Saturday, September 22, 2012

Philippines Quarterly Gross National Income 2011 onwards


Data Source : 
http://www.nscb.gov.ph/sna/default.asp 
http://www.nscb.gov.ph/sna/rev_qrtrly_GNI/1981_2010_NAP_Linked_Series%20(rev_column).xls
 
 --------------------
Gross National Income
 
--------------------- 
How the CSV looks like:

 


Using R Statistics 

 
 
gross_national_income <- read.csv("C:/Users/user/Desktop/gross_national_income.csv", header=F)
 
z = ts(gross_national_income$V3, start = c(1981, 1), frequency = 4) #frequency 4 quarters
 
#ETS
> plot(forecast(z))
> forecast(z)
 
#ARIMA
> fit <- auto.arima(z)
> fcast <- forecast(fit)
> plot(fcast)
> fcast

Trigonometric Box-Cox ARMA Trend Seasonal (TBATS)
> fit <- tbats(z)
> fcast <- forecast(fit)
> plot(fcast)
> fcast
 
 Prediction VS Actual Results
Blue Highlighted is the Prediction
Pink Highlighted is the Actual from the site
Last Column is the difference.
Values are in Philippines PESOS (i missed by 6193 PHP)
 
2011 Q1 3022107 3015914 6193
2011 Q2 3283005
3225451
57554
2011 Q3 3245533
3094875
150658
2011 Q4 3676553
3541886
134667
 
 
http://nscb.gov.ph/secstat/d_accounts.asp
 

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