2 144.2
2 153.4 146.50 144.77 148.225 0.575 144.2 9.2 151.1 149.375
3 145.6 146.28 145.15 147.4 0.375 148.8 -3.2 146.975 147.575
4 152.8 147.91 145.84 149.973 0.68906 147.775 5.0 151.344 150.402
5 149.0 148.18 146.42 149.935 0.58516 150.663 -1.7 149.586 149.79
6 154.2 149.68 147.24 152.13 0.81514 150.52 3.7 153.046 152.232
7 154.4 150.86 148.15 153.582 0.90605 152.945 1.5 154.062 153.604
8 149.6 150.55 148.75 152.349 0.60057 154.488 -4.9 150.715 151.438
9 138.8 147.61 148.46 146.759 -0.2838 152.95 -14.1 141.779 144.194
10 143.0 146.46 147.96 144.955 -0.50103 146.476 -3.5 142.695 143.069
11 145.2 146.14 147.51 144.78 -0.4544 144.454 0.7 144.574 144.198
12 130.4 142.21 146.18 138.233 -1.32477 144.326 -13.9 133.943 136.507
13 133.6 140.06 144.65 135.461 -1.53156 136.909 -3.3 133.686 134.391
14 146.8 141.74 143.92 139.56 -0.72715 133.93 12.9 143.521 141.239
15 147.0 143.06 143.71 142.406 -0.21673 138.833 8.2 146.13 144.907
16 135.2 141.09 143.05 139.132 -0.65357 142.189 -7.0 137.933 139.676
17 135.4 139.67 142.21 137.131 -0.84594 138.478 -3.1 136.033 136.944
18 127.6 136.65 140.82 132.486 -1.38878 136.285 -8.7 129.708 131.517
19 130.8 135.19 139.41 130.967 -1.40733 131.097 -0.3 130.527 130.775
20 129.0 133.64 137.97 129.315 -1.44231 129.56 -0.6 129.382 129.73
21 127.2 132.03 136.48 127.578 -1.48434 127.872 -0.7 127.745 128.242
22 122.4 129.62 134.77 124.478 -1.71521 126.094 -3.7 123.736 124.863
23 125.6 128.62 133.23 124.004 -1.53787 122.763 2.8 125.134 125.066
24 125.8 127.91 131.90 123.925 -1.3295 122.466 3.3 125.634 125.492
25 131.0 128.68 131.10 126.272 -0.8042 122.595 8.4 129.658 128.617
26 135.2 130.31 130.90 129.726 -0.19596 125.468 9.7 133.815 132.515
27 138.4 132.34 131.26 133.411 0.35843 129.53 8.9 137.254 136.069
28 131.6 132.15 131.48 132.82 0.22287 133.769 -2.2 133.013 133.777
29 120.8 129.31 130.94 127.687 -0.54231 133.043 -12.2 123.853 126.334
30 123.0 127.74 130.14 125.331 -0.80133 127.144 -4.1 123.213 123.994
31 132.2 128.85 129.82 127.886 -0.32195 124.53 7.7 129.953 128.463
32 133.4 129.99 129.86 130.117 0.04283 127.564 5.8 132.538 131.52
33 130.6 130.14 129.93 130.352 0.07034 130.16 0.4 131.085 131.193
34 118.8 127.31 129.27 125.338 -0.65609 130.423 -11.6 121.871 124.202
35 114.0 123.98 127.95 120.008 -1.32369 124.682 -10.7 115.968 118.026
36 124.2 124.03 126.97 121.098 -0.97899 118.685 5.5 122.142 121.113
37 121.4 123.38 126.07 120.679 -0.89891 120.119 1.3 121.585 121.467
38 110.6 120.18 124.60 115.764 -1.47268 119.78 -9.2 113.346 115.377
39 123.8 121.09 123.72 118.451 -0.87839 114.291 9.5 121.187 119.734
40 116.0 119.81 122.74 116.885 -0.9767 117.573 -1.6 117.297 117.906
41 118.2 119.41 121.91 116.911 -0.83345 115.908 2.3 117.974 117.957
42 106.4 116.16 120.47 111.844 -1.43829 116.077 -9.7 109.294 111.459
43 124.6 118.27 119.92 116.615 -0.55111 110.405 14.2 120.773 118.445
44 116.8 117.90 119.42 116.386 -0.50513 116.064 0.7 117.793 117.956
45 118.0 117.93 119.04 116.808 -0.3727 115.881 2.1 117.948 117.95
46 121.2 118.74 118.97 118.52 -0.07491 116.435 4.8 120.387 119.778
47 120.4 119.16 119.02 119.3 0.04728 118.445 2.0 120.397 120.242
48 120.6 119.52 119.14 119.896 0.12555 119.348 1.3 120.549 120.472
49 112.8 117.84 118.82 116.862 -0.32576 120.021 -7.2 114.737 116.171
50 103.0 114.13 117.64 110.614 -1.17177 116.536 -13.5 105.934 108.494
51 106.2 112.15 116.27 108.024 -1.37441 109.442 -3.2 106.134 106.724
52 116.4 113.21 115.51 110.915 -0.765 106.649 9.8 113.833 112.056
53 111.6 112.81 114.83 110.785 -0.67439 110.15 1.4 112.158 112.133
54 106.8 111.31 113.95 108.662 -0.88127 110.11 -3.3 108.14 109.138
55 115.0 112.23 113.52 110.939 -0.43007 107.781 7.2 113.285 112.248
56 109.2 111.47 113.01 109.936 -0.51188 110.509 -1.3 110.221 110.728
57 111.4 111.45 112.62 110.289 -0.38841 109.424 2.0 111.105 111.011
58 109.6 110.99 112.21 109.769 -0.40718 109.9 -0.3 109.976 110.235
59 97.8 107.69 111.08 104.303 -1.12979 109.362 -11.6 100.844 103.192
60 96.0 104.77 109.50 100.035 -1.57815 103.174 -7.2 97.211 98.7062
61 95.2 102.38 107.72 97.0321 -1.78172 98.4571 -3.3 95.7028 96.4536
62 90.4 99.38 105.64 93.1283 -2.08486 95.2504 -4.9 91.7257 92.9077
63 99.6 99.44 104.09 94.787 -1.55008 91.0435 8.6 97.6314 96.4505
64 91.8 97.53 102.45 92.6082 -1.63989 93.2369 -1.4 93.2579 94.056
S= 2987.16

