Real Statistics Using Excel - Time Series Examples Workbook Charles Zaiontz, 27 July 2018

Real Statistics Using Excel - Time Series Examples Workbook
Charles Zaiontz, 27 July 2018
Copyright © 2013 - 2018 Charles Zaiontz
Concise Table of Contents
Forecast Accuracy
Basic Forecasting Methods
Stochastic Processes
Autoregressive Processes
Moving Average Processes
ARMA Processes
ARIMA Processes
Markov Chains
Appendices
Cubic formula
Roots of a polynomial
Bairstow's method
Complex numbers
Complex matrices
Statistical tables
Table of Contents
Forecast Accuracy
Error Statistics
Diebold-Mariano Test
Pesaran-Timmermann Test
Simple Moving Average
Weighted Moving Average
Simple Exponential Smoothing
Holt's Linear Trend
Holt-Winters Seasonal Model

Real Statistics Data Analysis Tools
Stationary Process
Autocorrelation Function
Partial Autocorrelation Function
Correlogram
Purely Random Time Series
Random Walk
Deterministic Trend
Dickey-Fuller Test
Real Statistics data analysis tool
Basic Concepts
Partial Autocorrelation
Finding Model Coefficients using ACF/PACF
Finding Model Coefficients using Least squares
Augmented Dickey-Fuller Test
PP and KPSS Tests
Basic Concepts
Infinite Moving Average Process
Invertibility
Estimating Coefficients of an MA(q) Process using ACF
Estimating Coefficients of an MA(q) Process using Solver

ARMA Processes
ARMA(1,1) Processes
Estimating ARMA Coefficients using Solver
Forecasting
Real Statistics ARMA Tool
Options to Real Statistics ARMA Tool
ARIMA Processes
Differencing
Finding model coefficients
Comparing models
Forecasting
Markov Chains
Appendix
Roots of a cubic polynomial

Roots of a Polynomial
Bairstow's Method
Complex Numbers
Complex Matrices
Augmented Dick-Fuller Table

Table of Contents
Forecast Accuracy
Error Statistics
Error statistics
Diebold-Mariano Test and Comparison of Forecasts
HLN Test

Moving Average Forecast (Example 1)
Excel's Moving Average data analysis tool
Real Statistics Moving Average data analysis tool

Weighted Moving Average (Example 1)
Optimization of Weighted Moving Average using Solver (Example 2)
Simple Exponential Smoothing

Simple Exponential Smoothing (Example 1)
Excel's Exponential Smoothing data analysis tool
Real Statistics Single Exponential Smoothing data analysis tool
Optimization of Simple Exponential Smoothing using Solver (Example 2)
Holt's Linear Trend

Holt's Linear Trend (Example 1)
Optimization of Holt's Method using Solver (Example 2)
Optimization of Holt's Method using Solver (minimize MSE)
Forecasting using Holt's Linear Trend (Example 3)
Real Statistics Holt's Linear Trend data analysis tool
Holt-Winters Seasonal Model

Holt-Winters (Example 1)
Holt-Winters Trend (Example 2)
Optimization of Holt-Winters using Solver
Real Statistics Data Analysis Tools
Holt-Winters Tool
Stationary Process
Dow Jones Time Series (Example 1)
Lag 1 Differencing
Autocorrelation Function
Autocorrelation Function (Example 1)
ACF and Correlogram (Example 2)
Bartlett's Test (Example 3)
Box-Pierce Test (Example 4)
Ljung-Box Test (Example 4)
Partial Autocorrelation Function

PACF (Example 1)
Calculation of PACF(4)
Bartlett's test for PACF
Correlogram
Correlogram ACF
Correlogram PACF
Purely Random Time Series

White Noise Simulation (Example 1)
ACF and PACF for white noise
Random Walk
Random Walk Simulation (Example 1)
First differences of RW
Deterministic Trend
Simulation (Example 1)
Detrending
Dickey-Fuller Test
Example 1 (no constant, no trend)
Example 1 (constant, no trend)
Example 1 (constant, trend)
Real Statistics data analysis tool

Testing tool (Example 1)
Testing tool (Example 2)
Basic Concepts
Simulated AR(1) Process (Example 1)
ACF for AR(1) Process
Partial Autocorrelation
PACF for AR(1) Process (Example 1)
ACF and PACF for AR(2) Process (Example 2)
Finding Model Coefficients using ACF/PACF

Calculating coefficients for AR(1) process (Example 1)
Finding Model Coefficients using Least squares

Calculating coefficients for AR(2) process using Regression
Calculating coefficients for AR(1) process using Solver
Calculating coefficients for AR(2) process using Solver
Augmented Dickey-Fuller Test

ADF Test (Example 1)
PP and KPSS Tests

PP and KPSS Test (Example 1)
Basic Concepts
Simulated MA(1) Process (Example 1)
ACF for MA(1) Process
PACF for MA(1) Process (Example 2)
Infinite Moving Average Process

Represent AR(1) process as an MA(∞) process (Example 1)
Represent AR(2) process as an MA(∞) process (Example 2)
Invertibility
Roots of the characteristic equation for MA(3) process (Example 1)
Estimating Coefficients of an MA(q) Process using ACF

Estimating MA(1) coefficients (Example 1)
Confidence interval
Estimating Coefficients of an MA(q) Process using Solver

Estimating MA(3) coefficients (extra example)
ARMA Processes
ARMA(1,1) Processes
Psi coefficients for ARMA(1,1) process (Example 1)
Simulate ARMA(1,1) process without constant (Example 2)
Simulate ARMA(1,1) process with constant (Example 3)
Estimating ARMA Coefficients using Solver

ARMA(1,1) process without constant
ARMA(1,1) process with constant
Forecasting
Real Statistics ARMA Tool

ARMA(2,1) process
ARMA(2,2) process
Options to Real Statistics ARMA Tool

Linear regression option for AR(3) model (Example 1)
ARIMA Processes
Differencing
Differencing (Example 1)
Finding model coefficients

Finding ARIMA(2,1,1) coefficients without constant (Example 1)
Finding ARIMA(2,1,1) coefficients with constant
Finding ARIMA(2,1,2) coefficients
Comparing models
AIC and BIC (Example 1)
Forecasting
Forecasting using an ARIMA(2,1,1) model without constant (Example 1)
Markov Chains
Example 1
Example 2
Appendix
Roots of a cubic polynomial

Two complex roots
Three real roots
Roots of a Polynomial
Using ROOTS function (Example 1)
Using ROOTS function (Example 2)
Bairstow's Method
First two roots
Find next roots
Complex Numbers
Excel Capabilities
Real Statistics Capabilities
Polar format and nth roots
Complex Matrices
Real Statistics Capabilities
Augmented Dick-Fuller Table

Table
Error Statistics
data forecast1 forecast2 Error Statistics

1.228838 0.902837 0.8945434
2.668401 2.4492678 2.3213521 #NAME? #NAME? #NAME? #NAME?
0.463799 0.5931617 -0.6106648 #NAME? #NAME? #NAME? #NAME?
-0.55081 0.1085186 -1.1154503 #NAME? #NAME? #NAME? #NAME?
-2.4133 -1.1653132 -2.7776482 #NAME? #NAME? #NAME? #NAME?
0.550882 -0.0036273 0.4897679
1.227921 0.9943153 1.047002
-0.92351 0.5194248 -1.3447918
-0.09028 0.285099 0.0019235
1.683793 0.5713786 1.7465681
-0.61077 0.2233359 -1.0631678
1.281045 0.327581 1.2719837
-0.92225 0.0846889 -1.2893345
-0.57811 -0.0839909 -0.4644213
0.768697 -0.0731037 0.9785314
n 20
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
data forecast1 forecast2 i error 1 error 2 d gamma s.e.

1.228838 0.902837 0.8945434 1 0.326001 0.334294 -0.005476 0.120143 0.166275
2.668401 2.4492678 2.3213521 2 0.219133 0.347048 -0.072423 0.260782 0.199152
3.417728 3.2075581 2.5208157 3 0.21017 0.896912 -0.76028 0.028658 0.256398
2.239197 2.4383221 1.908075 4 -0.199125 0.331122 -0.069991 0.159205 0.261927
2.12256 2.7751086 0.9507821 5 -0.652549 1.171778 -0.947244 0.055601 0.290734
0.463799 0.5931617 -0.6106648 6 -0.129363 1.074464 -1.137737 -0.003905 0.300144
-0.55081 0.1085186 -1.1154503 7 -0.659324 0.564645 0.115884 -0.070306 0.299492
1.182946 0.8785177 1.1116309 8 0.304429 0.071315 0.087591 -0.086046 0.287515
-2.4133 -1.1653132 -2.7776482 9 -1.247986 0.36435 1.424717 -0.040419 0.27214
0.979471 0.5937193 1.51728 10 0.385751 -0.537809 -0.140435 -0.173122 0.26461
0.550882 -0.0036273 0.4897679 11 0.55451 0.061114 0.303746 -0.073748 0.229579
1.227921 0.9943153 1.047002 12 0.233606 0.180919 0.02184 -0.158825 0.212912
-0.92351 0.5194248 -1.3447918 13 -1.442931 0.421285 1.90457 -0.074934 0.171607
-0.09028 0.285099 0.0019235 14 -0.375378 -0.092202 0.132407 -0.086344 0.148174
1.683793 0.5713786 1.7465681 15 1.112415 -0.062775 1.233526 -0.069175 0.115417
-0.61077 0.2233359 -1.0631678 16 -0.834107 0.452396 0.491073 -0.024062 0.080023
1.281045 0.327581 1.2719837 17 0.953464 0.009061 0.909011 -0.028277 0.063226
-0.92225 0.0846889 -1.2893345 18 -1.006935 0.367089 0.879163 -0.006305 0.034203
-0.57811 -0.0839909 -0.4644213 19 -0.494119 -0.113689 0.231229 -0.005393 0.023223
0.768697 -0.0731037 0.9785314 20 0.841801 -0.209834 0.664599
n 20 d-mean 0.263288
d-var 0.552946
Real Statistics Analysis
dm Diebold-Mariano Test Diebold-Mariano Test gamma

1.583454 #NAME?
1.322047 Squared errors Sqr errors 0 #NAME?
1.026875 Order 4 Order 4 #NAME?
1.005199 #NAME?
0.9056 DM Stat 1.005199 DM Stat #NAME? #NAME?
0.877208 p-value 0.314801 p-value #NAME? #NAME?
0.879116 #NAME?
0.915737 HLN Test HLN Test #NAME?
0.967473 #NAME?
0.995005 HLN Stat 1.123847 HLN Stat #NAME? #NAME?
1.146834 p-value 0.275077 p-value #NAME? #NAME?
1.236608 #NAME?
1.534254 #NAME?
1.776887 Time Series Forecasts #NAME?
2.281185 #NAME?
4
3.290163 #NAME?
4.164265 3 #NAME?
7.697867 2 #NAME?
11.33759 #NAME?
1
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
-1
-2
-3
data forecast1 forecast2

data forecast Size 15

23 14 Pyz 0.7333333
-2 3 Py 0.4666667
56 45 Pz 0.6
51 23 P* 0.4933333
4 -5 V 0.0166637
-45 -56 W 0.0017967
-12 4
-24 -11 PT 1.96834
-51 -34 p-value 0.0245145
78 29 alpha 0.05
-6 3 sig yes
-7 -11
-39 -12
31 24
35 3
PT #NAME?
p-value #NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
=1-NORM.S.DIST(E11,TRUE)
#NAME?
t y pred |e| e^2

1 3
2 5 Simple Moving Average
3 9 100
4 20 5.666667 14.33333 205.4444 90
5 12 11.33333 0.666667 0.444444 80
6 17 13.66667 3.333333 11.11111 70
7 22 16.33333 5.666667 32.11111 60
8 23 17 6 36 50
9 51 20.66667 30.33333 920.1111 40
10 41 32 9 81 30
11 56 38.33333 17.66667 312.1111 20
12 75 49.33333 25.66667 658.7778 10

0
13 60 57.33333 2.666667 7.111111 1 2 3 4 5 6 7 8 9 10 11 12 13 14
14 75 63.66667 11.33333 128.4444
y pred
15 88 70 18 324
pred 74.33333
MAE MSE
12.05556 226.3889
12.05556 226.3889
226.3889
Excel data analysis tool
t y pred s.e.
1 3 #N/A #N/A
ing Average 2 5 #N/A #N/A
Moving Aver
3 9 5.666667 #N/A
4 20 11.33333 #N/A 100
5 12 13.66667 5.446712 80
60
Value
6 17 16.33333 5.109903 40
7 22 17 3.06715 20
8 23 20.66667 3.208784 0
1 2 3 4 5 6 7 8 9 10111
9 51 32 11.42285
Data Point
10 41 38.33333 11.15879
11 56 49.33333 11.72683
12 75 57.33333 11.0101
8 9 10 11 12 13 14 15 13 60 63.66667 11.10555
14 75 70 10.8098
pred
15 88 74.33333 8.66453
Moving Average
Actual
Forecast
3 4 5 6 7 8 9 101112131415
Data Point
Moving Average (Excel data analysis tool)
t y
1 3 #N/A #N/A
2 5 #N/A #N/A
3
4
9
20
5.666667
11.33333
#N/A
#N/A
Moving Average
5 12 13.66667 5.446712 100
80
6 17 16.33333 5.109903 60 Actual
Value
7 22 17 3.06715 40 Forecast
8 23 20.66667 3.208784 20
9 51 32 11.42285 0
1 2 3 4 5 6 7 8 9 101112131415
10 41 38.33333 11.15879
Data Point
11 56 49.33333 11.72683
12 75 57.33333 11.0101
13 60 63.66667 11.10555
14 75 70 10.8098
15 88 74.33333 8.66453
erage
Actual
Forecast
1112131415
Simple Moving Average (Real Statistics)
t y Simple Moving Average

1 3
2 5 t y forecast
3 9 1 3
4 20 2 5
Forecast
5 12 3 9 100
6 17 4 20 5.666667 90
80
7 22 5 12 11.33333 70
8 23 6 17 13.66667 60
9 51 7 22 16.33333 50
value
10 41 8 23 17 40
30
11 56 9 51 20.66667
20
12 75 10 41 32 10
13 60 11 56 38.33333 0
14 75 12 75 49.33333 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 >
15 88 13 60 57.33333 time
14 75 63.66667
15 88 70
> 74.33333
MAE MSE
12.05556 226.3889
ecast
actual
forecast
9 10 11 12 13 14 15 >
t y pred |e| e^2 w

1 3 0.1 Weighted Moving Average
2 5 0.3
100
3 9 0.6
90
4 20 7.2 12.8 163.84 1.0
80
5 12 15.2 3.2 10.24 70
6 17 14.1 2.9 8.41 60
7 22 15.8 6.2 38.44 50
8 23 19.5 3.5 12.25 40
9 51 22.1 28.9 835.21 30
10 41 39.7 1.3 1.69 20
11 56 42.2 13.8 190.44 10
12 75 51 24 576 0
1 2 3 4 5 6 7 8 9 10 11
13 60 65.9 5.9 34.81
14 75 64.1 10.9 118.81 y pred
15 88 70.5 17.5 306.25

pred 81.3
MAE MSE
10.9083 191.3658
10.9083 191.3658
191.3658
ghted Moving Average
6 7 8 9 10 11 12 13 14 15
y pred
t y pred |e| e^2 w

1 3 0
2 5 0.223757 Weighted Moving Average
3 9 0.776243 100
4 20 8.10497 11.895 141.4917 1.0 90
5 12 17.5387 5.53867 30.67691 80
6 17 13.7901 3.20994 10.30375 70
7 22 15.8812 6.11878 37.43952 60
8 23 20.8812 2.11878 4.489248 50
9 51 22.7762 28.2238 796.5805 40
30
10 41 44.7348 3.73481 13.94878
20
11 56 43.2376 12.7624 162.8796
10
12 75 52.6436 22.3564 499.8065
0
13 60 70.7486 10.7486 115.5328 1 2 3 4 5 6 7 8 9 10 11
14 75 63.3564 11.6436 135.5745
y pred
15 88 71.6436 16.3564 267.5303
MAE MSE
11.2256 184.6878
eighted Moving Average
5 6 7 8 9 10 11 12 13 14 15
y pred
Single Exponential Smoothing
t y pred |e| e^2

1 3 3 Single Exponential Smoothing
2 5 3 2 4
100
3 9 3.8 5.2 27.04
90
4 20 5.88 14.12 199.3744 80
5 12 11.528 0.472 0.222784 70
6 17 11.7168 5.2832 27.9122 60
7 22 13.83008 8.16992 66.74759 50
8 23 17.09805 5.901952 34.83304 40
9 51 19.45883 31.54117 994.8455 30
10 41 32.0753 8.924703 79.65032 20
11 56 35.64518 20.35482 414.3188 10
12 75 43.78711 31.21289 974.2447 0
1 2 3 4 5 6 7 8 9 10 11 12 13
13 60 56.27226 3.727736 13.89601
14 75 57.76336 17.23664 297.1018 y pred
15 88 64.65802 23.34198 544.8483

16 73.99481
alpha MAE MSE
0.4 12.67764 262.7882
ential Smoothing
8 9 10 11 12 13 14 15 16
pred
Exponential Smoothing (Excel data analysis tool)
t y
1 3 #N/A #N/A
2 5 3 #N/A
3 9 3.8 #N/A Exponential Smoothing
4 20 5.88 #N/A
100
5 12 11.528 8.763835 80
6 17 11.7168 8.691705 60 Actual
Value
7 22 13.83008 8.708413 40 Forecast
20
8 23 17.09805 5.623836
0
9 51 19.45883 6.569953 1 2 3 4 5 6 7 8 9 101112131415
10 41 32.0753 19.11741 Data Point
11 56 35.64518 19.22957
12 75 43.78711 22.27715
13 60 56.27226 22.12249
14 75 57.76336 21.62144
15 88 64.65802 20.69817
alpha 0.4
damping factor = 1 - alpha

#N/A #N/A
3 #N/A
ng 4.4 #N/A Exponential Smoothing
7.62 #N/A
100
16.286 7.711991
80
Actual 13.2858 8.016529 60 Actual
Value
Forecast 15.88574 7.861923 40 Forecast
20.16572 4.814882 20
0
22.14972 4.442694 1 2 3 4 5 6 7 8 9 101112131415
42.34491 17.10513
Data Point
41.40347 16.75491
51.62104 18.68338
67.98631 15.93155
62.39589 16.56719
71.21877 16.01271
alpha 0.3
(default)
ng
Actual
Forecast
Exponential Smoothing (Real Statistics data analysis tool)
t y Exponential Smoothing
1 3
2 5 alpha 0.4
3 9
4 20 t y forecast Forecast
5 12 1 3 3
100
6 17 2 5 3 90
7 22 3 9 3.8 80
8 23 4 20 5.88 70
60
9 51 5 12 11.528
50
value
10 41 6 17 11.7168 40
11 56 7 22 13.83008 30
12 75 8 23 17.09805 20
13 60 9 51 19.45883 10
0
14 75 10 41 32.0753 1 2 3 4 5 6 7 8 9 10 11 12
15 88 11 56 35.64518
time
12 75 43.78711
13 60 56.27226
14 75 57.76336
15 88 64.65802
> 73.99481
MAE MSE
12.67764 262.7882
Exponential Smoothing
alpha 0.4
Forecast y forecast Foreca

3 3
100
5 3
90
9 3.8 80
20 5.88 70
actual 12 11.528 60
50
value
forecast 17 11.7168
40
22 13.83008 30
23 17.09805 20
51 19.45883 10
41 32.0753 0
4 5 6 7 8 9 10 11 12 13 14 15 > 1 2 3 4 5 6 7 8 9 10
56 35.64518
time time
75 43.78711
60 56.27226
75 57.76336
88 64.65802
> 73.99481
MAE MSE
12.67764 262.7882
Forecast
actual
forecast
2 3 4 5 6 7 8 9 10 11 12 13 14 15
time
Single Exponential Smoothing Single Exponential Smoothing (MAE)
t y pred |e| e^2 t y pred |e|

1 3 3 1 3 3
2 5 3 2 4 2 5 3 2
3 9 3.8 5.2 27.04 3 9 4.312411 4.687589
4 20 5.88 14.12 199.3744 4 20 7.388432 12.61157
5 12 11.528 0.472 0.222784 5 12 15.66421 3.66421
6 17 11.7168 5.2832 27.9122 6 17 13.25974 3.740264
7 22 13.83008 8.16992 66.74759 7 22 15.71412 6.285883
8 23 17.09805 5.901952 34.83304 8 23 19.83895 3.161053
9 51 19.45883 31.54117 994.8455 9 51 21.91325 29.08675
10 41 32.0753 8.924703 79.65032 10 41 41.00013 0.000129
11 56 35.64518 20.35482 414.3188 11 56 41.00004 14.99996
12 75 43.78711 31.21289 974.2447 12 75 50.8431 24.1569
13 60 56.27226 3.727736 13.89601 13 60 66.69498 6.694985
14 75 57.76336 17.23664 297.1018 14 75 62.3017 12.6983
15 88 64.65802 23.34198 544.8483 15 88 70.63439 17.36561
alpha MAE MSE RMSE alpha MAE MSE

0.4 12.67764 262.7882 16.21074 0.656205 10.08237 173.1553
e^2
4 Single Exponential Smoothing (MAE)

21.97349 100
159.0517 90
13.42643 80
13.98958 70
39.51232 60
50
9.992257
40
846.0392
30
1.666E-08
20
224.9987
10
583.5561 0
44.82282 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
161.2468 y pred
301.5643
RMSE
13.15885
Single Exponential Smoothing
t y yhat |e| e^2

Single Exponential Smoo
1 3 3
100
2 5 3 2 4
90
3 9 4.687814 4.312186 18.59495
80
4 20 8.326898 11.6731 136.2613
70
5 12 18.17791 6.177912 38.16659
60
6 17 12.96433 4.035672 16.28665 50
7 22 16.37006 5.62994 31.69622 40
8 23 21.12121 1.878794 3.529866 30
9 51 22.70673 28.29327 800.5089 20
10 41 46.58362 5.583622 31.17683 10
11 56 41.87156 14.12844 199.6127 0
1 2 3 4 5 6 7 8 9
12 75 53.79465 21.20535 449.6668
13 60 71.69 11.69 136.656 y yha
14 75 61.82473 13.17527 173.5879
15 88 72.94343 15.05657 226.7002
alpha MAE MSE RMSE

0.843907 10.34572 161.8889 12.72356
ngle Exponential Smoothing (MSE)
4 5 6 7 8 9 10 11 12 13 14 15
y yhat
Holt's Linear Trend
t y u v pred |e| e^2

1 3 3 0
2 5 3.8 0.56 3 2 4
3 9 6.216 1.8592 4.36 4.64 21.5296 Holt's Meth
4 20 12.84512 5.198144 8.0752 11.9248 142.2009 100
5 12 15.62596 3.50603 18.04326 6.043264 36.52104 90
6 17 18.27919 2.909073 19.13199 2.131988 4.545375 80
7 22 21.51296 3.136359 21.18827 0.811734 0.658911 70
8 23 23.98959 2.67455 24.64932 1.649319 2.720252 60
9 51 36.39848 9.48859 26.66414 24.33586 592.2341 50

40
10 41 43.93224 8.120209 45.88707 4.887075 23.8835
30
11 56 53.63147 9.225522 52.05245 3.947546 15.58312
20
12 75 67.7142 12.62556 62.85699 12.14301 147.4526
10
13 60 72.20386 6.930431 80.33976 20.33976 413.7059 0
14 75 77.48057 5.77283 79.13429 4.134287 17.09233 1 2 3 4 5 6 7 8
15 88 85.15204 7.101878 83.2534 4.746597 22.53019 y
alpha beta MAE MSE RMSE

0.4 0.7 7.40966 103.1898 10.15824
t y pred
1 3
2 5 3
Holt's Method 3 9 4.36
4 20 8.0752 140
5 12 18.04326
120
6 17 19.13199
7 22 21.18827 100
8 23 24.64932 80
9 51 26.66414
60
10 41 45.88707
11 56 52.05245 40
12 75 62.85699 20
13 60 80.33976
0
3 4 5 6 7 8 9 10 11 12 13 14 15 14 75 79.13429 1 2 3 4 5
y pred 15 88 83.2534
16 92.25392
17 99.3558
18 106.4577
19 113.5596
20 120.6614
Holt's Method
140
120
100
80
60
40
20
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
y pred
Holt's Method (minimize MAE)

1 3 3 0
2 5 3.543635 0.325181 3 2 4 Holt's Method
3 9 5.263561 1.159463 3.868816 5.131184 26.32905
100
4 20 10.11348 3.366952 6.423024 13.57698 184.3343 90
5 12 13.07803 3.126247 13.48043 1.480433 2.191681 80
6 17 16.42057 3.255625 16.20427 0.795727 0.633182 70
7 22 20.30784 3.633455 19.67619 2.32381 5.400091 60
8 23 23.68544 3.480409 23.9413 0.941297 0.886039 50
9 51 33.64438 7.355618 27.16584 23.83416 568.067 40
10 41 41 7.355618 41 1.507E-06 2.272E-12 30
11 56 50.43349 8.598523 48.35562 7.644383 58.43659 20
12 75 63.37239 11.19477 59.03202 15.96798 254.9765 10
13 60 70.60755 8.826284 74.56716 14.56716 212.202 0

1 2 3 4 5 6 7 8 9
14 75 78.22864 8.105384 79.43384 4.433835 19.65889
y pred
15 88 86.78687 8.376256 86.33403 1.665974 2.775468

0.271817 0.598161 6.740208 95.70649 9.782969
t y pred
1 3
Holt's Method 2 5 3
Fo
3 9 3.868816
4 20 6.423024 140
5 12 13.48043 120
6 17 16.20427
100
7 22 19.67619
8 23 23.9413 80
9 51 27.16584 60
10 41 41
40
11 56 48.35562
12 75 59.03202 20
4 5 6 7 8 9 10 11 12 13 14 15 13 60 74.56716 0
1 2 3 4 5
14 75 79.43384
y pred
15 88 86.33403
16 95.16312
17 103.5394
18 111.9156
19 120.2919
20 128.6681
Forecast using Holt's Linear Trend
140
120
100
80
60
40
20
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
y pred
Holt's Method Holt's Method
t y t y u v forecast
1 3 1 3 3 0
2 5 2 5 3.8 0.56 3
3 9 3 9 6.216 1.8592 4.36
140
4 20 4 20 12.84512 5.198144 8.0752
120
5 12 5 12 15.62596 3.50603 18.04326
6 17 6 17 18.27919 2.909073 19.13199 100
7 22 7 22 21.51296 3.136359 21.18827 80
value
8 23 8 23 23.98959 2.67455 24.64932 60
9 51 9 51 36.39848 9.48859 26.66414 40
10 41 10 41 43.93224 8.120209 45.88707 20
11 56 11 56 53.63147 9.225522 52.05245
0
12 75 12 75 67.7142 12.62556 62.85699 1 2 3 4 5 6 7
13 60 13 60 72.20386 6.930431 80.33976
14 75 14 75 77.48057 5.77283 79.13429
15 88 15 88 85.15204 7.101878 83.2534
> 92.25392
> 99.3558
> 106.4577
> 113.5596
> 120.6614
alpha beta MAE MSE

0.4 0.7 7.40966 103.1898
Forecast
140
120
100
80 actual
value
60 forecast
40
20
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 > > > > >
time
Holt's Method (minimize MSE)

1 3 3 0
2 5 3.399026 0.399026 3 2 4
3 9 4.835909 1.436883 3.798053 5.201947 27.06026
4 20 9.011551 4.175641 6.272792 13.72721 188.4362
5 12 12.95033 3.938781 13.18719 1.187192 1.409424
6 17 16.91124 3.960904 16.88911 0.110888 0.012296
7 22 21.09716 4.185927 20.87214 1.12786 1.272068
8 23 24.82758 3.730421 25.28309 2.28309 5.212501
9 51 33.03548 8.207893 28.558 22.442 503.6432
10 41 41.19482 8.159338 41.24337 0.243371 0.059229
11 56 50.68009 9.485272 49.35415 6.645847 44.16728
12 75 63.12506 12.44498 60.16536 14.83464 220.0666
13 60 72.46361 9.33855 75.57004 15.57004 242.4262
14 75 80.44504 7.981429 81.80216 6.802163 46.26943
15 88 88.34138 7.896342 88.42647 0.426471 0.181878

0.199513 1 6.61448 91.72975 9.577565
Holt-Winters
qtr t y u v s pred |e| e^2

10 Q1 1 10 0.701754
10 Q2 2 14 0.982456
10 Q3 3 8 0.561404 80
10 Q4 4 25 14.25 0 1.754386
70
11 Q1 5 16 18.525 2.1375 0.782726 10 6 36
60
11 Q2 6 22 21.52768 2.570089 1.002198 20.3 1.7 2.89
50
11 Q3 7 14 24.51763 2.780022 0.566211 13.52857 0.471429 0.222245
11 Q4 8 35 23.62383 0.943108 1.61797 47.89063 12.89063 166.1682 40
12 Q1 9 15 21.86536 -0.407678 0.734371 19.22918 4.229181 17.88597 30
12 Q2 10 27 24.19923 0.963096 1.058968 21.50485 5.495145 30.19662 20

12 Q3 11 18 28.47631 2.620087 0.599157 14.24718 3.752824 14.08369 10
12 Q4 12 40 27.90936 1.02657 1.525591 50.31305 10.31305 106.3591 0
10 10 10 10 11 1
13 Q1 13 28 33.53189 3.32455 0.784699 21.24972 6.750282 45.5663 Q1 Q2 Q3 Q4 Q1 Q
13 Q2 14 40 37.31453 3.553595 1.065468 39.02979 0.970205 0.941298
13 Q3 15 25 41.29669 3.767878 0.602266 24.48644 0.513557 0.26374
13 Q4 16 65 43.83551 3.153347 1.504203 68.75009 3.750087 14.06315
alpha beta gamma MAE MSE

0.5 0.5 0.5 4.736366 36.22003
Holt-Winters
0 10 10 10 11 11 11 11 12 12 12 12 13 13 13 13
1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
y pred
Holt-Winters

10 Q1 1 10 0.701754
10 Q2 2 14 0.982456
10 Q3 3 8 0.561404
10 Q4 4 25 14.25 0 1.754386
11 Q1 5 16 18.525 2.1375 0.782726 10 6 36
11 Q2 6 22 21.52768 2.570089 1.002198 20.3 1.7 2.89
11 Q3 7 14 24.51763 2.780022 0.566211 13.52857 0.471429 0.222245
11 Q4 8 35 23.62383 0.943108 1.61797 47.89063 12.89063 166.1682
12 Q1 9 15 21.86536 -0.407678 0.734371 19.22918 4.229181 17.88597
12 Q2 10 27 24.19923 0.963096 1.058968 21.50485 5.495145 30.19662
12 Q3 11 18 28.47631 2.620087 0.599157 14.24718 3.752824 14.08369
12 Q4 12 40 27.90936 1.02657 1.525591 50.31305 10.31305 106.3591
13 Q1 13 28 33.53189 3.32455 0.784699 21.24972 6.750282 45.5663
13 Q2 14 40 37.31453 3.553595 1.065468 39.02979 0.970205 0.941298
13 Q3 15 25 41.29669 3.767878 0.602266 24.48644 0.513557 0.26374
13 Q4 16 65 43.83551 3.153347 1.504203 68.75009 3.750087 14.06315

0.5 0.5 0.5 4.736366 36.22003
month t y pred
10 Q1 1 10
10 Q2 2 14
10 Q3 3 8 Holt-Winters Forecast
10 Q4 4 25 90
11 Q1 5 16 10 80
11 Q2 6 22 20.3 70
11 Q3 7 14 13.52857 60
11 Q4 8 35 47.89063 50
12 Q1 9 15 19.22918 40
12 Q2 10 27 21.50485 30
12 Q3 11 18 14.24718 20
12 Q4 12 40 50.31305 10
13 Q1 13 28 21.24972 0
10 10 10 10 11 11 11 11 12 12 12 12 13 13 13 13 14 14 14
13 Q2 14 40 39.02979 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3
13 Q3 15 25 24.48644 y pred
13 Q4 16 65 68.75009
14 Q1 17 36.87209
14 Q2 18 53.42492
14 Q3 19 32.09812
14 Q4 20 84.91062
ecast
2 13 13 13 13 14 14 14 14
4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
d
Holt-Winters

Q1 1 10 0.701754
Q2 2 14 0.982456
Q3 3 8 0.561404
Q4 4 25 14.25 0 1.754386
Q1 5 16 15.82426 0.692292 0.831055 10 6 36
Q2 6 22 17.59853 1.168095 1.094326 16.22679 5.773208 33.32993
Q3 7 14 19.90283 1.66775 0.620762 10.53565 3.464352 12.00174
Q4 8 35 21.27219 1.536532 1.708808 37.84313 2.843127 8.083372
Q1 9 15 21.93241 1.151165 0.769556 18.95531 3.95531 15.64448
Q2 10 27 23.37617 1.279838 1.119696 25.26096 1.739039 3.024257
Q3 11 18 25.45522 1.631297 0.656859 15.30551 2.694493 7.260294
Q4 12 40 26.40924 1.333459 1.627643 46.28566 6.285658 39.5095
Q1 13 28 29.33389 2.033193 0.846869 21.34957 6.650432 44.22825
Q2 14 40 32.16929 2.385971 1.17141 35.12158 4.878416 23.79894
Q3 15 25 35.20056 2.669743 0.679161 22.69793 2.302066 5.299507
Q4 16 65 38.25047 2.836925 1.657604 61.63932 3.360679 11.29416
alpha beta gamma α+γ MAE MSE

0.184124 0.439756 0.417974 0.602099 4.162232 19.9562
Holt-Winters (Real Statistics) Holt-Winter Method
t qtr y qtr y u v s forecast

1 10 Q1 10 10 Q1 10 0.701754
2 10 Q2 14 10 Q2 14 0.982456
3 10 Q3 8 10 Q3 8 0.561404
4 10 Q4 25 10 Q4 25 14.25 0 1.754386
5 11 Q1 16 11 Q1 16 18.525 2.1375 0.782726 10
6 11 Q2 22 11 Q2 22 21.52768 2.570089 1.002198 20.3
7 11 Q3 14 11 Q3 14 24.51763 2.780022 0.566211 13.52857
8 11 Q4 35 11 Q4 35 23.62383 0.943108 1.61797 47.89063
9 12 Q1 15 12 Q1 15 21.86536 -0.407678 0.734371 19.22918
10 12 Q2 27 12 Q2 27 24.19923 0.963096 1.058968 21.50485
11 12 Q3 18 12 Q3 18 28.47631 2.620087 0.599157 14.24718
12 12 Q4 40 12 Q4 40 27.90936 1.02657 1.525591 50.31305
13 13 Q1 28 13 Q1 28 33.53189 3.32455 0.784699 21.24972
14 13 Q2 40 13 Q2 40 37.31453 3.553595 1.065468 39.02979
15 13 Q3 25 13 Q3 25 41.29669 3.767878 0.602266 24.48644
16 13 Q4 65 13 Q4 65 43.83551 3.153347 1.504203 68.75009
> 0.784699 36.87209
> 1.065468 53.42492
> 0.602266 32.09812
> 1.504203 84.91062
> 0.784699 46.7698
> 1.065468 66.86409

