Spreadsheet: vkaminski__40675__newPPI-5anj
Sheet: PLLU Short-Term Model

PPI [PLLU] AUTOREGRESSIVE ERROR-CORRECTING MODEL |  |  |  |  |  |  |  | Any probs? Anjam x35383
COEFFICIENTS |  |  | SLOPE PARAMETER |  |  |  |  | Parameters were estimated using SPSS and data |  |  |  |  |  | Please update cells in grey
RPI[t] | 0.0310511 |  | ChangePer3Months |  |  | 0.0065 |  | in sheet "FinalDataSet".  Model allows PPI to be a |  |  |  |  |  | (at the bottom of columns B & C
PPI[t-1] | 0.944435 |  |  |  |  |  |  | function of previous PPI, recent 3month change in PPI, |  |  |  |  |  | with latest RPI and PPI
Slope[3] | 0.100439 |  | RECENT HISTORICAL 3 MONTH SLOPE |  |  |  |  | constant, current RPI and an auto-regressive error term |  |  |  |  |  | numbers as they are released
Constant | 0.00036685 |  | 1999-07-01 00:00:00 | 0.011
AregError | 0.0658044 |  | 2000-01-01 00:00:00 | 0.024 |  |  |  | Use model to predict out to 12 months and then
Adj R-squared | 0.96521 |  |  |  |  |  |  | blend-in months 12 to 16 with long-term model
[NAME] | 0.118797 |  |  | RPI | PLLU | Diff
 |  |  | Average
 |  |  |  |  |  | SumSq
 | INPUTS |  | OUTPUT
Date | HistRPI | HistPLLU | [NAME] | PrevError | Error | Error^2
1990-03-01 00:00:00 | 0.08103294746215495 | 0.05584415584415581
1990-04-01 00:00:00 | 0.09448818897637801 | 0.06193548387096781
1990-05-01 00:00:00 | 0.09739130434782606 | 0.06025641025641026
1990-06-01 00:00:00 | 0.09792027729636055 | 0.06017925736235608
1990-07-01 00:00:00 | 0.09783549783549783 | 0.05882352941176472
1990-08-01 00:00:00 | 0.1062176165803108 | 0.0663265306122447
1990-09-01 00:00:00 | 0.1089193825042882 | 0.06970849176172367
1990-10-01 00:00:00 | 0.108936170212766 | 0.07178841309823669
1990-11-01 00:00:00 | 0.09704641350210963 | 0.07052896725440805
1990-12-01 00:00:00 | 0.09343434343434343 | 0.06398996235884558
1991-01-01 00:00:00 | 0.08953974895397487 | 0.06583850931677016
1991-02-01 00:00:00 | 0.08901830282861889 | 0.06567534076827752
1991-03-01 00:00:00 | 0.08237232289950569 | 0.06150061500615012
1991-04-01 00:00:00 | 0.06394884092725817 | 0.06196840826245453
1991-05-01 00:00:00 | 0.0578446909667194 | 0.06166868198307118
1991-06-01 00:00:00 | 0.05840568271507496 | 0.0591787439613527
1991-07-01 00:00:00 | 0.05520504731861209 | 0.06159420289855078
1991-08-01 00:00:00 | 0.04683840749414525 | 0.05143540669856472
1991-09-01 00:00:00 | 0.04098994586233551 | 0.04265402843601884
1991-10-01 00:00:00 | 0.03683806600153483 | 0.03642773207990602
1991-11-01 00:00:00 | 0.04307692307692301 | 0.04
1991-12-01 00:00:00 | 0.04464973056197064 | 0.04127358490566047
1992-01-01 00:00:00 | 0.04147465437788034 | 0.03379953379953382
1992-02-01 00:00:00 | 0.04125286478227652 | 0.03488372093023262
1992-03-01 00:00:00 | 0.04033485540334847 | 0.03939745075318668
1992-04-01 00:00:00 | 0.04282494365139011 | 0.03089244851258566
1992-05-01 00:00:00 | 0.04344569288389533 | 0.02847380410022771
1992-06-01 00:00:00 | 0.03877703206562289 | 0.03078677309007993
1992-07-01 00:00:00 | 0.03736920777279518 | 0.02844141069397033
1992-08-01 00:00:00 | 0.03579418344519025 | 0.02730375426621157
1992-09-01 00:00:00 | 0.03566121842496295 | 0.02727272727272734
1992-10-01 00:00:00 | 0.03552923760177662 | 0.02834467120181405
1992-11-01 00:00:00 | 0.03023598820059004 | 0.03167420814479627
1992-12-01 00:00:00 | 0.02579218865143695 | 0.0328425821064553
1993-01-01 00:00:00 | 0.01696165191740429 | 0.03494926719278468