h
65 90.9684 1
66 89.3285 2
67 87.6886 3
68 86.0487 4
69 84.4088 5
 α=0,75
b1,t b2,t Zt (1) Zt-Zt-1(1)=at SUAVIZACIÓN EXPONENCIAL LINEAL DE BROWN
144.2 0
152.825 5.175 144.2 9.2
146.375 -1.8 158 -12.4
152.2859375 2.82656 144.575 8.2
149.38203125 -0.61172 155.112 -6.1
153.86064453 2.44248 148.77 5.4
154.51894531 1.37197 156.303 -1.9
149.99318237 -2.16667 155.891 -6.3
139.3641571 -7.24408 147.827 -9.0
142.32000465 -1.12412 132.12 10.9
144.94974251 1.12819 141.196 4.0
131.37987096 -7.69065 146.078 -15.7
132.98057657 -2.11583 123.689 9.9
145.80404635 6.84775 130.865 15.9
147.35323714 3.66861 152.652 -5.7 1) Obtenga los valores de b1,t y b2,t a través de la suavizacón exp
136.18886567 -5.23118 151.022 -15.8 2) determine el valor de α más adecuado
135.12235552 -2.73238 130.958 4.4 3) Obtenga el valor estimado de Z69
127.89937365 -5.42674 132.39 -4.8
130.27953961 -0.7426 122.473 8.3 SOLUCIÓN:
129.03355895 -1.04463 129.537 -0.5
127.24930825 -1.4884 127.989 -0.8 1) Resuelto
122.61005669 -3.37891 125.761 -3.4
125.20194658 0.20357 119.231 6.4 2) para α=0.25 S = 2987.16
125.77534475 0.42547 125.406 0.4 para α=0.75 S = 5238.60
130.70005071 3.12501 126.201 4.8
135.11406631 3.89841 133.825 1.4 3)
138.43827999 3.55389 139.012 -0.6
132.24951085 -2.2917 141.992 -10.4
121.37236293 -7.44297 129.958 -9.2
122.43308703 -2.34075 113.929 9.1
131.44327083 4.46981 120.092 12.1 Z69 = 84.4088
133.55706748 3.0562 135.913 -2.5
130.97582931 -0.32626 136.613 -6.0
119.54059794 -6.99164 130.65 -11.8
113.90930964 -6.17543 112.549 1.5
123.17086745 3.08676 107.734 16.5
121.70360187 0.35435 126.258 -4.9
111.31612172 -6.09075 122.058 -11.5
122.63908574 4.35748 105.225 18.6
116.68728526 -1.82809 126.997 -11.0
117.99119977 0.05111 114.859 3.3
107.12764456 -6.49769 118.042 -11.6
123.10187229 6.98546 100.63 24.0
117.63045836 -0.48866 130.087 -13.3
117.94636216 -0.00592 117.142 0.9
120.99627743 1.82758 117.94 3.3
120.55149108 0.46416 122.824 -2.4
120.6259782 0.23036 121.016 -0.4
113.30352091 -4.30133 120.856 -8.1
103.37513682 -7.67756 109.002 -6.0
105.54359835 -1.76995 95.6976 10.5
115.61085312 5.33237 103.774 12.6
112.18395167 0.07681 120.943 -9.3
107.14129751 -2.99487 112.261 -5.5
114.32165178 3.11026 104.146 10.9
109.71449479 -1.52019 117.432 -8.2
111.19964416 0.28301 108.194 3.2
109.71766616 -0.77598 111.483 -1.9
98.496355318 -7.04318 108.942 -11.1
95.715823524 -4.48559 91.4532 4.5
94.951889555 -2.2526 91.2302 4.0
90.543705807 -3.54595 92.6993 -2.3
98.812359806 3.54281 86.9978 12.6
92.45969829 -2.39447 102.355 -10.6
S= 5238.60
EAL DE BROWN
Chart Title
180.0
160.0
140.0
120.0
100.0
80.0
60.0
40.0
20.0
0.0
1 4 7 10 13 16 19 22 25 28 31 34 37 40 43 46 49 52 55 58 61 64