0.5 0.5 0.5 4.736366 36.22003
Forecast
90
80
70
60
50
40 actual
value
30 forecast
20
10
0
> > >
Q1 Q3 Q1 Q3 Q1 Q3 Q1 Q3
10 10 11 11 12 12 13 13
time
Stationary Time Series
Date Dow
Oct-01 16272.01
Oct-02 16472.37
Oct-05 16776.43
Dow Jones - October 2015
Oct-06 16790.19
18000
Oct-07 16912.29
17800
Oct-08 17050.75
17600
Oct-09 17084.49
Oct-12 17131.86 17400
Oct-13 17081.89 17200
Oct-14 16924.75 17000
Oct-15 17141.75 16800
Oct-16 17215.97 16600
Oct-19 17230.54 16400
Oct-20 17217.11 16200
Oct-21 17168.61 16000

Oct Oct Oct Oct Oct Oct Oct Oct Oct Oct Oct Oct Oct Oct Oct Oct Oct Oct Oct Oct Oct Oct
Oct-22 17489.16 -01 -02 -05 -06 -07 -08 -09 -12 -13 -14 -15 -16 -19 -20 -21 -22 -23 -26 -27 -28 -29 -30
Oct-23 17646.70
Oct-26 17623.05
Oct-27 17581.43
Oct-28 17779.52
Oct-29 17755.80
Oct-30 17663.54
Date Dow Diff
Oct-01 16272.01
Oct-02 16472.37 200.36
Oct-05 16776.43 304.06
Oct-06 16790.19 13.76 Differences (Lag 1)
Oct-07 16912.29 122.10 400
Oct-08 17050.75 138.46
Oct-09 17084.49 33.74 300
Oct-12 17131.86 47.37
Oct-13 17081.89 -49.97 200
Oct-14 16924.75 -157.14
Oct-15 17141.75 217.00 100
Oct-16 17215.97 74.22
0
Oct-19 17230.54 14.57 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
Oct-20 17217.11 -13.43
-100
Oct-21 17168.61 -48.50
Oct-22 17489.16 320.55
-200
Oct-23 17646.70 157.54
Oct-26 17623.05 -23.65
Oct-27 17581.43 -41.62
Oct-28 17779.52 198.09
Oct-29 17755.80 -23.72
Oct-30 17663.54 -92.26
ag 1)
13 14 15 16 17 18 19 20 21 22
Autocorrelation Function (ACF)
t y
1 23.4 s2 #NAME? =COVARIANCE.S(B4:B21,B6:B23)
2 24.1 r2 0.338691 #NAME?
3 44.4
4 25.5 mean 49.9 #NAME?
5 19.2 s0 564.3673 =VAR.P(B4:B23)
6 37.1 devsq 11287.35 #NAME?
7 45.0 n 20 #NAME?
8 61.8 s2 151.9401 #NAME?
9 56.7 r2 0.269222 #NAME?
10 62.3 =SUMPRODUCT(B4:B21-E7,B6:B23-E7)/E9
11 30.9
12 69.6
13 11.0
14 56.6
15 83.4
16 33.9
17 75.5
18 87.3
19 55.4
20 95.2
Autocorrelation Function (ACF)
Date Dow Lag ACF

Oct 1, 2015 16272.01 Correlogram
Oct 2, 2015 16472.37 1 #NAME? 12
Oct 5, 2015 16776.43 2 #NAME?
10
Oct 6, 2015 16790.19 3 #NAME?
Oct 7, 2015 16912.29 4 #NAME? 8
Oct 8, 2015 17050.75 5 #NAME?
6
ACF
Oct 9, 2015 17084.49 6 #NAME?
Oct 12, 2015 17131.86 7 #NAME? 4
Oct 13, 2015 17081.89 8 #NAME?
2
Oct 14, 2015 16924.75 9 #NAME?
Oct 15, 2015 17141.75 10 #NAME? 0
1 2 3 4 5 6 7
Oct 16, 2015 17215.97
Lag
Oct 19, 2015 17230.54
Oct 20, 2015 17217.11
Oct 21, 2015 17168.61
Oct 22, 2015 17489.16
Oct 23, 2015 17646.70
Oct 26, 2015 17623.05
Oct 27, 2015 17581.43
Oct 28, 2015 17779.52
Oct 29, 2015 17755.80
Oct 30, 2015 17663.54
Bartlett
n 22 #NAME?
relogram s.e. 0.213201 #NAME?
alpha 0.05
crit 0.417866 =NORM.INV(1-P5/2,0,P4)
k 5
ACF #NAME? #NAME?
p-value #NAME? =1-NORM.DIST(P8,0,P4,TRUE)
sig #NAME? #NAME?
p-value #NAME? #NAME?

p-value #NAME? #NAME?
5 6 7 8 9 10
Lag
Box-Pierce Ljung-Box
n 22 #NAME? n 22
df 5 df 5
alpha 0.05 alpha 0.05
crit 12.832502 =CHISQ.INV.RT(U5/2,U4) crit 12.832502
Q #NAME? #NAME? LB #NUM!
p-value #NAME? =CHISQ.DIST.RT(U7,U4) p-value #NUM!
sig #NAME? #NAME? sig #NUM!
Q #NAME? #NAME? LB #NAME?

p-value #NAME? #NAME? p-value #NAME?
#NAME?
=CHISQ.INV.RT(Z5/2,Z4)
#NAME?
=CHISQ.DIST.RT(Z7,Z4)
#NAME?
#NAME?
#NAME?
Partial Autocorrelation Function (PACF)
Date Dow Lag ACVF ACF PACF 1

Oct-01 16272.01 0 #NAME? #NAME? #NAME?
Oct-05 16776.43 2 #NAME? #NAME? #NAME? #NAME?
Oct-07 16912.29 4 #NAME? #NAME? #NAME? #NAME?
Oct-13 17081.89
Oct-14 16924.75 p4 #NAME?
Oct-15 17141.75 p2,4 #NAME?
Oct-16 17215.97
Oct-19 17230.54
Oct-20 17217.11
Oct-21 17168.61
Oct-22 17489.16 #NAME?
Oct-23 17646.70
Oct-26 17623.05 #NAME?
Oct-27 17581.43
Oct-28 17779.52
Oct-29 17755.80
Oct-30 17663.54
Bartlett
PACF Correlogram
12 n
s.e.
10
alpha
8 crit
k
PACF
6
PACF
4 p-value
sig
2
0
1 2 3 4 5 6 7
Lag
2 3
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME?


#NAME?
#NAME?
22 #NAME?
0.213200716 #NAME?
0.05
0.417865726 =NORM.INV(1-P5/2,0,P4)
2
#NAME? #NAME?
#NAME? =1-NORM.DIST(K34,0,K30,TRUE)
#NAME? #NAME?
4
#NAME?
#NAME?
#NAME?
#NAME?

Correlogram
data Correlogram alpha 0.05 Correlogram

10.31778
0.3
10.29235 lags acf lower upper
10.30075 0 #NAME? 0.2
10.29208 1 #NAME? -0.261911 0.261911
10.31304 2 #NAME? #NAME? #NAME? 0.1
10.32042 3 #NAME? #NAME? #NAME?
10.36644 4 #NAME? #NAME? #NAME? 0
0 2 4 6 8 10 1 2 1 4 16 1 8 20 2 2 24
10.36744 5 #NAME? #NAME? #NAME?
-0.1
10.39553 6 #NAME? #NAME? #NAME?
10.48562 7 #NAME? #NAME? #NAME? -0.2
10.47619 8 #NAME? #NAME? #NAME?
10.46396 9 #NAME? #NAME? #NAME? -0.3
10.34145 10 #NAME? #NAME? #NAME?
10.40247 11 #NAME? #NAME? #NAME?
10.39158 12 #NAME? #NAME? #NAME? Correlogram
10.35517 13 #NAME? #NAME? #NAME?
0.3
10.35166 14 #NAME? #NAME? #NAME?
10.36395 15 #NAME? #NAME? #NAME?
0.2
10.38576 16 #NAME? #NAME? #NAME?
10.38875 17 #NAME? #NAME? #NAME? 0.1
10.43079 18 #NAME? #NAME? #NAME?
10.46863 19 #NAME? #NAME? #NAME? 0
10.44903 20 #NAME? #NAME? #NAME? 0 2 4 6 8 1 0 12 1 4 16 18 2 0 22 2 4
10.43229 21 #NAME? #NAME? #NAME? -0.1
10.41559 22 #NAME? #NAME? #NAME?
-0.2
10.41388 23 #NAME? #NAME? #NAME?
10.40859 24 #NAME? #NAME? #NAME? -0.3
10.39879 25 #NAME? #NAME? #NAME?
10.41535 26 #NAME? #NAME? #NAME?
10.44246 27 #NAME? #NAME? #NAME?
10.45398 28 #NAME? #NAME? #NAME?
10.47252 29 #NAME? #NAME? #NAME?
10.50221 30 #NAME? #NAME? #NAME?
10.51143
10.48824
10.45346
10.46122
10.45155
10.45429
10.4643
10.47382
10.47929
10.48891
10.50298
10.56186
10.59283
10.5556
10.53797
10.55657
10.55144
10.54176
10.55431
10.56129
10.57739
10.60034
10.62527
Correlogram Correlogram alpha 0.05
lags pacf lower upper

0 #NAME?
1 #NAME? -0.261911 0.261911
acf 2 #NAME? -0.261911 0.261911
lower
3 #NAME? -0.261911 0.261911
upper
4 #NAME? -0.261911 0.261911
10 1 2 1 4 16 1 8 20 2 2 24 2 6 2 8 30 5 #NAME? -0.261911 0.261911
6 #NAME? -0.261911 0.261911
7 #NAME? -0.261911 0.261911
8 #NAME? -0.261911 0.261911
9 #NAME? -0.261911 0.261911
10 #NAME? -0.261911 0.261911
11 #NAME? -0.261911 0.261911
Correlogram 12 #NAME? -0.261911 0.261911
13 #NAME? -0.261911 0.261911
14 #NAME? -0.261911 0.261911
15 #NAME? -0.261911 0.261911
16 #NAME? -0.261911 0.261911
pacf 17 #NAME? -0.261911 0.261911
lower 18 #NAME? -0.261911 0.261911
upper
19 #NAME? -0.261911 0.261911
1 0 12 1 4 16 18 2 0 22 2 4 26 28 3 0 20 #NAME? -0.261911 0.261911
21 #NAME? -0.261911 0.261911
22 #NAME? -0.261911 0.261911
23 #NAME? -0.261911 0.261911
24 #NAME? -0.261911 0.261911
25 #NAME? -0.261911 0.261911
26 #NAME? -0.261911 0.261911
27 #NAME? -0.261911 0.261911
28 #NAME? -0.261911 0.261911
29 #NAME? -0.261911 0.261911
30 #NAME? -0.261911 0.261911
White Noise
1 -0.875348 Lag ACF PACF

2 2.181085 1 #NAME? #NAME? ACF for White Noise
3 -0.741464 2 #NAME? #NAME?
11.9
4 0.799273 3 #NAME? #NAME?
5 1.36717 4 #NAME? #NAME? 9.9
6 0.893216 5 #NAME? #NAME? 7.9
7 0.60868 6 #NAME? #NAME?
8 0.079729 7 #NAME? #NAME? 5.9
ACF
9 0.108345 8 #NAME? #NAME? 3.9
10 0.975447 9 #NAME? #NAME?
1.9
11 -0.045408 10 #NAME? #NAME?
12 -1.665696 11 #NAME? #NAME? -0.1
1 3 5 7 9 11 13 15 17 19 21 23 25
13 -0.699614 12 #NAME? #NAME?
14 0.737761 13 #NAME? #NAME? Lag
15 1.367736 14 #NAME? #NAME?
16 -0.084435 15 #NAME? #NAME?
17 0.851066 16 #NAME? #NAME?
18 -1.756233 17 #NAME? #NAME? White Noise
19 0.055645 18 #NAME? #NAME? 3
20 -1.499975 19 #NAME? #NAME?
21 1.312147 20 #NAME? #NAME? 2
22 -0.929352 21 #NAME? #NAME?
23 -0.744178 22 #NAME? #NAME? 1
24 -0.809841 23 #NAME? #NAME?
25 -0.779452 24 #NAME? #NAME? 0
1 13 25 37 49 61 73 85 97 1091211331451571691811932
26 -0.897002 25 #NAME? #NAME?
-1
27 -0.923775 26 #NAME? #NAME?
28 0.393816 27 #NAME? #NAME?
-2
29 0.260448 28 #NAME? #NAME?
30 -0.730464 29 #NAME? #NAME? -3
31 -1.322394 30 #NAME? #NAME?
32 -0.375139 31 #NAME? #NAME?
33 -0.17791 32 #NAME? #NAME?
34 0.187609 33 #NAME? #NAME?
35 0.649424 34 #NAME? #NAME?
36 -0.837827 35 #NAME? #NAME?
37 -0.256453 36 #NAME? #NAME?
38 0.800767 37 #NAME? #NAME?
39 0.171321 38 #NAME? #NAME?
40 1.330447 39 #NAME? #NAME?
41 -0.647744 40 #NAME? #NAME?
42 0.231122
43 -1.190859
44 -0.586978
45 0.146458
46 0.511185 var 1.009226
47 0.412832
48 -1.151893
49 -1.7145
50 -0.676343
51 -1.70517
52 0.927207
53 0.798677
54 -1.918679
55 -0.212467
56 0.223478
57 -0.694178
58 -0.525088
59 -0.213903
60 -0.770113
61 0.628863
62 0.719112
63 -1.225395
64 -1.627668
65 -1.724909
66 0.156872
67 -0.551446
68 -0.336391
69 0.675958
70 -0.347462
71 -0.95468
72 1.134599
73 -1.902408
74 -1.577572
75 0.736304
76 -0.002512
77 1.216026
78 0.953627
79 -0.849945
80 -1.146495
81 -1.267865
82 0.193091
83 -0.466163
84 -0.551362
85 -0.432425
86 -0.95611
87 -0.362
88 -0.895452
89 -1.0839
90 -0.905925
91 1.971598
92 -0.936744
93 0.722898
94 0.100591
95 -0.688225
96 0.311398
97 -0.728714
98 0.329144
99 -1.092803
100 -0.361442
101 0.395023
102 0.554902
103 -1.060959
104 0.572969
105 1.694769
106 -0.750841
107 -0.182007
108 -1.360852
109 0.874421
110 -0.939773
111 0.730793
112 0.397914
113 1.068624
114 -1.60254
115 -0.828497
116 2.576232
117 0.715369
118 0.225171
119 -0.991917
120 0.683722
121 -1.159454
122 -2.278905
123 0.884388
124 1.917588
125 0.395518
126 -1.726556
127 0.442817
128 1.438893
129 0.122753
130 -2.304329
131 -1.228056
132 0.526641
133 -0.239363
134 -0.406232
135 2.152642
136 0.815372
137 0.311689
138 -1.125795
139 0.88241
140 -0.68361
141 1.059206
142 -0.91302
143 1.422642
144 0.962062
145 0.638752
146 0.742408
147 0.553328
148 1.297541
149 -1.112566
150 0.616129
151 1.005567
152 -0.495572
153 0.479541
154 -0.105562
155 0.275599
156 0.597752
157 -0.091167
158 -0.668672
159 0.146348
160 1.38406
161 -0.223035
162 -0.465433
163 0.190762
164 0.686254
165 1.105264
166 1.407423
167 0.901017
168 -0.018149
169 -1.290934
170 -1.140878
171 -0.144018
172 -0.83035
173 0.754772
174 -0.469048
175 0.964839
176 -0.076919
177 0.4204
178 -1.272197
179 -2.278662
180 -0.491051
181 0.481465
182 -1.644886
183 0.066633
184 0.746036
185 0.278613
186 1.126698
187 -0.420356
188 -1.727617
189 1.331357
190 -2.688282
191 -1.029773
192 1.355601
193 1.680735
194 1.852013
195 -0.075661
196 -0.184074
197 -0.044711
198 1.504056
199 -1.328552
200 -0.333721
201 -0.384708
202 -0.559995
203 -0.027644
204 -0.797996
205 -1.581448
206 -0.578196
207 0.076483
208 -0.120556
209 -0.781518
210 -0.649755
211 0.118193
212 1.269374
213 -0.296299
214 -0.383867
215 0.713966
216 1.395058
217 -0.409947
218 0.407764
219 -0.961711
220 0.174029
221 -0.410625
222 -1.729472
223 0.607092
224 -0.519429
225 -1.378283
226 -0.99234
227 0.463184
228 -0.61527
229 -1.4534
230 -1.158088
231 -1.438804
232 0.942358
233 1.565313
234 0.065644
235 -0.534736
236 0.20199
237 1.352822
238 1.400541
239 1.598134
240 0.058524
241 -0.499618
242 1.418501
243 1.274373
244 -0.11736
245 -0.149915
246 0.122169
247 0.628746
248 -1.442437
249 1.387084
250 1.122206
251 1.35096
252 0.82726
253 -0.233034
254 -1.609202
255 1.484942
256 1.004218
257 0.443256
258 1.454199
259 0.277
260 -0.443294
261 -0.393473
262 -0.191174
263 -0.353456
264 1.061165
265 0.651769
266 -0.876188
267 1.021114
268 0.334557
269 -0.316082
270 -0.2581
271 -1.065981
272 1.325333
273 0.224203
274 1.142799
275 -2.024869
276 1.170052
277 -0.287802
278 0.19996
279 -0.426325
280 -0.949976
281 0.237984
282 -1.709794
283 -0.232062
284 -0.04316
285 0.917416
286 0.949657
287 -0.287088
288 -1.448776
289 1.615344
290 -0.259843
291 1.852915
292 0.620569
293 -1.122482
294 0.653658
295 0.63947
296 1.268701
297 1.913882
298 1.981776
299 -0.30623
300 2.012245
ACF for White Noise PACF for White Noise
12
10
PACF
4
0
9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39 1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39
Lag Lag
Confidence Interval Ljung-Box Test

White Noise
conf int 0.113159 n
right crit 0 df
left crit 0 alpha
crit
LB
p-value
85 97 109121133145157169181193205217229241253265277289 sig
ise
25 27 29 31 33 35 37 39
Ljung-Box Test
300
40
0.05
59.34171
#NUM!
#NUM!
#NUM!
Random Walk
Residual Y Lag ACF

Random Walk
1 0.528445 1.528445 1 #NAME?
yi = 1 + yi-1 + εi
2 -0.54094 1.987509 2 #NAME?
25
3 1.201751 4.189261 3 #NAME?
4 -0.20977 4.97949 4 #NAME?
20
5 0.124071 6.103561 5 #NAME?
6 0.308249 7.41181 6 #NAME?
15
7 -0.48566 7.926152 7 #NAME?
8 -0.39681 8.529342
10
9 0.021439 9.550781 Ljung-Box #NAME?
10 -0.40174 10.14904 p-value #NAME?
5
11 -0.11847 11.03057
12 0.762643 12.79321
0
13 1.147741 14.94096 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17
14 -0.26551 15.67544
15 -0.40737 16.26807
16 -0.54822 16.71985
17 -0.18776 17.53209
18 0.216868 18.74896
19 -0.35075 19.39821
20 -0.88846 19.50975
B1 =NORM.INV(RAND(),0,.5)
C1 #NAME?
C2 #NAME?
m Walk Correlogram
yi-1 + εi 12
10
ACF 4
0
1 2 3 4 5 6 7
Lag
11 12 13 14 15 16 17 18 19 20
7
Random Walk
Y Diff Lag ACF

First Differences
1 1.528445 1 #NAME?
2 1.987509 0.459064 2 #NAME? 2.5
3 4.189261 2.201751 3 #NAME?

4 4.97949 0.790229 4 #NAME? 2
5 6.103561 1.124071 5 #NAME?
6 7.41181 1.308249 6 #NAME? 1.5
7 7.926152 0.514342 7 #NAME?
8 8.529342 0.60319 1
9 9.550781 1.021439 Ljung-Box #NAME?
10 10.14904 0.598263 p-value #NAME? 0.5
11 11.03057 0.881526
12 12.79321 1.762643
0
13 14.94096 2.147741 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
14 15.67544 0.734489
15 16.26807 0.592625
16 16.71985 0.451776
17 17.53209 0.812244
18 18.74896 1.216868
19 19.39821 0.649253
20 19.50975 0.111538
B1 #NAME?
C1 #NAME?
C2 #NAME?
First Differences
ACF
12
10
7 8 9 10 11 12 13 14 15 16 17 18 19
0
1 2 3 4 5 6
5 6 7
Deterministic Trend
Residual Y Lag ACF

Deterministic Trend
1 0.921059 1.921059 1 #NAME? yi = i + εi
2 -0.13842 1.86158 2 #NAME?
25
3 1.178145 4.178145 3 #NAME?
4 0.275783 4.275783 4 #NAME?
20
5 0.747542 5.747542 5 #NAME?
6 1.217901 7.217901 6 #NAME?
15
7 -0.6894 6.310603 7 #NAME?
8 -0.90647 7.093534
10
9 0.987233 9.987233 Ljung-Box #NAME?
10 0.113927 10.11393 p-value #NAME? 5
11 2.236318 13.23632
12 0.358675 12.35868 0
13 -0.51423 12.48577 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17
14 1.338981 15.33898
15 -1.08817 13.91183
16 1.141485 17.14148
17 -0.81466 16.18534
18 2.157634 20.15763
19 -0.30655 18.69345
20 -0.11065 19.88935
B1 =NORM.INV(RAND(),0,1)
C1 #NAME?
C2 #NAME?
stic Trend Correlogram
+ εi 12
10
ACF
4
0
1 2 3 4 5 6 7
Lag
11 12 13 14 15 16 17 18 19 20
7
Deterministic Trend
Y Detrend Lag ACF

Detrending
1 1.921059 0.921059 1 #NAME?
2.5
2 1.86158 -0.13842 2 #NAME?
3 4.178145 1.178145 3 #NAME? 2
4 4.275783 0.275783 4 #NAME?
1.5
5 5.747542 0.747542 5 #NAME?
6 7.217901 1.217901 6 #NAME? 1
7 6.310603 -0.689397 7 #NAME? 0.5
8 7.093534 -0.906466
0
9 9.987233 0.987233 Ljung-Box #NAME? 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16
10 10.11393 0.113927 p-value #NAME? -0.5
11 13.23632 2.236318
-1
12 12.35868 0.358675
13 12.48577 -0.514225 -1.5
14 15.33898 1.338981
15 13.91183 -1.088166
16 17.14148 1.141485
17 16.18534 -0.814663
18 20.15763 2.157634
19 18.69345 -0.306552
20 19.88935 -0.110648
B1 #NAME?
C1 #NAME?
C2 #NAME?
ending ACF
12
10
4
10 11 12 13 14 15 16 17 18 19
0
1 2 3 4 5 6 7
6 7
Time Series Testing data analysis tool
Date Dow Diff Data: 0 Autcorrelation White noise test:

Oct 1, 2015 16272.01
Oct 2, 2015 16472.37 time data lag acf test lag
Oct 5, 2015 16776.43 1 #NAME? 1 #NAME? ljung-box 5
Oct 6, 2015 16790.19 2 #NAME? 2 #NAME?
Oct 7, 2015 16912.29 3 #NAME? 3 #NAME?
Oct 8, 2015 17050.75 4 #NAME? 4 #NAME?
Oct 9, 2015 17084.49 5 #NAME? 5 #NAME?
Oct 12, 2015 17131.86 6 #NAME?
Oct 13, 2015 17081.89 7 #NAME?
Oct 14, 2015 16924.75 8 #NAME?
Oct 15, 2015 17141.75 9 #NAME?
Oct 16, 2015 17215.97 10 #NAME?
Oct 19, 2015 17230.54 11 #NAME?
Oct 20, 2015 17217.11 12 #NAME?
Oct 21, 2015 17168.61 13 #NAME?
Oct 22, 2015 17489.16 14 #NAME?
Oct 23, 2015 17646.70 15 #NAME?
Oct 26, 2015 17623.05 16 #NAME?
Oct 27, 2015 17581.43 17 #NAME?
Oct 28, 2015 17779.52 18 #NAME?
Oct 29, 2015 17755.80 19 #NAME?
Oct 30, 2015 17663.54 20 #NAME?
21 #NAME?
22 #NAME?
acf ADF Test
stat p-value criteria schwert

#NAME? #NAME? drift yes
trend no
lag 0
alpha 0.05
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
Time Series Testing data analysis tool with differencing
Date Dow Diff Data: 1 Autcorrelation White noise test:

Oct 1, 2015 16272.01
Oct 2, 2015 16472.37 time data lag acf test lag
Oct 5, 2015 16776.43 1 #NAME? 1 #NAME? ljung-box 5
Oct 6, 2015 16790.19 2 #NAME? 2 #NAME?
Oct 7, 2015 16912.29 3 #NAME? 3 #NAME?
Oct 8, 2015 17050.75 4 #NAME? 4 #NAME?
Oct 9, 2015 17084.49 5 #NAME? 5 #NAME?
Oct 12, 2015 17131.86 6 #NAME?
Oct 13, 2015 17081.89 7 #NAME?
Oct 14, 2015 16924.75 8 #NAME?
Oct 15, 2015 17141.75 9 #NAME?
Oct 16, 2015 17215.97 10 #NAME?
Oct 19, 2015 17230.54 11 #NAME?
Oct 20, 2015 17217.11 12 #NAME?
Oct 21, 2015 17168.61 13 #NAME?
Oct 22, 2015 17489.16 14 #NAME?
Oct 23, 2015 17646.70 15 #NAME?
Oct 26, 2015 17623.05 16 #NAME?
Oct 27, 2015 17581.43 17 #NAME?
Oct 28, 2015 17779.52 18 #NAME?
Oct 29, 2015 17755.80 19 #NAME?
Oct 30, 2015 17663.54 20 #NAME?
21 #NAME?
acf ADF Test
stat p-value criteria schwert

#NAME? #NAME? drift no
trend no
lag 0
alpha 0.05
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
Dickey-Fuller Test
time profit Δ profit Regression Analysis

1 50.00
2 120.83 70.83 OVERALL FIT
3 - 25.43 - 146.26 Multiple R 0 AIC
4 31.72 57.15 R Square 0 AICc
5 94.79 63.07 Adjusted R Square -0.043478 BSC
6 61.06 - 33.73 Standard Error 104.8517
7 87.51 26.45 Observations 24
8 - 65.88 - 153.39
9 30.40 96.28 ANOVA
10 65.49 35.09 df SS MS
11 15.13 - 50.36 Regression 1 0 0
12 8.23 - 6.90 Residual 23 252859.4 10993.89
13 - 18.71 - 26.94 Total 24 252859.4
14 - 29.79 - 11.08
15 - 97.00 - 67.21 coeff std err t stat
16 42.43 139.43 Profit #NAME? #NAME? #NAME?
17 258.70 216.27
18 6.83 - 251.87
19 45.63 38.80
Daily Winnings/Losses
20 - 56.41 - 102.04
$300
21 - 101.23 - 44.82
22 - 143.21 - 41.98
$200
23 - 286.78 - 143.57
24 - 197.79 88.99
$100
25 - 236.75 - 38.96
$-
mean - 13.61 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
-$100
-$200
-$300
DF Test Diff Data: 0
n 25 time data
224.3008 alpha 0.05 1 #NAME?
224.8723 tau #NAME? 2 #NAME?
225.4789 tau-crit #NAME? 3 #NAME?
stationary #NAME? 4 #NAME?
5 #NAME?
6 #NAME?
Alpha 0.05 7 #NAME?
F p-value sig 8 #NAME?
0 1 no 9 #NAME?
10 #NAME?
11 #NAME?
12 #NAME?
p-value lower upper 13 #NAME?
#NAME? #NAME? #NAME? 14 #NAME?
15 #NAME?
16 #NAME?
17 #NAME?
nings/Losses
18 #NAME?
19 #NAME?
20 #NAME?
21 #NAME?
22 #NAME?
23 #NAME?
24 #NAME?
12 13 14 15 16 17 18 19 20 21 22 23 24 25 25 #NAME?
ADF Test
criteria none
drift no
trend no
lag 0
alpha 0.05
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
Dickey-Fuller Test

1 50.00
2 120.83 70.83 OVERALL FIT
3 - 25.43 - 146.26 Multiple R #NAME? AIC
4 31.72 57.15 R Square #NAME? AICc
5 94.79 63.07 Adjusted R Square #NAME? SBC
6 61.06 - 33.73 Standard Error #NAME?
8 - 65.88 - 153.39
9 30.40 96.28 ANOVA
10 65.49 35.09 df SS MS
11 15.13 - 50.36 Regression 1 #NAME? #NAME?
12 8.23 - 6.90 Residual 22 #NAME? #NAME?
13 - 18.71 - 26.94 Total 23 249433.3
14 - 29.79 - 11.08
16 42.43 139.43 Intercept #NAME? #NAME? #NAME?
17 258.70 216.27 Profit #NAME? #NAME? #NAME?
18 6.83 - 251.87
19 45.63 38.80
20 - 56.41 - 102.04
21 - 101.23 - 44.82
22 - 143.21 - 41.98
23 - 286.78 - 143.57
24 - 197.79 88.99
25 - 236.75 - 38.96
mean - 13.61
n 25 time data
#NAME? alpha 0.05 1 #NAME?
#NAME? tau #NAME? 2 #NAME?
#NAME? tau-crit #NAME? 3 #NAME?
5 #NAME?
6 #NAME?
Alpha 0.05 7 #NAME?
10 #NAME?
11 #NAME?
12 #NAME?
p-value lower upper 13 #NAME?
16 #NAME?
17 #NAME?
18 #NAME?
19 #NAME?
20 #NAME?
21 #NAME?
22 #NAME?
23 #NAME?
24 #NAME?
25 #NAME?
ADF Test
criteria none
drift no
trend no
lag 0
alpha 0.05
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
Dickey-Fuller Test

1 50.00
2 120.83 70.83 OVERALL FIT
3 - 25.43 - 146.26 Multiple R #NAME? AIC
4 31.72 57.15 R Square #NAME? AICc
5 94.79 63.07 Adjusted R Square #NAME? SBC
6 61.06 - 33.73 Standard Error #NAME?
8 - 65.88 - 153.39
9 30.40 96.28 ANOVA
10 65.49 35.09 df SS MS
11 15.13 - 50.36 Regression 2 #NAME? #NAME?
12 8.23 - 6.90 Residual 21 #NAME? #NAME?
13 - 18.71 - 26.94 Total 23 249433.3
14 - 29.79 - 11.08
16 42.43 139.43 Intercept #NAME? #NAME? #NAME?
17 258.70 216.27 Time #NAME? #NAME? #NAME?
18 6.83 - 251.87 Profit #NAME? #NAME? #NAME?
19 45.63 38.80
20 - 56.41 - 102.04
21 - 101.23 - 44.82
22 - 143.21 - 41.98
23 - 286.78 - 143.57
24 - 197.79 88.99
25 - 236.75 - 38.96
mean - 13.61
n 25 time data
#NAME? alpha 0.05 1 #NAME?
#NAME? tau #NAME? 2 #NAME?
#NAME? tau-crit #NAME? 3 #NAME?
p-value #NAME? 5 #NAME?
6 #NAME?
Alpha 0.05 7 #NAME?
10 #NAME?
11 #NAME?
12 #NAME?
p-value lower upper vif 13 #NAME?
#NAME? #NAME? #NAME? #NAME? 15 #NAME?
#NAME? #NAME? #NAME? #NAME? 16 #NAME?
17 #NAME?
18 #NAME?
19 #NAME?
20 #NAME?
21 #NAME?
22 #NAME?
23 #NAME?
24 #NAME?
25 #NAME?
ADF Test
criteria none
drift no
trend no
lag 0
alpha 0.05
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
tau-crit #NAME?
Augmented Dickey-Fuller (ADF)
2.1954112
1.5564893 #NAME?
1.616608 Time Series #NAME?
1.4354933 #NAME?
4.0
1.472317 #NAME?
1.32457 3.5 #NAME?
2.6101003
1.8739673 3.0 max lags
3.0006759
2.1606254 2.5
2.1565014
2.0
2.9629644
2.1250709 1.5
2.989708
3.2545925 1.0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
3.7153992
2.9207517
2.3942978
2.224401
3.5258176
w/o const or trend w/ const, w/o trend w/ trend
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?

#NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
PP & KPSS Tests PP Test
2.1954112 w/o const or trend w/ const, w/o trend w/ trend

1.5564893 #NAME? #NAME?
1.616608 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
2.6101003 #NAME? #NAME? #NAME? #NAME? #NAME?
1.8739673 max lags #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
3.0006759 (short)
2.1606254
2.1565014 KPSS Test
2.9629644
2.1250709 w/o trend w/ trend
2.989708
3.2545925 #NAME? #NAME? #NAME? #NAME?
3.5258176
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
Autoregressive Model AR(1)
Residual Y Lag ACF ACF (pop)

1 -0.697852 4.302148 yi = 5 + .4y
2 -0.577844 6.143015 1 #NAME? 0.4
3 -1.111249 6.345957 2 #NAME? 0.16 12
4 -0.560334 6.978049 3 #NAME? 0.064 11

5 1.656534 9.447754 4 #NAME? 0.0256 10
6 -0.414849 8.364252 5 #NAME? 0.01024
9
7 -1.274931 7.07077 6 #NAME? 0.004096
8 -0.805935 7.022372 7 #NAME? 0.001638 8
9 -0.179542 7.629407 8 #NAME? 0.000655 7

10 -0.600022 7.451741 9 #NAME? 0.000262 6
11 -0.667633 7.313063 10 #NAME? 0.000105
5
12 -1.188274 6.736951 11 #NAME? 4.194E-05
13 -0.059363 7.635417 12 #NAME? 1.678E-05 4
1 5 9 13 17 21 25 29 33 37 41 45 49
14 0.280089 8.334256 13 #NAME? 6.711E-06
15 0.180475 8.514178 14 #NAME? 2.684E-06
16 1.070444 9.476115 15 #NAME? 1.074E-06
17 -0.340723 8.449723
18 1.124574 9.504463 μ 8.333333 ӯ 8.227547
19 -2.134184 6.667601 pop var 1.190476 s
2
1.700547
20 0.185275 7.852316
21 -0.222064 7.918862 pop σ2 1.270603
22 0.605041 8.772586
23 2.409063 10.9181
24 -0.227857 9.139382
25 1.493304 10.14906
26 0.713494 9.773117
27 -0.765243 8.144003
28 -1.419101 6.8385
29 1.474037 9.209437
30 0.153374 8.837149
31 -0.91393 7.620929
32 -0.258214 7.790158
33 -0.496611 7.619452
34 1.08012 9.127901
35 0.627697 9.278858
36 -0.047184 8.664359
37 1.259788 9.725531
38 2.516558 11.40677
39 0.270954 9.833662
40 -0.471427 8.462038
41 -1.350982 7.033833
42 -0.525234 7.2883
43 0.971356 8.886675
44 -1.07485 7.47982
45 1.77381 9.765738
46 -0.961595 7.9447
47 -1.348797 6.829083
48 0.189346 7.920979
49 -2.217194 5.951198
50 -0.156116 7.224363
51 0.148753 8.038499
52 -0.475447 7.739953
53 0.859195 8.955176
54 1.324616 9.906687
55 1.203929 10.1666
56 0.04996 9.116601
57 -1.148103 7.498537
58 -1.299961 6.699454
59 2.309141 9.988923
60 -0.427618 8.567951
61 2.713477 11.14066
62 1.405553 10.86182
63 -2.397097 6.947629
64 -1.398217 6.380835
65 1.520345 9.072679
66 -1.796693 6.832378
67 -0.38337 7.349581
68 0.723741 8.663573
69 0.154506 8.619935
70 0.634961 9.082935
71 0.546486 9.17966
72 -1.823274 6.84859
73 0.01075 7.750186
74 0.733078 8.833152
75 0.837835 9.371095
76 -0.095604 8.652834
77 0.795332 9.256466
78 0.948811 9.651397
79 -2.209195 6.651363
80 0.584285 8.24483
81 -2.256573 6.041359
82 0.232819 7.649363
83 0.49524 8.554985
84 0.894501 9.316496
85 0.66144 9.388038
86 0.0632 8.818415
87 0.382543 8.909909
88 -0.067312 8.496651
89 1.197102 9.595762
90 0.595799 9.434104
91 -0.418668 8.354974
92 0.495497 8.837487
93 -0.73199 7.803005
94 -1.689069 6.432133
95 0.634185 8.207038
96 -1.389314 6.893501
97 -1.176043 6.581358
98 -0.90943 6.723114
99 -2.086143 5.603102
100 1.008603 8.249844
yi = 5 + .4yi-1 + εi ACF
0.45
0.4
0.35
0.3
0.25
ACF
0.2
0.15
0.1
0.05
0
1 2 3 4 5 6 7 8 9 10 11 1
Lag
17 21 25 29 33 37 41 45 49 53 57 61 65 69 73 77 81 85 89 93 97 ACF (actual) ACF (theoretical)

Lag ACF
CF
1 0.3943711
2 0.1584097
3 0.0340806
4 -0.176721
5 -0.044096
6 0.0446181
7 0.0465701
8 0.0772408
7 8 9 10 11 12 13 14 15
9 0.0835252
10 -0.103173
Lag
11 -0.130434
12 -0.141205
ACF (theoretical)
13 -0.081483
14 -0.004237
15 0.0896758
Residual Y Lag PACF PACF (pop)

1 -0.697852 4.302148
2 -0.577844 6.143015
3 -1.111249 6.345957 1 #NAME? 0.4
4 -0.560334 6.978049 2 #NAME? 0 PACF
5 1.656534 9.447754 3 #NAME? 0 0.45
6 -0.414849 8.364252 4 #NAME? 0
0.4
7 -1.274931 7.07077 5 #NAME? 0
0.35
8 -0.805935 7.022372 6 #NAME? 0
0.3
9 -0.179542 7.629407 7 #NAME? 0
0.25
10 -0.600022 7.451741 8 #NAME? 0
0.2
11 -0.667633 7.313063 9 #NAME? 0
0.15
12 -1.188274 6.736951 10 #NAME? 0
0.1
13 -0.059363 7.635417 11 #NAME? 0
0.05
14 0.280089 8.334256 12 #NAME? 0
0
15 0.180475 8.514178 13 #NAME? 0 1 2 3 4 5 6 7 8
16 1.070444 9.476115 14 #NAME? 0
Actual Th
17 -0.340723 8.449723 15 #NAME? 0
18 1.124574 9.504463
19 -2.134184 6.667601
20 0.185275 7.852316
21 -0.222064 7.918862
22 0.605041 8.772586
23 2.409063 10.9181
24 -0.227857 9.139382
25 1.493304 10.14906
26 0.713494 9.773117
27 -0.765243 8.144003
28 -1.419101 6.8385
29 1.474037 9.209437
30 0.153374 8.837149
31 -0.91393 7.620929
32 -0.258214 7.790158
33 -0.496611 7.619452
34 1.08012 9.127901
35 0.627697 9.278858
36 -0.047184 8.664359
37 1.259788 9.725531
38 2.516558 11.40677
39 0.270954 9.833662
40 -0.471427 8.462038
41 -1.350982 7.033833
42 -0.525234 7.2883
43 0.971356 8.886675
44 -1.07485 7.47982
45 1.77381 9.765738
46 -0.961595 7.9447
47 -1.348797 6.829083
48 0.189346 7.920979
49 -2.217194 5.951198
50 -0.156116 7.224363
51 0.148753 8.038499
52 -0.475447 7.739953
53 0.859195 8.955176
54 1.324616 9.906687
55 1.203929 10.1666
56 0.04996 9.116601
57 -1.148103 7.498537
58 -1.299961 6.699454
59 2.309141 9.988923
60 -0.427618 8.567951
61 2.713477 11.14066
62 1.405553 10.86182
63 -2.397097 6.947629
64 -1.398217 6.380835
65 1.520345 9.072679
66 -1.796693 6.832378
67 -0.38337 7.349581
68 0.723741 8.663573
69 0.154506 8.619935
70 0.634961 9.082935
71 0.546486 9.17966
72 -1.823274 6.84859
73 0.01075 7.750186
74 0.733078 8.833152
75 0.837835 9.371095
76 -0.095604 8.652834
77 0.795332 9.256466
78 0.948811 9.651397
79 -2.209195 6.651363
80 0.584285 8.24483
81 -2.256573 6.041359
82 0.232819 7.649363
83 0.49524 8.554985
84 0.894501 9.316496
85 0.66144 9.388038
86 0.0632 8.818415
87 0.382543 8.909909
88 -0.067312 8.496651
89 1.197102 9.595762
90 0.595799 9.434104
91 -0.418668 8.354974
92 0.495497 8.837487
93 -0.73199 7.803005
94 -1.689069 6.432133
95 0.634185 8.207038
96 -1.389314 6.893501
97 -1.176043 6.581358
98 -0.90943 6.723114
99 -2.086143 5.603102
100 1.008603 8.249844
PACF
4 5 6 7 8 9 10 11 12 13 14 15
Actual Theoretical
Autoregressive Model AR(1) - Least Squares
Y X Y φ Act Y Pred Y Residual

1 4.302148 4.302148
2 6.143015 1 4.302148 6.143015 5.022527 6.143015 6.719197 -0.576182
3 6.345957 1 6.143015 6.345957 0.394378 6.345957 7.445194 -1.099236
4 6.978049 1 6.345957 6.978049 6.978049 7.52523 -0.54718
5 9.447754 1 6.978049 9.447754 9.447754 7.774513 1.673241
6 8.364252 1 9.447754 8.364252 8.364252 8.748508 -0.384256
7 7.07077 1 8.364252 7.07077 7.07077 8.3212 -1.25043
8 7.022372 1 7.07077 7.022372 7.022372 7.811079 -0.788707
9 7.629407 1 7.022372 7.629407 7.629407 7.791993 -0.162585
10 7.451741 1 7.629407 7.451741 7.451741 8.031394 -0.579652
11 7.313063 1 7.451741 7.313063 7.313063 7.961326 -0.648263
12 6.736951 1 7.313063 6.736951 6.736951 7.906634 -1.169683
13 7.635417 1 6.736951 7.635417 7.635417 7.679429 -0.044011
14 8.334256 1 7.635417 8.334256 8.334256 8.033764 0.300492
15 8.514178 1 8.334256 8.514178 8.514178 8.30937 0.204808
16 9.476115 1 8.514178 9.476115 9.476115 8.380327 1.095788
17 8.449723 1 9.476115 8.449723 8.449723 8.759693 -0.309971
18 9.504463 1 8.449723 9.504463 9.504463 8.354907 1.149556
19 6.667601 1 9.504463 6.667601 6.667601 8.770873 -2.103272
20 7.852316 1 6.667601 7.852316 7.852316 7.652079 0.200237
21 7.918862 1 7.852316 7.918862 7.918862 8.119304 -0.200441
22 8.772586 1 7.918862 8.772586 8.772586 8.145548 0.627038
23 10.9181 1 8.772586 10.9181 10.9181 8.482238 2.43586
24 9.139382 1 10.9181 9.139382 9.139382 9.328379 -0.188997
25 10.14906 1 9.139382 10.14906 10.14906 8.626894 1.522163
26 9.773117 1 10.14906 9.773117 9.773117 9.025087 0.74803
27 8.144003 1 9.773117 8.144003 8.144003 8.876824 -0.732821
28 6.8385 1 8.144003 6.8385 6.8385 8.234339 -1.395838
29 9.209437 1 6.8385 9.209437 9.209437 7.719478 1.48996
30 8.837149 1 9.209437 8.837149 8.837149 8.654522 0.182627
31 7.620929 1 8.837149 7.620929 7.620929 8.507699 -0.88677
32 7.790158 1 7.620929 7.790158 7.790158 8.02805 -0.237892
33 7.619452 1 7.790158 7.619452 7.619452 8.09479 -0.475338
34 9.127901 1 7.619452 9.127901 9.127901 8.027467 1.100434
35 9.278858 1 9.127901 9.278858 9.278858 8.622366 0.656492
36 8.664359 1 9.278858 8.664359 8.664359 8.6819 -0.01754
37 9.725531 1 8.664359 9.725531 9.725531 8.439555 1.285976
38 11.40677 1 9.725531 11.40677 11.40677 8.858058 2.548713
39 9.833662 1 11.40677 9.833662 9.833662 9.521101 0.312561
40 8.462038 1 9.833662 8.462038 8.462038 8.900702 -0.438664
41 7.033833 1 8.462038 7.033833 7.033833 8.359764 -1.325931
42 7.2883 1 7.033833 7.2883 7.2883 7.796512 -0.508213
43 8.886675 1 7.2883 8.886675 8.886675 7.896868 0.989807
44 7.47982 1 8.886675 7.47982 7.47982 8.527232 -1.047412
45 9.765738 1 7.47982 9.765738 9.765738 7.9724 1.793339
46 7.9447 1 9.765738 7.9447 7.9447 8.873914 -0.929214
47 6.829083 1 7.9447 6.829083 6.829083 8.155738 -1.326655
48 7.920979 1 6.829083 7.920979 7.920979 7.715764 0.205215
49 5.951198 1 7.920979 5.951198 5.951198 8.146383 -2.195185
50 7.224363 1 5.951198 7.224363 7.224363 7.369546 -0.145182
51 8.038499 1 7.224363 8.038499 8.038499 7.871653 0.166845
52 7.739953 1 8.038499 7.739953 7.739953 8.19273 -0.452777
53 8.955176 1 7.739953 8.955176 8.955176 8.07499 0.880186
54 9.906687 1 8.955176 9.906687 9.906687 8.554247 1.35244
55 10.1666 1 9.906687 10.1666 10.1666 8.929501 1.237103
56 9.116601 1 10.1666 9.116601 9.116601 9.032007 0.084594
57 7.498537 1 9.116601 7.498537 7.498537 8.617909 -1.119372
58 6.699454 1 7.498537 6.699454 6.699454 7.979781 -1.280327
59 9.988923 1 6.699454 9.988923 9.988923 7.664641 2.324282
60 8.567951 1 9.988923 8.567951 8.567951 8.961933 -0.393983
61 11.14066 1 8.567951 11.14066 11.14066 8.401534 2.739123
62 10.86182 1 11.14066 10.86182 10.86182 9.416151 1.445664
63 6.947629 1 10.86182 6.947629 6.947629 9.306183 -2.358553
64 6.380835 1 6.947629 6.380835 6.380835 7.762516 -1.381681
65 9.072679 1 6.380835 9.072679 9.072679 7.538985 1.533695
66 6.832378 1 9.072679 6.832378 6.832378 8.600588 -1.768209
67 7.349581 1 6.832378 7.349581 7.349581 7.717063 -0.367482
68 8.663573 1 7.349581 8.663573 8.663573 7.921036 0.742537
69 8.619935 1 8.663573 8.619935 8.619935 8.439245 0.18069
70 9.082935 1 8.619935 9.082935 9.082935 8.422035 0.6609
71 9.17966 1 9.082935 9.17966 9.17966 8.604632 0.575028
72 6.84859 1 9.17966 6.84859 6.84859 8.642778 -1.794189
73 7.750186 1 6.84859 7.750186 7.750186 7.723457 0.026729
74 8.833152 1 7.750186 8.833152 8.833152 8.079026 0.754126
75 9.371095 1 8.833152 9.371095 9.371095 8.506123 0.864972
76 8.652834 1 9.371095 8.652834 8.652834 8.718276 -0.065442
77 9.256466 1 8.652834 9.256466 9.256466 8.43501 0.821456
78 9.651397 1 9.256466 9.651397 9.651397 8.673069 0.978328
79 6.651363 1 9.651397 6.651363 6.651363 8.828821 -2.177457
80 8.24483 1 6.651363 8.24483 8.24483 7.645675 0.599155
81 6.041359 1 8.24483 6.041359 6.041359 8.274102 -2.232743
82 7.649363 1 6.041359 7.649363 7.649363 7.405103 0.24426
83 8.554985 1 7.649363 8.554985 8.554985 8.039263 0.515722
84 9.316496 1 8.554985 9.316496 9.316496 8.396421 0.920075
85 9.388038 1 9.316496 9.388038 9.388038 8.696743 0.691295
86 8.818415 1 9.388038 8.818415 8.818415 8.724958 0.093457
87 8.909909 1 8.818415 8.909909 8.909909 8.500311 0.409597
88 8.496651 1 8.909909 8.496651 8.496651 8.536394 -0.039743
89 9.595762 1 8.496651 9.595762 9.595762 8.373415 1.222347
90 9.434104 1 9.595762 9.434104 9.434104 8.80688 0.627225
91 8.354974 1 9.434104 8.354974 8.354974 8.743125 -0.388151
92 8.837487 1 8.354974 8.837487 8.837487 8.317541 0.519946
93 7.803005 1 8.837487 7.803005 7.803005 8.507833 -0.704828
94 6.432133 1 7.803005 6.432133 6.432133 8.099857 -1.667724
95 8.207038 1 6.432133 8.207038 8.207038 7.559215 0.647823
96 6.893501 1 8.207038 6.893501 6.893501 8.259198 -1.365697
97 6.581358 1 6.893501 6.581358 6.581358 7.741169 -1.159811
98 6.723114 1 6.581358 6.723114 6.723114 7.618066 -0.894953
99 5.603102 1 6.723114 5.603102 5.603102 7.673972 -2.070869
100 8.249844 1 5.603102 8.249844 8.249844 7.232264 1.017579
MSE
AR(1) Process
126.60512
12
Res Mean 11
-1.833E-14 10
9
Res Var 8
1.291889 7
6
5
4
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 73 77 81 85 89 93 97
Act Y Pred Y
PACF(1) #NAME?
PACF(2) #NAME?
mean 8.227547
φ0 #NAME?
φ1 #NAME?
Autoregressive Model AR(1) - Solver
Residual Y Pred φ
1 -0.697852 4.302148
2 -0.577844 6.143015 6.719204 5.022553
3 -1.111249 6.345957 7.445193 0.394373
4 -0.560334 6.978049 7.525228
5 1.656534 9.447754 7.774508 MSE
6 -0.414849 8.364252 8.748493 126.6051
7 -1.274931 7.07077 8.321189
8 -0.805935 7.022372 7.811074 |φ1| < 1
9 -0.179542 7.629407 7.791988 0.394373
10 -0.600022 7.451741 8.031386
11 -0.667633 7.313063 7.961319
12 -1.188274 6.736951 7.906628
13 -0.059363 7.635417 7.679425
14 0.280089 8.334256 8.033756
15 0.180475 8.514178 8.309359
16 1.070444 9.476115 8.380316
17 -0.340723 8.449723 8.759678
18 1.124574 9.504463 8.354896
19 -2.134184 6.667601 8.770858
20 0.185275 7.852316 7.652076
21 -0.222064 7.918862 8.119295
22 0.605041 8.772586 8.145539
23 2.409063 10.9181 8.482225
24 -0.227857 9.139382 9.328357
25 1.493304 10.14906 8.626879
26 0.713494 9.773117 9.025068
27 -0.765243 8.144003 8.876807
28 -1.419101 6.8385 8.234329
29 1.474037 9.209437 7.719474
30 0.153374 8.837149 8.654507
31 -0.91393 7.620929 8.507687
32 -0.258214 7.790158 8.028043
33 -0.496611 7.619452 8.094782
34 1.08012 9.127901 8.02746
35 0.627697 9.278858 8.622352
36 -0.047184 8.664359 8.681885
37 1.259788 9.725531 8.439543
38 2.516558 11.40677 8.858041
39 0.270954 9.833662 9.521077
40 -0.471427 8.462038 8.900685
41 -1.350982 7.033833 8.359753
42 -0.525234 7.2883 7.796508
43 0.971356 8.886675 7.896862
44 -1.07485 7.47982 8.527219
45 1.77381 9.765738 7.972393
46 -0.961595 7.9447 8.873898
47 -1.348797 6.829083 8.155729
48 0.189346 7.920979 7.71576
49 -2.217194 5.951198 8.146374
50 -0.156116 7.224363 7.369546
51 0.148753 8.038499 7.871648
52 -0.475447 7.739953 8.192721
53 0.859195 8.955176 8.074982
54 1.324616 9.906687 8.554234
55 1.203929 10.1666 8.929484
56 0.04996 9.116601 9.031988
57 -1.148103 7.498537 8.617895
58 -1.299961 6.699454 7.979775
59 2.309141 9.988923 7.664638
60 -0.427618 8.567951 8.961915
61 2.713477 11.14066 8.401522
62 1.405553 10.86182 9.416128
63 -2.397097 6.947629 9.306161
64 -1.398217 6.380835 7.762511
65 1.520345 9.072679 7.538983
66 -1.796693 6.832378 8.600574
67 -0.38337 7.349581 7.717059
68 0.723741 8.663573 7.92103
69 0.154506 8.619935 8.439233
70 0.634961 9.082935 8.422024
71 0.546486 9.17966 8.604618
72 -1.823274 6.84859 8.642764
73 0.01075 7.750186 7.723453
74 0.733078 8.833152 8.079018
75 0.837835 9.371095 8.506111
76 -0.095604 8.652834 8.718261
77 0.795332 9.256466 8.434998
78 0.948811 9.651397 8.673054
79 -2.209195 6.651363 8.828804
80 0.584285 8.24483 7.645672
81 -2.256573 6.041359 8.274092
82 0.232819 7.649363 7.405103
83 0.49524 8.554985 8.039256
84 0.894501 9.316496 8.396409
85 0.66144 9.388038 8.696728
86 0.0632 8.818415 8.724943
87 0.382543 8.909909 8.500299
88 -0.067312 8.496651 8.536381
89 1.197102 9.595762 8.373404
90 0.595799 9.434104 8.806864
91 -0.418668 8.354974 8.74311
92 0.495497 8.837487 8.31753
93 -0.73199 7.803005 8.50782
94 -1.689069 6.432133 8.099848
95 0.634185 8.207038 7.559213
96 -1.389314 6.893501 8.259188
97 -1.176043 6.581358 7.741164
98 -0.90943 6.723114 7.618064
99 -2.086143 5.603102 7.673968
100 1.008603 8.249844 7.232266
Data mean 8.227547 #NAME?

1 4.302148 varp 1.683542 #NAME?
2 6.143015 ACF(1) #NAME? #NAME?
3 6.345957 PACF(1) #NAME? #NAME?
4 6.978049
5 9.447754 φ1 #NAME? #NAME?
6 8.364252 φ0 #NAME? #NAME?
7 7.07077 σ2 #NAME? #NAME?
8 7.022372
9 7.629407
10 7.451741
11 7.313063
12 6.736951
13 7.635417
14 8.334256
15 8.514178
16 9.476115
17 8.449723
18 9.504463
19 6.667601
20 7.852316
21 7.918862
22 8.772586
23 10.9181
24 9.139382
25 10.14906
26 9.773117
27 8.144003
28 6.8385
29 9.209437
30 8.837149
31 7.620929
32 7.790158
33 7.619452
34 9.127901
35 9.278858
36 8.664359
37 9.725531
38 11.40677
39 9.833662
40 8.462038
41 7.033833
42 7.2883
43 8.886675
44 7.47982
45 9.765738
46 7.9447
47 6.829083
48 7.920979
49 5.951198
50 7.224363
51 8.038499
52 7.739953
53 8.955176
54 9.906687
55 10.1666
56 9.116601
57 7.498537
58 6.699454
59 9.988923
60 8.567951
61 11.14066
62 10.86182
63 6.947629
64 6.380835
65 9.072679
66 6.832378
67 7.349581
68 8.663573
69 8.619935
70 9.082935
71 9.17966
72 6.84859
73 7.750186
74 8.833152
75 9.371095
76 8.652834
77 9.256466
78 9.651397
79 6.651363
80 8.24483
81 6.041359
82 7.649363
83 8.554985
84 9.316496
85 9.388038
86 8.818415
87 8.909909
88 8.496651
89 9.595762
90 9.434104
91 8.354974
92 8.837487
93 7.803005
94 6.432133
95 8.207038
96 6.893501
97 6.581358
98 6.723114
99 5.603102
100 8.249844

1 -0.473243 4.526757
2 0.082668 6.893371
yi = 5 + .4yi-1 -.1yi
3 1.120723 8.425395 1 #NAME? 0.4 10
4 -0.681319 6.999502 2 #NAME? 0.16
9
5 -0.769667 6.187594 3 #NAME? 0.064
6 -0.962111 5.812976 4 #NAME? 0.0256 8
7 0.413642 7.120073 5 #NAME? 0.01024
8 1.235184 8.501915 6 #NAME? 0.004096 7
9 -0.387537 7.301222 7 #NAME? 0.001638
6
10 -1.031421 6.038877 8 #NAME? 0.000655
11 -1.939339 4.74609 9 #NAME? 0.000262 5
12 0.359129 6.653677 10 #NAME? 0.000105
13 1.007114 8.193976 11 #NAME? 4.194E-05 4
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61
14 -0.051959 7.560264 12 #NAME? 1.678E-05
15 -0.410257 6.794451 13 #NAME? 6.711E-06
16 -2.237288 4.724467 14 #NAME? 2.684E-06
17 -0.183186 6.027155 15 #NAME? 1.074E-06
18 0.187495 7.12591
19 -0.056401 7.191248 μ 7.142857 ӯ 7.083983
20 -0.481216 6.682692 pop var 1.164021 s2 1.268853
21 -0.381795 6.572157
22 -0.207855 6.752739
23 -1.39648 5.6474
24 -0.106317 6.477369
25 0.264166 7.290374
26 0.562094 7.830507
27 0.349518 7.752683
28 -1.419643 5.898379
29 0.412927 6.99701
30 0.35807 7.567036
31 -1.394531 5.932582
32 -0.344655 6.271674
33 0.677326 7.592737
34 -0.332722 7.077206
35 0.161933 7.233541
36 2.095899 9.281595
37 0.136871 8.126155
38 0.15164 7.473943
39 -1.328677 5.848284
40 -1.683178 4.908741
41 2.177333 8.556001
42 0.843005 8.774531
43 -0.116535 7.537678
44 1.133518 8.271136
45 2.061406 9.616092
46 1.100626 9.119949
47 -0.11243 7.57394
48 0.89968 8.017261
49 -0.731542 6.717969
50 0.745986 7.631448
51 -0.426425 6.954357
52 -0.410113 6.608486
53 -0.497835 6.450123
54 0.768711 7.687912
55 -1.636534 5.793618
56 0.011313 6.559969
57 1.005624 8.05025
58 -1.448039 6.116064
59 0.071485 6.712885
60 -0.100779 6.972769
61 -1.725637 5.392182
62 -1.179892 5.279704
63 0.897142 7.469805
64 -2.105325 5.354626
65 0.991393 7.386263
66 1.49795 8.916993
67 0.201838 8.030009
68 0.89484 8.215144
69 -1.000908 6.482149
70 1.855654 8.626999
71 1.491458 9.294043
72 0.558872 8.413789
73 2.225615 9.661726
74 0.330398 8.35371
75 -0.362595 7.012716
76 1.981862 8.951578
77 -0.092253 7.787106
78 -1.228238 5.991446
79 -0.570767 6.047101
80 -0.620294 6.199402
81 0.895195 7.770246
82 -0.653286 6.834872
83 0.371803 7.328727
84 -0.428719 6.819285
85 -0.568052 6.426789
86 -1.333279 5.555508
87 -0.200516 6.379008
88 -0.149184 6.846868
89 -0.571063 6.529784
90 0.044994 6.972221
91 0.785081 7.920991
92 0.277061 7.748235
93 -0.405206 6.901989
94 -1.742198 5.243774
95 -0.418793 5.988518
96 -0.947421 5.923608
97 0.746209 7.516801
98 0.447671 7.86203
99 -0.658547 6.734585
100 1.558213 8.465844
= 5 + .4yi-1 -.1yi-2+ εi ACF for AR(2) Process
0.45
0.4
0.35
0.3
0.25
ACF
0.2
0.15
0.1
0.05
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
Lag
29 33 37 41 45 49 53 57 61 65 69 73 77 81 85 89 93 97 ACF (actual) ACF (theoretical)
φ0 5
φ1 0.4
φ2 -0.1
σ2 1
Lag PACF PACF (pop)
ess PACF for AR(2) Pr
0.5
1 #NAME? 0.4 0.4
2 #NAME? -0.1
0.3
3 #NAME? 0
0.2
PACF
4 #NAME? 0
0.1
5 #NAME? 0
6 #NAME? 0 0
1 2 3 4 5 6 7 8
7 #NAME? 0 -0.1
10 11 12 13 14 15
8 #NAME? 0 -0.2
9 #NAME? 0 Lag
10 #NAME? 0
11 #NAME? 0
heoretical) PACF (actual) PAC
12 #NAME? 0
13 #NAME? 0
14 #NAME? 0
15 #NAME? 0
PACF for AR(2) Process
4 5 6 7 8 9 10 11 12 13 14 15
Lag
PACF (actual) PACF (theoretical)


1 -0.473243 4.526757
2 0.082668 6.893371
3 1.120723 8.425395 1 #NAME? 0.4 PACF for AR
4 -0.681319 6.999502 2 #NAME? -0.1 0.5
5 -0.769667 6.187594 3 #NAME? 0 0.4
6 -0.962111 5.812976 4 #NAME? 0 0.3
7 0.413642 7.120073 5 #NAME? 0
0.2
PACF
8 1.235184 8.501915 6 #NAME? 0
0.1
9 -0.387537 7.301222 7 #NAME? 0
0
10 -1.031421 6.038877 8 #NAME? 0 1 2 3 4 5 6
11 -1.939339 4.74609 9 #NAME? 0 -0.1
12 0.359129 6.653677 10 #NAME? 0 -0.2
13 1.007114 8.193976 11 #NAME? 0
14 -0.051959 7.560264 12 #NAME? 0
15 -0.410257 6.794451 13 #NAME? 0 PACF (actual)
16 -2.237288 4.724467 14 #NAME? 0
17 -0.183186 6.027155 15 #NAME? 0
18 0.187495 7.12591
19 -0.056401 7.191248
20 -0.481216 6.682692
21 -0.381795 6.572157
22 -0.207855 6.752739
23 -1.39648 5.6474
24 -0.106317 6.477369
25 0.264166 7.290374
26 0.562094 7.830507
27 0.349518 7.752683
28 -1.419643 5.898379
29 0.412927 6.99701
30 0.35807 7.567036
31 -1.394531 5.932582
32 -0.344655 6.271674
33 0.677326 7.592737
34 -0.332722 7.077206
35 0.161933 7.233541
36 2.095899 9.281595
37 0.136871 8.126155
38 0.15164 7.473943
39 -1.328677 5.848284
40 -1.683178 4.908741
41 2.177333 8.556001
42 0.843005 8.774531
43 -0.116535 7.537678
44 1.133518 8.271136
45 2.061406 9.616092
46 1.100626 9.119949
47 -0.11243 7.57394
48 0.89968 8.017261
49 -0.731542 6.717969
50 0.745986 7.631448
51 -0.426425 6.954357
52 -0.410113 6.608486
53 -0.497835 6.450123
54 0.768711 7.687912
55 -1.636534 5.793618
56 0.011313 6.559969
57 1.005624 8.05025
58 -1.448039 6.116064
59 0.071485 6.712885
60 -0.100779 6.972769
61 -1.725637 5.392182
62 -1.179892 5.279704
63 0.897142 7.469805
64 -2.105325 5.354626
65 0.991393 7.386263
66 1.49795 8.916993
67 0.201838 8.030009
68 0.89484 8.215144
69 -1.000908 6.482149
70 1.855654 8.626999
71 1.491458 9.294043
72 0.558872 8.413789
73 2.225615 9.661726
74 0.330398 8.35371
75 -0.362595 7.012716
76 1.981862 8.951578
77 -0.092253 7.787106
78 -1.228238 5.991446
79 -0.570767 6.047101
80 -0.620294 6.199402
81 0.895195 7.770246
82 -0.653286 6.834872
83 0.371803 7.328727
84 -0.428719 6.819285
85 -0.568052 6.426789
86 -1.333279 5.555508
87 -0.200516 6.379008
88 -0.149184 6.846868
89 -0.571063 6.529784
90 0.044994 6.972221
91 0.785081 7.920991
92 0.277061 7.748235
93 -0.405206 6.901989
94 -1.742198 5.243774
95 -0.418793 5.988518
96 -0.947421 5.923608
97 0.746209 7.516801
98 0.447671 7.86203
99 -0.658547 6.734585
100 1.558213 8.465844
PACF for AR(2) Process
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
Lag
PACF (actual) PACF (theoretical)

Y X Y φ Act Y Pred Y
1 4.526757 4.526757
2 6.893371 6.893371
3 8.425395 1 6.8933708 4.526757 8.425395 5.010947 8.425395 7.423607
4 6.999502 1 8.4253951 6.893371 6.999502 0.454063 6.999502 7.7442
5 6.187594 1 6.9995021 8.425395 6.187594 -0.158472 6.187594 6.85397
6 5.812976 1 6.1875942 6.999502 5.812976 5.812976 6.711278
7 7.120073 1 5.8129765 6.187594 7.120073 7.120073 6.669843
8 8.501915 1 7.1200727 5.812976 8.501915 8.501915 7.322714
9 7.301222 1 8.5019149 7.120073 7.301222 7.301222 7.743019
10 6.038877 1 7.3012221 8.501915 6.038877 6.038877 6.978844
11 4.74609 1 6.0388768 7.301222 4.74609 4.74609 6.595936
12 6.653677 1 4.7460897 6.038877 6.653677 6.653677 6.208976
13 8.193976 1 6.6536767 4.74609 8.193976 8.193976 7.280013
14 7.560264 1 8.1939759 6.653677 7.560264 7.560264 7.677106
15 6.794451 1 7.5602635 8.193976 6.794451 6.794451 7.145265
16 4.724467 1 6.7944513 7.560264 4.724467 4.724467 6.897964
17 6.027155 1 4.7244665 6.794451 6.027155 6.027155 6.07942
18 7.12591 1 6.0271551 4.724467 7.12591 7.12591 6.998959
19 7.191248 1 7.12591 6.027155 7.191248 7.191248 7.291423
20 6.682692 1 7.1912478 7.12591 6.682692 6.682692 7.146968
21 6.572157 1 6.6826916 7.191248 6.572157 6.572157 6.905697
22 6.752739 1 6.5721571 6.682692 6.752739 6.752739 6.936099
23 5.6474 1 6.7527389 6.572157 5.6474 5.6474 7.035612
24 6.477369 1 5.6474001 6.752739 6.477369 6.477369 6.505101
25 7.290374 1 6.477369 5.6474 7.290374 7.290374 7.057125
26 7.830507 1 7.2903737 6.477369 7.830507 7.830507 7.294753
27 7.752683 1 7.8305067 7.290374 7.752683 7.752683 7.411169
28 5.898379 1 7.752683 7.830507 5.898379 5.898379 7.290236
29 6.99701 1 5.8983792 7.752683 6.99701 6.99701 6.460597
30 7.567036 1 6.9970102 5.898379 7.567036 7.567036 7.253301
31 5.932582 1 7.5670362 6.99701 5.932582 5.932582 7.338027
32 6.271674 1 5.9325824 7.567036 6.271674 6.271674 6.505548
33 7.592737 1 6.271674 5.932582 7.592737 7.592737 6.918533
34 7.077206 1 7.5927374 6.271674 7.077206 7.077206 7.464642
35 7.233541 1 7.0772059 7.592737 7.233541 7.233541 7.021206
36 9.281595 1 7.2335412 7.077206 9.281595 9.281595 7.17389
37 8.126155 1 9.2815948 7.233541 8.126155 8.126155 8.079061
38 7.473943 1 8.1261551 9.281595 7.473943 7.473943 7.229858
39 5.848284 1 7.4739429 8.126155 5.848284 5.848284 7.116818
40 4.908741 1 5.8482842 7.473943 4.908741 4.908741 6.482024
41 8.556001 1 4.908741 5.848284 8.556001 8.556001 6.313034
42 8.774531 1 8.556001 4.908741 8.774531 8.774531 8.118012
43 7.537678 1 8.7745309 8.556001 7.537678 7.537678 7.639249
44 8.271136 1 7.5376776 8.774531 8.271136 8.271136 7.043008
45 9.616092 1 8.2711358 7.537678 9.616092 9.616092 7.572051
46 9.119949 1 9.6160924 8.271136 9.119949 9.119949 8.066514
47 7.57394 1 9.1199492 9.616092 7.57394 7.57394 7.628095
48 8.017261 1 7.57394 9.119949 8.017261 8.017261 7.004734
49 6.717969 1 8.0172611 7.57394 6.717969 6.717969 7.45103
50 7.631448 1 6.7179685 8.017261 7.631448 7.631448 6.790814
51 6.954357 1 7.6314476 6.717969 6.954357 6.954357 7.411494
52 6.608486 1 6.9543573 7.631448 6.608486 6.608486 6.959291
53 6.450123 1 6.6084856 6.954357 6.450123 6.450123 6.909543
54 7.687912 1 6.4501231 6.608486 7.687912 7.687912 6.892448
55 5.793618 1 7.6879119 6.450123 5.793618 5.793618 7.479578
56 6.559969 1 5.7936182 7.687912 6.559969 6.559969 6.423294
57 8.05025 1 6.5599686 5.793618 8.05025 8.05025 7.071459
58 6.116064 1 8.05025 6.559969 6.116064 6.116064 7.626695
59 6.712885 1 6.1160642 8.05025 6.712885 6.712885 6.512284
60 6.972769 1 6.7128854 6.116064 6.972769 6.972769 7.089794
61 5.392182 1 6.9727692 6.712885 5.392182 5.392182 7.113218
62 5.279704 1 5.392182 6.972769 5.279704 5.279704 6.354347
63 7.469805 1 5.2797036 5.392182 7.469805 7.469805 6.553754
64 5.354626 1 7.4698051 5.279704 5.354626 5.354626 7.566023
65 7.386263 1 5.3546265 7.469805 7.386263 7.386263 6.258527
66 8.916993 1 7.386263 5.354626 8.916993 8.916993 7.516217
67 8.030009 1 8.9169929 7.386263 8.030009 8.030009 7.889307
68 8.215144 1 8.0300089 8.916993 8.215144 8.215144 7.243981
69 6.482149 1 8.2151443 8.030009 6.482149 6.482149 7.468607
70 8.626999 1 6.4821485 8.215144 8.626999 8.626999 6.652378
71 9.294043 1 8.6269995 6.482149 9.294043 9.294043 7.900908
72 8.413789 1 9.2940432 8.626999 8.413789 8.413789 7.863889
73 9.661726 1 8.4137893 9.294043 9.661726 9.661726 7.35849
74 8.35371 1 9.6617263 8.413789 8.35371 8.35371 8.064628
75 7.012716 1 8.35371 9.661726 7.012716 7.012716 7.272942
76 8.951578 1 7.0127165 8.35371 8.951578 8.951578 6.871331
77 7.787106 1 8.9515775 7.012716 7.787106 7.787106 7.964207
78 5.991446 1 7.787106 8.951578 5.991446 5.991446 7.128207
79 6.047101 1 5.9914462 7.787106 6.047101 6.047101 6.497401
80 6.199402 1 6.0471013 5.991446 6.199402 6.199402 6.807234
81 7.770246 1 6.1994021 6.047101 7.770246 7.770246 6.867569
82 6.834872 1 7.7702461 6.199402 6.834872 6.834872 7.556696
83 7.328727 1 6.834872 7.770246 7.328727 7.328727 6.883041
84 6.819285 1 7.3287275 6.834872 6.819285 6.819285 7.255514
85 6.426789 1 6.8192852 7.328727 6.426789 6.426789 6.945932
86 5.555508 1 6.4267891 6.819285 5.555508 5.555508 6.848447
87 6.379008 1 5.5555076 6.426789 6.379008 6.379008 6.51503
88 6.846868 1 6.3790077 5.555508 6.846868 6.846868 7.027025
89 6.529784 1 6.8468684 6.379008 6.529784 6.529784 7.108961
90 6.972221 1 6.5297839 6.846868 6.972221 6.972221 6.890842
91 7.920991 1 6.9722207 6.529784 7.920991 7.920991 7.141985
92 7.748235 1 7.9209906 6.972221 7.748235 7.748235 7.502673
93 6.901989 1 7.7482353 7.920991 6.901989 6.901989 7.273877
94 5.243774 1 6.9019892 7.748235 5.243774 5.243774 6.917005
95 5.988518 1 5.2437738 6.901989 5.988518 5.988518 6.298177
96 5.923608 1 5.9885181 5.243774 5.923608 5.923608 6.899119
97 7.516801 1 5.9236084 5.988518 7.516801 7.516801 6.751625
98 7.86203 1 7.5168006 5.923608 7.86203 7.86203 7.485321
99 6.734585 1 7.8620303 7.516801 6.734585 6.734585 7.3896
100 8.465844 1 6.7345852 7.86203 8.465844 8.465844 6.822959
Residual MSE
AR(2) Process
98.440741
10
1.001788 9Res Mean

