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st: Predict Values, Residual Values, Actual Values: How they related to Change(Differentiated) values
From |
"Demetriou, Eleftherios" <[email protected]> |
To |
<[email protected]> |
Subject |
st: Predict Values, Residual Values, Actual Values: How they related to Change(Differentiated) values |
Date |
Thu, 3 Sep 2009 10:09:12 -0400 |
Hi to all,
Your help would much appreciated.
Time Residuals Actual Predicted Change
2008m12 0.0471286 15.56406 15.6111886
0.0390626
2009m1 -0.0846512 15.44607 15.3614188
-0.0333374
2009m2 0.2174468 15.62338 15.8408268
-0.0401406
2009m3 -0.0912807 15.67231 15.5810293
0.1402137
2009m4 0.0002243 15.67153 15.6717543
-0.0010054
2009m5 -0.0055107 15.65919 15.6536793
-0.0068251
2009m6 -0.0156231 15.70709 15.6914669
0.0635176
2009m7 0.0298343 15.6491 15.6789343 0.0169236
2009m8 -0.0298517 15.70702 15.6771683
0.0566317
2009m9 0.0243455 -0.0575622
2009m10 -0.014906 0.0840143
2009m11 -0.0625918 -0.0073008
2009m12 0.0526835 0.0390626
2010m1 0.0269902
-0.0333374
2010m2 0.0243964
-0.0401406
2010m3 -0.0038307
0.1402137
2010m4 -0.03499
-0.0010054
2010m5 0.0308822
-0.0068251
2010m6 -0.0428043
0.0635176
2010m7 0.0381132
0.0169236
2010m8 -0.0323732
0.0566317
2010m9 0.0251135
-0.0575622
2010m10 -0.0151399
0.0840143
2010m11 -0.0625206
-0.0073008
2010m12
0.0390626
All values in logarithmic form
We know that Residuals=Actual - Predicted
What is the relationship with the three (Residuals, Actual, Predicted)
with the last column (Change)?
The reason being to be able to fill the values from 2009m9 till 2010m12
for "Predicted" column
Thank you
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