Zt Zt* Zt**

t a través de la suavizacón exponencial de Brown, considere α=0,25 y 0,75

Con α=0.25 se tiene una menor suma de cuadrados

49 52 55 58 61 64
 A=0,4; C=0,8 A=0,2 C=0,9
t Zt Zt* Tt* Zt(1) Zt-Zt-1(1) Zt* Tt*
1 144.2
2 153.4 153.40 9.20 153.40 9.20
3 145.6 155.80 3.76 162.60 -17.00 159.20 6.14
4 152.8 156.86 1.60 159.56 -6.76 162.83 3.88
5 149.0 154.67 -1.43 158.45 -9.45 163.17 0.69
6 154.2 153.63 -1.12 153.24 0.96 161.93 -1.05
7 154.4 153.26 -0.52 152.50 1.90 159.59 -2.21
8 149.6 151.49 -1.52 152.75 -3.15 155.82 -3.61
9 138.8 145.50 -5.10 149.97 -11.17 149.53 -6.03
10 143.0 141.44 -4.26 140.40 2.60 143.40 -6.12
11 145.2 140.39 -1.70 137.18 8.02 138.87 -4.69
12 130.4 135.37 -4.35 138.69 -8.29 133.42 -5.37
13 133.6 132.05 -3.53 131.02 2.58 129.16 -4.37
14 146.8 135.84 2.32 128.53 18.27 129.19 -0.41
15 147.0 141.70 5.15 138.16 8.84 132.42 2.87
16 135.2 142.19 1.42 146.85 -11.65 135.28 2.85
17 135.4 140.33 -1.20 143.61 -8.21 137.58 2.36
18 127.6 134.51 -4.89 139.12 -11.52 137.48 0.14
19 130.8 130.09 -4.51 129.62 1.18 136.25 -1.09
20 129.0 126.95 -3.42 125.58 3.42 133.93 -2.20
21 127.2 125.00 -2.24 123.53 3.67 130.83 -3.01
22 122.4 122.61 -2.36 122.75 -0.35 126.73 -3.99
23 125.6 122.39 -0.65 120.25 5.35 123.32 -3.47
24 125.8 123.37 0.65 121.75 4.05 121.03 -2.40
25 131.0 126.81 2.88 124.02 6.98 121.11 -0.18
26 135.2 131.90 4.65 129.70 5.50 123.78 2.39
27 138.4 137.29 5.24 136.54 1.86 128.62 4.59
28 131.6 138.16 1.74 142.53 -10.93 132.89 4.30
29 120.8 132.26 -4.37 139.90 -19.10 133.92 1.35
30 123.0 125.93 -5.93 127.89 -4.89 132.81 -0.86
31 132.2 124.88 -2.03 120.00 12.20 132.01 -0.81
32 133.4 127.07 1.35 122.85 10.55 131.63 -0.42
33 130.6 129.29 2.04 128.42 2.18 131.09 -0.53
34 118.8 126.32 -1.97 131.33 -12.53 128.21 -2.65
35 114.0 120.21 -5.28 124.35 -10.35 123.26 -4.73
36 124.2 118.64 -2.31 114.93 9.27 119.66 -3.71
37 121.4 118.36 -0.69 116.33 5.07 117.04 -2.73
38 110.6 114.84 -2.95 117.66 -7.06 113.57 -3.40
39 123.8 116.65 0.86 111.89 11.91 112.90 -0.94
40 116.0 116.91 0.38 117.51 -1.51 112.77 -0.22
41 118.2 117.65 0.67 117.28 0.92 113.68 0.80
42 106.4 113.55 -3.15 118.32 -11.92 112.86 -0.65
43 124.6 116.08 1.40 110.41 14.19 114.69 1.58
44 116.8 117.21 1.18 117.48 -0.68 116.37 1.67
45 118.0 118.23 1.05 118.39 -0.39 118.04 1.66
46 121.2 120.05 1.67 119.29 1.91 120.00 1.93
47 120.4 121.19 1.24 121.72 -1.32 121.63 1.66
48 120.6 121.70 0.66 122.44 -1.84 122.75 1.17
49 112.8 118.54 -2.40 122.36 -9.56 121.70 -0.83
50 103.0 110.88 -6.60 116.13 -13.13 117.30 -4.04
51 106.2 105.05 -5.99 104.28 1.92 111.84 -5.31
52 116.4 105.99 -0.44 99.06 17.34 108.50 -3.54
53 111.6 107.97 1.50 105.56 6.04 106.29 -2.34
54 106.8 108.40 0.64 109.47 -2.67 104.52 -1.83
55 115.0 111.43 2.55 109.04 5.96 105.15 0.39
56 109.2 112.06 1.02 113.97 -4.77 106.27 1.05
57 111.4 112.41 0.48 113.08 -1.68 108.13 1.78
58 109.6 111.58 -0.57 112.89 -3.29 109.85 1.72
59 97.8 105.72 -4.80 111.00 -13.20 108.82 -0.76
60 96.0 98.95 -6.37 100.92 -4.92 105.65 -2.93
61 95.2 93.63 -5.54 92.58 2.62 101.22 -4.28
62 90.4 89.02 -4.80 88.09 2.31 95.63 -5.46
63 99.6 90.37 0.12 84.22 15.38 92.06 -3.76
64 91.8 91.02 0.54 90.50 1.30 89.00 -3.13
4441.41