1993-02-01 00:00:00 | 0.01834189288334565 | 0.03707865168539315
1993-03-01 00:00:00 | 0.01901975128017575 | 0.03678929765886285
1993-04-01 00:00:00 | 0.01296829971181546 | 0.03995560488346284
1993-05-01 00:00:00 | 0.01292175161521891 | 0.03986710963455153
1993-06-01 00:00:00 | 0.01220387652548438 | 0.04092920353982299
1993-07-01 00:00:00 | 0.01368876080691628 | 0.04203539823008851
1993-08-01 00:00:00 | 0.01727861771058326 | 0.04429678848283491
1993-09-01 00:00:00 | 0.01793400286944036 | 0.0431415929203538
1993-10-01 00:00:00 | 0.01358112937812717 | 0.04079382579933855
1993-11-01 00:00:00 | 0.0136005726556907 | 0.03508771929824572
1993-12-01 00:00:00 | 0.01939655172413812 | 0.04057017543859653
1994-01-01 00:00:00 | 0.0246555474981871 | 0.0370370370370372
1994-02-01 00:00:00 | 0.02377521613832845 | 0.03250270855904658
1994-03-01 00:00:00 | 0.02297200287150036 | 0.02580645161290329
1994-04-01 00:00:00 | 0.02560455192034139 | 0.02134471718249742
1994-05-01 00:00:00 | 0.02551381998582558 | 0.02236421725239612
1994-06-01 00:00:00 | 0.02624113475177303 | 0.02125398512221044
1994-07-01 00:00:00 | 0.02345415778251603 | 0.02016985138004235
1994-08-01 00:00:00 | 0.02406227883934875 | 0.02226935312831402
1994-09-01 00:00:00 | 0.02184637068357986 | 0.02332979851537642
1994-10-01 00:00:00 | 0.02397743300423105 | 0.02330508474576254
1994-11-01 00:00:00 | 0.02612994350282505 | 0.02542372881355925
1994-12-01 00:00:00 | 0.02889358703312195 | 0.02634351949420433
1995-01-01 00:00:00 | 0.03326256192498223 | 0.03571428571428559
1995-02-01 00:00:00 | 0.0337790288529205 | 0.03672612801678898
1995-03-01 00:00:00 | 0.03508771929824572 | 0.03878406708595383
1995-04-01 00:00:00 | 0.03328710124826628 | 0.04075235109717856
1995-05-01 00:00:00 | 0.03386316516931598 | 0.04062500000000013
1995-06-01 00:00:00 | 0.03524533517622674 | 0.04058272632674309
1995-07-01 00:00:00 | 0.03541666666666665 | 0.04370447450572335
1995-08-01 00:00:00 | 0.03593642017968213 | 0.04149377593361003
1995-09-01 00:00:00 | 0.0386206896551724 | 0.04248704663212433
1995-10-01 00:00:00 | 0.03168044077135002 | 0.04244306418219468
1995-11-01 00:00:00 | 0.03097040605643486 | 0.03822314049586772
1995-12-01 00:00:00 | 0.03219178082191765 | 0.0420944558521561
1996-01-01 00:00:00 | 0.02876712328767117 | 0.03448275862068972
1996-02-01 00:00:00 | 0.02722940776038119 | 0.0334008097165992
1996-03-01 00:00:00 | 0.02711864406779663 | 0.03329969727547932
1996-04-01 00:00:00 | 0.02416107382550337 | 0.03112449799196804
1996-05-01 00:00:00 | 0.02205882352941191 | 0.02802802802802806
1996-06-01 00:00:00 | 0.02136181575433893 | 0.02499999999999991
1996-07-01 00:00:00 | 0.02213279678068414 | 0.02093718843469605
1996-08-01 00:00:00 | 0.0213475650433621 | 0.02091633466135456
1996-09-01 00:00:00 | 0.02124833997343978 | 0.02286282306163034
1996-10-01 00:00:00 | 0.026702269692924 | 0.02284011916583917
1996-11-01 00:00:00 | 0.02736982643524688 | 0.02587064676616913
1996-12-01 00:00:00 | 0.02455209024552096 | 0.01871921182266023
1997-01-01 00:00:00 | 0.02796271637816261 | 0.01568627450980387
1997-02-01 00:00:00 | 0.02717031146454607 | 0.01273261508325185
1997-03-01 00:00:00 | 0.02574257425742577 | 0.0087890625
1997-04-01 00:00:00 | 0.02424639580602905 | 0.006815968841285214
1997-05-01 00:00:00 | 0.02616088947024209 | 0.00778967867575453
1997-06-01 00:00:00 | 0.02941176470588225 | 0.007804878048780495