-0.744698 1.111E-14
-0.666376 8
-0.898301 7
Res Var
0.45023 1.014853
1.179201 6
-0.441797 5
-0.939967
-1.849847 4
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 73 77 81 85 89 93 97
0.444701
0.913963 Act Y Pred Y
-0.116842
-0.350814
-2.173497
-0.052265
0.126951
-0.100175
-0.464276
-0.33354
-0.18336
-1.388212
-0.027731
0.233249
0.535754
0.341514
-1.391856
0.536413
0.313735
-1.405444
-0.233874
0.674205
-0.387436
0.212335
2.107705
0.047094
0.244085
-1.268534
-1.573283
2.242967
0.656518
-0.101571
1.228128
2.044041
1.053435
-0.054155
1.012527
-0.733061
0.840633
-0.457137
-0.350805
-0.45942
0.795464
-1.68596
0.136675
0.978791
-1.510631
0.200601
-0.117025
-1.721036
-1.074643
0.916051
-2.211397
1.127736
1.400776
0.140702
0.971163
-0.986458
1.974621
1.393135
0.549901
2.303237
0.289082
-0.260226
2.080247
-0.177101
-1.136761
-0.450299
-0.607832
0.902678
-0.721824
0.445686
-0.436229
-0.519143
-1.292939
-0.136022
-0.180157
-0.579177
0.081379
0.779005
0.245563
-0.371888
-1.673231
-0.309658
-0.975511
0.765176
0.376709
-0.655015
1.642885
X1 X2 Y Regression Analysis
6.893371 4.526757 8.425395
8.425395 6.893371 6.999502 OVERALL FIT
6.999502 8.425395 6.187594 Multiple R #NAME? AIC #NAME?
6.187594 6.999502 5.812976 R Square #NAME? AICc #NAME?
5.812976 6.187594 7.120073 Adjusted R Square #NAME? SBC #NAME?
7.120073 5.812976 8.501915 Standard Error #NAME?
8.501915 7.120073 7.301222 Observations 98
7.301222 8.501915 6.038877
6.038877 7.301222 4.74609 ANOVA Alpha
4.74609 6.038877 6.653677 df SS MS F
6.653677 4.74609 8.193976 Regression 2 #NAME? #NAME? #NAME?
8.193976 6.653677 7.560264 Residual 95 #NAME? #NAME?
7.560264 8.193976 6.794451 Total 97 118.9636
6.794451 7.560264 4.724467
4.724467 6.794451 6.027155 coeff std err t stat p-value
6.027155 4.724467 7.12591 Intercept #NAME? #NAME? #NAME? #NAME?
7.12591 6.027155 7.191248 X1 #NAME? #NAME? #NAME? #NAME?
7.191248 7.12591 6.682692 X2 #NAME? #NAME? #NAME? #NAME?
6.682692 7.191248 6.572157
6.572157 6.682692 6.752739
6.752739 6.572157 5.6474
5.6474 6.752739 6.477369
6.477369 5.6474 7.290374
7.290374 6.477369 7.830507
7.830507 7.290374 7.752683
7.752683 7.830507 5.898379
5.898379 7.752683 6.99701
6.99701 5.898379 7.567036
7.567036 6.99701 5.932582
5.932582 7.567036 6.271674
6.271674 5.932582 7.592737
7.592737 6.271674 7.077206
7.077206 7.592737 7.233541
7.233541 7.077206 9.281595
9.281595 7.233541 8.126155
8.126155 9.281595 7.473943
7.473943 8.126155 5.848284
5.848284 7.473943 4.908741
4.908741 5.848284 8.556001
8.556001 4.908741 8.774531
8.774531 8.556001 7.537678
7.537678 8.774531 8.271136
8.271136 7.537678 9.616092
9.616092 8.271136 9.119949
9.119949 9.616092 7.57394
7.57394 9.119949 8.017261
8.017261 7.57394 6.717969
6.717969 8.017261 7.631448
7.631448 6.717969 6.954357
6.954357 7.631448 6.608486
6.608486 6.954357 6.450123
6.450123 6.608486 7.687912
7.687912 6.450123 5.793618
5.793618 7.687912 6.559969
6.559969 5.793618 8.05025
8.05025 6.559969 6.116064
6.116064 8.05025 6.712885
6.712885 6.116064 6.972769
6.972769 6.712885 5.392182
5.392182 6.972769 5.279704
5.279704 5.392182 7.469805
7.469805 5.279704 5.354626
5.354626 7.469805 7.386263
7.386263 5.354626 8.916993
8.916993 7.386263 8.030009
8.030009 8.916993 8.215144
8.215144 8.030009 6.482149
6.482149 8.215144 8.626999
8.626999 6.482149 9.294043
9.294043 8.626999 8.413789
8.413789 9.294043 9.661726
9.661726 8.413789 8.35371
8.35371 9.661726 7.012716
7.012716 8.35371 8.951578
8.951578 7.012716 7.787106
7.787106 8.951578 5.991446
5.991446 7.787106 6.047101
6.047101 5.991446 6.199402
6.199402 6.047101 7.770246
7.770246 6.199402 6.834872
6.834872 7.770246 7.328727
7.328727 6.834872 6.819285
6.819285 7.328727 6.426789
6.426789 6.819285 5.555508
5.555508 6.426789 6.379008
6.379008 5.555508 6.846868
6.846868 6.379008 6.529784
6.529784 6.846868 6.972221
6.972221 6.529784 7.920991
7.920991 6.972221 7.748235
7.748235 7.920991 6.901989
6.901989 7.748235 5.243774
5.243774 6.901989 5.988518
5.988518 5.243774 5.923608
5.923608 5.988518 7.516801
7.516801 5.923608 7.86203
7.86203 7.516801 6.734585
6.734585 7.86203 8.465844
ARMap
X1 X2 Y
0.05 #NAME? #NAME? #NAME?
p-value sig #NAME? #NAME? #NAME?
lower upper vif #NAME? #NAME? #NAME?
Autoregressive Model AR(2) - Solver
Residual Y Pred φ
1 -0.473243 4.526757
2 0.082668 6.893371 5.010947
3 1.120723 8.425395 7.423607 0.454063
4 -0.681319 6.999502 7.7442 -0.158472
5 -0.769667 6.187594 6.85397
6 -0.962111 5.812976 6.711278 SSE
7 0.413642 7.120073 6.669843 98.44074
8 1.235184 8.501915 7.322714
9 -0.387537 7.301222 7.743019 |φ2| < 1
10 -1.031421 6.038877 6.978844 0.158472
11 -1.939339 4.74609 6.595936
12 0.359129 6.653677 6.208976 |φ1|+φ2 < 1
13 1.007114 8.193976 7.280013 0.295591
14 -0.051959 7.560264 7.677106
15 -0.410257 6.794451 7.145265
16 -2.237288 4.724467 6.897964
17 -0.183186 6.027155 6.07942
18 0.187495 7.12591 6.998959
19 -0.056401 7.191248 7.291423
20 -0.481216 6.682692 7.146968
21 -0.381795 6.572157 6.905697
22 -0.207855 6.752739 6.936099
23 -1.39648 5.6474 7.035612
24 -0.106317 6.477369 6.505101
25 0.264166 7.290374 7.057125
26 0.562094 7.830507 7.294753
27 0.349518 7.752683 7.411169
28 -1.419643 5.898379 7.290236
29 0.412927 6.99701 6.460597
30 0.35807 7.567036 7.253301
31 -1.394531 5.932582 7.338027
32 -0.344655 6.271674 6.505548
33 0.677326 7.592737 6.918533
34 -0.332722 7.077206 7.464642
35 0.161933 7.233541 7.021206
36 2.095899 9.281595 7.17389
37 0.136871 8.126155 8.079061
38 0.15164 7.473943 7.229858
39 -1.328677 5.848284 7.116818
40 -1.683178 4.908741 6.482024
41 2.177333 8.556001 6.313034
42 0.843005 8.774531 8.118012
43 -0.116535 7.537678 7.639249
44 1.133518 8.271136 7.043008
45 2.061406 9.616092 7.572051
46 1.100626 9.119949 8.066514
47 -0.11243 7.57394 7.628095
48 0.89968 8.017261 7.004734
49 -0.731542 6.717969 7.45103
50 0.745986 7.631448 6.790814
51 -0.426425 6.954357 7.411494
52 -0.410113 6.608486 6.959291
53 -0.497835 6.450123 6.909543
54 0.768711 7.687912 6.892448
55 -1.636534 5.793618 7.479578
56 0.011313 6.559969 6.423294
57 1.005624 8.05025 7.071459
58 -1.448039 6.116064 7.626695
59 0.071485 6.712885 6.512284
60 -0.100779 6.972769 7.089794
61 -1.725637 5.392182 7.113218
62 -1.179892 5.279704 6.354347
63 0.897142 7.469805 6.553754
64 -2.105325 5.354626 7.566023
65 0.991393 7.386263 6.258527
66 1.49795 8.916993 7.516217
67 0.201838 8.030009 7.889307
68 0.89484 8.215144 7.243981
69 -1.000908 6.482149 7.468607
70 1.855654 8.626999 6.652378
71 1.491458 9.294043 7.900908
72 0.558872 8.413789 7.863889
73 2.225615 9.661726 7.35849
74 0.330398 8.35371 8.064628
75 -0.362595 7.012716 7.272942
76 1.981862 8.951578 6.871331
77 -0.092253 7.787106 7.964207
78 -1.228238 5.991446 7.128207
79 -0.570767 6.047101 6.497401
80 -0.620294 6.199402 6.807234
81 0.895195 7.770246 6.867569
82 -0.653286 6.834872 7.556696
83 0.371803 7.328727 6.883041
84 -0.428719 6.819285 7.255514
85 -0.568052 6.426789 6.945932
86 -1.333279 5.555508 6.848447
87 -0.200516 6.379008 6.51503
88 -0.149184 6.846868 7.027025
89 -0.571063 6.529784 7.108961
90 0.044994 6.972221 6.890842
91 0.785081 7.920991 7.141985
92 0.277061 7.748235 7.502673
93 -0.405206 6.901989 7.273877
94 -1.742198 5.243774 6.917005
95 -0.418793 5.988518 6.298177
96 -0.947421 5.923608 6.899119
97 0.746209 7.516801 6.751625
98 0.447671 7.86203 7.485321
99 -0.658547 6.734585 7.3896
100 1.558213 8.465844 6.822959
Data mean 7.083983 #NAME?

1 4.526757 varp 1.256164 #NAME?
2 6.893371 PACF(1) #NAME? #NAME?
3 8.425395 PACF(2) #NAME? #NAME?
4 6.999502 #NAME?
5 6.187594 φ1 #NAME? #NAME?
6 5.812976 φ2 #NAME? #NAME?
7 7.120073 φ0 #NAME? #NAME?
8 8.501915 σ2 #NAME? #NAME?
9 7.301222 #NAME?
10 6.038877 mean 7.083983 #NAME?
11 4.74609 varp 1.256164 #NAME?
12 6.653677 ACF(1) #NAME? #NAME?
13 8.193976 ACF(2) #NAME? #NAME?
14 7.560264 #NAME?
15 6.794451 φ1 #NAME? #NAME?
16 4.724467 φ2 #NAME? #NAME?
17 6.027155 φ0 #NAME? #NAME?
18 7.12591 σ2 #NAME? #NAME?
19 7.191248
20 6.682692
21 6.572157
22 6.752739
23 5.6474
24 6.477369
25 7.290374
26 7.830507
27 7.752683
28 5.898379
29 6.99701
30 7.567036
31 5.932582
32 6.271674
33 7.592737
34 7.077206
35 7.233541
36 9.281595
37 8.126155
38 7.473943
39 5.848284
40 4.908741
41 8.556001
42 8.774531
43 7.537678
44 8.271136
45 9.616092
46 9.119949
47 7.57394
48 8.017261
49 6.717969
50 7.631448
51 6.954357
52 6.608486
53 6.450123
54 7.687912
55 5.793618
56 6.559969
57 8.05025
58 6.116064
59 6.712885
60 6.972769
61 5.392182
62 5.279704
63 7.469805
64 5.354626
65 7.386263
66 8.916993
67 8.030009
68 8.215144
69 6.482149
70 8.626999
71 9.294043
72 8.413789
73 9.661726
74 8.35371
75 7.012716
76 8.951578
77 7.787106
78 5.991446
79 6.047101
80 6.199402
81 7.770246
82 6.834872
83 7.328727
84 6.819285
85 6.426789
86 5.555508
87 6.379008
88 6.846868
89 6.529784
90 6.972221
91 7.920991
92 7.748235
93 6.901989
94 5.243774
95 5.988518
96 5.923608
97 7.516801
98 7.86203
99 6.734585
100 8.465844
AR(3) roots
real imag abs
φ3 0.6 #NAME? #NAME? #NAME?
φ2 -0.4 #NAME? #NAME? #NAME?
φ1 -0.1 #NAME? #NAME? #NAME?
AR(3) Model ARIMA Model (AR-oriented) Model statistics
Data time data residual index phi theta

1 4.526757 1 -2.158341 0 3 -0.444654 0
2 6.893371 2 0.208272 0 2 -0.452404 0
3 8.425395 3 1.7402963 0 1 0.0964313 0
4 6.999502 4 0.3144033 -0.718908 const 12.03737 6.6850988
5 6.187594 5 -0.497505 0.3521037
6 5.812976 6 -0.872122 0.0919201 SSE 5.0550494
7 7.120073 7 0.4349739 0.4338013
8 8.501915 8 1.8168162 1.1591017 p 3
9 7.301222 9 0.6161233 0.2499167 q 0
10 6.038877 10 -0.646222 0.3097129 d 0
11 4.74609 11 -1.939009 -0.790101 res mean 3.731E-06
12 6.653677 12 -0.031422 0.1371673 res s.d. 0.5620859
13 8.193976 13 1.5088771 0.3473459 sqrt mse 0.6235783
14 7.560264 14 0.8751648 -0.146742 data mean 0.0009064
15 6.794451 15 0.1093525 0.6936098 data s.d. 1.028864
16 4.724467 16 -1.960632 -0.90432 size 17
17 6.027155 17 -0.657944 -0.03026
18 7.12591 18 0.4408112 -0.334117 LL -13.81294
19 7.191248 19 0.5061491 -0.705819 AIC -12.61804
20 6.682692 20 -0.002407 -0.144348 BIC -9.285184
AIC aug 35.625873
BIC aug 38.958726
ARIMA Model (non-AR oriented) Model statistics
time data residual index phi theta

1 -2.158341 0 3 -0.444654 0
2 0.208272 0 2 -0.452404 0
3 1.7402963 0 1 0.0964313 0
4 0.3144033 -0.718908 const 12.03737 6.6850988
5 -0.497505 0.3521037
6 -0.872122 0.0919201 SSE 5.0550494
7 0.4349739 0.4338013
8 1.8168162 1.1591017 p 3
9 0.6161233 0.2499167 q 0
10 -0.646222 0.3097129 d 0
11 -1.939009 -0.790101 res mean 3.731E-06
12 -0.031422 0.1371673 res s.d. 0.5620859
13 1.5088771 0.3473459 sqrt mse 0.5453034
14 0.8751648 -0.146742 data mean 0.0009064
15 0.1093525 0.6936098 data s.d. 1.028864
16 -1.960632 -0.90432 size 17
17 -0.657944 -0.03026
18 0.4408112 -0.334117 LL -13.81294
19 0.5061491 -0.705819 AIC -12.61804
20 -0.002407 -0.144348 BIC -9.285184
AIC aug 35.625873
BIC aug 38.958726
ARIMA Model (AR oriented) Model statistics

1 4.5267575 0 3 0.5248908 0
2 6.8933708 0 2 -0.734346 0
3 8.4253951 0 1 1.1977138 0
4 6.9995021 -0.405647 const 0 0
5 6.1875942 0.3730792
6 5.8129765 -0.880349 SSE 16.058893
7 7.1200727 1.027649
8 8.5019149 0.9950282 p 3
9 7.3012221 -0.704222 q 0
10 6.0388768 -0.199814 d 0
11 4.7460897 -1.587713 res mean 0.0537734
12 6.6536767 1.5714981 res s.d. 1.0003042
13 8.1939759 0.5402948 sqrt mse 1.0710106
14 7.5602635 0.1411451 data mean 6.6860052
15 6.7944513 0.2641761 data s.d. 1.028864
16 4.7244665 -2.162438 size 17
17 6.0271551 1.3897592
18 7.12591 -0.189851 LL -23.63788
19 7.1912478 0.6026331 AIC 5.0318402
20 6.6826916 0.1389175 BIC 7.5314803
AIC aug 53.27575
BIC aug 55.77539
ARIMA Model (non-AR oriented) Model statistics

1 4.5267575 0 3 0.5248908 0
2 6.8933708 0 2 -0.734346 0
3 8.4253951 0 1 1.1977138 0
4 6.9995021 -0.405647 const 0 0
5 6.1875942 0.3730792
6 5.8129765 -0.880349 SSE 16.058893
7 7.1200727 1.027649
8 8.5019149 0.9950282 p 3
9 7.3012221 -0.704222 q 0
10 6.0388768 -0.199814 d 0
11 4.7460897 -1.587713 res mean 0.0537734
12 6.6536767 1.5714981 res s.d. 1.0003042
13 8.1939759 0.5402948 sqrt mse 0.9719263
14 7.5602635 0.1411451 data mean 6.6860052
15 6.7944513 0.2641761 data s.d. 1.028864
16 4.7244665 -2.162438 size 17
17 6.0271551 1.3897592
18 7.12591 -0.189851 LL -23.63788
19 7.1912478 0.6026331 AIC 5.0318402
20 6.6826916 0.1389175 BIC 7.5314803
AIC aug 53.27575
BIC aug 55.77539
Phi roots Model parameters
real imag abs val param value stat p-value

#NAME? #NAME? #NAME? phi 1 0.0964313 #NAME? #NAME?
#NAME? #NAME? #NAME? phi 2 -0.452404 #NAME? #NAME?
const 12.03737 #NAME? #NAME?
Theta roots mean 0.0009064 -0.003632 0.9971468
real imag abs val converge yes
Psi coefficients
index psi
0 #NAME?
1 #NAME?
2 #NAME?
3 #NAME?
4 #NAME?

const 12.03737 #NAME? #NAME?
Theta roots mean 0.0009064 -0.003632 0.9971468
Psi coefficients
index psi
0 #NAME?
1 #NAME?
2 #NAME?
3 #NAME?
4 #NAME?

mean 6.6860052 -26.79373 1.012E-14
Theta roots
converge yes
real imag abs val
Psi coefficients
index psi
0 #NAME?
1 #NAME?
2 #NAME?
3 #NAME?
4 #NAME?

mean 6.6860052 -26.79373 1.012E-14
Theta roots
converge yes
real imag abs val
Psi coefficients
index psi
0 #NAME?
1 #NAME?
2 #NAME?
3 #NAME?
4 #NAME?
Forecast (reduced) Forecast
Alpha 0.05
time data residual pred s.e. lower upper time forecast
1 -2.158341 0 -2.158341 0.6235783 -3.380532 -0.93615 1 4.5267575
2 0.208272 0 0.208272 0.6235783 -1.013919 1.4304631 2 6.8933708
3 1.7402963 0 1.7402963 0.6235783 0.5181052 2.9624874 3 8.4253951
4 0.3144033 -0.718908 1.0333113 0.6235783 -0.18888 2.2555024 4 6.9995021
5 -0.497505 0.3521037 -0.849608 0.6235783 -2.071799 0.3725828 5 6.1875942
6 -0.872122 0.0919201 -0.964042 0.6235783 -2.186233 0.2581487 6 5.8129765
7 0.4349739 0.4338013 0.0011726 0.6235783 -1.221018 1.2233637 7 7.1200727
8 1.8168162 1.1591017 0.6577145 0.6235783 -0.564477 1.8799056 8 8.5019149
9 0.6161233 0.2499167 0.3662066 0.6235783 -0.855984 1.5883977 9 7.3012221
10 -0.646222 0.3097129 -0.955935 0.6235783 -2.178126 0.2662562 10 6.0388768
11 -1.939009 -0.790101 -1.148908 0.6235783 -2.371099 0.0732834 11 4.7460897
12 -0.031422 0.1371673 -0.168589 0.6235783 -1.39078 1.0536018 12 6.6536767
13 1.5088771 0.3473459 1.1615313 0.6235783 -0.06066 2.3837224 13 8.1939759
14 0.8751648 -0.146742 1.0219069 0.6235783 -0.200284 2.244098 14 7.5602635
15 0.1093525 0.6936098 -0.584257 0.6235783 -1.806448 0.6379338 15 6.7944513
16 -1.960632 -0.90432 -1.056312 0.6235783 -2.278503 0.1658793 16 4.7244665
17 -0.657944 -0.03026 -0.627683 0.6235783 -1.849875 0.5945076 17 6.0271551
18 0.4408112 -0.334117 0.7749281 0.6235783 -0.447263 1.9971192 18 7.12591
19 0.5061491 -0.705819 1.2119678 0.6235783 -0.010223 2.4341589 19 7.1912478
20 -0.002407 -0.144348 0.1419411 0.6235783 -1.08025 1.3641322 20 6.6826916
21 -0.425225 #NAME? #NAME? #NAME? 21 6.2598741
22 -0.264977 #NAME? #NAME? #NAME? 22 6.4201215
23 0.1678917 #NAME? #NAME? #NAME? 23 6.8529905
24 0.3251448 #NAME? #NAME? #NAME? 24 7.0102436
25 0.0732224 #NAME? #NAME? #NAME? 25 6.7583212

Alpha 0.05
1 -2.158341 0 -2.158341 0.5453034 -3.227116 -1.089566 1 4.5267575
2 0.208272 0 0.208272 0.5453034 -0.860503 1.2770471 2 6.8933708
3 1.7402963 0 1.7402963 0.5453034 0.6715212 2.8090715 3 8.4253951
4 0.3144033 -0.718908 1.0333113 0.5453034 -0.035464 2.1020864 4 6.9995021
5 -0.497505 0.3521037 -0.849608 0.5453034 -1.918383 0.2191668 5 6.1875942
6 -0.872122 0.0919201 -0.964042 0.5453034 -2.032818 0.1047327 6 5.8129765
7 0.4349739 0.4338013 0.0011726 0.5453034 -1.067602 1.0699477 7 7.1200727
8 1.8168162 1.1591017 0.6577145 0.5453034 -0.411061 1.7264896 8 8.5019149
9 0.6161233 0.2499167 0.3662066 0.5453034 -0.702568 1.4349818 9 7.3012221
10 -0.646222 0.3097129 -0.955935 0.5453034 -2.02471 0.1128403 10 6.0388768
11 -1.939009 -0.790101 -1.148908 0.5453034 -2.217683 -0.080133 11 4.7460897
12 -0.031422 0.1371673 -0.168589 0.5453034 -1.237364 0.9001858 12 6.6536767
13 1.5088771 0.3473459 1.1615313 0.5453034 0.0927562 2.2303064 13 8.1939759
14 0.8751648 -0.146742 1.0219069 0.5453034 -0.046868 2.090682 14 7.5602635
15 0.1093525 0.6936098 -0.584257 0.5453034 -1.653032 0.4845178 15 6.7944513
16 -1.960632 -0.90432 -1.056312 0.5453034 -2.125087 0.0124633 16 4.7244665
17 -0.657944 -0.03026 -0.627683 0.5453034 -1.696459 0.4410916 17 6.0271551
18 0.4408112 -0.334117 0.7749281 0.5453034 -0.293847 1.8437032 18 7.12591
19 0.5061491 -0.705819 1.2119678 0.5453034 0.1431927 2.2807429 19 7.1912478
20 -0.002407 -0.144348 0.1419411 0.5453034 -0.926834 1.2107162 20 6.6826916
21 -0.425225 #NAME? #NAME? #NAME? 21 6.2598741
22 -0.264977 #NAME? #NAME? #NAME? 22 6.4201215
23 0.1678917 #NAME? #NAME? #NAME? 23 6.8529905
24 0.3251448 #NAME? #NAME? #NAME? 24 7.0102436
25 0.0732224 #NAME? #NAME? #NAME? 25 6.7583212

Alpha 0.05
1 4.5267575 0 4.5267575 1.0710106 2.4276152 6.6258997 1 4.5267575
2 6.8933708 0 6.8933708 1.0710106 4.7942285 8.992513 2 6.8933708
3 8.4253951 0 8.4253951 1.0710106 6.3262528 10.524537 3 8.4253951
4 6.9995021 -0.405647 7.4051486 1.0710106 5.3060064 9.5042909 4 6.9995021
5 6.1875942 0.3730792 5.814515 1.0710106 3.7153727 7.9136573 5 6.1875942
6 5.8129765 -0.880349 6.6933255 1.0710106 4.5941833 8.7924678 6 5.8129765
7 7.1200727 1.027649 6.0924237 1.0710106 3.9932814 8.1915659 7 7.1200727
8 8.5019149 0.9950282 7.5068867 1.0710106 5.4077445 9.606029 8 8.5019149
9 7.3012221 -0.704222 8.0054445 1.0710106 5.9063022 10.104587 9 7.3012221
10 6.0388768 -0.199814 6.238691 1.0710106 4.1395487 8.3378333 10 6.0388768
11 4.7460897 -1.587713 6.3338025 1.0710106 4.2346602 8.4329448 11 4.7460897
12 6.6536767 1.5714981 5.0821786 1.0710106 2.9830363 7.1813209 12 6.6536767
13 8.1939759 0.5402948 7.6536811 1.0710106 5.5545389 9.7528234 13 8.1939759
14 7.5602635 0.1411451 7.4191184 1.0710106 5.3199762 9.5182607 14 7.5602635
15 6.7944513 0.2641761 6.5302752 1.0710106 4.4311329 8.6294175 15 6.7944513
16 4.7244665 -2.162438 6.8869042 1.0710106 4.7877619 8.9860464 16 4.7244665
17 6.0271551 1.3897592 4.6373959 1.0710106 2.5382536 6.7365382 17 6.0271551
18 7.12591 -0.189851 7.3157605 1.0710106 5.2166183 9.4149028 18 7.12591
19 7.1912478 0.6026331 6.5886148 1.0710106 4.4894725 8.687757 19 7.1912478
20 6.6826916 0.1389175 6.5437741 1.0710106 4.4446319 8.6429164 20 6.6826916
21 6.4634152 #NAME? #NAME? #NAME? 21 6.4634152
22 6.608536 #NAME? #NAME? #NAME? 22 6.608536
23 6.6764374 #NAME? #NAME? #NAME? 23 6.6764374
24 6.5360989 #NAME? #NAME? #NAME? 24 6.5360989
25 6.3943229 #NAME? #NAME? #NAME? 25 6.3943229

Alpha 0.05
1 4.5267575 0 4.5267575 0.9719263 2.6218169 6.431698 1 4.5267575
2 6.8933708 0 6.8933708 0.9719263 4.9884302 8.7983113 2 6.8933708
3 8.4253951 0 8.4253951 0.9719263 6.5204545 10.330336 3 8.4253951
4 6.9995021 -0.405647 7.4051486 0.9719263 5.5002081 9.3100892 4 6.9995021
5 6.1875942 0.3730792 5.814515 0.9719263 3.9095744 7.7194556 5 6.1875942
6 5.8129765 -0.880349 6.6933255 0.9719263 4.788385 8.5982661 6 5.8129765
7 7.1200727 1.027649 6.0924237 0.9719263 4.1874831 7.9973642 7 7.1200727
8 8.5019149 0.9950282 7.5068867 0.9719263 5.6019462 9.4118273 8 8.5019149
9 7.3012221 -0.704222 8.0054445 0.9719263 6.1005039 9.910385 9 7.3012221
10 6.0388768 -0.199814 6.238691 0.9719263 4.3337504 8.1436316 10 6.0388768
11 4.7460897 -1.587713 6.3338025 0.9719263 4.4288619 8.2387431 11 4.7460897
12 6.6536767 1.5714981 5.0821786 0.9719263 3.177238 6.9871192 12 6.6536767
13 8.1939759 0.5402948 7.6536811 0.9719263 5.7487406 9.5586217 13 8.1939759
14 7.5602635 0.1411451 7.4191184 0.9719263 5.5141779 9.324059 14 7.5602635
15 6.7944513 0.2641761 6.5302752 0.9719263 4.6253346 8.4352158 15 6.7944513
16 4.7244665 -2.162438 6.8869042 0.9719263 4.9819636 8.7918447 16 4.7244665
17 6.0271551 1.3897592 4.6373959 0.9719263 2.7324553 6.5423365 17 6.0271551
18 7.12591 -0.189851 7.3157605 0.9719263 5.41082 9.2207011 18 7.12591
19 7.1912478 0.6026331 6.5886148 0.9719263 4.6836742 8.4935553 19 7.1912478
20 6.6826916 0.1389175 6.5437741 0.9719263 4.6388336 8.4487147 20 6.6826916
21 6.4634152 #NAME? #NAME? #NAME? 21 6.4634152
22 6.608536 #NAME? #NAME? #NAME? 22 6.608536
23 6.6764374 #NAME? #NAME? #NAME? 23 6.6764374
24 6.5360989 #NAME? #NAME? #NAME? 24 6.5360989
25 6.3943229 #NAME? #NAME? #NAME? 25 6.3943229
Reformat Regression Analysis
x1 x2 x3 y OVERALL FIT
#NAME? #NAME? #NAME? #NAME? Multiple R #NAME? AIC
#NAME? #NAME? #NAME? #NAME? R Square #NAME? AICc
#NAME? #NAME? #NAME? #NAME? Adjusted R Square #NAME? SBC
#NAME? #NAME? #NAME? #NAME? Standard Error #NAME?
#NAME? #NAME? #NAME? #NAME? Observations 0
#NAME? #NAME? #NAME? #NAME? ANOVA
#NAME? #NAME? #NAME? #NAME? df SS MS
#NAME? #NAME? #NAME? #NAME? Regression 0 #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? Residual -1 #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? Total -1 #NAME?
#NAME? #NAME? #NAME? #NAME? coeff std err t stat
#NAME? #NAME? #NAME? #NAME? Intercept #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? x1 #NAME? #NAME? #NAME?
Reformat
x1 x2 x3 y
#NAME?
#NAME?
#NAME?
Alpha 0.05
F p-value sig
p-value lower upper vif

