W e d n e s d a y , F e b ru a ry 2 6 , 2 0 1 4 1 2 :1 1 :2 3 P M
T r y in g A R I M A (0 ,2 ,1 ) M o d e l o n Y = lo g (X )
T h e A R IM A P ro c e d u re
N a m e o f V a r ia b le = y
P e r io d ( s ) o f D if f e r e n c in g
1 ,1
M e a n o f W o r k in g S e r ie s
0 .0 0 0 1 4 5
S t a n d a r d D e v ia t io n
0 .0 1 2 7 9 5
N u m b e r o f O b s e r v a t io n s
1 2 6
O b s e r v a t io n ( s ) e lim in a t e d b y d if f e r e n c in g
2
A u t o c o r r e la t io n C h e c k f o r W h it e N o is e
T o
L a g
C h i- S q u a r e
6
5 3 .5 2
6
< .0 0 0 1
- 0 .5 3 8
0 .1 2 7
- 0 .1 9 6
0 .2 1 1
- 0 .1 4 2
0 .0 6 1
1 2
6 0 .8 5
1 2
< .0 0 0 1
- 0 .0 6 8
0 .1 5 6
- 0 .1 4 6
0 .0 2 7
0 .0 3 0
0 .0 4 0
1 8
6 9 .6 4
1 8
< .0 0 0 1
- 0 .1 2 9
0 .0 7 1
- 0 .0 8 6
0 .1 6 6
- 0 .0 5 4
- 0 .0 2 7
2 4
7 7 .1 3
2 4
< .0 0 0 1
0 .0 3 4
- 0 .0 9 0
0 .0 8 0
- 0 .0 7 8
0 .1 0 3
- 0 .1 2 5
D F
P r > C h iS q
A u t o c o r r e la t io n s
1
W e d n e s d a y , F e b ru a ry 2 6 , 2 0 1 4 1 2 :1 1 :2 3 P M
T r y in g A R I M A (0 ,2 ,1 ) M o d e l o n Y = lo g (X )
T h e A R IM A P ro c e d u re
M a x im u m
P a r a m e te r
M A 1 ,1
L ik e lih o o d E s t im a t io n
E s t im a t e
S ta n d a r d
E r r o r
t V a lu e
0 .8 8 8 8 5
0 .0 4 2 8 3
2 0 .7 5
A p p r o x
P r > |t | L a g
< .0 0 0 1
V a r ia n c e E s t im a t e
0 .0 0 0 0 9 1
S t d E r r o r E s t im a t e
0 .0 0 9 5 3
A IC
- 8 1 2 .5 1 2
S B C
- 8 0 9 .6 7 5
N u m b e r o f R e s id u a ls
1
1 2 6
A u t o c o r r e la t io n C h e c k o f R e s id u a ls
T o
L a g
C h i- S q u a r e
6
4 .8 8
5
0 .4 3 1 3
- 0 .0 1 0
0 .0 8 0
- 0 .0 9 1
0 .1 2 8
- 0 .0 7 4
0 .0 2 2
1 2
8 .5 2
1 1
0 .6 6 6 4
- 0 .0 0 9
0 .0 8 3
- 0 .1 3 1
- 0 .0 4 1
0 .0 0 2
- 0 .0 2 8
1 8
1 5 .5 3
1 7
0 .5 5 7 6
- 0 .1 4 4
- 0 .0 0 6
- 0 .0 1 5
0 .1 5 9
0 .0 0 0
- 0 .0 4 5
2 4
2 0 .0 5
2 3
0 .6 3 8 9
- 0 .0 4 3
- 0 .1 2 3
- 0 .0 1 7
- 0 .0 7 4
0 .0 3 0
- 0 .0 7 5
D F
P r > C h iS q
A u t o c o r r e la t io n s
2
W e d n e s d a y , F e b ru a ry 2 6 , 2 0 1 4 1 2 :1 1 :2 3 P M
T r y in g A R I M A (0 ,2 ,1 ) M o d e l o n Y = lo g (X )
T h e A R IM A P ro c e d u re
3
W e d n e s d a y , F e b ru a ry 2 6 , 2 0 1 4 1 2 :1 1 :2 3 P M
T r y in g A R I M A (0 ,2 ,1 ) M o d e l o n Y = lo g (X )
T h e A R IM A P ro c e d u re
M o d e l f o r v a r ia b le y
P e r io d ( s ) o f D if f e r e n c in g
N o m e a n te r m
1 ,1
in th is m o d e l.