1997-07-01 00:00:00 | 0.0334645669291338 | 0.01171874999999978
1997-08-01 00:00:00 | 0.03527106466361851 | 0.0126829268292683
1997-09-01 00:00:00 | 0.03576072821846554 | 0.009718172983479212
1997-10-01 00:00:00 | 0.03706111833550052 | 0.008737864077669855
1997-11-01 00:00:00 | 0.03703703703703698 | 0.005819592628516057
1997-12-01 00:00:00 | 0.03626943005181338 | 0.005802707930367523
1998-01-01 00:00:00 | 0.03303108808290145 | 0.003861003861003853
1998-02-01 00:00:00 | 0.03419354838709676 | 0.004835589941972973
1998-03-01 00:00:00 | 0.03474903474903468 | 0.00871248789932233
1998-04-01 00:00:00 | 0.040307101727447 | 0.009671179883945946
1998-05-01 00:00:00 | 0.04206500956022952 | 0.009661835748792313
1998-06-01 00:00:00 | 0.03746031746031742 | 0.01064859632139403
1998-07-01 00:00:00 | 0.03492063492063502 | 0.007722007722007929
1998-08-01 00:00:00 | 0.03280757097791787 | 0.00481695568400764
1998-09-01 00:00:00 | 0.03201506591337089 | 0.002887391722810273
1998-10-01 00:00:00 | 0.03134796238244508 | 0.0009624639076033503
1998-11-01 00:00:00 | 0.03007518796992481 | 0.0009643201542912649
1998-12-01 00:00:00 | 0.02750000000000008 | -0.0009615384615384581
1999-01-01 00:00:00 | 0.02445141065830714 | -0.0009615384615384581
1999-02-01 00:00:00 | 0.02121023081721751 | 0.001924927815206923
1999-03-01 00:00:00 | 0.02052238805970141 | 0.004798464491362786
1999-04-01 00:00:00 | 0.01599015990159902 | 0.009578544061302763
1999-05-01 00:00:00 | 0.01284403669724776 | 0.009569377990430672
1999-06-01 00:00:00 | 0.01346389228886169 | 0.009578544061302763
1999-07-01 00:00:00 | 0.01288343558282201 | 0.01149425287356309
1999-08-01 00:00:00 | 0.01099572388515591 | 0.01342281879194629
1999-09-01 00:00:00 | 0.01094890510948887 | 0.01727447216890599
1999-10-01 00:00:00 | 0.01215805471124609 | 0.01923076923076916
1999-11-01 00:00:00 | 0.01399026763990263 | 0.02119460500963388
1999-12-01 00:00:00 | 0.01763990267639914 | 0.02309913378248307
2000-01-01 00:00:00 | 0.01958384332925323 | 0.02406159769008664
2000-02-01 00:00:00 | 0.02321319486866225 | 0.02305475504322763
2000-03-01 00:00:00 | 0.023 |  |  | NEXT UPDATE: APRIL 2000
2000-04-01 00:00:00 | 0.023
2000-05-01 00:00:00 | 0.023
2000-06-01 00:00:00 | 0.023
2000-07-01 00:00:00 | 0.023
2000-08-01 00:00:00 | 0.023
2000-09-01 00:00:00 | 0.023
2000-10-01 00:00:00 | 0.023
2000-11-01 00:00:00 | 0.023
2000-12-01 00:00:00 | 0.023
2001-01-01 00:00:00 | 0.023
2001-02-01 00:00:00 | 0.023
2001-03-01 00:00:00 | 0.023
2001-04-01 00:00:00 | 0.023
2001-05-01 00:00:00 | 0.023
2001-06-01 00:00:00 | 0.023
2001-07-01 00:00:00 | 0.023
2001-08-01 00:00:00 | 0.023
2001-09-01 00:00:00 | 0.023
2001-10-01 00:00:00 | 0.023
2001-11-01 00:00:00 | 0.023
2001-12-01 00:00:00 | 0.023
2002-01-01 00:00:00 | 0.023
2002-02-01 00:00:00 | 0.023
2002-03-01 00:00:00 | 0.023
2002-04-01 00:00:00 | 0.023
2002-05-01 00:00:00 | 0.023
2002-06-01 00:00:00 | 0.023
2002-07-01 00:00:00 | 0.023
2002-08-01 00:00:00 | 0.023
2002-09-01 00:00:00 | 0.023
2002-10-01 00:00:00 | 0.023
2002-11-01 00:00:00 | 0.023
2002-12-01 00:00:00 | 0.023
2003-01-01 00:00:00 | 0.023
2003-02-01 00:00:00 | 0.023
2003-03-01 00:00:00 | 0.023
2003-04-01 00:00:00 | 0.023
2003-05-01 00:00:00 | 0.023
2003-06-01 00:00:00 | 0.023
2003-07-01 00:00:00 | 0.023
2003-08-01 00:00:00 | 0.023
2003-09-01 00:00:00 | 0.023
2003-10-01 00:00:00 | 0.023
2003-11-01 00:00:00 | 0.023
2003-12-01 00:00:00 | 0.023