#NAME? Err:502 Err:502
#NAME? Err:502 Err:502 #NAME?
Moving Average MA(1)
Residual Y
1 -0.694201 yi = 4 + εi + .5εi -1
2 -0.875588 2.777312
12
3 -0.743921 2.818285
4 3.072809 6.700848 10
5 -1.941937 3.594467
8
6 -1.72965 1.299381
7 2.196488 5.331663 6
8 -3.621269 1.476975 4
9 -0.73537 1.453995
2
10 -2.396555 1.23576
11 -0.750725 2.050998 0
2 11 20 29 38 47 56 65 74 83 92 101 110 119 128 137 146 155 164 173 182 191 200
12 0.516218 4.140856 -2
13 1.85755 6.11566
-4
14 1.855503 6.784278
15 -1.008451 3.9193
16 1.496039 4.991814 μ 4 ӯ 4.358422
17 -0.400397 4.347623 pop var 5 s2 4.440172
18 -2.16593 1.633872
19 1.265946 4.182981
20 1.380362 6.013335
21 -0.689942 4.000239
22 -0.607233 3.047796
23 0.433199 4.129582
24 -0.777262 3.439337
25 -1.816484 1.794885
26 2.336201 5.427959
27 0.539408 5.707508
28 -0.04405 4.225654
29 2.305758 6.283733
30 4.424591 9.57747
31 -0.877612 5.334683
32 -0.089412 3.471782
33 1.31161 5.266904
34 -0.057408 4.598397
35 -0.230051 3.741245
36 0.578257 4.463231
37 -2.616962 1.672166
38 -2.490573 0.200946
39 0.586925 3.341639
40 -0.812345 3.481117
41 2.003798 5.597625
42 3.842472 8.844371
43 0.325962 6.247198
44 0.870087 5.033067
45 -0.36537 4.069673
46 -1.423539 2.393776
47 2.504624 5.792854
48 0.997222 6.249534
49 -0.276542 4.222069
50 1.585611 5.44734
51 0.20962 5.002425
52 1.54842 5.65323
53 -0.928265 3.845945
54 3.934099 7.469967
55 -1.634417 4.332632
56 -0.634817 2.547974
57 1.019893 4.702485
58 1.229442 5.739388
59 3.298761 7.913482
60 0.644132 6.293512
61 -0.059635 4.262431
62 3.156317 7.126499
63 -2.30624 3.271918
64 -0.402189 2.444691
65 -0.527594 3.271312
66 0.905543 4.641746
67 1.483915 5.936686
68 -0.260266 4.481691
69 -0.033626 3.836241
70 0.687946 4.671134
71 4.136243 8.480216
72 0.452115 6.520236
73 1.125263 5.35132
74 2.013208 6.575839
75 0.978664 5.985268
76 1.926993 6.416325
77 -2.318028 2.645469
78 -0.919635 1.921352
79 2.942693 6.482875
80 1.019378 6.490724
81 1.684781 6.19447
82 -2.857936 1.984454
83 -4.613725 -2.042693
84 3.547798 5.240936
85 0.978538 6.752437
86 -2.838831 1.650438
87 0.341232 2.921817
88 1.524689 5.695305
89 0.162925 4.925269
90 -1.779686 2.301776
91 -1.322879 1.787278
92 2.080778 5.419339
93 -2.219755 2.820634
94 0.906091 3.796214
95 1.704588 6.157633
96 -1.892704 2.959589
97 -3.019043 0.034605
98 -0.384934 2.105545
99 2.414444 6.221977
100 -1.826766 3.380456
101 -4.672039 -1.585422
102 -0.679697 0.984283
103 1.023579 4.68373
104 2.327448 6.839237
105 1.031626 6.19535
106 -1.25121 3.264603
107 0.109218 3.483613
108 2.407094 6.461703
109 0.532992 5.736538
110 1.925761 6.192257
111 0.540306 5.503186
112 -0.11988 4.150272
113 -1.108624 2.831436
114 -0.730794 2.714894
115 -0.263981 3.370622
116 -0.698382 3.169627
117 0.098942 3.749751
118 1.542661 5.592132
119 0.028236 4.799567
120 3.729852 7.74397
121 -0.135762 5.729164
122 0.285659 4.217778
123 -1.455809 2.68702
124 -0.407847 2.864249
125 2.134355 5.930432
126 -1.549115 3.518063
127 -0.07975 3.145693
128 0.043903 4.004029
129 -0.270099 3.751852
130 5.045333 8.910283
131 0.510531 7.033197
132 0.621384 4.876649
133 2.247538 6.55823
134 -0.620139 4.50363
135 0.554357 4.244287
136 -4.858762 -0.581583
137 -0.247252 1.323367
138 -0.384728 3.491646
139 -2.14337 1.664266
140 -2.829325 0.09899
141 -4.64066 -2.055322
142 4.40236 6.08203
143 1.038024 7.239204
144 -3.073321 1.445691
145 -1.214113 1.249227
146 0.893483 4.286426
147 2.34368 6.790421
148 2.932516 8.104356
149 0.143675 5.609933
150 -3.952935 0.118902
151 5.561309 7.584842
152 -0.100199 6.680456
153 -0.666068 3.283833
154 -2.09814 1.568826
155 1.225116 4.176046
156 -0.126763 4.485795
157 1.157006 5.093625
158 0.409895 4.988398
159 2.293652 6.4986
160 2.485712 7.632538
161 0.6955 5.938356
162 0.603992 4.951742
163 1.683438 5.985434
164 4.491962 9.333681
165 -2.897367 3.348614
166 -0.236962 2.314355
167 0.744259 4.625778
168 0.312559 4.684688
169 1.711736 5.868015
170 1.409229 6.265097
171 -1.044494 3.660121
172 2.046858 5.524611
173 1.018152 6.041581
174 -0.144139 4.364937
175 -3.162477 0.765454
176 1.064381 3.483142
177 -0.375418 4.156773
178 -1.302491 2.5098
179 0.146239 3.494993
180 -0.797526 3.275594
181 2.133749 5.734987
182 -0.07552 4.991355
183 -1.663909 2.298331
184 1.508676 4.676722
185 2.390232 7.14457
186 -3.31717 1.877946
187 1.078133 3.419548
188 1.556731 6.095797
189 2.307016 7.085382
190 0.554413 5.707922
191 -1.975138 2.302069
192 0.911984 3.924415
193 -0.814635 3.641357
194 0.490769 4.083452
195 -2.28856 1.956825
196 0.930232 3.785952
197 0.796441 5.261557
198 4.144183 8.542404
199 -0.8118 5.260292
200 -1.963861 1.630239
'=NORMINV(RAND(),0,2)
#NAME?
5 164 173 182 191 200

1 -0.694201 1 #NAME? 0.4
2 -0.875588 2.777312 2 #NAME? 0
0.45
3 -0.743921 2.818285 3 #NAME? 0
0.4
4 3.072809 6.700848 4 #NAME? 0 0.35
5 -1.941937 3.594467 5 #NAME? 0 0.3
6 -1.72965 1.299381 6 #NAME? 0 0.25
ACF
7 2.196488 5.331663 7 #NAME? 0 0.2
0.15
8 -3.621269 1.476975 8 #NAME? 0
0.1
9 -0.73537 1.453995 9 #NAME? 0 0.05
10 -2.396555 1.23576 10 #NAME? 0 0
1 2 3 4 5 6 7 8 9 10 1
11 -0.750725 2.050998 11 #NAME? 0
12 0.516218 4.140856 12 #NAME? 0 Lag
13 1.85755 6.11566 13 #NAME? 0
14 1.855503 6.784278 14 #NAME? 0 ACF ACF (pop)
15 -1.008451 3.9193 15 #NAME? 0
16 1.496039 4.991814
17 -0.400397 4.347623
18 -2.16593 1.633872
19 1.265946 4.182981
20 1.380362 6.013335
21 -0.689942 4.000239
22 -0.607233 3.047796
23 0.433199 4.129582
24 -0.777262 3.439337
25 -1.816484 1.794885
26 2.336201 5.427959
27 0.539408 5.707508
28 -0.04405 4.225654
29 2.305758 6.283733
30 4.424591 9.57747
31 -0.877612 5.334683
32 -0.089412 3.471782
33 1.31161 5.266904
34 -0.057408 4.598397
35 -0.230051 3.741245
36 0.578257 4.463231
37 -2.616962 1.672166
38 -2.490573 0.200946
39 0.586925 3.341639
40 -0.812345 3.481117
41 2.003798 5.597625
42 3.842472 8.844371
43 0.325962 6.247198
44 0.870087 5.033067
45 -0.36537 4.069673
46 -1.423539 2.393776
47 2.504624 5.792854
48 0.997222 6.249534
49 -0.276542 4.222069
50 1.585611 5.44734
51 0.20962 5.002425
52 1.54842 5.65323
53 -0.928265 3.845945
54 3.934099 7.469967
55 -1.634417 4.332632
56 -0.634817 2.547974
57 1.019893 4.702485
58 1.229442 5.739388
59 3.298761 7.913482
60 0.644132 6.293512
61 -0.059635 4.262431
62 3.156317 7.126499
63 -2.30624 3.271918
64 -0.402189 2.444691
65 -0.527594 3.271312
66 0.905543 4.641746
67 1.483915 5.936686
68 -0.260266 4.481691
69 -0.033626 3.836241
70 0.687946 4.671134
71 4.136243 8.480216
72 0.452115 6.520236
73 1.125263 5.35132
74 2.013208 6.575839
75 0.978664 5.985268
76 1.926993 6.416325
77 -2.318028 2.645469
78 -0.919635 1.921352
79 2.942693 6.482875
80 1.019378 6.490724
81 1.684781 6.19447
82 -2.857936 1.984454
83 -4.613725 -2.042693
84 3.547798 5.240936
85 0.978538 6.752437
86 -2.838831 1.650438
87 0.341232 2.921817
88 1.524689 5.695305
89 0.162925 4.925269
90 -1.779686 2.301776
91 -1.322879 1.787278
92 2.080778 5.419339
93 -2.219755 2.820634
94 0.906091 3.796214
95 1.704588 6.157633
96 -1.892704 2.959589
97 -3.019043 0.034605
98 -0.384934 2.105545
99 2.414444 6.221977
100 -1.826766 3.380456
101 -4.672039 -1.585422
102 -0.679697 0.984283
103 1.023579 4.68373
104 2.327448 6.839237
105 1.031626 6.19535
106 -1.25121 3.264603
107 0.109218 3.483613
108 2.407094 6.461703
109 0.532992 5.736538
110 1.925761 6.192257
111 0.540306 5.503186
112 -0.11988 4.150272
113 -1.108624 2.831436
114 -0.730794 2.714894
115 -0.263981 3.370622
116 -0.698382 3.169627
117 0.098942 3.749751
118 1.542661 5.592132
119 0.028236 4.799567
120 3.729852 7.74397
121 -0.135762 5.729164
122 0.285659 4.217778
123 -1.455809 2.68702
124 -0.407847 2.864249
125 2.134355 5.930432
126 -1.549115 3.518063
127 -0.07975 3.145693
128 0.043903 4.004029
129 -0.270099 3.751852
130 5.045333 8.910283
131 0.510531 7.033197
132 0.621384 4.876649
133 2.247538 6.55823
134 -0.620139 4.50363
135 0.554357 4.244287
136 -4.858762 -0.581583
137 -0.247252 1.323367
138 -0.384728 3.491646
139 -2.14337 1.664266
140 -2.829325 0.09899
141 -4.64066 -2.055322
142 4.40236 6.08203
143 1.038024 7.239204
144 -3.073321 1.445691
145 -1.214113 1.249227
146 0.893483 4.286426
147 2.34368 6.790421
148 2.932516 8.104356
149 0.143675 5.609933
150 -3.952935 0.118902
151 5.561309 7.584842
152 -0.100199 6.680456
153 -0.666068 3.283833
154 -2.09814 1.568826
155 1.225116 4.176046
156 -0.126763 4.485795
157 1.157006 5.093625
158 0.409895 4.988398
159 2.293652 6.4986
160 2.485712 7.632538
161 0.6955 5.938356
162 0.603992 4.951742
163 1.683438 5.985434
164 4.491962 9.333681
165 -2.897367 3.348614
166 -0.236962 2.314355
167 0.744259 4.625778
168 0.312559 4.684688
169 1.711736 5.868015
170 1.409229 6.265097
171 -1.044494 3.660121
172 2.046858 5.524611
173 1.018152 6.041581
174 -0.144139 4.364937
175 -3.162477 0.765454
176 1.064381 3.483142
177 -0.375418 4.156773
178 -1.302491 2.5098
179 0.146239 3.494993
180 -0.797526 3.275594
181 2.133749 5.734987
182 -0.07552 4.991355
183 -1.663909 2.298331
184 1.508676 4.676722
185 2.390232 7.14457
186 -3.31717 1.877946
187 1.078133 3.419548
188 1.556731 6.095797
189 2.307016 7.085382
190 0.554413 5.707922
191 -1.975138 2.302069
192 0.911984 3.924415
193 -0.814635 3.641357
194 0.490769 4.083452
195 -2.28856 1.956825
196 0.930232 3.785952
197 0.796441 5.261557
198 4.144183 8.542404
199 -0.8118 5.260292
200 -1.963861 1.630239 var 4.46259756
#NAME?
CF for MA(1) Process
5 6 7 8 9 10 11 12 13 14 15
Lag
ACF ACF (pop)


1 -0.694201 1 #NAME? 0.4
PACF for MA(1) Process
2 -0.875588 2.777312 2 #NAME? -0.19047619
3 -0.743921 2.818285 3 #NAME? 0.09411765 0.5
4 3.072809 6.700848 4 #NAME? -0.04692082 0.4
5 -1.941937 3.594467 5 #NAME? 0.02344322 0.3
6 -1.72965 1.299381 6 #NAME? -0.01171947 0.2
PACF
7 2.196488 5.331663 7 #NAME? 0.00585946 0.1
8 -3.621269 1.476975 8 #NAME? -0.0029297 0

1 2 3 4 5 6 7 8 9 10 1
9 -0.73537 1.453995 9 #NAME? 0.00146485 -0.1
10 -2.396555 1.23576 10 #NAME? -0.00073242 -0.2
11 -0.750725 2.050998 11 #NAME? 0.00036621 -0.3
12 0.516218 4.140856 12 #NAME? -0.00018311 Lag

13 1.85755 6.11566 13 #NAME? 9.15527E-05
14 1.855503 6.784278 14 #NAME? -4.5776E-05 PACF (actual) PACF (theoretical
15 -1.008451 3.9193 15 #NAME? 2.28882E-05
16 1.496039 4.991814
17 -0.400397 4.347623
18 -2.16593 1.633872
19 1.265946 4.182981
20 1.380362 6.013335
21 -0.689942 4.000239
22 -0.607233 3.047796
23 0.433199 4.129582
24 -0.777262 3.439337
25 -1.816484 1.794885
26 2.336201 5.427959
27 0.539408 5.707508
28 -0.04405 4.225654
29 2.305758 6.283733
30 4.424591 9.57747
31 -0.877612 5.334683
32 -0.089412 3.471782
33 1.31161 5.266904
34 -0.057408 4.598397
35 -0.230051 3.741245
36 0.578257 4.463231
37 -2.616962 1.672166
38 -2.490573 0.200946
39 0.586925 3.341639
40 -0.812345 3.481117
41 2.003798 5.597625
42 3.842472 8.844371
43 0.325962 6.247198
44 0.870087 5.033067
45 -0.36537 4.069673
46 -1.423539 2.393776
47 2.504624 5.792854
48 0.997222 6.249534
49 -0.276542 4.222069
50 1.585611 5.44734
51 0.20962 5.002425
52 1.54842 5.65323
53 -0.928265 3.845945
54 3.934099 7.469967
55 -1.634417 4.332632
56 -0.634817 2.547974
57 1.019893 4.702485
58 1.229442 5.739388
59 3.298761 7.913482
60 0.644132 6.293512
61 -0.059635 4.262431
62 3.156317 7.126499
63 -2.30624 3.271918
64 -0.402189 2.444691
65 -0.527594 3.271312
66 0.905543 4.641746
67 1.483915 5.936686
68 -0.260266 4.481691
69 -0.033626 3.836241
70 0.687946 4.671134
71 4.136243 8.480216
72 0.452115 6.520236
73 1.125263 5.35132
74 2.013208 6.575839
75 0.978664 5.985268
76 1.926993 6.416325
77 -2.318028 2.645469
78 -0.919635 1.921352
79 2.942693 6.482875
80 1.019378 6.490724
81 1.684781 6.19447
82 -2.857936 1.984454
83 -4.613725 -2.042693
84 3.547798 5.240936
85 0.978538 6.752437
86 -2.838831 1.650438
87 0.341232 2.921817
88 1.524689 5.695305
89 0.162925 4.925269
90 -1.779686 2.301776
91 -1.322879 1.787278
92 2.080778 5.419339
93 -2.219755 2.820634
94 0.906091 3.796214
95 1.704588 6.157633
96 -1.892704 2.959589
97 -3.019043 0.034605
98 -0.384934 2.105545
99 2.414444 6.221977
100 -1.826766 3.380456
101 -4.672039 -1.585422
102 -0.679697 0.984283
103 1.023579 4.68373
104 2.327448 6.839237
105 1.031626 6.19535
106 -1.25121 3.264603
107 0.109218 3.483613
108 2.407094 6.461703
109 0.532992 5.736538
110 1.925761 6.192257
111 0.540306 5.503186
112 -0.11988 4.150272
113 -1.108624 2.831436
114 -0.730794 2.714894
115 -0.263981 3.370622
116 -0.698382 3.169627
117 0.098942 3.749751
118 1.542661 5.592132
119 0.028236 4.799567
120 3.729852 7.74397
121 -0.135762 5.729164
122 0.285659 4.217778
123 -1.455809 2.68702
124 -0.407847 2.864249
125 2.134355 5.930432
126 -1.549115 3.518063
127 -0.07975 3.145693
128 0.043903 4.004029
129 -0.270099 3.751852
130 5.045333 8.910283
131 0.510531 7.033197
132 0.621384 4.876649
133 2.247538 6.55823
134 -0.620139 4.50363
135 0.554357 4.244287
136 -4.858762 -0.581583
137 -0.247252 1.323367
138 -0.384728 3.491646
139 -2.14337 1.664266
140 -2.829325 0.09899
141 -4.64066 -2.055322
142 4.40236 6.08203
143 1.038024 7.239204
144 -3.073321 1.445691
145 -1.214113 1.249227
146 0.893483 4.286426
147 2.34368 6.790421
148 2.932516 8.104356
149 0.143675 5.609933
150 -3.952935 0.118902
151 5.561309 7.584842
152 -0.100199 6.680456
153 -0.666068 3.283833
154 -2.09814 1.568826
155 1.225116 4.176046
156 -0.126763 4.485795
157 1.157006 5.093625
158 0.409895 4.988398
159 2.293652 6.4986
160 2.485712 7.632538
161 0.6955 5.938356
162 0.603992 4.951742
163 1.683438 5.985434
164 4.491962 9.333681
165 -2.897367 3.348614
166 -0.236962 2.314355
167 0.744259 4.625778
168 0.312559 4.684688
169 1.711736 5.868015
170 1.409229 6.265097
171 -1.044494 3.660121
172 2.046858 5.524611
173 1.018152 6.041581
174 -0.144139 4.364937
175 -3.162477 0.765454
176 1.064381 3.483142
177 -0.375418 4.156773
178 -1.302491 2.5098
179 0.146239 3.494993
180 -0.797526 3.275594
181 2.133749 5.734987
182 -0.07552 4.991355
183 -1.663909 2.298331
184 1.508676 4.676722
185 2.390232 7.14457
186 -3.31717 1.877946
187 1.078133 3.419548
188 1.556731 6.095797
189 2.307016 7.085382
190 0.554413 5.707922
191 -1.975138 2.302069
192 0.911984 3.924415
193 -0.814635 3.641357
194 0.490769 4.083452
195 -2.28856 1.956825
196 0.930232 3.785952
197 0.796441 5.261557
198 4.144183 8.542404
199 -0.8118 5.260292
200 -1.963861 1.630239 var 4.46259756
#NAME?
Lag PACF (pop)
1 0.4
2 -0.19047619
3 0.094117647
4 -0.04692082
5 0.023443223
6 -0.01171947
7 0.005859464
5 6 7 8 9 10 11 12 13 14 15 8 -0.0029297
9 0.001464845
10 -0.00073242
11 0.000366211
Lag 12 -0.00018311
13 9.15527E-05
ACF (actual) PACF (theoretical) 14 -4.57764E-05
15 2.28882E-05
Convert AR(1) to MA(∞) Convert AR(2) to MA(∞) AR(2) Model
φ0 5 φ0 6 φ0 6
φ1 0.4 φ1 0.4 φ1 0.4
φ2 -0.2 φ2 -0.2
MA(∞) Model MA(∞) Model MA(∞) Model
µ 8.333333 µ 7.5 µ 7.5

ψ0 1 ψ0 1 ψ0 #NAME?
ψ1 0.4 ψ1 0.4 ψ1 #NAME?
ψ2 0.16 ψ2 -0.04 ψ2 #NAME?
ψ3 0.064 ψ3 -0.096 ψ3 #NAME?
ψ4 0.0256 ψ4 -0.0304 ψ4 #NAME?
Using Real Statistics function PSICoeff
µ 8.333333 µ 7.5
ψ0 #NAME? ψ0 #NAME?
#NAME?
#NAME?
Fitting an MA(1) process using the ACF
Residual Y concept value formula n

1 -0.512079 -0.512079 mean 0.032013 #NAME? 0
2 -0.363344 -0.158512 γ0 0.215651 #NAME? 1
3 0.111928 0.257265 ρ1 #NAME? #NAME? 2
4 0.026947 -0.017824 3
5 -0.016753 -0.027532 4
6 0.081914 0.088616 concept value formula 5
7 0.638207 0.605441 θ1 #NAME? #NAME? 6
8 0.131693 -0.123589 θ1 #NAME? #NAME? 7
9 -0.057137 -0.109815 σ2 #NAME? #NAME? 8
10 0.541248 0.564102 σ2 #NAME? #NAME? 9
11 0.439125 0.222626 10
12 0.548833 0.373183
13 0.856938 0.637405
14 0.432259 0.089484
15 -0.0646 -0.237504
16 -0.203656 -0.177816
17 -0.112322 -0.030859
18 -0.122634 -0.077705
19 0.499723 0.548777
20 -0.071075 -0.270964
21 0.923914 0.952344
22 0.152958 -0.216608
23 0.333284 0.272101
24 0.187742 0.054429
25 0.225014 0.149917
26 0.101387 0.011382
27 0.167726 0.127171
28 -0.316516 -0.383607
29 -0.59069 -0.464083
30 0.306021 0.542297
31 -0.627522 -0.749931
32 0.237021 0.48803
33 -0.098705 -0.193513
34 0.334625 0.374107
35 0.076903 -0.056947
36 -0.317541 -0.348302
37 -0.254194 -0.127177
38 0.626041 0.727719
39 0.65942 0.409004
40 0.039187 -0.224581
41 0.173898 0.158223
42 -0.115262 -0.184821
43 -0.306192 -0.260087
44 0.132416 0.254893
45 -0.546941 -0.599908
46 0.075805 0.294581
47 -0.013805 -0.044127
48 0.330526 0.336048
49 0.063089 -0.069121
50 -0.260487 -0.285723
51 0.646748 0.750943
52 0.703662 0.444963
53 0.04803 -0.233435
54 0.517354 0.498142
55 0.169048 -0.037893
56 0.877655 0.810036
57 0.134848 -0.216214
58 0.274714 0.220775
59 0.750445 0.64056
60 0.432243 0.132065
61 -0.039059 -0.211957
62 -0.507174 -0.49155
63 0.519609 0.722479
64 -0.261816 -0.46966
65 -0.138169 -0.033442
66 -0.096577 -0.04131
67 0.057371 0.096001
68 -0.171497 -0.194445
69 -0.266112 -0.197513
70 0.187822 0.294267
71 0.415433 0.340304
72 0.703532 0.537359
73 -0.395246 -0.676659
74 -0.519641 -0.361543
75 0.149427 0.357283
76 0.465619 0.405848
77 0.285183 0.098935
78 -0.796578 -0.910651
79 0.294828 0.613459
80 -0.459246 -0.577177
81 -0.062315 0.121384
82 -0.672542 -0.647616
83 -0.363291 -0.094274
84 0.244883 0.390199
85 0.345612 0.247659
86 0.400119 0.261874
87 -0.100678 -0.260726
88 0.246065 0.286337
89 0.121542 0.023115
90 -0.64957 -0.698187
91 0.601186 0.861014
92 0.447186 0.206712
93 -0.079606 -0.258481
94 0.142204 0.174046
95 0.7717 0.714819
96 -0.122933 -0.431613
97 0.464964 0.514137
98 0.318753 0.132767
99 -0.488101 -0.615602
100 -0.252749 -0.057508
101 0.541175 0.642275
102 0.415889 0.199419
103 0.160416 -0.00594
104 -1.347582 -1.411748
105 0.270284 0.809317
106 -0.366647 -0.474761
107 0.36297 0.509628
108 0.034055 -0.111133
109 0.224723 0.211101
110 0.238358 0.148469
111 0.002902 -0.092441
112 -0.070164 -0.071325
113 -0.210693 -0.182627
114 -0.476931 -0.392653
115 -0.01082 0.179952
116 -0.538063 -0.533735
117 -0.376802 -0.161577
118 0.060518 0.211239
119 0.908568 0.884361
120 -0.364964 -0.728392
121 -0.468516 -0.32253
122 1.025063 1.212469
123 -0.128216 -0.538241
124 0.148463 0.19975
125 0.794438 0.735052
126 -0.388032 -0.705807
127 -1.399893 -1.24468
128 -0.208675 0.351282
129 -0.051587 0.031883
130 -0.02838 -0.007746
131 -0.050484 -0.039131
132 0.404667 0.42486
133 0.523155 0.361288
134 0.469968 0.260706
135 -0.395989 -0.583976
136 -0.175056 -0.016661
137 -0.145878 -0.075855
138 0.074801 0.133152
139 -0.042638 -0.072559
140 -0.718189 -0.701134
141 0.249573 0.536849
142 -0.917513 -1.017342
143 0.025075 0.39208
144 0.250953 0.240923
145 -0.13079 -0.231172
146 0.039347 0.091663
147 -0.249567 -0.265306
148 -0.043466 0.056361
149 -0.094168 -0.076781
150 1.078995 1.116662
151 0.19457 -0.237028
152 -0.933042 -1.01087
153 -0.167062 0.206154
154 0.259976 0.326801
155 -0.66601 -0.77
156 0.117977 0.384381
157 -0.382007 -0.429197
158 0.654519 0.807321
159 0.31231 0.050502
160 -0.114146 -0.23907
161 -0.458307 -0.412648
162 0.063411 0.246734
163 0.501735 0.476371
164 -0.047878 -0.248572
165 0.140145 0.159296
166 -0.220949 -0.277007
167 0.601908 0.690288
168 0.571121 0.330358
169 0.429353 0.200905
170 0.032284 -0.139457
171 0.130328 0.117415
172 0.555779 0.503648
173 -0.258467 -0.480779
174 0.273061 0.376448
175 -0.80713 -0.916354
176 -0.090805 0.232047
177 0.784792 0.821114
178 -0.134519 -0.448436
179 0.12925 0.183058
180 -0.391383 -0.443083
181 0.992686 1.14924
182 1.104549 0.707474
183 -0.346361 -0.78818
184 -0.042854 0.09569
185 0.824867 0.842008
186 0.261462 -0.068485
187 -0.354606 -0.459191
188 -0.268762 -0.126919
189 0.251669 0.359174
190 0.432861 0.332193
191 0.454138 0.280994
192 -0.013325 -0.19498
193 -0.245393 -0.240063
194 0.036119 0.134276
195 0.302179 0.287731
196 0.236492 0.115621
197 -0.704783 -0.79938
198 -0.30303 -0.021117
199 0.049803 0.171015
200 -1.0568 -1.076721
=NORMINV(RAND(),0,.5)
#NAME?
θn1 vn concept cell formula T Test: One Sample
0.215651 v0 G4 #NAME?
#NAME? #NAME? θ11 F5 #NAME? SUMMARY
#NAME? #NAME? v1 G5 #NAME? Count Mean
#NAME? #NAME? 200 0.032013
#NAME? #NAME? concept value formula
#NAME? #NAME? γ0 0.215651 #NAME? T TEST
#NAME? #NAME? γ1 #NAME? #NAME? p-value
#NAME? #NAME? One Tail 0.165997
#NAME? #NAME? Two Tail 0.331994
#NAME? #NAME?
#NAME? #NAME?
sample pop
n 200 200
θ #NAME? -0.4
Alpha 0.05 s.e. #NAME? 0.008979
Std Dev Std Err t df Cohen d Effect r
0.465548 0.032919 0.972478 199 0.068765 0.068774 alpha 0.05 0.05
lower #NAME? -0.41477
Hyp Mean 0 upper #NAME? -0.38523
t-crit lower upper sig
1.652547 no
1.971957 -0.032902 0.096928 no
sample formulas
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
Fitting an MA(1) process using Solver
Residual Y Residual θ1 -0.356467

0 0 σ2 0.191338 #NAME?
1 -0.512079 -0.512079 -0.512079 #NAME?
2 -0.363344 -0.158512 -0.341052 SSE 39.12815 #NAME?
3 0.111928 0.257265 0.135691
4 0.026947 -0.017824 0.030546
5 -0.016753 -0.027532 -0.016644
6 0.081914 0.088616 0.082683
7 0.638207 0.605441 0.634915
8 0.131693 -0.123589 0.102737
9 -0.057137 -0.109815 -0.073192
10 0.541248 0.564102 0.538012
11 0.439125 0.222626 0.414409
12 0.548833 0.373183 0.520906
13 0.856938 0.637405 0.823091
14 0.432259 0.089484 0.382889
15 -0.0646 -0.237504 -0.101016
16 -0.203656 -0.177816 -0.213825
17 -0.112322 -0.030859 -0.107081
18 -0.122634 -0.077705 -0.115876
19 0.499723 0.548777 0.507471
20 -0.071075 -0.270964 -0.090068
21 0.923914 0.952344 0.920237
22 0.152958 -0.216608 0.111427
23 0.333284 0.272101 0.311821
24 0.187742 0.054429 0.165583
25 0.225014 0.149917 0.208942
26 0.101387 0.011382 0.085863
27 0.167726 0.127171 0.157779
28 -0.316516 -0.383607 -0.327364
29 -0.59069 -0.464083 -0.580778
30 0.306021 0.542297 0.335269
31 -0.627522 -0.749931 -0.630419
32 0.237021 0.48803 0.263306
33 -0.098705 -0.193513 -0.099653
34 0.334625 0.374107 0.338584
35 0.076903 -0.056947 0.063747
36 -0.317541 -0.348302 -0.325578
37 -0.254194 -0.127177 -0.243235
38 0.626041 0.727719 0.641013
39 0.65942 0.409004 0.637504
40 0.039187 -0.224581 0.002669
41 0.173898 0.158223 0.159175
42 -0.115262 -0.184821 -0.128081
43 -0.306192 -0.260087 -0.305743
44 0.132416 0.254893 0.145905
45 -0.546941 -0.599908 -0.547897
46 0.075805 0.294581 0.099274
47 -0.013805 -0.044127 -0.008739
48 0.330526 0.336048 0.332933
49 0.063089 -0.069121 0.049559
50 -0.260487 -0.285723 -0.268057
51 0.646748 0.750943 0.655389
52 0.703662 0.444963 0.678588
53 0.04803 -0.233435 0.00846
54 0.517354 0.498142 0.501157
55 0.169048 -0.037893 0.140753
56 0.877655 0.810036 0.860209
57 0.134848 -0.216214 0.090423
58 0.274714 0.220775 0.253008
59 0.750445 0.64056 0.730749
60 0.432243 0.132065 0.392553
61 -0.039059 -0.211957 -0.072024
62 -0.507174 -0.49155 -0.517225
63 0.519609 0.722479 0.538105
64 -0.261816 -0.46966 -0.277843
65 -0.138169 -0.033442 -0.132484
66 -0.096577 -0.04131 -0.088536
67 0.057371 0.096001 0.064441
68 -0.171497 -0.194445 -0.171474
69 -0.266112 -0.197513 -0.258638
70 0.187822 0.294267 0.202071
71 0.415433 0.340304 0.412336
72 0.703532 0.537359 0.684343
73 -0.395246 -0.676659 -0.432713
74 -0.519641 -0.361543 -0.515791
75 0.149427 0.357283 0.173421
76 0.465619 0.405848 0.467667
77 0.285183 0.098935 0.265643
78 -0.796578 -0.910651 -0.815958
79 0.294828 0.613459 0.322597
80 -0.459246 -0.577177 -0.462182
81 -0.062315 0.121384 -0.043369
82 -0.672542 -0.647616 -0.663076
83 -0.363291 -0.094274 -0.330639
84 0.244883 0.390199 0.272337
85 0.345612 0.247659 0.344738
86 0.400119 0.261874 0.384762
87 -0.100678 -0.260726 -0.123571
88 0.246065 0.286337 0.242288
89 0.121542 0.023115 0.109483
90 -0.64957 -0.698187 -0.659159
91 0.601186 0.861014 0.626045
92 0.447186 0.206712 0.429876
93 -0.079606 -0.258481 -0.105244
94 0.142204 0.174046 0.13653
95 0.7717 0.714819 0.763487
96 -0.122933 -0.431613 -0.159454
97 0.464964 0.514137 0.457297
98 0.318753 0.132767 0.295778
99 -0.488101 -0.615602 -0.510167
100 -0.252749 -0.057508 -0.239366
101 0.541175 0.642275 0.556949
102 0.415889 0.199419 0.397953
103 0.160416 -0.00594 0.135918
104 -1.347582 -1.411748 -1.363298
105 0.270284 0.809317 0.323345
106 -0.366647 -0.474761 -0.359499
107 0.36297 0.509628 0.381479
108 0.034055 -0.111133 0.024852
109 0.224723 0.211101 0.219959
110 0.238358 0.148469 0.226878
111 0.002902 -0.092441 -0.011567
112 -0.070164 -0.071325 -0.075448
113 -0.210693 -0.182627 -0.209522
114 -0.476931 -0.392653 -0.467341
115 -0.01082 0.179952 0.01336
116 -0.538063 -0.533735 -0.528973
117 -0.376802 -0.161577 -0.350138
118 0.060518 0.211239 0.086426
119 0.908568 0.884361 0.915169
120 -0.364964 -0.728392 -0.402164
121 -0.468516 -0.32253 -0.465888
122 1.025063 1.212469 1.046395
123 -0.128216 -0.538241 -0.165235
124 0.148463 0.19975 0.140849
125 0.794438 0.735052 0.78526
126 -0.388032 -0.705807 -0.425887
127 -1.399893 -1.24468 -1.396495
128 -0.208675 0.351282 -0.146523
129 -0.051587 0.031883 -0.020348
130 -0.02838 -0.007746 -0.014999
131 -0.050484 -0.039131 -0.044478
132 0.404667 0.42486 0.409005
133 0.523155 0.361288 0.507085
134 0.469968 0.260706 0.441466
135 -0.395989 -0.583976 -0.426608
136 -0.175056 -0.016661 -0.168733
137 -0.145878 -0.075855 -0.136003
138 0.074801 0.133152 0.084671
139 -0.042638 -0.072559 -0.042376
140 -0.718189 -0.701134 -0.71624
141 0.249573 0.536849 0.281533
142 -0.917513 -1.017342 -0.916985
143 0.025075 0.39208 0.065205
144 0.250953 0.240923 0.264166
145 -0.13079 -0.231172 -0.137005
146 0.039347 0.091663 0.042826
147 -0.249567 -0.265306 -0.25004
148 -0.043466 0.056361 -0.03277
149 -0.094168 -0.076781 -0.088463
150 1.078995 1.116662 1.085127
151 0.19457 -0.237028 0.149785
152 -0.933042 -1.01087 -0.957476
153 -0.167062 0.206154 -0.135155
154 0.259976 0.326801 0.278623
155 -0.66601 -0.77 -0.67068
156 0.117977 0.384381 0.145305
157 -0.382007 -0.429197 -0.377401
158 0.654519 0.807321 0.67279
159 0.31231 0.050502 0.29033
160 -0.114146 -0.23907 -0.135577
161 -0.458307 -0.412648 -0.460977
162 0.063411 0.246734 0.082411
163 0.501735 0.476371 0.505748
164 -0.047878 -0.248572 -0.06829
165 0.140145 0.159296 0.134953
166 -0.220949 -0.277007 -0.2289
167 0.601908 0.690288 0.608692
168 0.571121 0.330358 0.547337
169 0.429353 0.200905 0.396012
170 0.032284 -0.139457 0.001709
171 0.130328 0.117415 0.118024
172 0.555779 0.503648 0.545719
173 -0.258467 -0.480779 -0.286248
174 0.273061 0.376448 0.27441
175 -0.80713 -0.916354 -0.818536
176 -0.090805 0.232047 -0.059734
177 0.784792 0.821114 0.799821
178 -0.134519 -0.448436 -0.163326
179 0.12925 0.183058 0.124837
180 -0.391383 -0.443083 -0.398583
181 0.992686 1.14924 1.007158
182 1.104549 0.707474 1.066493
183 -0.346361 -0.78818 -0.40801
184 -0.042854 0.09569 -0.049752
185 0.824867 0.842008 0.824273
186 0.261462 -0.068485 0.225342
187 -0.354606 -0.459191 -0.378864
188 -0.268762 -0.126919 -0.261972
189 0.251669 0.359174 0.26579
190 0.432861 0.332193 0.426938
191 0.454138 0.280994 0.433184
192 -0.013325 -0.19498 -0.040564
193 -0.245393 -0.240063 -0.254523
194 0.036119 0.134276 0.043547
195 0.302179 0.287731 0.303254
196 0.236492 0.115621 0.223721
197 -0.704783 -0.79938 -0.719631
198 -0.30303 -0.021117 -0.277642
199 0.049803 0.171015 0.072044
200 -1.0568 -1.076721 -1.05104
#NAME?
Lag ACF
1 #NAME?
2 #NAME? Correlogram
3 #NAME? 12
4 #NAME?
10
5 #NAME?
6 #NAME? 8
7 #NAME? 6
ACF
8 #NAME?
9 #NAME? 4
10 #NAME? 2
11 #NAME?
#NAME? 0
12 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
13 #NAME? Lag
14 #NAME?
15 #NAME?
p-value #NAME?
Residual Y Residual θ1 -0.31991