M o v in g A v e r a g e F a c t o r s
F a c to r 1 :
1 - 0 .8 8 8 8 5 B * * ( 1 )
4
W e d n e s d a y , F e b ru a ry 2 6 , 2 0 1 4 1 2 :1 1 :2 3 P M
5
W e d n e s d a y , F e b ru a ry 2 6 , 2 0 1 4 1 2 :1 1 :2 3 P M
T r y in g A R I M A (3 ,2 ,0 ) M o d e l o n Y = lo g (X )
T h e A R IM A P ro c e d u re
N a m e o f V a r ia b le = y
P e r io d ( s ) o f D if f e r e n c in g
1 ,1
M e a n o f W o r k in g S e r ie s
0 .0 0 0 1 4 5
S t a n d a r d D e v ia t io n
0 .0 1 2 7 9 5
N u m b e r o f O b s e r v a t io n s
1 2 6
O b s e r v a t io n ( s ) e lim in a t e d b y d if f e r e n c in g
2
A u t o c o r r e la t io n C h e c k f o r W h it e N o is e
T o
L a g
C h i- S q u a r e
6
5 3 .5 2
6
< .0 0 0 1
- 0 .5 3 8
0 .1 2 7
- 0 .1 9 6
0 .2 1 1
- 0 .1 4 2
0 .0 6 1
1 2
6 0 .8 5
1 2
< .0 0 0 1
- 0 .0 6 8
0 .1 5 6
- 0 .1 4 6
0 .0 2 7
0 .0 3 0
0 .0 4 0
1 8
6 9 .6 4
1 8
< .0 0 0 1
- 0 .1 2 9
0 .0 7 1
- 0 .0 8 6
0 .1 6 6
- 0 .0 5 4
- 0 .0 2 7
2 4
7 7 .1 3
2 4
< .0 0 0 1
0 .0 3 4
- 0 .0 9 0
0 .0 8 0
- 0 .0 7 8
0 .1 0 3
- 0 .1 2 5
D F
P r > C h iS q
A u t o c o r r e la t io n s
6
W e d n e s d a y , F e b ru a ry 2 6 , 2 0 1 4 1 2 :1 1 :2 3 P M
T r y in g A R I M A (3 ,2 ,0 ) M o d e l o n Y = lo g (X )
T h e A R IM A P ro c e d u re
M a x im u m
L ik e lih o o d E s t im a t io n
E s t im a t e
S ta n d a r d
E r r o r
t V a lu e
A R 1 ,1
- 0 .7 5 2 2 4
0 .0 8 3 7 4
- 8 .9 8
< .0 0 0 1
1
A R 1 ,2
- 0 .4 6 5 0 4
0 .0 9 9 3 9
- 4 .6 8
< .0 0 0 1
2
A R 1 ,3
- 0 .3 5 9 1 7
0 .0 8 4 3 0
- 4 .2 6
< .0 0 0 1
3
P a r a m e te r
A p p r o x
P r > |t | L a g
V a r ia n c e E s t im a t e
0 .0 0 0 0 9 7
S t d E r r o r E s t im a t e
0 .0 0 9 8 6 6
A IC
- 8 0 2 .4 8
S B C
- 7 9 3 .9 7 1
N u m b e r o f R e s id u a ls
1 2 6
C o r r e la t io n s o f P a r a m e t e r
E s t im a t e s
P a r a m e te r
A R 1 ,1
A R 1 ,2
A R 1 ,3
A R 1 ,1
1 .0 0 0
0 .5 7 4
0 .2 2 0
A R 1 ,2
0 .5 7 4
1 .0 0 0
0 .5 7 3
A R 1 ,3
0 .2 2 0
0 .5 7 3
1 .0 0 0
A u t o c o r r e la t io n C h e c k o f R e s id u a ls
T o
L a g
C h i- S q u a r e
6
7 .0 1
3
0 .0 7 1 5
- 0 .0 2 8
- 0 .0 7 5
- 0 .1 0 4
- 0 .1 8 5
- 0 .0 3 8
- 0 .0 1 1
1 2
1 0 .5 9
9
0 .3 0 4 9
0 .0 4 2
0 .0 8 0
- 0 .0 7 8
- 0 .0 4 7
0 .0 3 6
- 0 .0 9 0
1 8
2 1 .0 8
1 5
0 .1 3 4 3
- 0 .1 2 3
0 .0 2 1
0 .0 0 8
0 .2 3 0
0 .0 4 8
- 0 .0 3 2
2 4
2 4 .8 8
2 1
0 .2 5 2 3
- 0 .0 4 4
- 0 .1 3 9
- 0 .0 2 3
- 0 .0 4 1
0 .0 2 8
- 0 .0 2 5
D F
P r > C h iS q
A u t o c o r r e la t io n s
7
W e d n e s d a y , F e b ru a ry 2 6 , 2 0 1 4 1 2 :1 1 :2 3 P M
T r y in g A R I M A (3 ,2 ,0 ) M o d e l o n Y = lo g (X )
T h e A R IM A P ro c e d u re
8
W e d n e s d a y , F e b ru a ry 2 6 , 2 0 1 4 1 2 :1 1 :2 3 P M
T r y in g A R I M A (3 ,2 ,0 ) M o d e l o n Y = lo g (X )
T h e A R IM A P ro c e d u re
M o d e l f o r v a r ia b le y
P e r io d ( s ) o f D if f e r e n c in g
N o m e a n te r m
1 ,1
in th is m o d e l.