65
66
67
68
69
A=0,2 C=0,9
Zt(1) Zt-Zt-1(1) SUAVIZACIÓN EXPONENCIAL BIPARAMÉTRICA DE HO

162.60 -17.00
165.34 -12.54
166.71 -17.71
163.87 -9.67
160.89 -6.49
157.38 -7.78
152.21 -13.41
143.50 -0.50
137.28 7.92
134.18 -3.78
128.05 5.55
124.79 22.01
128.78 18.22
135.29 -0.09
138.13 -2.73
139.94 -12.34
137.62 -6.82 1)Para (A=0,4 , C=0,8); asi como para (A=0,2 y C=0,9) obtenga los valore
135.17 -6.17 2) determine el par (A, C) más adecuado.
131.74 -4.54 3) Obtenga el valor estimado de Z69
127.82 -5.42
122.74 2.86 SOLUCIÓN:
119.84 5.96
118.63 12.37 1) Resuelto
120.93 14.27 Zt* = Nivel
126.18 12.22 Tt* = Tendencia
133.22 -1.62
137.20 -16.40 2) El par ordenado mas adecuado que minimiza la suma de c
135.27 -12.27 (A=0.4, C=0.8)
131.96 0.24
131.19 2.21 3) Z69 = Z64+5 = Z64(5) = Z64* + 5*T64
131.22 -0.62
130.57 -11.77
125.57 -11.57
118.53 5.67
115.96 5.44
114.32 -3.72
110.18 13.62
111.96 4.04
112.55 5.65
114.48 -8.08
112.21 12.39
116.26 0.54
118.04 -0.04
119.70 1.50
121.93 -1.53
123.29 -2.69
123.92 -11.12
120.87 -17.87
113.25 -7.05
106.53 9.87
104.97 6.63
103.95 2.85
102.69 12.31
105.54 3.66
107.32 4.08
109.91 -0.31
111.57 -13.77
108.06 -12.06
102.72 -7.52
96.94 -6.54
90.17 9.43
88.30 3.50
5503.98
CIAL BIPARAMÉTRICA DE HOLT

,2 y C=0,9) obtenga los valores suavizados de nivel y de tendencia.

do que minimiza la suma de cuadrados es:

93.727114 (Zt)
 α=0,25
t Zt Zt* Zt** Zt*** b1,t b2,t b3,t Zt-1(1)
1 437.9 437.9 437.9 437.9 437.9 0.00 0
2 415.6 432.325 436.5062 437.5516 425.0078 -3.7E+00 -0.34844 4.4E+02
3 416.1 428.2687 434.4469 436.7754 418.241 -4.8E+00 -0.42773 4.2E+02
4 425.4 427.5516 432.723 435.7623 420.2479 -3.3E+00 -0.23691 4.1E+02
5 436.5 429.7887 431.9895 434.8191 428.2167 -2.8E-01 0.069873 4.2E+02
6 405.4 423.6915 429.915 433.5931 414.9227 -3.9E+00 -0.28282 4.3E+02
7 423.1 423.5436 428.3221 432.2753 417.9398 -2.2E+00 -0.0917 4.1E+02
8 409.6 420.0577 426.256 430.7705 412.1756 -3.3E+00 -0.18709 4.2E+02
9 430.9 422.7683 425.3841 429.4239 421.5765 1.6E-01 0.158223 4.1E+02
10 444.0 428.0762 426.0571 428.5822 434.6395 4.0E+00 0.504908 4.2E+02
11 468.9 438.2822 429.1134 428.715 456.2213 9.4E+00 0.974488 4.4E+02
12 454.6 442.3616 432.4254 429.6426 459.4511 8.5E+00 0.794816 4.7E+02
13 473.1 450.0462 436.8306 431.4396 471.0864 1.0E+01 0.869396 4.7E+02
14 490.4 460.1347 442.6566 434.2439 486.6779 1.2E+01 1.00725 4.8E+02
15 488.5 467.226 448.799 437.8827 493.1637 1.2E+01 0.834521 5.0E+02
16 464.4 466.5195 453.2291 441.7193 481.5904 5.7E+00 0.197838 5.1E+02
17 470.1 467.4146 456.7755 445.4833 477.4007 3.1E+00 -0.07256 4.9E+02
18 445.6 461.961 458.0719 448.6305 460.2978 -2.7E+00 -0.61692 4.8E+02
19 440.9 456.6957 457.7278 450.9048 447.8085 -6.0E+00 -0.87279 4.6E+02
20 448.0 454.5218 456.9263 452.4102 445.1966 -5.8E+00 -0.76896 4.4E+02
21 476.9 460.1163 457.7238 453.7386 460.9162 -3.5E-01 -0.17697 4.4E+02
22 462.6 460.7373 458.4772 454.9232 461.7035 -1.8E-01 -0.14376 4.6E+02
23 493.1 468.8279 461.0649 456.4586 479.7479 4.9E+00 0.35076 4.6E+02
24 474.4 470.221 463.3539 458.1825 478.7836 3.5E+00 0.188403 4.8E+02
25 521.5 483.0407 468.2756 460.7057 505.0011 1.0E+01 0.799474 4.8E+02
26 523.4 493.1305 474.4893 464.1516 520.0753 1.2E+01 0.922612 5.2E+02
27 520.1 499.8729 480.8352 468.3225 525.4356 1.1E+01 0.724999 5.3E+02
28 495.6 498.8047 485.3276 472.5738 513.0051 5.0E+00 0.080367 5.4E+02
29 494.9 497.8285 488.4528 476.5436 504.6706 1.3E+00 -0.28151 5.2E+02
30 491.0 496.1214 490.37 480 497.2544 -1.4E+00 -0.51315 5.1E+02
31 467.9 489.066 490.044 482.5111 479.5773 -6.5E+00 -0.94565 5.0E+02
32 477.6 486.1995 489.0829 484.1541 475.504 -6.6E+00 -0.86802 4.7E+02
33 482.1 485.1746 488.1058 485.142 476.3485 -5.2E+00 -0.655 4.7E+02
34 503.4 489.731 488.5121 485.9845 489.6412 -5.4E-01 -0.14541 4.7E+02
35 509.5 494.6732 490.0524 487.0015 500.864 2.7E+00 0.174439 4.9E+02
36 513.4 499.3549 492.378 488.3456 509.2763 4.5E+00 0.327167 5.0E+02
37 507.1 501.2912 494.6063 489.9108 509.9654 3.7E+00 0.22104 5.1E+02
38 513.6 504.3684 497.0468 491.6948 513.6595 3.9E+00 0.218837 5.1E+02
39 482.9 499.0013 497.5355 493.155 497.5525 -1.6E+00 -0.32385 5.2E+02
40 477.0 493.501 496.5268 493.9979 484.9204 -5.0E+00 -0.6172 5.0E+02
41 456.9 484.3507 493.4828 493.8692 466.4729 -9.4E+00 -0.97175 4.8E+02
42 466.6 479.913 490.0904 492.9245 462.3925 -8.7E+00 -0.81591 4.6E+02
43 461.1 475.2098 486.3702 491.2859 457.8046 -8.2E+00 -0.69386 4.5E+02
44 449.4 468.7573 481.967 488.9562 449.3272 -8.9E+00 -0.69117 4.5E+02
45 447.5 463.443 477.336 486.0511 444.3721 -8.4E+00 -0.57532 4.4E+02
46 480.4 467.6823 474.9226 483.269 461.5481 -1.6E+00 0.122901 4.4E+02
47 466.1 467.2867 473.0136 480.7051 463.5244 -4.9E-01 0.218293 4.6E+02
48 458.6 465.115 471.039 478.2886 460.5168 -1.0E+00 0.147301 4.6E+02
49 474.9 467.5613 470.1695 476.2588 468.434 1.6E+00 0.386781 4.6E+02
50 456.0 464.6709 468.7949 474.3928 462.021 -3.1E-01 0.16378 4.7E+02
51 470.9 466.2282 468.1532 472.8329 467.0579 1.3E+00 0.306079 4.6E+02
52 443.6 460.5712 466.2577 471.1891 454.1295 -2.4E+00 -0.0839 4.7E+02
53 422.1 450.9534 462.4316 469 434.565 -7.4E+00 -0.54557 4.5E+02
54 425.4 444.565 457.965 466.2411 426.0412 -8.2E+00 -0.56932 4.3E+02
55 417.5 437.7988 452.9234 462.9116 417.5377 -8.8E+00 -0.57071 4.2E+02
56 420.4 433.4491 448.0548 459.1974 415.3802 -7.4E+00 -0.38479 4.1E+02
57 396.1 424.1118 442.0691 454.9154 401.0435 -9.7E+00 -0.56789 4.1E+02
58 410.6 420.7339 436.7353 450.3703 402.3661 -7.0E+00 -0.26293 3.9E+02
59 423.9 421.5254 432.9328 446.0109 411.7887 -2.6E+00 0.185637 4.0E+02
60 414.0 419.644 429.6106 441.9109 412.0112 -1.6E+00 0.259298 4.1E+02
61 410.9 417.458 426.5725 438.0763 410.733 -1.3E+00 0.265485 4.1E+02
62 388.6 410.2435 422.4902 434.1798 397.4396 -4.5E+00 -0.06191 4.1E+02
63 415.1 411.4576 419.7321 430.5678 405.7445 -9.1E-01 0.28459 3.9E+02
64 361.4 398.9432 414.5349 426.5596 379.7847 -7.8E+00 -0.39632 4.1E+02
65 359.5 389.0824 408.1718 421.9626 364.6946 -1.0E+01 -0.58872 3.7E+02
66 357.4 381.1618 401.4193 416.8268 356.0544 -1.0E+01 -0.53888 3.5E+02
67 348.1 372.8964 394.2885 411.1922 347.0157 -1.0E+01 -0.49872 3.5E+02
68 348.6 366.8223 387.422 405.2497 343.4506 -8.9E+00 -0.308 3.4E+02
69 328.9 357.3417 379.9019 398.9127 331.2321 -1.0E+01 -0.39438 3.3E+02
70 333.0 351.2563 372.7405 392.3697 327.917 -8.5E+00 -0.20612 3.2E+02
71 347.9 350.4172 367.1597 386.0672 335.8398 -4.0E+00 0.240558 3.2E+02
72 302.6 338.4629 359.9855 379.5468 314.979 -8.6E+00 -0.21792 3.3E+02
73 324.1 334.8722 353.7072 373.0869 316.5819 -5.9E+00 0.060524 3.1E+02
74 318.4 330.7541 347.9689 366.8074 315.1631 -4.6E+00 0.180411 3.1E+02
75 302.5 323.6906 341.8993 360.5804 305.9542 -5.7E+00 0.052478 3.1E+02
76 262.4 308.368 333.5165 353.8144 278.3688 -1.2E+01 -0.53896 3.0E+02
77 266.1 297.801 324.5876 346.5077 266.1478 -1.2E+01 -0.54073 2.7E+02
78 245.6 284.7507 314.6284 338.5379 248.9049 -1.4E+01 -0.66313 2.5E+02
79 213.9 267.038 302.7308 329.5861 222.5078 -1.8E+01 -0.98194 2.3E+02
80 226.0 256.7785 291.2427 320 216.6077 -1.6E+01 -0.63407 2.0E+02
81 238.9 252.3089 281.5093 310.3775 222.7764 -1.0E+01 -0.0369 2.0E+02
82 221.6 244.6317 272.2899 300.8556 217.881 -8.6E+00 0.100837 2.1E+02
83 229.1 240.7488 264.4046 291.7428 220.7753 -5.2E+00 0.409157 2.1E+02
84 219.4 235.4116 257.1563 283.0962 217.8619 -4.2E+00 0.466124 2.2E+02
S=