-1 0 θ2 -0.065957
0 0 σ2 0.194861 #NAME?
1 -0.512079 -0.512079 -0.512079 #NAME?
2 -0.363344 -0.158512 -0.322331 SSE 38.96533 #NAME?
3 0.111928 0.257265 0.120373
4 0.026947 -0.017824 -0.000575
5 -0.016753 -0.027532 -0.019777
6 0.081914 0.088616 0.082251
7 0.638207 0.605441 0.63045
8 0.131693 -0.123589 0.083523
9 -0.057137 -0.109815 -0.041512
10 0.541248 0.564102 0.556331
11 0.439125 0.222626 0.397863
12 0.548833 0.373183 0.537158
13 0.856938 0.637405 0.835489
14 0.432259 0.089484 0.392195
15 -0.0646 -0.237504 -0.05693
16 -0.203656 -0.177816 -0.170161
17 -0.112322 -0.030859 -0.08905
18 -0.122634 -0.077705 -0.117417
19 0.499723 0.548777 0.50534
20 -0.071075 -0.270964 -0.117045
21 0.923914 0.952344 0.94823
22 0.152958 -0.216608 0.079021
23 0.333284 0.272101 0.359923
24 0.187742 0.054429 0.174784
25 0.225014 0.149917 0.229572
26 0.101387 0.011382 0.096352
27 0.167726 0.127171 0.173137
28 -0.316516 -0.383607 -0.321863
29 -0.59069 -0.464083 -0.555631
30 0.306021 0.542297 0.343316
31 -0.627522 -0.749931 -0.676748
32 0.237021 0.48803 0.294176
33 -0.098705 -0.193513 -0.14404
34 0.334625 0.374107 0.34743
35 0.076903 -0.056947 0.044699
36 -0.317541 -0.348302 -0.311087
37 -0.254194 -0.127177 -0.223749
38 0.626041 0.727719 0.635621
39 0.65942 0.409004 0.597587
40 0.039187 -0.224581 0.008517
41 0.173898 0.158223 0.200363
42 -0.115262 -0.184821 -0.120161
43 -0.306192 -0.260087 -0.285312
44 0.132416 0.254893 0.155693
45 -0.546941 -0.599908 -0.568919
46 0.075805 0.294581 0.122848
47 -0.013805 -0.044127 -0.042351
48 0.330526 0.336048 0.330603
49 0.063089 -0.069121 0.033849
50 -0.260487 -0.285723 -0.253089
51 0.646748 0.750943 0.67221
52 0.703662 0.444963 0.643317
53 0.04803 -0.233435 0.016706
54 0.517354 0.498142 0.545917
55 0.169048 -0.037893 0.137853
56 0.877655 0.810036 0.890143
57 0.134848 -0.216214 0.077644
58 0.274714 0.220775 0.304325
59 0.750445 0.64056 0.743038
60 0.432243 0.132065 0.389843
61 -0.039059 -0.211957 -0.038233
62 -0.507174 -0.49155 -0.478069
63 0.519609 0.722479 0.567018
64 -0.261816 -0.46966 -0.319797
65 -0.138169 -0.033442 -0.09835
66 -0.096577 -0.04131 -0.093866
67 0.057371 0.096001 0.059486
68 -0.171497 -0.194445 -0.181606
69 -0.266112 -0.197513 -0.251688
70 0.187822 0.294267 0.201772
71 0.415433 0.340304 0.388252
72 0.703532 0.537359 0.674873
73 -0.395246 -0.676659 -0.435152
74 -0.519641 -0.361543 -0.45624
75 0.149427 0.357283 0.182626
76 0.465619 0.405848 0.43418
77 0.285183 0.098935 0.249879
78 -0.796578 -0.910651 -0.802075
79 0.294828 0.613459 0.373348
80 -0.459246 -0.577177 -0.510642
81 -0.062315 0.121384 -0.017351
82 -0.672542 -0.647616 -0.686847
83 -0.363291 -0.094274 -0.315148
84 0.244883 0.390199 0.244078
85 0.345612 0.247659 0.304956
86 0.400119 0.261874 0.375531
87 -0.100678 -0.260726 -0.120476
88 0.246065 0.286337 0.272564
89 0.121542 0.023115 0.102365
90 -0.64957 -0.698187 -0.647461
91 0.601186 0.861014 0.660636
92 0.447186 0.206712 0.375351
93 -0.079606 -0.258481 -0.094829
94 0.142204 0.174046 0.168467
95 0.7717 0.714819 0.762458
96 -0.122933 -0.431613 -0.176583
97 0.464964 0.514137 0.507936
98 0.318753 0.132767 0.283614
99 -0.488101 -0.615602 -0.491369
100 -0.252749 -0.057508 -0.195996
101 0.541175 0.642275 0.547164
102 0.415889 0.199419 0.361535
103 0.160416 -0.00594 0.145809
104 -1.347582 -1.411748 -1.341257
105 0.270284 0.809317 0.389852
106 -0.366647 -0.474761 -0.438509
107 0.36297 0.509628 0.395059
108 0.034055 -0.111133 -0.013673
109 0.224723 0.211101 0.232784
110 0.238358 0.148469 0.222037
111 0.002902 -0.092441 -0.006056
112 -0.070164 -0.071325 -0.058618
113 -0.210693 -0.182627 -0.201779
114 -0.476931 -0.392653 -0.461071
115 -0.01082 0.179952 0.019142
116 -0.538063 -0.533735 -0.558022
117 -0.376802 -0.161577 -0.338831
118 0.060518 0.211239 0.066038
119 0.908568 0.884361 0.883139
120 -0.364964 -0.728392 -0.441511
121 -0.468516 -0.32253 -0.405525
122 1.025063 1.212469 1.053617
123 -0.128216 -0.538241 -0.227925
124 0.148463 0.19975 0.196328
125 0.794438 0.735052 0.782826
126 -0.388032 -0.705807 -0.442424
127 -1.399893 -1.24468 -1.334583
128 -0.208675 0.351282 -0.104845
129 -0.051587 0.031883 -0.089684
130 -0.02838 -0.007746 -0.043352
131 -0.050484 -0.039131 -0.058915
132 0.404667 0.42486 0.403153
133 0.523155 0.361288 0.486375
134 0.469968 0.260706 0.442893
135 -0.395989 -0.583976 -0.41021
136 -0.175056 -0.016661 -0.118679
137 -0.145878 -0.075855 -0.140878
138 0.074801 0.133152 0.080256
139 -0.042638 -0.072559 -0.056176
140 -0.718189 -0.701134 -0.713812
141 0.249573 0.536849 0.304788
142 -0.917513 -1.017342 -0.966918
143 0.025075 0.39208 0.102856
144 0.250953 0.240923 0.210052
145 -0.13079 -0.231172 -0.157189
146 0.039347 0.091663 0.055231
147 -0.249567 -0.265306 -0.258005
148 -0.043466 0.056361 -0.022535
149 -0.094168 -0.076781 -0.101008
150 1.078995 1.116662 1.082862
151 0.19457 -0.237028 0.102729
152 -0.933042 -1.01087 -0.906583
153 -0.167062 0.206154 -0.077095
154 0.259976 0.326801 0.242342
155 -0.66601 -0.77 -0.697557
156 0.117977 0.384381 0.177209
157 -0.382007 -0.429197 -0.418515
158 0.654519 0.807321 0.685122
159 0.31231 0.050502 0.242076
160 -0.114146 -0.23907 -0.116439
161 -0.458307 -0.412648 -0.433932
162 0.063411 0.246734 0.100235
163 0.501735 0.476371 0.479816
164 -0.047878 -0.248572 -0.088463
165 0.140145 0.159296 0.162643
166 -0.220949 -0.277007 -0.23081
167 0.601908 0.690288 0.627177
168 0.571121 0.330358 0.515774
169 0.429353 0.200905 0.407273
170 0.032284 -0.139457 0.024853
171 0.130328 0.117415 0.152228
172 0.555779 0.503648 0.553986
173 -0.258467 -0.480779 -0.293513
174 0.273061 0.376448 0.319089
175 -0.80713 -0.916354 -0.833634
176 -0.090805 0.232047 -0.013594
177 0.784792 0.821114 0.761781
178 -0.134519 -0.448436 -0.205631
179 0.12925 0.183058 0.167519
180 -0.391383 -0.443083 -0.403055
181 0.992686 1.14924 1.031347
182 1.104549 0.707474 1.010828
183 -0.346361 -0.78818 -0.396781
184 -0.042854 0.09569 0.035427
185 0.824867 0.842008 0.827171
186 0.261462 -0.068485 0.198472
187 -0.354606 -0.459191 -0.34114
188 -0.268762 -0.126919 -0.222963
189 0.251669 0.359174 0.265346
190 0.432861 0.332193 0.402374
191 0.454138 0.280994 0.427219
192 -0.013325 -0.19498 -0.031769
193 -0.245393 -0.240063 -0.222048
194 0.036119 0.134276 0.061145
195 0.302179 0.287731 0.292646
196 0.236492 0.115621 0.213274
197 -0.704783 -0.79938 -0.71185
198 -0.30303 -0.021117 -0.234778
199 0.049803 0.171015 0.048955
200 -1.0568 -1.076721 -1.076545
#NAME?
Lag ACF
1 #NAME?
2 #NAME?
3 #NAME?
4 #NAME?
5 #NAME?
6 #NAME?
7 #NAME?
8 #NAME?
9 #NAME?
10 #NAME?
11 #NAME?
12 #NAME?
13 #NAME?
14 #NAME?
15 #NAME?
p-value #NAME?
Residual Y Residual θ3 0.12461 |θ1| 0.1246104905 < 1

-2 0 θ2 -0.085953 |θ2| 0.0859534155 < 1
-1 0 θ1 -0.342962 |θ3| 0.3429618243 < 1
0 0 σ2 0.188718
1 -0.512079 -0.512079 -0.512079
2 -0.363344 -0.158512 -0.334136 SSE 38.51221
3 0.111928 0.257265 0.098654
4 0.026947 -0.017824 0.051101
5 -0.016753 -0.027532 0.04011
6 0.081914 0.088616 0.094471
7 0.638207 0.605441 0.634921
8 0.131693 -0.123589 0.097286
9 -0.057137 -0.109815 -0.033648
10 0.541248 0.564102 0.481807
11 0.439125 0.222626 0.372852
12 0.548833 0.373183 0.546663
13 0.856938 0.637405 0.796899
14 0.432259 0.089484 0.363316
15 -0.0646 -0.237504 -0.112524
16 -0.203656 -0.177816 -0.284481
17 -0.112322 -0.030859 -0.18337
18 -0.122634 -0.077705 -0.151025
19 0.499723 0.548777 0.516669
20 -0.071075 -0.270964 -0.083898
21 0.923914 0.952344 0.986799
22 0.152958 -0.216608 0.050233
23 0.333284 0.272101 0.384602
24 0.187742 0.054429 0.067685
25 0.225014 0.149917 0.199929
26 0.101387 0.011382 0.037842
27 0.167726 0.127171 0.1489
28 -0.316516 -0.383607 -0.354201
29 -0.59069 -0.464083 -0.577478
30 0.306021 0.542297 0.295245
31 -0.627522 -0.749931 -0.654172
32 0.237021 0.48803 0.361011
33 -0.098705 -0.193513 -0.162719
34 0.334625 0.374107 0.430847
35 0.076903 -0.056947 0.031845
36 -0.317541 -0.348302 -0.280071
37 -0.254194 -0.127177 -0.274182
38 0.626041 0.727719 0.605643
39 0.65942 0.409004 0.628049
40 0.039187 -0.224581 0.077039
41 0.173898 0.158223 0.163158
42 -0.115262 -0.184821 -0.200504
43 -0.306192 -0.260087 -0.324428
44 0.132416 0.254893 0.106061
45 -0.546941 -0.599908 -0.566434
46 0.075805 0.294581 0.14986
47 -0.013805 -0.044127 -0.054634
48 0.330526 0.336048 0.400775
49 0.063089 -0.069121 0.044959
50 -0.260487 -0.285723 -0.229047
51 0.646748 0.750943 0.626312
52 0.703662 0.444963 0.634474
53 0.04803 -0.233435 0.066541
54 0.517354 0.498142 0.497453
55 0.169048 -0.037893 0.059371
56 0.877655 0.810036 0.864864
57 0.134848 -0.216214 0.023517
58 0.274714 0.220775 0.29578
59 0.750445 0.64056 0.636251
60 0.432243 0.132065 0.372768
61 -0.039059 -0.211957 -0.066281
62 -0.507174 -0.49155 -0.561525
63 0.519609 0.722479 0.47775
64 -0.261816 -0.46966 -0.345816
65 -0.138169 -0.033442 -0.041008
66 -0.096577 -0.04131 -0.14463
67 0.057371 0.096001 0.085966
68 -0.171497 -0.194445 -0.172284
69 -0.266112 -0.197513 -0.231189
70 0.187822 0.294267 0.189458
71 0.415433 0.340304 0.406878
72 0.703532 0.537359 0.721995
73 -0.395246 -0.676659 -0.417678
74 -0.519641 -0.361543 -0.493434
75 0.149427 0.357283 0.062185
76 0.465619 0.405848 0.43681
77 0.285183 0.098935 0.315576
78 -0.796578 -0.910651 -0.772624
79 0.294828 0.613459 0.321172
80 -0.459246 -0.577177 -0.572761
81 -0.062315 0.121384 0.048831
82 -0.672542 -0.647616 -0.720121
83 -0.363291 -0.094274 -0.265679
84 0.244883 0.390199 0.2311
85 0.345612 0.247659 0.393816
86 0.400119 0.261874 0.449908
87 -0.100678 -0.260726 -0.101372
88 0.246065 0.286337 0.241167
89 0.121542 0.023115 0.04105
90 -0.64957 -0.698187 -0.650747
91 0.601186 0.861014 0.611309
92 0.447186 0.206712 0.355318
93 -0.079606 -0.258481 -0.002986
94 0.142204 0.174046 0.127387
95 0.7717 0.714819 0.713974
96 -0.122933 -0.431613 -0.175425
97 0.464964 0.514137 0.499468
98 0.318753 0.132767 0.200018
99 -0.488101 -0.615602 -0.482213
100 -0.252749 -0.057508 -0.267936
101 0.541175 0.642275 0.484011
102 0.415889 0.199419 0.402475
103 0.160416 -0.00594 0.207084
104 -1.347582 -1.411748 -1.366445
105 0.270284 0.809317 0.308325
106 -0.366647 -0.474761 -0.512273
107 0.36297 0.509628 0.530713
108 0.034055 -0.111133 -0.011571
109 0.224723 0.211101 0.316583
110 0.238358 0.148469 0.189918
111 0.002902 -0.092441 0.001347
112 -0.070164 -0.071325 -0.093989
113 -0.210693 -0.182627 -0.238412
114 -0.476931 -0.392653 -0.482666
115 -0.01082 0.179952 0.005636
116 -0.538063 -0.533735 -0.54358
117 -0.376802 -0.161577 -0.287374
118 0.060518 0.211239 0.065256
119 0.908568 0.884361 0.949776
120 -0.364964 -0.728392 -0.361236
121 -0.468516 -0.32253 -0.372915
122 1.025063 1.212469 0.935172
123 -0.128216 -0.538241 -0.204552
124 0.148463 0.19975 0.256447
125 0.794438 0.735052 0.68889
126 -0.388032 -0.705807 -0.422013
127 -1.399893 -1.24468 -1.362158
128 -0.208675 0.351282 -0.238002
129 -0.051587 0.031883 -0.114238
130 -0.02838 -0.007746 0.102357
131 -0.050484 -0.039131 0.015812
132 0.404667 0.42486 0.453316
133 0.523155 0.361288 0.505362
134 0.469968 0.260706 0.47102
135 -0.395989 -0.583976 -0.435485
136 -0.175056 -0.016661 -0.188503
137 -0.145878 -0.075855 -0.23663
138 0.074801 0.133152 0.09006
139 -0.042638 -0.072559 -0.038521
140 -0.718189 -0.701134 -0.677118
141 0.249573 0.536849 0.29009
142 -0.917513 -1.017342 -0.971252
143 0.025075 0.39208 0.168288
144 0.250953 0.240923 0.179008
145 -0.13079 -0.231172 -0.034285
146 0.039347 0.091663 0.074321
147 -0.249567 -0.265306 -0.26507
148 -0.043466 0.056361 -0.023888
149 -0.094168 -0.076781 -0.117019
150 1.078995 1.116662 1.107506
151 0.19457 -0.237028 0.135723
152 -0.933042 -1.01087 -0.854546
153 -0.167062 0.206154 -0.213263
154 0.259976 0.326801 0.163296
155 -0.66601 -0.77 -0.625841
156 0.117977 0.384381 0.210352
157 -0.382007 -0.429197 -0.431196
158 0.654519 0.807321 0.755504
159 0.31231 0.050502 0.246336
160 -0.114146 -0.23907 -0.035916
161 -0.458307 -0.412648 -0.497937
162 0.063411 0.246734 0.042178
163 0.501735 0.476371 0.452512
164 -0.047878 -0.248572 -0.027704
165 0.140145 0.159296 0.183434
166 -0.220949 -0.277007 -0.272865
167 0.601908 0.690288 0.615925
168 0.571121 0.330358 0.495285
169 0.429353 0.200905 0.457711
170 0.032284 -0.139457 -0.016659
171 0.130328 0.117415 0.089326
172 0.555779 0.503648 0.475815
173 -0.258467 -0.480779 -0.307839
174 0.273061 0.376448 0.300638
175 -0.80713 -0.916354 -0.898998
176 -0.090805 0.232047 -0.012074
177 0.784792 0.821114 0.702238
178 -0.134519 -0.448436 -0.096609
179 0.12925 0.183058 0.211789
180 -0.391383 -0.443083 -0.466258
181 0.992686 1.14924 1.019574
182 1.104549 0.707474 0.990681
183 -0.346361 -0.78818 -0.302678
184 -0.042854 0.09569 -0.050014
185 0.824867 0.842008 0.67539
186 0.261462 -0.068485 0.196566
187 -0.354606 -0.459191 -0.327492
188 -0.268762 -0.126919 -0.306502
189 0.251669 0.359174 0.201413
190 0.432861 0.332193 0.415734
191 0.454138 0.280994 0.47908
192 -0.013325 -0.19498 -0.020038
193 -0.245393 -0.240063 -0.257562
194 0.036119 0.134276 -0.015478
195 0.302179 0.287731 0.262781
196 0.236492 0.115621 0.236509
197 -0.704783 -0.79938 -0.693751
198 -0.30303 -0.021117 -0.271464
199 0.049803 0.171015 -0.011189
200 -1.0568 -1.076721 -1.017443
#NAME?
MA(3) roots
real imag abs
θ3 0.6 #NAME? #NAME? #NAME?
θ2 -0.2 #NAME? #NAME? #NAME?
θ1 0.5 #NAME? #NAME? #NAME?
Cubic polynomial
b -3 Formulas from column B Formulas from column C

c 6
d -5.5
p 3 #NAME?
q -1.5 #NAME?
P 1 #NAME?
Q 0.75 #NAME?
Q2+P3 1.5625 #NAME?
real
u 2 #NAME?
w 1.259921 #NAME?
r1 1.466221 #NAME?
#NAME?
b' -1.533779 #NAME?
c' 3.751141 #NAME?
D' -12.65208 #NAME?
real imag
r2 0.76689 -1.778488 #NAME? #NAME?
r3 0.76689 1.778488 #NAME? #NAME?
v -40.5
w -9
D -168.75
sqrt 4556.25
real imag p(r)-real p(r)-imag
r1 1.466221 0 0
r2 0.76689 -1.778488 #NAME? #NAME?
r3 0.76689 1.778488 #NAME? #NAME?
x3+2x2-x-2 x3+4x2+5x+2 x3-3x2+3x-1
b 2 b 4 b -3
c -1 c 5 c 3
d -2 d 2 d -1
p -2.333333 p -0.333333 p 0
q -0.740741 q 0.0740741 q 0
P -0.777778 P -0.111111 P 0
Q 0.3703704 Q -0.037037 Q 0
Q2+P3 -0.333333 Q2+P3 -1.691E-17 Q2+P3 0
real imag real imag real imag

u 0.3703704 0.5773503 u -0.037037 4.113E-09 u 0 0
w1 #NAME? #NAME? w1 #NAME? #NAME? w1
r1 #NAME? #NAME? r1 #NAME? #NAME? r1 #NAME? #NAME?
Polynomial Roots
f(x) = x4 + 2x3 - 11x2 + 8x - 60 f(x) = x4 + x3 - x2 + x
coeff # coeff real imag coeff # coeff real

0 -60 #NAME? #NAME? 0 0 #NAME?
1 8 #NAME? #NAME? 1 -1 #NAME?
2 -11 #NAME? #NAME? 2 -1 #NAME?
3 2 #NAME? #NAME? 3 1 #NAME?
4 1 4 1
f(x) = 2x + 1
imag coeff # coeff real imag

#NAME? 0 1 #NAME? #NAME?
#NAME? 1 2
#NAME?
#NAME?
Bairstow's method
f(x) = x4 + 2x3 - 11x2 + 8x - 60
coeff # coeff b c coeff b c coeff b c

0 -60 -34 -203 -60 -46.69801 -57.66621 -60 -22.26251 23.21886
1 8 -64 -156 8 -9.984179 -28.33697 8 9.851123 14.43755
2 -11 -14 -13 -11 -10.11103 -8.09328 -11 -14.56839 -17.94605
3 2 4 6 2 3.062443 4.124887 2 1.563284 1.126567
4 1 1 1 1 1 1 1 1 1
r 2 1.062443 -0.436716
s -11 -2.364706 -2.885676
coeff b c coeff b c coeff b c coeff
-60 -5.599125 61.69059 -60 0.062801 76.18293 -60 -0.000111 75.99974 -60
8 -0.542964 -9.521186 8 0.042138 -7.896051 8 2.324E-05 -7.999949 8
-11 -14.60476 -18.206 -11 -15.00718 -19.01436 -11 -15 -19 -11
2 2.059394 2.118788 2 1.997544 1.995088 2 1.999999 1.999999 2
1 1 1 1 1 1 1 1 1 1
0.059394 -0.002456 -5.82E-07 2.426E-13

-3.72708 -4.002277 -3.999994 -4
b c coeff b c coeff b c
1.523E-11 76 -60 0 76 -60 0 76
-6.42E-12 -8 8 0 -8 8 0 -8
-15 -19 -11 -15 -19 -11 -15 -19
2 2 2 2 2 2 2 2
1 1 1 1 1 1 1 1
4.566E-17 4.566E-17
-4 -4
-16
root 2.283E-17 -2
root 2.283E-17 2
Bairstow's method
f(x) = x4 + 2x3 - 11x2 + 8x - 60 divide by x2 - rx - s
coeff # coeff b
0 -60 4.432E-05
1 8 -6.51E-06
2 -11 -15
3 2 2
4 1 1
r 9.285E-08 2.006E-09 r -2
s -4 s 15
disc -16 disc 64.00001
root 4.642E-08 -2 root -5 0

root 4.642E-08 2.000001 root 3 0
ARMA(1,1) Process
yi = .7yi-1 + εi - .2εi-1
Residual Y
1 0.117676 0.117676
2 0.649413 0.708251 ARMA(1,1) Process
3 -2.029125 -1.663231 4
4 -0.721088 -1.479526
5 0.707476 -0.183974 3
6 0.791634 0.521357
2
7 -0.23543 -0.028806
8 -1.348948 -1.322027 1
9 1.205584 0.549955
0
10 1.18382 1.327672 1 6 11 16 21 26 31 36 41 46 51 56 61 66 71 76 81 86 91 96 101
11 -0.372295 0.320311 -1
12 0.013339 0.312015
13 0.702456 0.918199 -2
14 -0.350362 0.151886
-3
15 0.217137 0.39353
16 -0.506607 -0.274564
17 1.319711 1.228838
18 2.072156 2.668401
19 1.964279 3.417728
20 0.239643 2.239197
21 0.603051 2.12256
22 -0.901383 0.463799
23 -1.055741 -0.550805
24 1.357362 1.182946
25 -2.969889 -2.413299
26 2.074802 0.979471
27 0.280213 0.550882
28 0.898346 1.227921
29 -1.603382 -0.923507
30 0.235499 -0.090279
31 1.794088 1.683793
32 -1.430609 -0.610771
33 1.422463 1.281045
34 -1.534485 -0.922246
35 -0.239435 -0.57811
36 1.125487 0.768697
37 -0.268286 0.044705
38 -0.58229 -0.497339
39 2.248324 2.016644
40 -1.354397 -0.392411
41 0.482612 0.478803
42 -0.107491 0.131149
43 -0.803047 -0.689745
44 0.275451 -0.046761
45 0.019907 -0.067916
46 1.686625 1.635103
47 -0.379004 0.428243
48 -0.68134 -0.305769
49 0.246807 0.169037
50 0.417691 0.486656
51 0.399029 0.65615
52 -0.250181 0.129318
53 -1.174253 -1.033694
54 -1.404513 -1.893249
55 -0.28173 -1.326101
56 -0.388213 -1.260138
57 -0.43157 -1.236024
58 1.386535 0.607632
59 -1.301751 -1.153716
60 -1.255319 -1.80257
61 0.711203 -0.299532
62 -0.149278 -0.501192
63 0.021364 -0.299614
64 0.033631 -0.180372
65 2.490032 2.357046
66 -0.228321 0.923604
67 -0.991421 -0.299234
68 0.285341 0.274161
69 -0.378764 -0.243919
70 -0.617278 -0.712268
71 -0.83006 -1.205192
72 0.629789 -0.047834
73 -0.694041 -0.853482
74 -1.129298 -1.587927
75 0.609537 -0.276153
76 -1.235997 -1.551211
77 0.147818 -0.69083
78 0.14224 -0.370905
79 0.786836 0.498754
80 -2.057205 -1.865444
81 0.049553 -0.844816
82 -1.406632 -2.007915
83 1.563741 0.439527
84 1.180332 1.175253
85 -0.665107 -0.078497
86 0.574945 0.653019
87 -0.041159 0.300965
88 -0.896196 -0.677288
89 1.50336 1.208497
90 -0.711564 -0.166288
91 0.983318 1.009229
92 -0.837585 -0.327788
93 -1.91601 -1.977945
94 0.10152 -0.89984
95 0.943755 0.293564
96 0.857394 0.874138
97 0.608171 1.048589
98 -0.235274 0.377104
99 0.789706 1.100733
100 -1.056115 -0.443543
101 0.225869 0.126612
102 0.575202 0.618657
103 1.051358 1.369378
104 0.01315 0.761442
105 1.424385 1.954765
=NORMSINV(RAND())
Lag ACF ACF (pop) φ1 0.7
1 #NAME? 0.3553719 θ1 -0.2 ACF for ARMA(1,1) Proces
2 #NAME? 0.2487603
0.4
3 #NAME? 0.1741322
0.35
4 #NAME? 0.1218926
0.3
5 #NAME? 0.0853248
0.25
6 #NAME? 0.0597274
0.2
7 #NAME? 0.0418091
0.15
8 #NAME? 0.0292664
0.1
9 #NAME? 0.0204865
0.05
10 #NAME? 0.0143405
0
1 86 91 96 101 11 #NAME? 0.0100384 1 2 3 4 5 6 7 8 9 10
-0.05
12 #NAME? 0.0070269
-0.1
13 #NAME? 0.0049188
14 #NAME? 0.0034432 ACF (actual) ACF (theoretic
15 #NAME? 0.0024102
for ARMA(1,1) Process
6 7 8 9 10 11 12 13 14 15
CF (actual) ACF (theoretical)

ARMA(1,1) Process
yi = 3 + .7yi-1 + εi - .2εi-1
Residual Y
1 0.117676 3.117676
2 0.649413 5.808251 ARMA(1,1) Process
3 -2.029125 4.906769 14
4 -0.721088 6.119474
13
5 0.707476 8.135326
6 0.791634 9.344867 12
7 -0.23543 9.147651
8 -1.348948 8.101493 11
9 1.205584 10.14642 10
10 1.18382 11.0452
11 -0.372295 10.12258 9
12 0.013339 10.1736 8
13 0.702456 10.82131
14 -0.350362 10.08406 7
1 6 11 16 21 26 31 36 41 46 51 56 61 66 71 76 81 86 91 96 101
15 0.217137 10.34605
16 -0.506607 9.692203
17 1.319711 11.20557
18 2.072156 12.65212
19 1.964279 13.40633
20 0.239643 12.23122
21 0.603051 12.11697
22 -0.901383 10.45989
23 -1.055741 9.446458
24 1.357362 11.18103
25 -2.969889 7.58536
26 2.074802 10.97853
27 0.280213 10.55023
28 0.898346 11.22746
29 -1.603382 9.076171
30 0.235499 9.909496
31 1.794088 11.68364
32 -1.430609 9.389118
33 1.422463 11.28097
34 -1.534485 9.0777
35 -0.239435 9.421852
36 1.125487 10.76867
37 -0.268286 10.04469
38 -0.58229 9.502648
39 2.248324 12.01664
40 -1.354397 9.607582
41 0.482612 10.4788
42 -0.107491 10.13115
43 -0.803047 9.310253
44 0.275451 9.953237
45 0.019907 9.932083
46 1.686625 11.6351
47 -0.379004 10.42824
48 -0.68134 9.694231
49 0.246807 10.16904
50 0.417691 10.48666
51 0.399029 10.65615
52 -0.250181 10.12932
53 -1.174253 8.966306
54 -1.404513 8.106751
55 -0.28173 8.673899
56 -0.388213 8.739862
57 -0.43157 8.763976
58 1.386535 10.60763
59 -1.301751 8.846284
60 -1.255319 8.19743
61 0.711203 9.700468
62 -0.149278 9.498808
63 0.021364 9.700386
64 0.033631 9.819628
65 2.490032 12.35705
66 -0.228321 10.9236
67 -0.991421 9.700766
68 0.285341 10.27416
69 -0.378764 9.756081
70 -0.617278 9.287732
71 -0.83006 8.794808
72 0.629789 9.952166
73 -0.694041 9.146518
74 -1.129298 8.412073
75 0.609537 9.723847
76 -1.235997 8.448789
77 0.147818 9.30917
78 0.14224 9.629095
79 0.786836 10.49875
80 -2.057205 8.134556
81 0.049553 9.155184
82 -1.406632 7.992085
83 1.563741 10.43953
84 1.180332 11.17525
85 -0.665107 9.921503
86 0.574945 10.65302
87 -0.041159 10.30097
88 -0.896196 9.322712
89 1.50336 11.2085
90 -0.711564 9.833712
91 0.983318 11.00923
92 -0.837585 9.672212
93 -1.91601 8.022055
94 0.10152 9.10016
95 0.943755 10.29356
96 0.857394 10.87414
97 0.608171 11.04859
98 -0.235274 10.3771
99 0.789706 11.10073
100 -1.056115 9.556457
101 0.225869 10.12661
102 0.575202 10.61866
103 1.051358 11.36938
104 0.01315 10.76144
105 1.424385 11.95477
=NORMSINV(RAND())
Lag ACF ACF (pop) φ1 0.7
1 #NAME? 0.3553719 θ1 -0.2 ACF for ARMA(1,1) Proces
2 #NAME? 0.2487603
0.4
3 #NAME? 0.1741322
0.35
4 #NAME? 0.1218926
0.3
5 #NAME? 0.0853248
0.25
6 #NAME? 0.0597274
0.2
7 #NAME? 0.0418091
0.15
8 #NAME? 0.0292664
0.1
9 #NAME? 0.0204865
0.05
10 #NAME? 0.0143405
0
11 #NAME? 0.0100384 1 2 3 4 5 6 7 8 9 10
-0.05
12 #NAME? 0.0070269
-0.1
13 #NAME? 0.0049188
14 #NAME? 0.0034432 ACF (actual) ACF (theoretic
1 86 91 96 101 15 #NAME? 0.0024102

for ARMA(1,1) Process
6 7 8 9 10 11 12 13 14 15
CF (actual) ACF (theoretical)

ARMA(1,1) Process
yi = .7yi-1 + εi - .2εi-1
Residual Y ARIMA Model Model statistics
1 0.117676 0.117676 time data residual index phi theta