A u t o r e g r e s s iv e F a c t o r s
F a c to r 1 :
1 + 0 .7 5 2 2 4 B * * ( 1 ) + 0 .4 6 5 0 4 B * * ( 2 ) + 0 .3 5 9 1 7 B * * ( 3 )
9
W e d n e s d a y , F e b ru a ry 2 6 , 2 0 1 4 1 2 :1 1 :2 3 P M
1 0
W e d n e s d a y , F e b ru a ry 2 6 , 2 0 1 4 1 2 :1 1 :2 3 P M
T r y in g A R I M A (0 ,2 ,1 ) M o d e l o n th e R a w D a ta X
T h e A R IM A P ro c e d u re
N a m e o f V a r ia b le = x
P e r io d ( s ) o f D if f e r e n c in g
1 ,1
M e a n o f W o r k in g S e r ie s
1 .0 6 3 4 9 2
S t a n d a r d D e v ia t io n
2 4 .1 9 6 2
N u m b e r o f O b s e r v a t io n s
1 2 6
O b s e r v a t io n ( s ) e lim in a t e d b y d if f e r e n c in g
2
A u t o c o r r e la t io n C h e c k f o r W h it e N o is e
T o
L a g
C h i- S q u a r e
6
2 9 .1 3
6
< .0 0 0 1
- 0 .4 6 1
- 0 .0 6 3
- 0 .0 3 2
0 .0 8 3
- 0 .0 0 1
0 .0 3 4
1 2
3 7 .9 2
1 2
0 .0 0 0 2
- 0 .0 5 3
0 .0 9 7
- 0 .1 9 8
0 .0 9 8
0 .0 5 0
- 0 .0 0 9
1 8
6 1 .8 0
1 8
< .0 0 0 1
0 .0 1 4
- 0 .0 3 7
- 0 .2 0 1
0 .3 3 4
- 0 .0 7 9
- 0 .0 5 6
2 4
6 5 .7 5
2 4
< .0 0 0 1
- 0 .0 6 7
0 .0 8 6
0 .0 1 8
- 0 .0 2 5
- 0 .0 5 9
0 .0 9 6
D F
P r > C h iS q
A u t o c o r r e la t io n s
1 1
W e d n e s d a y , F e b ru a ry 2 6 , 2 0 1 4 1 2 :1 1 :2 3 P M
T r y in g A R I M A (0 ,2 ,1 ) M o d e l o n th e R a w D a ta X
T h e A R IM A P ro c e d u re
M a x im u m
P a r a m e te r
M A 1 ,1
L ik e lih o o d E s t im a t io n
E s t im a t e
S ta n d a r d
E r r o r
t V a lu e
0 .7 1 4 8 8
0 .0 6 3 8 4
1 1 .2 0
A p p r o x
P r > |t | L a g
< .0 0 0 1
V a r ia n c e E s t im a t e
3 7 2 .0 8 1
S t d E r r o r E s t im a t e
1 9 .2 8 9 4
A IC
1 1 0 5 .0 9 2
S B C
1 1 0 7 .9 2 8
N u m b e r o f R e s id u a ls
1
1 2 6
A u t o c o r r e la t io n C h e c k o f R e s id u a ls
T o
L a g
C h i- S q u a r e
6
7 .0 9
5
0 .2 1 4 2
- 0 .0 5 5
- 0 .0 9 0
- 0 .0 0 4
0 .1 3 2
0 .1 1 6
0 .1 0 7
1 2
1 4 .9 4
1 1
0 .1 8 5 3
0 .0 2 3
0 .0 5 2
- 0 .1 3 4
0 .1 0 6
0 .1 3 9
0 .0 6 7
1 8
3 4 .6 2
1 7
0 .0 0 7 0
0 .0 2 4
- 0 .0 6 5
- 0 .0 7 7
0 .3 4 3
0 .0 6 2
- 0 .0 4 4
2 4
3 9 .0 1
2 3
0 .0 1 9 8
- 0 .0 3 6
0 .1 0 1
0 .0 7 0
0 .0 1 1
0 .0 0 0
0 .1 0 8
D F
P r > C h iS q
A u t o c o r r e la t io n s
1 2
W e d n e s d a y , F e b ru a ry 2 6 , 2 0 1 4 1 2 :1 1 :2 3 P M
T r y in g A R I M A (0 ,2 ,1 ) M o d e l o n th e R a w D a ta X
T h e A R IM A P ro c e d u re
1 3
W e d n e s d a y , F e b ru a ry 2 6 , 2 0 1 4 1 2 :1 1 :2 3 P M
T r y in g A R I M A (0 ,2 ,1 ) M o d e l o n th e R a w D a ta X
T h e A R IM A P ro c e d u re
M o d e l f o r v a r ia b le x
P e r io d ( s ) o f D if f e r e n c in g
N o m e a n te r m
1 ,1
in th is m o d e l.
M o v in g A v e r a g e F a c t o r s
F a c to r 1 :
1 - 0 .7 1 4 8 8 B * * ( 1 )
1 4
W e d n e s d a y , F e b ru a ry 2 6 , 2 0 1 4 1 2 :1 1 :2 3 P M
1 5