The Residual Analysis Report shows how the model proposed by the analyst fits the historical data series. Figure 7-2 shows an example of a Residual Analysis Report for the channel SIO count.
CA MICS Capacity Planner UNIVARIATE MODELING RESIDUAL ANALYSIS UNIVARIATE FORECAST OF: CHAN5CNT BASED ON TIME ELEMENTS: LINEAR TRANSFORMED* PREDICTED RESIDUAL -------------PLOT OF RESIDUALS------------- CONFIDENCE DATE CHAN5CNT CHAN5CNT CHAN5CNT CHAN5CNT -195E4 0.0 +195E4 LIMITS +/- ------- ---------- ------------ ---------- ---------- ------------------------------------------- ---------- 30SEP97 11882418 . 10324734 1557683.74 | 0+++++++++++++++ | 1624240.54 31OCT97 12860633 12371525.50 10912672 1947961.05 | 0++++++++++++++++++++| 1416789.90 28NOV97 11743581 12302107.00 11500610 242971.35 | 0++ | 1221119.32 31DEC97 12510012 12126796.50 12088547 421464.66 | 0++++ | 1043874.36 30JAN98 12071368 12290690.00 12676485 -605117.03 | ------0 | 896056.61 27FEB98 12076524 12073946.00 13264423 -1187899 | ------------0 | 794269.29 31MAR98 12186976 12131750.00 13852360 -1665384 | -----------------0 | 757306.06 30APR98 14355185 13271080.50 14440298 -85113.10 | 0 | 794269.29 29MAY98 15011392 14683288.50 15028236 -16843.79 | 0 | 896056.61 30JUN98 17176448 16093920.00 15616173 1560274.52 | 0++++++++++++++++ | 1043874.36 31JUL98 17421158 17298803.00 16204111 1217046.83 | 0++++++++++++ | 1221119.32 31AUG98 18042957 17732057.50 16792049 1250908.14 | 0++++++++++++ | 1416789.90 31SEP98 . . 17379987 . | 0 | 1624240.54 31OCT98 . . 17967924 . | 0 | 1839490.02 31NOV98 . . 18555862 . | 0 | 2060095.20 31DEC98 . . 19143800 . | 0 | 2284505.07 31JAN99 . . 19731737 . | 0 | 2511700.04 31FEB99 . . 20319675 . | 0 | 2740987.65 31MAR99 . . 20907613 . | 0 | 2971883.57 31APR99 . . 21495550 . | 0 | 3204040.12 * - DATA SMOOTHED USING A GEOMETRIC MOVING AVERAGE. ALPHA = 0.50
Figure 7-2. Residual Analysis Report
The Residual Analysis Report shown in Figure 7-2 presents the
following information:
UNIVARIATE
FORECAST OF: The name of the data element to be forecast.
BASED ON
TIME The time elements (LINEAR, QUADRATIC, and/or
ELEMENTS: CUBIC) that you are using to develop the model.
The columns of the report are discussed below:
DATE: The ending date of the week or month that is
represented by the observation.
CHAN5CNT: The actual historical observations for the data
element being modeled (in this case, CHAN5CNT).
If the last two characters of the the data
element name are TM, the facility assumes that
the value is in seconds and uses a SAS TIME10.1
format for the report.
TRANSFORMED The transformed value. If you do not specify
(CHAN5CNT): that historical observations are to be
transformed by one of the options available on
the Transform Historical Observations screen
shown in Figure 7-12, the TRANSFORMED value will
be identical to the historical value. If you do
specify that historical observations are to be
transformed, then a footnote is generated to
indicate the type of processing that is
performed on the historical data series. The
presence of a footnote is indicated by an
asterisk (*) following the word TRANSFORMED. If
the last two characters of the the data element
name are TM, the facility assumes that the value
is in seconds and uses a SAS TIME10.1 format for
the report.
PREDICTED The y value predicted for the interval using the
(CHAN5CNT): regression equation fit to the historical data.
If the last two characters of the data element
name are TM, the facility assumes that the value
is in seconds and uses a SAS TIME10.1 format for
the report.
RESIDUAL The error term, e, in the regression equation.
(CHAN5CNT): The residual is equal to the difference between
the actual historical observation and the
predicted value. The residual value for a point
deleted from the modeling process is of no
concern, since the model was not developed to
account for the observation. If the last two
characters of the data element name are TM, the
facility assumes that the value is in seconds
and uses a SAS TIME10.1 format for the report.
PLOT OF The residual values that are plotted over the
RESIDUALS: range from minus to plus the maximum residual
value.
CONFIDENCE The 95% confidence limits for the forecast. As
LIMITS: discussed in Section 7.2, the confidence limits
bound the potential error that may exist in the
forecasts produced by the model. If the last
two characters of the the data element name are
TM, the facility assumes that the value is in
seconds and uses a SAS TIME10.1 format for the
report.
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