85
86
87
88
 α=0,60
Zt-Zt-1(1) Zt* Zt** Zt*** b1,t b2,t b3,t Zt-1(1)
437.9 437.9 437.9 437.9 -2.13E-13 0
-2.2E+01 424.52 429.872 435.893 419.837 -5.27E+00 1.50525 4.38E+02
-4.9E+00 419.468 423.6296 432.8271 420.3423 1.45E+01 11.33089 4.16E+02
1.2E+01 423.0272 423.2682 430.4374 429.7145 2.82E+01 15.58864 4.46E+02
2.0E+01 431.1109 427.9738 429.8215 439.2328 2.53E+01 11.21579 4.74E+02
-2.3E+01 415.6844 420.6001 427.5162 412.7688 8.77E-01 4.500569 4.76E+02
1.2E+01 420.1337 420.3203 425.7172 425.1575 2.12E+01 11.72327 4.18E+02
-6.1E+00 413.8135 416.4162 423.3919 415.5838 1.41E+01 9.839277 4.58E+02
2.2E+01 424.0654 421.0057 422.7954 431.9744 2.46E+01 10.91101 4.40E+02
2.2E+01 436.0262 430.018 424.601 442.6256 1.15E+01 1.330264 4.67E+02
3.0E+01 455.7505 445.4575 429.8151 460.6941 -6.63E+00 -12.036 4.55E+02
-1.2E+01 455.0602 451.2191 435.1661 446.6894 -4.46E+01 -27.4767 4.42E+02
4.4E+00 465.8841 460.0181 441.3791 458.9771 -4.39E+01 -28.7392 3.75E+02
8.4E+00 480.5936 472.3634 449.1252 473.8158 -4.96E+01 -33.768 3.86E+02
-1.2E+01 485.3375 480.1478 456.8809 472.4497 -6.68E+01 -40.6741 3.90E+02
-4.1E+01 472.775 475.7241 461.5917 452.7442 -7.49E+01 -38.4336 3.65E+02
-1.7E+01 471.17 472.9916 464.4417 458.9767 -4.55E+01 -23.3362 3.39E+02
-3.5E+01 455.828 462.6935 464.0046 443.4082 -3.32E+01 -12.4972 3.90E+02
-1.6E+01 446.8712 453.2001 461.3035 442.3168 -2.17E+00 3.992582 3.98E+02
7.1E+00 447.5485 449.8091 458.4299 451.6479 2.28E+01 14.31027 4.44E+02
3.8E+01 465.1594 459.0193 458.5772 476.9976 3.27E+01 12.82064 4.89E+02
2.2E+00 463.6238 461.782 459.3784 464.9038 4.45E-01 -1.26395 5.23E+02
3.2E+01 481.3095 473.4985 462.9084 486.3415 2.53E-01 -6.25283 4.64E+02
-1.1E+01 477.1638 475.6977 466.1057 470.5041 -3.13E+01 -18.2831 4.80E+02
3.9E+01 503.7655 492.5384 472.7139 506.3953 -1.86E+01 -19.344 4.21E+02
7.5E+00 515.5462 506.3431 481.1212 508.7306 -5.23E+01 -36.0422 4.68E+02
-1.3E+01 518.2785 513.5043 489.217 503.5395 -7.33E+01 -43.9047 4.20E+02
-4.2E+01 504.6714 508.2046 493.9639 483.3644 -7.86E+01 -39.9912 3.86E+02
-2.3E+01 498.8086 502.567 496.1146 484.8394 -4.78E+01 -22.9741 3.65E+02
-1.5E+01 494.1234 497.5008 496.4612 486.329 -2.33E+01 -9.93838 4.14E+02
-2.7E+01 478.3894 486.034 493.8544 470.9206 -1.07E+01 0.395643 4.53E+02
5.4E+00 477.9157 481.163 490.6815 480.9397 2.10E+01 14.11027 4.61E+02
1.4E+01 480.4263 480.721 488.1914 487.3073 2.92E+01 16.14538 5.16E+02
3.3E+01 494.2105 488.8147 488.3472 504.5347 2.84E+01 11.08876 5.33E+02
2.1E+01 503.3842 497.5564 490.6495 508.1329 4.29E+00 -2.42793 5.44E+02
9.7E+00 509.3937 504.6588 494.1518 508.3566 -1.67E+01 -12.9871 5.10E+02
-7.0E+00 508.0175 506.674 497.2824 501.3128 -3.12E+01 -18.1083 4.79E+02
-2.5E-01 511.367 509.4898 500.3342 505.9658 -2.72E+01 -16.3763 4.52E+02
-3.5E+01 494.2868 500.368 500.3427 482.0991 -3.43E+01 -13.7397 4.62E+02
-1.9E+01 483.9147 490.496 497.881 478.1371 -6.56E+00 1.808262 4.34E+02
-2.2E+01 467.7059 476.8219 492.6162 465.2681 1.39E+01 15.02605 4.73E+02
1.0E+01 467.0424 470.9542 487.2007 475.4652 4.50E+01 27.75309 4.94E+02
