More Predictive Analytics: Microsoft Excel

Index

A

ACF (autocorrelation function), 22-23

ACF add-in, 37-38

averages and, 26

calculating, 33-35

drift, 26-29

PACF (Partial Autocorrelation Function), 37-38

Pearson’s correlation versus, 29-30

testing all at once, 39-42

testing seasonal time series, 49-51

trend testing

ACF add-in, 37-38

interpreting ACF, 35-37

removing trends from time series, 43-48

testing all ACF at once, 39-42

understanding the ACF meaning, 33-35

additive models

Holt-Winters models, 222-224

forecast equations, 226

level equations, 224-225

seasonal effect equations, 225-226

trend equations, 225

multiplicative models and, 210-214

comparing level estimates, 214-217

comparing seasonal effect estimates, 217

error correction formulas, 220-222

producing forecasts, 219-220

smoothing ...