• Schritt t:
y
(1)
t
= α · y
t
+ (1 − α) · y
(1)
t−1
y
(2)
t
= α · y
(1)
t
+ (1 − α) · y
(2)
t−1
p
t+j
=
h
2 · y
(1)
t
− y
(2)
t
i
+
α
1 − α
·
y
(1)
t
− y
(2)
t
· j
Beispiel
t 1 2 3 4 5 6 7 8 9 10 11 12
y
t
317 194 312 316 322 334 317 356 428 411 494 412
t 13 14 15 16 17 18 19 20 21 22 23 24
y
t
460 395 392 447 452 571 517 397 410 579 473 558
Ergebnisse I
t y
t
y
(1)
t
y
(2)
t
b
0,t
b
1,t
p
t+1
e
t
0 177.0800 79.1600 275.0000 10.8800 285.8800
1 317 191.0720 90.3512 291.7928 11.1912 302.9840 31.12
2 194 191.3648 100.4526 282.2770 10.1014 292.3784 -108.98
3 312 203.4283 110.7502 296.1064 10.2976 306.4040 19.62
4 316 214.6855 121.1437 308.2273 10.3935 318.6208 9.59
5 322 225.4169 131.5710 319.2628 10.4273 329.6902 3.37
6 334 236.2752 142.0414 330.5090 10.4704 340.9794 4.30
7 317 244.3477 152.2720 336.4233 10.2306 346.6539 -23.97
8 356 255.5129 162.5961 348.4297 10.3241 358.7538 9.34
9 428 272.7616 173.6127 371.9105 11.0166 382.9271 69.24
10 411 286.5854 184.9099 388.2609 11.2973 399.5 582 28.07
11 494 307.3269 197.1516 417.5021 12.2417 429.7 438 94.44
12 412 317.7942 209.2159 426.3725 12.0643 438.4 368 -17.74
Ergebnisse II
t y
t
y
(1)
t
y
(2)
t
b
0,t
b
1,t
p
t+1
e
t
13 460 332.0148 221.4958 442.5338 12.2799 454.8 137 21.56
14 395 338.3133 233.1775 443.4491 11.6818 455.1 309 -59.81
15 392 343.6820 244.2280 443.1360 11.0504 454.1 864 -63.13
16 447 354.0138 255.2065 452.8210 10.9786 463.7 996 -7.18
17 452 363.8124 266.0671 461.5577 10.8606 472.4 183 -11.79
18 571 384.5312 277.9135 491.1488 11.8464 502.9 952 98.58
19 517 397.7780 289.9000 505.6561 11.9865 517.6 426 14.00
20 397 397.7003 300.6800 494.7205 10.7800 505.5 005 -120.64
21 410 398.9302 310.5050 487.3554 9.8250 497.1804 -95.50
22 579 416.9372 321.1482 512.7261 10.6432 523.3 693 81.81
23 473 422.5434 331.2877 513.7991 10.1395 523.9 387 -50.36
24 558 436.0891 341.7679 530.4103 10.4801 540.8 904 34.06
19