8.2E+00 463.4769 466.4678 482.0175 473.0448 4.73E+01 28.25723 5.48E+02
5.2E-01 455.0308 459.6056 476.4145 462.6901 4.36E+01 27.52673 5.49E+02
7.8E+00 450.5123 454.1496 470.8483 459.9364 4.84E+01 29.38806 5.34E+02
4.5E+01 468.4449 462.7268 468.8179 485.9723 5.73E+01 26.5708 5.38E+02
 6.0E+00 467.038 465.3135 467.9418 473.1152 2.05E+01 9.793768 5.70E+02
-4.7E+00 461.9752 463.3105 466.784 462.778 6.82E+00 4.810851 5.03E+02
1.5E+01 469.7301 467.1623 466.8786 474.582 1.33E+01 5.139301 4.74E+02
-1.4E+01 461.492 463.7601 466.0989 459.2947 -3.11E+00 0.159172 4.93E+02
9.0E+00 467.1368 465.7861 466.0207 470.0728 8.57E+00 3.5669 4.56E+02
-2.5E+01 453.0147 458.1233 464.0464 448.7207 -4.30E+00 1.83269 4.82E+02
-3.0E+01 434.4659 443.9288 459.017 430.6281 9.01E+00 12.65668 4.46E+02
-1.2E+00 429.0264 434.9874 453.0096 435.1266 4.08E+01 27.13778 4.52E+02
2.0E-01 422.1105 427.2613 446.5725 431.1203 5.07E+01 31.86116 5.03E+02
1.2E+01 421.0842 423.555 440.8181 433.4057 5.73E+01 33.28264 5.14E+02
-1.2E+01 406.0937 413.0782 433.8832 412.9295 4.65E+01 31.09589 5.24E+02
2.0E+01 408.7975 410.5098 428.0398 422.9029 6.27E+01 35.58991 4.91E+02
2.9E+01 417.859 414.9193 424.7597 433.5787 5.71E+01 28.75515 5.21E+02
4.6E+00 415.5436 415.2939 422.3932 423.1424 3.07E+01 16.53541 5.19E+02
2.7E-01 412.7574 413.772 420.2379 417.1942 2.10E+01 12.26551 4.70E+02
-2.1E+01 398.263 404.4666 416.2951 397.6842 1.39E+01 12.656 4.50E+02
2.2E+01 408.3652 406.8058 413.9228 418.6011 3.81E+01 19.52201 4.24E+02
-4.4E+01 380.1861 390.8339 408.1506 376.2069 1.15E+01 15.00467 4.76E+02
-1.2E+01 367.7744 376.9982 400.3625 372.6911 4.45E+01 31.81597 4.03E+02
3.5E+00 361.5498 367.7292 392.2041 373.666 6.62E+01 41.16511 4.49E+02
2.8E+00 353.4799 359.1796 383.948 366.8489 7.01E+01 42.90458 4.81E+02
1.2E+01 350.552 354.003 376.4618 366.1086 7.32E+01 42.76729 4.80E+02
-5.4E+00 337.5608 344.1377 368.3807 348.6501 6.30E+01 39.74888 4.82E+02
1.2E+01 334.8243 338.5497 360.923 349.7469 7.13E+01 41.95792 4.51E+02
2.9E+01 342.6697 341.0217 355.9477 360.8917 7.08E+01 37.29146 4.63E+02
-2.9E+01 318.6279 327.5854 348.8571 321.9845 3.74E+01 27.70685 4.69E+02
1.8E+01 321.9112 324.1809 342.688 335.8789 6.36E+01 36.53431 3.87E+02
7.6E+00 319.8045 321.555 337.4048 332.1531 5.55E+01 31.7232 4.36E+02
-8.3E+00 309.4218 314.2751 331.6224 317.0625 4.43E+01 28.11146 4.19E+02
-3.8E+01 281.2087 294.4353 322.3256 282.6459 4.06E+01 32.9935 3.89E+02
1.6E-01 272.1435 281.0602 312.0092 285.2591 7.75E+01 49.57274 3.56E+02
-7.6E+00 256.2174 266.1545 300.5456 270.7342 8.60E+01 55.02132 4.12E+02
-2.0E+01 230.827 244.958 286.6487 244.2556 9.25E+01 62.00923 4.12E+02
2.3E+01 227.9308 234.7417 273.6719 253.2393 1.22E+02 72.26858 3.99E+02
3.9E+01 234.5123 234.6041 263.9049 263.6297 1.20E+02 65.7206 4.48E+02
8.8E+00 226.7649 229.9006 255.4039 245.9969 8.76E+01 50.32716 4.50E+02
2.0E+01 228.166 228.8598 248.7678 246.6863 7.82E+01 43.23192 3.84E+02
3.4E+00 222.9064 225.2878 242.8978 235.7537 5.92E+01 34.26456 3.68E+02
34769.383 S=