2 0.649413 0.708251 1 0.117676 0 1 0.6867541 -0.4030504
3 -2.029125 -1.663231 2 0.708251 0.627437
4 -0.721088 -1.479526 3 -1.663231 -1.896737
5 0.707476 -0.183974 4 -1.479526 -1.101775 SSE 110.19884
6 0.791634 0.521357 5 -0.183974 0.388026
7 -0.23543 -0.028806 6 0.521357 0.804096
8 -1.348948 -1.322027 7 -0.028806 -0.062759
9 1.205584 0.549955 8 -1.322027 -1.327539
10 1.18382 1.327672 9 0.549955 0.922797
11 -0.372295 0.320311 10 1.327672 1.321921
12 0.013339 0.312015 11 0.320311 -0.058672
13 0.702456 0.918199 12 0.312015 0.068393
14 -0.350362 0.151886 13 0.918199 0.731487
15 0.217137 0.39353 14 0.151886 -0.183865
16 -0.506607 -0.274564 15 0.39353 0.215115
17 1.319711 1.228838 16 -0.274564 -0.45812
18 2.072156 2.668401 17 1.228838 1.23275
19 1.964279 3.417728 18 2.668401 2.321352
20 0.239643 2.239197 19 3.417728 2.520815
21 0.603051 2.12256 20 2.239197 0.908074
22 -0.901383 0.463799 21 2.12256 0.950781
23 -1.055741 -0.550805 22 0.463799 -0.610665
24 1.357362 1.182946 23 -0.550805 -1.11545
25 -2.969889 -2.413299 24 1.182946 1.111632
26 2.074802 0.979471 25 -2.413299 -2.777648
27 0.280213 0.550882 26 0.979471 1.517281
28 0.898346 1.227921 27 0.550882 0.489768
29 -1.603382 -0.923507 28 1.227921 1.047002
30 0.235499 -0.090279 29 -0.923507 -1.344792
31 1.794088 1.683793 30 -0.090279 0.001924
32 -1.430609 -0.610771 31 1.683793 1.746568
33 1.422463 1.281045 32 -0.610771 -1.063168
34 -1.534485 -0.922246 33 1.281045 1.271984
35 -0.239435 -0.57811 34 -0.922246 -1.289335
36 1.125487 0.768697 35 -0.57811 -0.464421
37 -0.268286 0.044705 36 0.768697 0.978532
38 -0.58229 -0.497339 37 0.044705 -0.088803
39 2.248324 2.016644 38 -0.497339 -0.563833
40 -1.354397 -0.392411 39 2.016644 2.130941
41 0.482612 0.478803 40 -0.392411 -0.918473
42 -0.107491 0.131149 41 0.478803 0.378102
43 -0.803047 -0.689745 42 0.131149 -0.045277
44 0.275451 -0.046761 43 -0.689745 -0.798061
45 0.019907 -0.067916 44 -0.046761 0.105265
46 1.686625 1.635103 45 -0.067916 0.006625
47 -0.379004 0.428243 46 1.635103 1.684414
48 -0.68134 -0.305769 47 0.428243 -0.015766
49 0.246807 0.169037 48 -0.305769 -0.606221
50 0.417691 0.486656 49 0.169037 0.134687
51 0.399029 0.65615 50 0.486656 0.424855
52 -0.250181 0.129318 51 0.65615 0.493175
53 -1.174253 -1.033694 52 0.129318 -0.122522
54 -1.404513 -1.893249 53 -1.033694 -1.171886
55 -0.28173 -1.326101 54 -1.893249 -1.655684
56 -0.388213 -1.260138 55 -1.326101 -0.693229
57 -0.43157 -1.236024 56 -1.260138 -0.628839
58 1.386535 0.607632 57 -1.236024 -0.624073
59 -1.301751 -1.153716 58 0.607632 1.204944
60 -1.255319 -1.80257 59 -1.153716 -1.085356
61 0.711203 -0.299532 60 -1.80257 -1.447704
62 -0.149278 -0.501192 61 -0.299532 0.354892
63 0.021364 -0.299614 62 -0.501192 -0.152447
64 0.033631 -0.180372 63 -0.299614 -0.016863
65 2.490032 2.357046 64 -0.180372 0.018593
66 -0.228321 0.923604 65 2.357046 2.488411
67 -0.991421 -0.299234 66 0.923604 0.307848
68 0.285341 0.274161 67 -0.299234 -0.809445
69 -0.378764 -0.243919 68 0.274161 0.153414
70 -0.617278 -0.712268 69 -0.243919 -0.370367
71 -0.83006 -1.205192 70 -0.712268 -0.694032
72 0.629789 -0.047834 71 -1.205192 -0.995769
73 -0.694041 -0.853482 72 -0.047834 0.378492
74 -1.129298 -1.587927 73 -0.853482 -0.668081
75 0.609537 -0.276153 74 -1.587927 -1.271065
76 -1.235997 -1.551211 75 -0.276153 0.30206
77 0.147818 -0.69083 76 -1.551211 -1.239817
78 0.14224 -0.370905 77 -0.69083 -0.125238
79 0.786836 0.498754 78 -0.370905 0.053048
80 -2.057205 -1.865444 79 0.498754 0.774856
81 0.049553 -0.844816 80 -1.865444 -1.89566
82 -1.406632 -2.007915 81 -0.844816 -0.327761
83 1.563741 0.439527 82 -2.007915 -1.559838
84 1.180332 1.175253 83 0.439527 1.189777
85 -0.665107 -0.078497 84 1.175253 1.352946
86 0.574945 0.653019 85 -0.078497 -0.340301
87 -0.041159 0.300965 86 0.653019 0.569768
88 -0.896196 -0.677288 87 0.300965 0.082147
89 1.50336 1.208497 88 -0.677288 -0.850868
90 -0.711564 -0.166288 89 1.208497 1.330685
91 0.983318 1.009229 90 -0.166288 -0.459895
92 -0.837585 -0.327788 91 1.009229 0.938067
93 -1.91601 -1.977945 92 -0.327788 -0.642792
94 0.10152 -0.89984 93 -1.977945 -2.011913
95 0.943755 0.293564 94 -0.89984 -0.35238
96 0.857394 0.874138 95 0.293564 0.769505
97 0.608171 1.048589 96 0.874138 0.982681
98 -0.235274 0.377104 97 1.048589 0.844341
99 0.789706 1.100733 98 0.377104 -0.002707
100 -1.056115 -0.443543 99 1.100733 0.840665
101 0.225869 0.126612 100 -0.443543 -0.860646
102 0.575202 0.618657 101 0.126612 0.084333
103 1.051358 1.369378 102 0.618657 0.565696
104 0.01315 0.761442 103 1.369378 1.172517
105 1.424385 1.954765 104 0.761442 0.2936
105 1.954765 1.550177
=NORMSINV(RAND())
T Test: One Sample
SUMMARY Alpha 0.05

Count Mean Std Dev Std Err t df Cohen d Effect r
105 0.077419 1.097954 0.107149 0.722534 104 0.070512 0.070673
T TEST Hyp Mean 0

p-value t-crit lower upper sig
One Tail 0.235794 1.659637 no
Two Tail 0.471588 1.983038 -0.135062 0.2899 no
ARMA(1,1) Process
yi = 3 + .7yi-1 + εi - .2εi-1 ARIMA Model Model statistics
Residual Y time data residual index phi theta

1 -7.030008 0 1 0.7509934 -0.4863253
1 0.117676 3.117676 2 -4.339432 0.940057 const 2.5268397 10.147683
2 0.649413 5.808251 3 -5.240915 -1.524856
3 -2.029125 4.906769 4 -4.028209 -0.833892 SSE 109.15085
4 -0.721088 6.119474 5 -2.012357 0.607259
5 0.707476 8.135326 6 -0.802816 1.003776 res mean 0.0005777
6 0.791634 9.344867 7 -1.000033 0.091039 res s.d. 1.0294254
7 -0.23543 9.147651 8 -2.04619 -1.250898 sqrt mse 1.0244644
8 -1.348948 8.101493 9 -0.001264 0.927068 y mean 9.8551968
9 1.205584 10.14642 10 0.897513 1.349319 z mean -0.2277027
10 1.18382 11.0452 11 -0.025105 -0.042924 data s.d. 1.3330345
11 -0.372295 10.12258 12 0.025919 0.023898 size 104
12 0.013339 10.1736 13 0.673626 0.665784
13 0.702456 10.82131 14 -0.06362 -0.245722 p 1
14 -0.350362 10.08406 15 0.198371 0.126648 q 1
15 0.217137 10.34605 16 -0.45548 -0.542863
16 -0.506607 9.692203 17 1.057891 1.135946 LL -150.08328
17 1.319711 11.20557 18 2.504433 2.262403 AIC 13.027354
18 2.072156 12.65212 19 3.258646 2.478097 BIC 23.604918
19 1.964279 13.40633 20 2.083535 0.841474 AIC aug 308.16657
20 0.239643 12.23122 21 1.969291 0.8138 BIC aug 318.74413
21 0.603051 12.11697 22 0.312205 -0.770947
22 -0.901383 10.45989 23 -0.701226 -1.310621
23 -1.055741 9.446458 24 1.033347 0.922575
24 1.357362 11.18103 25 -2.562323 -2.889689
25 -2.969889 7.58536 26 0.830848 1.349808
26 2.074802 10.97853 27 0.402542 0.435026
27 0.280213 10.55023 28 1.079778 0.989036
28 0.898346 11.22746 29 -1.071512 -1.401425
29 -1.603382 9.076171 30 -0.238188 -0.115038
30 0.235499 9.909496 31 1.535952 1.658884
31 1.794088 11.68364 32 -0.758565 -1.105298
32 -1.430609 9.389118 33 1.133284 1.165427
33 1.422463 11.28097 34 -1.069983 -1.354296
34 -1.534485 9.0777 35 -0.725831 -0.580909
35 -0.239435 9.421852 36 0.620987 0.883571
36 1.125487 10.76867 37 -0.102997 -0.139651
37 -0.268286 10.04469 38 -0.645036 -0.635602
38 -0.58229 9.502648 39 1.868952 2.04426
39 2.248324 12.01664 40 -0.540101 -0.949496
40 -1.354397 9.607582 41 0.331115 0.274964
41 0.482612 10.4788 42 -0.016537 -0.131481
42 -0.107491 10.13115 43 -0.83743 -0.888953
43 -0.803047 9.310253 44 -0.194446 0.002138
44 0.275451 9.953237 45 -0.2156 -0.068533
45 0.019907 9.932083 46 1.487419 1.616004
46 1.686625 11.6351 47 0.280559 -0.050579
47 -0.379004 10.42824 48 -0.453453 -0.688749
48 -0.68134 9.694231 49 0.021353 0.026937
49 0.246807 10.16904 50 0.338972 0.336036
50 0.417691 10.48666 51 0.508466 0.417323
51 0.399029 10.65615 52 -0.018366 -0.197266
52 -0.250181 10.12932 53 -1.181378 -1.26352
53 -1.174253 8.966306 54 -2.040932 -1.768207
54 -1.404513 8.106751 55 -1.473785 -0.800982
55 -0.28173 8.673899 56 -1.407821 -0.690556
56 -0.388213 8.739862 57 -1.383707 -0.662278
57 -0.43157 8.763976 58 0.459949 1.177022
58 1.386535 10.60763 59 -1.301399 -1.074402
59 -1.301751 8.846284 60 -1.950253 -1.49542
60 -1.255319 8.19743 61 -0.447216 0.290151
61 0.711203 9.700468 62 -0.648875 -0.171911
62 -0.149278 9.498808 63 -0.447298 -0.043602
63 0.021364 9.700386 64 -0.328055 -0.013342
64 0.033631 9.819628 65 2.209362 2.449241
65 2.490032 12.35705 66 0.775921 0.307832
66 -0.228321 10.9236 67 -0.446918 -0.879923
67 -0.991421 9.700766 68 0.126478 0.034181
68 0.285341 10.27416 69 -0.391603 -0.469963
69 -0.378764 9.756081 70 -0.859952 -0.794416
70 -0.617278 9.287732 71 -1.352876 -1.093402
71 -0.83006 8.794808 72 -0.195517 0.288734
72 0.629789 9.952166 73 -1.001166 -0.713915
73 -0.694041 9.146518 74 -1.735611 -1.330936
74 -1.129298 8.412073 75 -0.423836 0.232328
75 0.609537 9.723847 76 -1.698895 -1.26761
76 -1.235997 8.448789 77 -0.838514 -0.179126
77 0.147818 9.30917 78 -0.518588 0.024017
78 0.14224 9.629095 79 0.351071 0.752207
79 0.786836 10.49875 80 -2.013127 -1.910962
80 -2.057205 8.134556 81 -0.9925 -0.410003
81 0.049553 9.155184 82 -2.155598 -1.609632
82 -1.406632 7.992085 83 0.291844 1.127879
83 1.563741 10.43953 84 1.027569 1.356913
84 1.180332 11.17525 85 -0.22618 -0.337977
85 -0.665107 9.921503 86 0.505335 0.510828
86 0.574945 10.65302 87 0.153282 0.022207
87 -0.041159 10.30097 88 -0.824972 -0.929286
88 -0.896196 9.322712 89 1.060814 1.228427
89 1.50336 11.2085 90 -0.313971 -0.51322
90 -0.711564 9.833712 91 0.861546 0.847744
91 0.983318 11.00923 92 -0.475472 -0.710207
92 -0.837585 9.672212 93 -2.125628 -2.113944
93 -1.91601 8.022055 94 -1.047523 -0.479254
94 0.10152 9.10016 95 0.14588 0.699489
95 0.943755 10.29356 96 0.726454 0.957079
96 0.857394 10.87414 97 0.900906 0.820795
97 0.608171 11.04859 98 0.22942 -0.047981
98 -0.235274 10.3771 99 0.95305 0.757423
99 0.789706 11.10073 100 -0.591227 -0.938607
100 -1.056115 9.556457 101 -0.021071 -0.033532
101 0.225869 10.12661 102 0.470973 0.47049
102 0.575202 10.61866 103 1.221694 1.096808
103 1.051358 11.36938 104 0.613759 0.22968
104 0.01315 10.76144 105 1.807082 1.457852
105 1.424385 11.95477
=NORMSINV(RAND())
Model parameters
param value sse chi-sq p-value

phi 1 0.750993 #NAME? #NAME? #NAME?
theta 1 -0.486325 #NAME? #NAME? #NAME?
const 2.52684 #NAME? #NAME? #NAME?
#NAME? param value t-stat df p-value

#NAME? mean -0.227703 1.741981 103 0.0844969
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
ARMA(1,1) Process
yi = .7yi-1 + εi - .2εi-1
Residual Y ARIMA Model Model statistics
1 0.117676 0.117676 time data residual index phi

2 0.649413 0.708251 1 0.117676 0 1 0.6867544
3 -2.029125 -1.663231 2 0.708251 0.627437 const 0
4 -0.721088 -1.479526 3 -1.663231 -1.896737
5 0.707476 -0.183974 4 -1.479526 -1.101776 SSE
6 0.791634 0.521357 5 -0.183974 0.388025
7 -0.23543 -0.028806 6 0.521357 0.804096 p
8 -1.348948 -1.322027 7 -0.028806 -0.062759 q
9 1.205584 0.549955 8 -1.322027 -1.327539 d
10 1.18382 1.327672 9 0.549955 0.922797 res mean
11 -0.372295 0.320311 10 1.327672 1.321922 res s.d.
12 0.013339 0.312015 11 0.320311 -0.058672 sqrt mse
13 0.702456 0.918199 12 0.312015 0.068393 data mean
14 -0.350362 0.151886 13 0.918199 0.731487 data s.d.
15 0.217137 0.39353 14 0.151886 -0.183865 size
16 -0.506607 -0.274564 15 0.39353 0.215115
17 1.319711 1.228838 16 -0.274564 -0.45812 LL
18 2.072156 2.668401 17 1.228838 1.23275 AIC
19 1.964279 3.417728 18 2.668401 2.321352 BIC
20 0.239643 2.239197 19 3.417728 2.520816 AIC aug
21 0.603051 2.12256 20 2.239197 0.908075 BIC aug
22 -0.901383 0.463799 21 2.12256 0.950782
23 -1.055741 -0.550805 22 0.463799 -0.610665
24 1.357362 1.182946 23 -0.550805 -1.11545
25 -2.969889 -2.413299 24 1.182946 1.111631
26 2.074802 0.979471 25 -2.413299 -2.777648
27 0.280213 0.550882 26 0.979471 1.51728
28 0.898346 1.227921 27 0.550882 0.489768
29 -1.603382 -0.923507 28 1.227921 1.047002
30 0.235499 -0.090279 29 -0.923507 -1.344792
31 1.794088 1.683793 30 -0.090279 0.001924
32 -1.430609 -0.610771 31 1.683793 1.746568
33 1.422463 1.281045 32 -0.610771 -1.063168
34 -1.534485 -0.922246 33 1.281045 1.271984
35 -0.239435 -0.57811 34 -0.922246 -1.289334
36 1.125487 0.768697 35 -0.57811 -0.464421
37 -0.268286 0.044705 36 0.768697 0.978531
38 -0.58229 -0.497339 37 0.044705 -0.088803
39 2.248324 2.016644 38 -0.497339 -0.563833
40 -1.354397 -0.392411 39 2.016644 2.130941
41 0.482612 0.478803 40 -0.392411 -0.918473
42 -0.107491 0.131149 41 0.478803 0.378102
43 -0.803047 -0.689745 42 0.131149 -0.045277
44 0.275451 -0.046761 43 -0.689745 -0.798061
45 0.019907 -0.067916 44 -0.046761 0.105265
46 1.686625 1.635103 45 -0.067916 0.006625
47 -0.379004 0.428243 46 1.635103 1.684414
48 -0.68134 -0.305769 47 0.428243 -0.015766
49 0.246807 0.169037 48 -0.305769 -0.606221
50 0.417691 0.486656 49 0.169037 0.134687
51 0.399029 0.65615 50 0.486656 0.424855
52 -0.250181 0.129318 51 0.65615 0.493175
53 -1.174253 -1.033694 52 0.129318 -0.122521
54 -1.404513 -1.893249 53 -1.033694 -1.171886
55 -0.28173 -1.326101 54 -1.893249 -1.655684
56 -0.388213 -1.260138 55 -1.326101 -0.69323
57 -0.43157 -1.236024 56 -1.260138 -0.628839
58 1.386535 0.607632 57 -1.236024 -0.624073
59 -1.301751 -1.153716 58 0.607632 1.204944
60 -1.255319 -1.80257 59 -1.153716 -1.085356
61 0.711203 -0.299532 60 -1.80257 -1.447704
62 -0.149278 -0.501192 61 -0.299532 0.354892
63 0.021364 -0.299614 62 -0.501192 -0.152447
64 0.033631 -0.180372 63 -0.299614 -0.016863
65 2.490032 2.357046 64 -0.180372 0.018593
66 -0.228321 0.923604 65 2.357046 2.488411
67 -0.991421 -0.299234 66 0.923604 0.30785
68 0.285341 0.274161 67 -0.299234 -0.809444
69 -0.378764 -0.243919 68 0.274161 0.153414
70 -0.617278 -0.712268 69 -0.243919 -0.370367
71 -0.83006 -1.205192 70 -0.712268 -0.694032
72 0.629789 -0.047834 71 -1.205192 -0.99577
73 -0.694041 -0.853482 72 -0.047834 0.378491
74 -1.129298 -1.587927 73 -0.853482 -0.668081
75 0.609537 -0.276153 74 -1.587927 -1.271065
76 -1.235997 -1.551211 75 -0.276153 0.302059
77 0.147818 -0.69083 76 -1.551211 -1.239817
78 0.14224 -0.370905 77 -0.69083 -0.125239
79 0.786836 0.498754 78 -0.370905 0.053048
80 -2.057205 -1.865444 79 0.498754 0.774856
81 0.049553 -0.844816 80 -1.865444 -1.895659
82 -1.406632 -2.007915 81 -0.844816 -0.327762
83 1.563741 0.439527 82 -2.007915 -1.559838
84 1.180332 1.175253 83 0.439527 1.189777
85 -0.665107 -0.078497 84 1.175253 1.352946
86 0.574945 0.653019 85 -0.078497 -0.3403
87 -0.041159 0.300965 86 0.653019 0.569768
88 -0.896196 -0.677288 87 0.300965 0.082147
89 1.50336 1.208497 88 -0.677288 -0.850868
90 -0.711564 -0.166288 89 1.208497 1.330684
91 0.983318 1.009229 90 -0.166288 -0.459894
92 -0.837585 -0.327788 91 1.009229 0.938067
93 -1.91601 -1.977945 92 -0.327788 -0.642792
94 0.10152 -0.89984 93 -1.977945 -2.011913
95 0.943755 0.293564 94 -0.89984 -0.352381
96 0.857394 0.874138 95 0.293564 0.769505
97 0.608171 1.048589 96 0.874138 0.982682
98 -0.235274 0.377104 97 1.048589 0.844342
99 0.789706 1.100733 98 0.377104 -0.002707
100 -1.056115 -0.443543 99 1.100733 0.840665
101 0.225869 0.126612 100 -0.443543 -0.860646
102 0.575202 0.618657 101 0.126612 0.084333
103 1.051358 1.369378 102 0.618657 0.565696
104 0.01315 0.761442 103 1.369378 1.172517
105 1.424385 1.954765 104 0.761442 0.2936
105 1.954765 1.550177
=NORMSINV(RAND())
theta real imag abs val param value stat p-value

-0.403051 #NAME? #NAME? #NAME? phi 1 0.686754 #NAME? #NAME?
0 theta 1 -0.403051 #NAME? #NAME?
Theta roots mean 0.077032 -0.712046 0.478046
110.19884
1 #NAME? #NAME? #NAME?
1
0 Psi coefficients
0.0506798
1.0331013 index psi
1.0293708 0 #NAME?
0.0770319 1 #NAME?
1.1032642 2 #NAME?
104 3 #NAME?
4 #NAME?
-150.58017
12.021126
19.954299
307.16034
315.09351
Alpha 0.05
time data residual pred s.e. lower upper time
1 0.117676 0 0.117676 1.029371 -1.899854 2.135205 1
2 0.708251 0.627437 0.080814 1.029371 -1.936715 2.098344 2
3 -1.663231 -1.896737 0.233505 1.029371 -1.784024 2.251035 3
4 -1.479526 -1.101776 -0.37775 1.029371 -2.395279 1.63978 4
5 -0.183974 0.388025 -0.571999 1.029371 -2.589528 1.445531 5
6 0.521357 0.804096 -0.282739 1.029371 -2.300268 1.734791 6
7 -0.028806 -0.062759 0.033953 1.029371 -1.983577 2.051482 7
8 -1.322027 -1.327539 0.005512 1.029371 -2.012017 2.023042 8
9 0.549955 0.922797 -0.372842 1.029371 -2.390371 1.644688 9
10 1.327672 1.321922 0.00575 1.029371 -2.01178 2.02328 10
11 0.320311 -0.058672 0.378982 1.029371 -1.638547 2.396512 11
12 0.312015 0.068393 0.243622 1.029371 -1.773907 2.261152 12
13 0.918199 0.731487 0.186712 1.029371 -1.830818 2.204242 13
14 0.151886 -0.183865 0.335751 1.029371 -1.681779 2.35328 14
15 0.39353 0.215115 0.178415 1.029371 -1.839115 2.195945 15
16 -0.274564 -0.45812 0.183556 1.029371 -1.833974 2.201086 16
17 1.228838 1.23275 -0.003912 1.029371 -2.021442 2.013617 17
18 2.668401 2.321352 0.347048 1.029371 -1.670481 2.364578 18
19 3.417728 2.520816 0.896912 1.029371 -1.120617 2.914442 19
20 2.239197 0.908075 1.331122 1.029371 -0.686407 3.348652 20
21 2.12256 0.950782 1.171778 1.029371 -0.845752 3.189307 21
22 0.463799 -0.610665 1.074464 1.029371 -0.943066 3.091993 22
23 -0.550805 -1.11545 0.564645 1.029371 -1.452885 2.582175 23
24 1.182946 1.111631 0.071315 1.029371 -1.946214 2.088845 24
25 -2.413299 -2.777648 0.36435 1.029371 -1.65318 2.381879 25
26 0.979471 1.51728 -0.537809 1.029371 -2.555339 1.47972 26
27 0.550882 0.489768 0.061114 1.029371 -1.956415 2.078644 27
28 1.227921 1.047002 0.180919 1.029371 -1.83661 2.198449 28
29 -0.923507 -1.344792 0.421285 1.029371 -1.596245 2.438815 29
30 -0.090279 0.001924 -0.092202 1.029371 -2.109732 1.925327 30
31 1.683793 1.746568 -0.062775 1.029371 -2.080304 1.954755 31
32 -0.610771 -1.063168 0.452396 1.029371 -1.565133 2.469926 32
33 1.281045 1.271984 0.009061 1.029371 -2.008469 2.026591 33
34 -0.922246 -1.289334 0.367089 1.029371 -1.650441 2.384618 34
35 -0.57811 -0.464421 -0.113689 1.029371 -2.131218 1.903841 35
36 0.768697 0.978531 -0.209834 1.029371 -2.227364 1.807696 36
37 0.044705 -0.088803 0.133508 1.029371 -1.884022 2.151038 37
38 -0.497339 -0.563833 0.066494 1.029371 -1.951036 2.084023 38
39 2.016644 2.130941 -0.114297 1.029371 -2.131826 1.903233 39
40 -0.392411 -0.918473 0.526061 1.029371 -1.491468 2.543591 40
41 0.478803 0.378102 0.100701 1.029371 -1.916828 2.118231 41
42 0.131149 -0.045277 0.176426 1.029371 -1.841104 2.193955 42
43 -0.689745 -0.798061 0.108316 1.029371 -1.909214 2.125846 43
44 -0.046761 0.105265 -0.152026 1.029371 -2.169556 1.865504 44
45 -0.067916 0.006625 -0.07454 1.029371 -2.09207 1.942989 45
46 1.635103 1.684414 -0.049312 1.029371 -2.066841 1.968218 46
47 0.428243 -0.015766 0.444009 1.029371 -1.573521 2.461539 47
48 -0.305769 -0.606221 0.300452 1.029371 -1.717077 2.317982 48
49 0.169037 0.134687 0.03435 1.029371 -1.98318 2.05188 49
50 0.486656 0.424855 0.061801 1.029371 -1.955729 2.079331 50
51 0.65615 0.493175 0.162975 1.029371 -1.854555 2.180505 51
52 0.129318 -0.122521 0.251839 1.029371 -1.765691 2.269369 52
53 -1.033694 -1.171886 0.138192 1.029371 -1.879338 2.155721 53
54 -1.893249 -1.655684 -0.237564 1.029371 -2.255094 1.779966 54
55 -1.326101 -0.69323 -0.632871 1.029371 -2.650401 1.384658 55
56 -1.260138 -0.628839 -0.631299 1.029371 -2.648828 1.386231 56
57 -1.236024 -0.624073 -0.611951 1.029371 -2.629481 1.405579 57
58 0.607632 1.204944 -0.597312 1.029371 -2.614841 1.420218 58
59 -1.153716 -1.085356 -0.06836 1.029371 -2.085889 1.94917 59
60 -1.80257 -1.447704 -0.354865 1.029371 -2.372395 1.662664 60
61 -0.299532 0.354892 -0.654424 1.029371 -2.671953 1.363106 61
62 -0.501192 -0.152447 -0.348744 1.029371 -2.366274 1.668785 62
63 -0.299614 -0.016863 -0.282752 1.029371 -2.300281 1.734778 63
64 -0.180372 0.018593 -0.198965 1.029371 -2.216494 1.818565 64
65 2.357046 2.488411 -0.131365 1.029371 -2.148895 1.886165 65
66 0.923604 0.30785 0.615755 1.029371 -1.401775 2.633284 66
67 -0.299234 -0.809444 0.51021 1.029371 -1.507319 2.52774 67
68 0.274161 0.153414 0.120747 1.029371 -1.896783 2.138277 68
69 -0.243919 -0.370367 0.126448 1.029371 -1.891082 2.143977 69
70 -0.712268 -0.694032 -0.018236 1.029371 -2.035765 1.999294 70
71 -1.205192 -0.99577 -0.209423 1.029371 -2.226952 1.808107 71
72 -0.047834 0.378491 -0.426325 1.029371 -2.443855 1.591205 72
73 -0.853482 -0.668081 -0.185401 1.029371 -2.202931 1.832128 73
74 -1.587927 -1.271065 -0.316862 1.029371 -2.334392 1.700668 74
75 -0.276153 0.302059 -0.578212 1.029371 -2.595741 1.439318 75
76 -1.551211 -1.239817 -0.311394 1.029371 -2.328924 1.706135 76
77 -0.69083 -0.125239 -0.565592 1.029371 -2.583121 1.451938 77
78 -0.370905 0.053048 -0.423953 1.029371 -2.441483 1.593577 78
79 0.498754 0.774856 -0.276102 1.029371 -2.293631 1.741428 79
80 -1.865444 -1.895659 0.030215 1.029371 -1.987314 2.047745 80
81 -0.844816 -0.327762 -0.517054 1.029371 -2.534584 1.500475 81
82 -2.007915 -1.559838 -0.448077 1.029371 -2.465606 1.569453 82
83 0.439527 1.189777 -0.75025 1.029371 -2.767779 1.26728 83
84 1.175253 1.352946 -0.177694 1.029371 -2.195223 1.839836 84
85 -0.078497 -0.3403 0.261803 1.029371 -1.755726 2.279333 85
86 0.653019 0.569768 0.08325 1.029371 -1.934279 2.10078 86
87 0.300965 0.082147 0.218818 1.029371 -1.798712 2.236347 87
88 -0.677288 -0.850868 0.17358 1.029371 -1.84395 2.191109 88
89 1.208497 1.330684 -0.122188 1.029371 -2.139717 1.895342 89
90 -0.166288 -0.459894 0.293607 1.029371 -1.723923 2.311136 90
91 1.009229 0.938067 0.071162 1.029371 -1.946368 2.088692 91
92 -0.327788 -0.642792 0.315004 1.029371 -1.702526 2.332533 92
93 -1.977945 -2.011913 0.033968 1.029371 -1.983562 2.051498 93
94 -0.89984 -0.352381 -0.547459 1.029371 -2.564988 1.470071 94
95 0.293564 0.769505 -0.475941 1.029371 -2.493471 1.541588 95
96 0.874138 0.982682 -0.108544 1.029371 -2.126073 1.908986 96
97 1.048589 0.844342 0.204247 1.029371 -1.813282 2.221777 97
98 0.377104 -0.002707 0.37981 1.029371 -1.637719 2.39734 98
99 1.100733 0.840665 0.260068 1.029371 -1.757461 2.277598 99
100 -0.443543 -0.860646 0.417103 1.029371 -1.600427 2.434632 100
101 0.126612 0.084333 0.042279 1.029371 -1.975251 2.059809 101
102 0.618657 0.565696 0.052961 1.029371 -1.964569 2.07049 102
103 1.369378 1.172517 0.196861 1.029371 -1.820669 2.214391 103
104 0.761442 0.2936 0.467842 1.029371 -1.549688 2.485372 104
105 1.954765 1.550177 0.404588 1.029371 -1.612942 2.422118 105
106 0.717643 #NAME? #NAME? #NAME? 106
107 0.492844 #NAME? #NAME? #NAME? 107
108 0.338463 #NAME? #NAME? #NAME? 108
109 0.232441 #NAME? #NAME? #NAME? 109
110 0.15963 #NAME? #NAME? #NAME? 110
forecast
0.117676
0.708251
-1.663231
-1.479526
-0.183974
0.521357
-0.028806
-1.322027
0.549955
1.327672
0.320311
0.312015
0.918199
0.151886
0.39353
-0.274564
1.228838
2.668401
3.417728
2.239197
2.12256
0.463799
-0.550805
1.182946
-2.413299
0.979471
0.550882
1.227921
-0.923507
-0.090279
1.683793
-0.610771
1.281045
-0.922246
-0.57811
0.768697
0.044705
-0.497339
2.016644
-0.392411
0.478803
0.131149
-0.689745
-0.046761
-0.067916
1.635103
0.428243
-0.305769
0.169037
0.486656
0.65615
0.129318
-1.033694
-1.893249
-1.326101
-1.260138
-1.236024
0.607632
-1.153716
-1.80257
-0.299532
-0.501192
-0.299614
-0.180372
2.357046
0.923604
-0.299234
0.274161
-0.243919
-0.712268
-1.205192
-0.047834
-0.853482
-1.587927
-0.276153
-1.551211
-0.69083
-0.370905
0.498754
-1.865444
-0.844816
-2.007915
0.439527
1.175253
-0.078497
0.653019
0.300965
-0.677288
1.208497
-0.166288
1.009229
-0.327788
-1.977945
-0.89984
0.293564
0.874138
1.048589
0.377104
1.100733
-0.443543
0.126612
0.618657
1.369378
0.761442
1.954765
0.717643
0.492844
0.338463
0.232441
0.15963
ARMA(1,1) Process
Residual Y time data residual index phi

