HP HP-18C - Forecasting

Forecasting
Model
Transformation
LIN
Y = A + Bx Y = A + Bx
EXP
Y = Ae
Bx
In (Y) = In (A) + Bx
LOG
Y = A + B In (x)
Y = A + B In (x)
PWR
Y = AxB
Let:
- ~Xi
X=-
n
SX2 = ~(Xi
X)2
In (Y) = In (A) - B In (x)
- ~Yi
Y=-
n
SY2 = ~(Yi - y)2
SXY = ~(Xi - X) (Y
i
- Y)
Then:
B = SXY
SX2
A a (LIN, LOG models)
A e
a
(EXP, PWR models)
where a = Y - B X
CORR = SXY
ySX2 x SY2
Xi
Y
i
xi
Yi
xi
In (Yi)
In (x)
Yi
In (xi)
In (y)
B: More About HP-18C Calculations 183