h
1
2
3
4
Zt-Zt-1(1) MODELO DE SUAVIZACIÓN EXPONENCIAL CUADRÁTICO DE BROWN

-2.23E+01
2.61E-02
-2.08E+01
-3.70E+01
-7.03E+01
4.95E+00
-4.85E+01
-8.66E+00
-2.35E+01
1.35E+01
1.26E+01
9.85E+01
1.04E+02
9.80E+01
9.94E+01
1.31E+02
5.55E+01
4.32E+01
3.86E+00
-1.19E+01
-5.99E+01 1) Para la serie Zt con α=0,25 y 0,60 obtenga b1,t y b2,t y b3,t aplicando la suavización cuadrática
2.90E+01 2) determine el valor de α más adecuado
-5.94E+00 3) Obtenga el valor estimado de Z88
1.01E+02
5.50E+01 SOLUCIÓN:
9.97E+01
1.09E+02 1) Resuelto
1.30E+02
7.69E+01 2) para α=0.25 S= 34769.38 El valor de α mas adecuado es α
1.48E+01 para α=0.60 S= 689919.00
1.70E+01
-3.39E+01 3) Z88 = Z84(4) = 208.446
-2.92E+01
-3.45E+01
3.40E+00
2.84E+01
6.16E+01
2.05E+01
4.30E+01
-1.65E+01
-2.76E+01
-8.71E+01
-9.92E+01
-8.63E+01
-5.73E+01
 -1.04E+02
-4.49E+01
4.94E-01
-3.70E+01
1.46E+01
-3.86E+01
-2.42E+01
-2.69E+01
-8.56E+01
-9.33E+01
-1.28E+02
-8.00E+01
-9.73E+01
-1.05E+02
-5.95E+01
-6.18E+01
-9.14E+00
-1.15E+02
-4.32E+01
-9.16E+01
-1.33E+02
-1.31E+02
-1.53E+02
-1.18E+02
-1.15E+02
-1.66E+02
-6.30E+01
-1.18E+02
-1.17E+02
-1.27E+02
-9.02E+01
-1.67E+02
-1.98E+02
-1.73E+02
-2.09E+02
-2.28E+02
-1.55E+02
-1.49E+02
689919.0024
CIAL CUADRÁTICO DE BROWN

icando la suavización cuadrática de Brown

El valor de α mas adecuado es α=0.25

 t Zt MES AÑO SUAVIZACIÓN EXPONENCIAL ESTACIO
1 437.9 1 1
2 415.6 2 1
3 416.1 3 1
4 425.4 4 1
5 436.5 5 1
6 405.4 6 1
7 423.1 7 1
8 409.6 8 1
9 430.9 9 1
10 444.0 10 1
11 468.9 11 1
12 454.6 12 1
13 473.1 1 2
14 490.4 2 2
15 488.5 3 2
16 464.4 4 2
17 470.1 5 2
18 445.6 6 2
19 440.9 7 2
20 448.0 8 2
21 476.9 9 2
22 462.6 10 2
23 493.1 11 2
24 474.4 12 2
25 521.5 1 3
26 523.4 2 3
27 520.1 3 3
28 495.6 4 3
29 494.9 5 3 SUAVIZACIÓN EXPONENCIAL DE HOLT
30 491.0 6 3
31 467.9 7 3 1) Para A=0,3; C=0,6 y D=0,1 considere
32 477.6 8 3 2) Con cada uno de los modelos estime
33 482.1 9 3
34 503.4 10 3
35 509.5 11 3
36 513.4 12 3
37 507.1 1 4
38 513.6 2 4
39 482.9 3 4
40 477.0 4 4
41 456.9 5 4
42 466.6 6 4
43 461.1 7 4
44 449.4 8 4
45 447.5 9 4
46 480.4 10 4
47 466.1 11 4
48 458.6 12 4
49 474.9 1 5
50 456.0 2 5
51 470.9 3 5
52 443.6 4 5
53 422.1 5 5
54 425.4 6 5
55 417.5 7 5
56 420.4 8 5
57 396.1 9 5
58 410.6 10 5
59 423.9 11 5
60 414.0 12 5
61 410.9 1 6
62 388.6 2 6
63 415.1 3 6
64 361.4 4 6
65 359.5 5 6
66 357.4 6 6
67 348.1 7 6
68 348.6 8 6
69 328.9 9 6
70 333.0 10 6
71 347.9 11 6
72 302.6 12 6
73 324.1 1 7
74 318.4 2 7
75 302.5 3 7
76 262.4 4 7
77 266.1 5 7
78 245.6 6 7
79 213.9 7 7
80 226.0 8 7
81 238.9 9 7
82 221.6 10 7
83 229.1 11 7
84 219.4 12 7

90 h=6
100 h=16
115 h=31
CIÓN EXPONENCIAL ESTACIONAL DE HOLT WINTERS

CIÓN EXPONENCIAL DE HOLT WINTERS

=0,3; C=0,6 y D=0,1 considere el modelo aditivo y el multiplicativo y estime en cada caso los suavizados de nivel tendencia y estacioanlidad
da uno de los modelos estime Z 64 y Z100
e nivel tendencia y estacioanlidad.