1 #NAME? 0 1 #NAME?
1 0.117676 3.117676 2 #NAME? #NAME? const #NAME?
2 0.649413 5.808251 3 #NAME? #NAME?
3 -2.029125 4.906769 4 #NAME? #NAME? SSE
4 -0.721088 6.119474 5 #NAME? #NAME?
5 0.707476 8.135326 6 #NAME? #NAME? p
6 0.791634 9.344867 7 #NAME? #NAME? q
7 -0.23543 9.147651 8 #NAME? #NAME? d
8 -1.348948 8.101493 9 #NAME? #NAME? res mean
9 1.205584 10.14642 10 #NAME? #NAME? res s.d.
10 1.18382 11.0452 11 #NAME? #NAME? sqrt mse
11 -0.372295 10.12258 12 #NAME? #NAME? data mean
12 0.013339 10.1736 13 #NAME? #NAME? data s.d.
13 0.702456 10.82131 14 #NAME? #NAME? size
14 -0.350362 10.08406 15 #NAME? #NAME?
15 0.217137 10.34605 16 #NAME? #NAME? LL
16 -0.506607 9.692203 17 #NAME? #NAME? AIC
17 1.319711 11.20557 18 #NAME? #NAME? BIC
18 2.072156 12.65212 19 #NAME? #NAME? AIC aug
19 1.964279 13.40633 20 #NAME? #NAME? BIC aug
20 0.239643 12.23122 21 #NAME? #NAME?
21 0.603051 12.11697 22 #NAME? #NAME?
22 -0.901383 10.45989 23 #NAME? #NAME?
23 -1.055741 9.446458 24 #NAME? #NAME?
24 1.357362 11.18103 25 #NAME? #NAME?
25 -2.969889 7.58536 26 #NAME? #NAME?
26 2.074802 10.97853 27 #NAME? #NAME?
27 0.280213 10.55023 28 #NAME? #NAME?
28 0.898346 11.22746 29 #NAME? #NAME?
29 -1.603382 9.076171 30 #NAME? #NAME?
30 0.235499 9.909496 31 #NAME? #NAME?
31 1.794088 11.68364 32 #NAME? #NAME?
32 -1.430609 9.389118 33 #NAME? #NAME?
33 1.422463 11.28097 34 #NAME? #NAME?
34 -1.534485 9.0777 35 #NAME? #NAME?
35 -0.239435 9.421852 36 #NAME? #NAME?
36 1.125487 10.76867 37 #NAME? #NAME?
37 -0.268286 10.04469 38 #NAME? #NAME?
38 -0.58229 9.502648 39 #NAME? #NAME?
39 2.248324 12.01664 40 #NAME? #NAME?
40 -1.354397 9.607582 41 #NAME? #NAME?
41 0.482612 10.4788 42 #NAME? #NAME?
42 -0.107491 10.13115 43 #NAME? #NAME?
43 -0.803047 9.310253 44 #NAME? #NAME?
44 0.275451 9.953237 45 #NAME? #NAME?
45 0.019907 9.932083 46 #NAME? #NAME?
46 1.686625 11.6351 47 #NAME? #NAME?
47 -0.379004 10.42824 48 #NAME? #NAME?
48 -0.68134 9.694231 49 #NAME? #NAME?
49 0.246807 10.16904 50 #NAME? #NAME?
50 0.417691 10.48666 51 #NAME? #NAME?
51 0.399029 10.65615 52 #NAME? #NAME?
52 -0.250181 10.12932 53 #NAME? #NAME?
53 -1.174253 8.966306 54 #NAME? #NAME?
54 -1.404513 8.106751 55 #NAME? #NAME?
55 -0.28173 8.673899 56 #NAME? #NAME?
56 -0.388213 8.739862 57 #NAME? #NAME?
57 -0.43157 8.763976 58 #NAME? #NAME?
58 1.386535 10.60763 59 #NAME? #NAME?
59 -1.301751 8.846284 60 #NAME? #NAME?
60 -1.255319 8.19743 61 #NAME? #NAME?
61 0.711203 9.700468 62 #NAME? #NAME?
62 -0.149278 9.498808 63 #NAME? #NAME?
63 0.021364 9.700386 64 #NAME? #NAME?
64 0.033631 9.819628 65 #NAME? #NAME?
65 2.490032 12.35705 66 #NAME? #NAME?
66 -0.228321 10.9236 67 #NAME? #NAME?
67 -0.991421 9.700766 68 #NAME? #NAME?
68 0.285341 10.27416 69 #NAME? #NAME?
69 -0.378764 9.756081 70 #NAME? #NAME?
70 -0.617278 9.287732 71 #NAME? #NAME?
71 -0.83006 8.794808 72 #NAME? #NAME?
72 0.629789 9.952166 73 #NAME? #NAME?
73 -0.694041 9.146518 74 #NAME? #NAME?
74 -1.129298 8.412073 75 #NAME? #NAME?
75 0.609537 9.723847 76 #NAME? #NAME?
76 -1.235997 8.448789 77 #NAME? #NAME?
77 0.147818 9.30917 78 #NAME? #NAME?
78 0.14224 9.629095 79 #NAME? #NAME?
79 0.786836 10.49875 80 #NAME? #NAME?
80 -2.057205 8.134556 81 #NAME? #NAME?
81 0.049553 9.155184 82 #NAME? #NAME?
82 -1.406632 7.992085 83 #NAME? #NAME?
83 1.563741 10.43953 84 #NAME? #NAME?
84 1.180332 11.17525 85 #NAME? #NAME?
85 -0.665107 9.921503 86 #NAME? #NAME?
86 0.574945 10.65302 87 #NAME? #NAME?
87 -0.041159 10.30097 88 #NAME? #NAME?
88 -0.896196 9.322712 89 #NAME? #NAME?
89 1.50336 11.2085 90 #NAME? #NAME?
90 -0.711564 9.833712 91 #NAME? #NAME?
91 0.983318 11.00923 92 #NAME? #NAME?
92 -0.837585 9.672212 93 #NAME? #NAME?
93 -1.91601 8.022055 94 #NAME? #NAME?
94 0.10152 9.10016 95 #NAME? #NAME?
95 0.943755 10.29356 96 #NAME? #NAME?
96 0.857394 10.87414 97 #NAME? #NAME?
97 0.608171 11.04859 98 #NAME? #NAME?
98 -0.235274 10.3771 99 #NAME? #NAME?
99 0.789706 11.10073 100 #NAME? #NAME?
100 -1.056115 9.556457 101 #NAME? #NAME?
101 0.225869 10.12661 102 #NAME? #NAME?
102 0.575202 10.61866 103 #NAME? #NAME?
103 1.051358 11.36938 104 #NAME? #NAME?
104 0.01315 10.76144 105 #NAME? #NAME?
105 1.424385 11.95477
=NORMSINV(RAND())
theta real imag abs val param coeff s.e. t-stat

#NAME? #NAME? #NAME? #NAME? const #NAME? #NAME? #NAME?
#NAME? phi 1 #NAME? #NAME? #NAME?
Theta roots theta 1 #NAME? #NAME? #NAME?
#NAME?
real imag abs val #NAME? #NAME? #NAME? #NAME?
1 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
1 #NAME? #NAME? #NAME? #NAME?
0 Psi coefficients #NAME? #NAME? #NAME? #NAME?
#NAME?
#NAME? index psi #NAME? #NAME?
#NAME? 0 #NAME? #NAME? #NAME?
0 3 #NAME? #NAME? #NAME?
#NAME?
#NAME?
#NAME?
#NAME?
Forecast (reduced)
Alpha 0.05
p-value time data residual pred s.e. lower upper
#NAME? 1 #NAME? 0 #NAME? #NAME? #NAME? #NAME?
#NAME? 2 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
4 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
Forecast
time forecast
1 3.117676
2 5.808251
3 4.906769
4 6.119474
5 8.135326
6 9.344867
7 9.147651
8 8.101493
9 10.14642
10 11.0452
11 10.12258
12 10.1736
13 10.82131
14 10.08406
15 10.34605
16 9.692203
17 11.20557
18 12.65212
19 13.40633
20 12.23122
21 12.11697
22 10.45989
23 9.446458
24 11.18103
25 7.58536
26 10.97853
27 10.55023
28 11.22746
29 9.076171
30 9.909496
31 11.68364
32 9.389118
33 11.28097
34 9.0777
35 9.421852
36 10.76867
37 10.04469
38 9.502648
39 12.01664
40 9.607582
41 10.4788
42 10.13115
43 9.310253
44 9.953237
45 9.932083
46 11.6351
47 10.42824
48 9.694231
49 10.16904
50 10.48666
51 10.65615
52 10.12932
53 8.966306
54 8.106751
55 8.673899
56 8.739862
57 8.763976
58 10.60763
59 8.846284
60 8.19743
61 9.700468
62 9.498808
63 9.700386
64 9.819628
65 12.35705
66 10.9236
67 9.700766
68 10.27416
69 9.756081
70 9.287732
71 8.794808
72 9.952166
73 9.146518
74 8.412073
75 9.723847
76 8.448789
77 9.30917
78 9.629095
79 10.49875
80 8.134556
81 9.155184
82 7.992085
83 10.43953
84 11.17525
85 9.921503
86 10.65302
87 10.30097
88 9.322712
89 11.2085
90 9.833712
91 11.00923
92 9.672212
93 8.022055
94 9.10016
95 10.29356
96 10.87414
97 11.04859
98 10.3771
99 11.10073
100 9.556457
101 10.12661
102 10.61866
103 11.36938
104 10.76144
105 11.95477
106 #NAME?
107 #NAME?
108 #NAME?
109 #NAME?
110 #NAME?
ARMA(1,1) Process

1 -7.030008 0 1 0.7509934
1 0.117676 3.117676 2 -4.339432 0.940057 const 2.5268397
2 0.649413 5.808251 3 -5.240915 -1.524856
3 -2.029125 4.906769 4 -4.028209 -0.833892 SSE
4 -0.721088 6.119474 5 -2.012357 0.607259
5 0.707476 8.135326 6 -0.802816 1.003776 p
6 0.791634 9.344867 7 -1.000033 0.091039 q
7 -0.23543 9.147651 8 -2.04619 -1.250898 d
8 -1.348948 8.101493 9 -0.001264 0.927068 res mean
9 1.205584 10.14642 10 0.897513 1.349319 res s.d.
10 1.18382 11.0452 11 -0.025105 -0.042924 sqrt mse
11 -0.372295 10.12258 12 0.025919 0.023898 data mean
12 0.013339 10.1736 13 0.673626 0.665784 data s.d.
13 0.702456 10.82131 14 -0.06362 -0.245722 size
14 -0.350362 10.08406 15 0.198371 0.126648
15 0.217137 10.34605 16 -0.45548 -0.542863 LL
16 -0.506607 9.692203 17 1.057891 1.135946 AIC
17 1.319711 11.20557 18 2.504433 2.262403 BIC
18 2.072156 12.65212 19 3.258646 2.478097 AIC aug
19 1.964279 13.40633 20 2.083535 0.841474 BIC aug
20 0.239643 12.23122 21 1.969291 0.8138
21 0.603051 12.11697 22 0.312205 -0.770947
22 -0.901383 10.45989 23 -0.701226 -1.310621
23 -1.055741 9.446458 24 1.033347 0.922575
24 1.357362 11.18103 25 -2.562323 -2.889689
25 -2.969889 7.58536 26 0.830848 1.349808
26 2.074802 10.97853 27 0.402542 0.435026
27 0.280213 10.55023 28 1.079778 0.989036
28 0.898346 11.22746 29 -1.071512 -1.401425
29 -1.603382 9.076171 30 -0.238188 -0.115038
30 0.235499 9.909496 31 1.535952 1.658884
31 1.794088 11.68364 32 -0.758565 -1.105298
32 -1.430609 9.389118 33 1.133284 1.165427
33 1.422463 11.28097 34 -1.069983 -1.354296
34 -1.534485 9.0777 35 -0.725831 -0.580909
35 -0.239435 9.421852 36 0.620987 0.883571
36 1.125487 10.76867 37 -0.102997 -0.139651
37 -0.268286 10.04469 38 -0.645036 -0.635602
38 -0.58229 9.502648 39 1.868952 2.04426
39 2.248324 12.01664 40 -0.540101 -0.949496
40 -1.354397 9.607582 41 0.331115 0.274964
41 0.482612 10.4788 42 -0.016537 -0.131481
42 -0.107491 10.13115 43 -0.83743 -0.888953
43 -0.803047 9.310253 44 -0.194446 0.002138
44 0.275451 9.953237 45 -0.2156 -0.068533
45 0.019907 9.932083 46 1.487419 1.616004
46 1.686625 11.6351 47 0.280559 -0.050579
47 -0.379004 10.42824 48 -0.453453 -0.688749
48 -0.68134 9.694231 49 0.021353 0.026937
49 0.246807 10.16904 50 0.338972 0.336036
50 0.417691 10.48666 51 0.508466 0.417323
51 0.399029 10.65615 52 -0.018366 -0.197266
52 -0.250181 10.12932 53 -1.181378 -1.26352
53 -1.174253 8.966306 54 -2.040932 -1.768207
54 -1.404513 8.106751 55 -1.473785 -0.800982
55 -0.28173 8.673899 56 -1.407821 -0.690556
56 -0.388213 8.739862 57 -1.383707 -0.662278
57 -0.43157 8.763976 58 0.459949 1.177022
58 1.386535 10.60763 59 -1.301399 -1.074402
59 -1.301751 8.846284 60 -1.950253 -1.49542
60 -1.255319 8.19743 61 -0.447216 0.290151
61 0.711203 9.700468 62 -0.648875 -0.171911
62 -0.149278 9.498808 63 -0.447298 -0.043602
63 0.021364 9.700386 64 -0.328055 -0.013342
64 0.033631 9.819628 65 2.209362 2.449241
65 2.490032 12.35705 66 0.775921 0.307832
66 -0.228321 10.9236 67 -0.446918 -0.879923
67 -0.991421 9.700766 68 0.126478 0.034181
68 0.285341 10.27416 69 -0.391603 -0.469963
69 -0.378764 9.756081 70 -0.859952 -0.794416
70 -0.617278 9.287732 71 -1.352876 -1.093402
71 -0.83006 8.794808 72 -0.195517 0.288734
72 0.629789 9.952166 73 -1.001166 -0.713915
73 -0.694041 9.146518 74 -1.735611 -1.330936
74 -1.129298 8.412073 75 -0.423836 0.232328
75 0.609537 9.723847 76 -1.698895 -1.26761
76 -1.235997 8.448789 77 -0.838514 -0.179126
77 0.147818 9.30917 78 -0.518588 0.024017
78 0.14224 9.629095 79 0.351071 0.752207
79 0.786836 10.49875 80 -2.013127 -1.910962
80 -2.057205 8.134556 81 -0.9925 -0.410003
81 0.049553 9.155184 82 -2.155598 -1.609632
82 -1.406632 7.992085 83 0.291844 1.127879
83 1.563741 10.43953 84 1.027569 1.356913
84 1.180332 11.17525 85 -0.22618 -0.337977
85 -0.665107 9.921503 86 0.505335 0.510828
86 0.574945 10.65302 87 0.153282 0.022207
87 -0.041159 10.30097 88 -0.824972 -0.929286
88 -0.896196 9.322712 89 1.060814 1.228427
89 1.50336 11.2085 90 -0.313971 -0.51322
90 -0.711564 9.833712 91 0.861546 0.847744
91 0.983318 11.00923 92 -0.475472 -0.710207
92 -0.837585 9.672212 93 -2.125628 -2.113944
93 -1.91601 8.022055 94 -1.047523 -0.479254
94 0.10152 9.10016 95 0.14588 0.699489
95 0.943755 10.29356 96 0.726454 0.957079
96 0.857394 10.87414 97 0.900906 0.820795
97 0.608171 11.04859 98 0.22942 -0.047981
98 -0.235274 10.3771 99 0.95305 0.757423
99 0.789706 11.10073 100 -0.591227 -0.938607
100 -1.056115 9.556457 101 -0.021071 -0.033532
101 0.225869 10.12661 102 0.470973 0.47049
102 0.575202 10.61866 103 1.221694 1.096808
103 1.051358 11.36938 104 0.613759 0.22968
104 0.01315 10.76144 105 1.807082 1.457852
105 1.424385 11.95477
=NORMSINV(RAND())
theta real imag abs val param value stat p-value

-0.4863253 #NAME? #NAME? #NAME? phi 1 0.750993 #NAME? #NAME?
10.147683 theta 1 -0.486325 #NAME? #NAME?
Theta roots const 2.52684 #NAME? #NAME?
109.15085 mean -0.227703 1.741981 0.084497
real imag abs val
1 #NAME? #NAME? #NAME? converge yes
1
0 Psi coefficients
0.0005777
1.0294254 index psi
1.0244644 0 #NAME?
-0.2277027 1 #NAME?
1.3330345 2 #NAME?
104 3 #NAME?
4 #NAME?
-150.08328
13.027354
23.604918
308.16657
318.74413
Alpha 0.05
1 -7.030008 0 -7.030008 1.024464 -9.037921 -5.022094 1
2 -4.339432 0.940057 -5.27949 1.024464 -7.287403 -3.271576 2
3 -5.240915 -1.524856 -3.716059 1.024464 -5.723972 -1.708145 3
4 -4.028209 -0.833892 -3.194317 1.024464 -5.20223 -1.186403 4
5 -2.012357 0.607259 -2.619616 1.024464 -4.627529 -0.611702 5
6 -0.802816 1.003776 -1.806592 1.024464 -3.814506 0.201321 6
7 -1.000033 0.091039 -1.091071 1.024464 -3.098985 0.916842 7
8 -2.04619 -1.250898 -0.795292 1.024464 -2.803206 1.212621 8
9 -0.001264 0.927068 -0.928332 1.024464 -2.936246 1.079581 9
10 0.897513 1.349319 -0.451806 1.024464 -2.459719 1.556107 10
11 -0.025105 -0.042924 0.017818 1.024464 -1.990095 2.025732 11
12 0.025919 0.023898 0.002021 1.024464 -2.005892 2.009934 12
13 0.673626 0.665784 0.007843 1.024464 -2.000071 2.015756 13
14 -0.06362 -0.245722 0.182102 1.024464 -1.825812 2.190015 14
15 0.198371 0.126648 0.071722 1.024464 -1.936191 2.079636 15
16 -0.45548 -0.542863 0.087383 1.024464 -1.920531 2.095296 16
17 1.057891 1.135946 -0.078055 1.024464 -2.085968 1.929859 17
18 2.504433 2.262403 0.24203 1.024464 -1.765883 2.249944 18
19 3.258646 2.478097 0.780549 1.024464 -1.227364 2.788462 19
20 2.083535 0.841474 1.242061 1.024464 -0.765853 3.249974 20
21 1.969291 0.8138 1.155491 1.024464 -0.852423 3.163404 21
22 0.312205 -0.770947 1.083153 1.024464 -0.92476 3.091066 22
23 -0.701226 -1.310621 0.609396 1.024464 -1.398518 2.617309 23
24 1.033347 0.922575 0.110772 1.024464 -1.897141 2.118686 24
25 -2.562323 -2.889689 0.327365 1.024464 -1.680548 2.335279 25
26 0.830848 1.349808 -0.518959 1.024464 -2.526873 1.488954 26
27 0.402542 0.435026 -0.032484 1.024464 -2.040397 1.97543 27
28 1.079778 0.989036 0.090742 1.024464 -1.917171 2.098656 28
29 -1.071512 -1.401425 0.329913 1.024464 -1.678 2.337827 29
30 -0.238188 -0.115038 -0.12315 1.024464 -2.131063 1.884763 30
31 1.535952 1.658884 -0.122932 1.024464 -2.130845 1.884982 31
32 -0.758565 -1.105298 0.346733 1.024464 -1.661181 2.354646 32
33 1.133284 1.165427 -0.032143 1.024464 -2.040057 1.97577 33
34 -1.069983 -1.354296 0.284312 1.024464 -1.723601 2.292226 34
35 -0.725831 -0.580909 -0.144922 1.024464 -2.152836 1.862991 35
36 0.620987 0.883571 -0.262584 1.024464 -2.270497 1.74533 36
37 -0.102997 -0.139651 0.036654 1.024464 -1.971259 2.044568 37
38 -0.645036 -0.635602 -0.009434 1.024464 -2.017347 1.998479 38
39 1.868952 2.04426 -0.175308 1.024464 -2.183222 1.832605 39
40 -0.540101 -0.949496 0.409395 1.024464 -1.598518 2.417308 40
41 0.331115 0.274964 0.056152 1.024464 -1.951762 2.064065 41
42 -0.016537 -0.131481 0.114944 1.024464 -1.89297 2.122857 42
43 -0.83743 -0.888953 0.051523 1.024464 -1.95639 2.059436 43
44 -0.194446 0.002138 -0.196584 1.024464 -2.204498 1.811329 44
45 -0.2156 -0.068533 -0.147068 1.024464 -2.154981 1.860846 45
46 1.487419 1.616004 -0.128585 1.024464 -2.136499 1.879328 46
47 0.280559 -0.050579 0.331138 1.024464 -1.676775 2.339052 47
48 -0.453453 -0.688749 0.235296 1.024464 -1.772617 2.243209 48
49 0.021353 0.026937 -0.005584 1.024464 -2.013498 2.002329 49
50 0.338972 0.336036 0.002936 1.024464 -2.004978 2.010849 50
51 0.508466 0.417323 0.091143 1.024464 -1.91677 2.099056 51
52 -0.018366 -0.197266 0.1789 1.024464 -1.829013 2.186813 52
53 -1.181378 -1.26352 0.082143 1.024464 -1.925771 2.090056 53
54 -2.040932 -1.768207 -0.272725 1.024464 -2.280638 1.735188 54
55 -1.473785 -0.800982 -0.672803 1.024464 -2.680716 1.335111 55
56 -1.407821 -0.690556 -0.717265 1.024464 -2.725178 1.290649 56
57 -1.383707 -0.662278 -0.72143 1.024464 -2.729343 1.286484 57
58 0.459949 1.177022 -0.717073 1.024464 -2.724986 1.290841 58
59 -1.301399 -1.074402 -0.226997 1.024464 -2.23491 1.780917 59
60 -1.950253 -1.49542 -0.454833 1.024464 -2.462747 1.55308 60
61 -0.447216 0.290151 -0.737367 1.024464 -2.74528 1.270547 61
62 -0.648875 -0.171911 -0.476964 1.024464 -2.484877 1.53095 62
63 -0.447298 -0.043602 -0.403696 1.024464 -2.411609 1.604217 63
64 -0.328055 -0.013342 -0.314713 1.024464 -2.322626 1.6932 64
65 2.209362 2.449241 -0.239879 1.024464 -2.247792 1.768035 65
66 0.775921 0.307832 0.468089 1.024464 -1.539825 2.476002 66
67 -0.446918 -0.879923 0.433005 1.024464 -1.574908 2.440918 67
68 0.126478 0.034181 0.092296 1.024464 -1.915617 2.10021 68
69 -0.391603 -0.469963 0.078361 1.024464 -1.929553 2.086274 69
70 -0.859952 -0.794416 -0.065536 1.024464 -2.073449 1.942377 70
71 -1.352876 -1.093402 -0.259474 1.024464 -2.267387 1.74844 71
72 -0.195517 0.288734 -0.484252 1.024464 -2.492165 1.523662 72
73 -1.001166 -0.713915 -0.287251 1.024464 -2.295164 1.720662 73
74 -1.735611 -1.330936 -0.404674 1.024464 -2.412588 1.603239 74
75 -0.423836 0.232328 -0.656164 1.024464 -2.664078 1.351749 75
76 -1.698895 -1.26761 -0.431285 1.024464 -2.439199 1.576628 76
77 -0.838514 -0.179126 -0.659388 1.024464 -2.667302 1.348525 77
78 -0.518588 0.024017 -0.542605 1.024464 -2.550518 1.465308 78
79 0.351071 0.752207 -0.401136 1.024464 -2.40905 1.606777 79
80 -2.013127 -1.910962 -0.102165 1.024464 -2.110079 1.905748 80
81 -0.9925 -0.410003 -0.582496 1.024464 -2.59041 1.425417 81
82 -2.155598 -1.609632 -0.545966 1.024464 -2.553879 1.461948 82
83 0.291844 1.127879 -0.836035 1.024464 -2.843949 1.171878 83
84 1.027569 1.356913 -0.329343 1.024464 -2.337257 1.67857 84
85 -0.22618 -0.337977 0.111797 1.024464 -1.896116 2.11971 85
86 0.505335 0.510828 -0.005493 1.024464 -2.013406 2.00242 86
87 0.153282 0.022207 0.131075 1.024464 -1.876839 2.138988 87
88 -0.824972 -0.929286 0.104314 1.024464 -1.9036 2.112227 88
89 1.060814 1.228427 -0.167613 1.024464 -2.175527 1.8403 89
90 -0.313971 -0.51322 0.199249 1.024464 -1.808664 2.207162 90
91 0.861546 0.847744 0.013802 1.024464 -1.994112 2.021715 91
92 -0.475472 -0.710207 0.234736 1.024464 -1.773178 2.242649 92
93 -2.125628 -2.113944 -0.011684 1.024464 -2.019598 1.996229 93
94 -1.047523 -0.479254 -0.568269 1.024464 -2.576182 1.439645 94
95 0.14588 0.699489 -0.553609 1.024464 -2.561523 1.454304 95
96 0.726454 0.957079 -0.230624 1.024464 -2.238538 1.777289 96
97 0.900906 0.820795 0.080111 1.024464 -1.927802 2.088024 97
98 0.22942 -0.047981 0.277401 1.024464 -1.730512 2.285314 98
99 0.95305 0.757423 0.195627 1.024464 -1.812286 2.203541 99
100 -0.591227 -0.938607 0.347381 1.024464 -1.660533 2.355294 100
101 -0.021071 -0.033532 0.012461 1.024464 -1.995452 2.020374 101
102 0.470973 0.47049 0.000483 1.024464 -2.00743 2.008397 102
103 1.221694 1.096808 0.124887 1.024464 -1.883027 2.1328 103
104 0.613759 0.22968 0.384079 1.024464 -1.623834 2.391993 104
105 1.807082 1.457852 0.34923 1.024464 -1.658684 2.357143 105
106 0.648116 #NAME? #NAME? #NAME? 106
107 0.486731 #NAME? #NAME? #NAME? 107
108 0.365532 #NAME? #NAME? #NAME? 108
109 0.274512 #NAME? #NAME? #NAME? 109
110 0.206157 #NAME? #NAME? #NAME? 110
forecast
3.117676
5.808251
4.906769
6.119474
8.135326
9.344867
9.147651
8.101493
10.14642
11.0452
10.12258
10.1736
10.82131
10.08406
10.34605
9.692203
11.20557
12.65212
13.40633
12.23122
12.11697
10.45989
9.446458
11.18103
7.58536
10.97853
10.55023
11.22746
9.076171
9.909496
11.68364
9.389118
11.28097
9.0777
9.421852
10.76867
10.04469
9.502648
12.01664
9.607582
10.4788
10.13115
9.310253
9.953237
9.932083
11.6351
10.42824
9.694231
10.16904
10.48666
10.65615
10.12932
8.966306
8.106751
8.673899
8.739862
8.763976
10.60763
8.846284
8.19743
9.700468
9.498808
9.700386
9.819628
12.35705
10.9236
9.700766
10.27416
9.756081
9.287732
8.794808
9.952166
9.146518
8.412073
9.723847
8.448789
9.30917
9.629095
10.49875
8.134556
9.155184
7.992085
10.43953
11.17525
9.921503
10.65302
10.30097
9.322712
11.2085
9.833712
11.00923
9.672212
8.022055
9.10016
10.29356
10.87414
11.04859
10.3771
11.10073
9.556457
10.12661
10.61866
11.36938
10.76144
11.95477
10.7958
10.63441
10.51322
10.4222
10.35384
ARMA(1,1) Process
yi = .7yi-1 + εi - .2εi-1 ARIMA Model Model statistics

1 0.117676 0 1 #NAME?
1 0.117676 0.117676 2 0.708251 #NAME? const #NAME?
2 0.649413 0.708251 3 -1.663231 #NAME?
3 -2.029125 -1.663231 4 -1.479526 #NAME? SSE
4 -0.721088 -1.479526 5 -0.183974 #NAME?
5 0.707476 -0.183974 6 0.521357 #NAME? p
6 0.791634 0.521357 7 -0.028806 #NAME? q
7 -0.23543 -0.028806 8 -1.322027 #NAME? d
8 -1.348948 -1.322027 9 0.549955 #NAME? res mean
9 1.205584 0.549955 10 1.327672 #NAME? res s.d.
10 1.18382 1.327672 11 0.320311 #NAME? sqrt mse
11 -0.372295 0.320311 12 0.312015 #NAME? data mean
12 0.013339 0.312015 13 0.918199 #NAME? data s.d.
13 0.702456 0.918199 14 0.151886 #NAME? size
14 -0.350362 0.151886 15 0.39353 #NAME?
15 0.217137 0.39353 16 -0.274564 #NAME? LL
16 -0.506607 -0.274564 17 1.228838 #NAME? AIC
17 1.319711 1.228838 18 2.668401 #NAME? BIC
18 2.072156 2.668401 19 3.417728 #NAME? AIC aug
19 1.964279 3.417728 20 2.239197 #NAME? BIC aug
20 0.239643 2.239197 21 2.12256 #NAME?
21 0.603051 2.12256 22 0.463799 #NAME?
22 -0.901383 0.463799 23 -0.550805 #NAME?
23 -1.055741 -0.550805 24 1.182946 #NAME?
24 1.357362 1.182946 25 -2.413299 #NAME?
25 -2.969889 -2.413299 26 0.979471 #NAME?
26 2.074802 0.979471 27 0.550882 #NAME?
27 0.280213 0.550882 28 1.227921 #NAME?
28 0.898346 1.227921 29 -0.923507 #NAME?
29 -1.603382 -0.923507 30 -0.090279 #NAME?
30 0.235499 -0.090279 31 1.683793 #NAME?
31 1.794088 1.683793 32 -0.610771 #NAME?
32 -1.430609 -0.610771 33 1.281045 #NAME?
33 1.422463 1.281045 34 -0.922246 #NAME?
34 -1.534485 -0.922246 35 -0.57811 #NAME?
35 -0.239435 -0.57811 36 0.768697 #NAME?
36 1.125487 0.768697 37 0.044705 #NAME?
37 -0.268286 0.044705 38 -0.497339 #NAME?
38 -0.58229 -0.497339 39 2.016644 #NAME?
39 2.248324 2.016644 40 -0.392411 #NAME?
40 -1.354397 -0.392411 41 0.478803 #NAME?
41 0.482612 0.478803 42 0.131149 #NAME?
42 -0.107491 0.131149 43 -0.689745 #NAME?
43 -0.803047 -0.689745 44 -0.046761 #NAME?
44 0.275451 -0.046761 45 -0.067916 #NAME?
45 0.019907 -0.067916 46 1.635103 #NAME?
46 1.686625 1.635103 47 0.428243 #NAME?
47 -0.379004 0.428243 48 -0.305769 #NAME?
48 -0.68134 -0.305769 49 0.169037 #NAME?
49 0.246807 0.169037 50 0.486656 #NAME?
50 0.417691 0.486656 51 0.65615 #NAME?
51 0.399029 0.65615 52 0.129318 #NAME?
52 -0.250181 0.129318 53 -1.033694 #NAME?
53 -1.174253 -1.033694 54 -1.893249 #NAME?
54 -1.404513 -1.893249 55 -1.326101 #NAME?
55 -0.28173 -1.326101 56 -1.260138 #NAME?
56 -0.388213 -1.260138 57 -1.236024 #NAME?
57 -0.43157 -1.236024 58 0.607632 #NAME?
58 1.386535 0.607632 59 -1.153716 #NAME?
59 -1.301751 -1.153716 60 -1.80257 #NAME?
60 -1.255319 -1.80257 61 -0.299532 #NAME?
61 0.711203 -0.299532 62 -0.501192 #NAME?
62 -0.149278 -0.501192 63 -0.299614 #NAME?
63 0.021364 -0.299614 64 -0.180372 #NAME?
64 0.033631 -0.180372 65 2.357046 #NAME?
65 2.490032 2.357046 66 0.923604 #NAME?
66 -0.228321 0.923604 67 -0.299234 #NAME?
67 -0.991421 -0.299234 68 0.274161 #NAME?
68 0.285341 0.274161 69 -0.243919 #NAME?
69 -0.378764 -0.243919 70 -0.712268 #NAME?
70 -0.617278 -0.712268 71 -1.205192 #NAME?
71 -0.83006 -1.205192 72 -0.047834 #NAME?
72 0.629789 -0.047834 73 -0.853482 #NAME?
73 -0.694041 -0.853482 74 -1.587927 #NAME?
74 -1.129298 -1.587927 75 -0.276153 #NAME?
75 0.609537 -0.276153 76 -1.551211 #NAME?
76 -1.235997 -1.551211 77 -0.69083 #NAME?
77 0.147818 -0.69083 78 -0.370905 #NAME?
78 0.14224 -0.370905 79 0.498754 #NAME?
79 0.786836 0.498754 80 -1.865444 #NAME?
80 -2.057205 -1.865444 81 -0.844816 #NAME?
81 0.049553 -0.844816 82 -2.007915 #NAME?
82 -1.406632 -2.007915 83 0.439527 #NAME?
83 1.563741 0.439527 84 1.175253 #NAME?
84 1.180332 1.175253 85 -0.078497 #NAME?
85 -0.665107 -0.078497 86 0.653019 #NAME?
86 0.574945 0.653019 87 0.300965 #NAME?
87 -0.041159 0.300965 88 -0.677288 #NAME?
88 -0.896196 -0.677288 89 1.208497 #NAME?
89 1.50336 1.208497 90 -0.166288 #NAME?
90 -0.711564 -0.166288 91 1.009229 #NAME?
91 0.983318 1.009229 92 -0.327788 #NAME?
92 -0.837585 -0.327788 93 -1.977945 #NAME?
93 -1.91601 -1.977945 94 -0.89984 #NAME?
94 0.10152 -0.89984 95 0.293564 #NAME?
95 0.943755 0.293564 96 0.874138 #NAME?
96 0.857394 0.874138 97 1.048589 #NAME?
97 0.608171 1.048589 98 0.377104 #NAME?
98 -0.235274 0.377104 99 1.100733 #NAME?
99 0.789706 1.100733 100 -0.443543 #NAME?
100 -1.056115 -0.443543 101 0.126612 #NAME?
101 0.225869 0.126612 102 0.618657 #NAME?
102 0.575202 0.618657 103 1.369378 #NAME?
103 1.051358 1.369378 104 0.761442 #NAME?
104 0.01315 0.761442 105 1.954765 #NAME?
105 1.424385 1.954765
=NORMSINV(RAND())
theta real imag abs val param coeff s.e. t-stat

#NAME? #NAME? #NAME? #NAME? const #NAME? #NAME? #NAME?
#NAME? phi 1 #NAME? #NAME? #NAME?
Theta roots theta 1 #NAME? #NAME? #NAME?
#NAME?
real imag abs val #NAME? #NAME? #NAME? #NAME?
1 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
0 Psi coefficients #NAME? #NAME? #NAME? #NAME?
#NAME?
#NAME? index psi #NAME? #NAME?
0.077032 1 #NAME? #NAME? #NAME?
1.103264 2 #NAME? #NAME? #NAME?
104 3 #NAME? #NAME? #NAME?
#NAME?
#NAME?
#NAME?
#NAME?
Forecast (reduced)
Alpha 0.05
p-value time data residual pred s.e. lower upper
#NAME? 1 0.117676 0 0.117676 #NAME? #NAME? #NAME?
#NAME? 2 0.708251 #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? 3 -1.663231 #NAME? #NAME? #NAME? #NAME? #NAME?
4 -1.479526 #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME? 6 0.521357 #NAME? #NAME? #NAME? #NAME? #NAME?
9 0.549955 #NAME? #NAME? #NAME? #NAME? #NAME?
Forecast
time forecast
1 0.117676
2 0.708251
3 -1.663231
4 -1.479526
5 -0.183974
6 0.521357
7 -0.028806
8 -1.322027
9 0.549955
10 1.327672
11 0.320311
12 0.312015
13 0.918199
14 0.151886
15 0.39353
16 -0.274564
17 1.228838
18 2.668401
19 3.417728
20 2.239197
21 2.12256
22 0.463799
23 -0.550805
24 1.182946
25 -2.413299
26 0.979471
27 0.550882
28 1.227921
29 -0.923507
30 -0.090279
31 1.683793
32 -0.610771
33 1.281045
34 -0.922246
35 -0.57811
36 0.768697
37 0.044705
38 -0.497339
39 2.016644
40 -0.392411
41 0.478803
42 0.131149
43 -0.689745
44 -0.046761
45 -0.067916
46 1.635103
47 0.428243
48 -0.305769
49 0.169037
50 0.486656
51 0.65615
52 0.129318
53 -1.033694
54 -1.893249
55 -1.326101
56 -1.260138
57 -1.236024
58 0.607632
59 -1.153716
60 -1.80257
61 -0.299532
62 -0.501192
63 -0.299614
64 -0.180372
65 2.357046
66 0.923604
67 -0.299234
68 0.274161
69 -0.243919
70 -0.712268
71 -1.205192
72 -0.047834
73 -0.853482
74 -1.587927
75 -0.276153
76 -1.551211
77 -0.69083
78 -0.370905
79 0.498754
80 -1.865444
81 -0.844816
82 -2.007915
83 0.439527
84 1.175253
85 -0.078497
86 0.653019
87 0.300965
88 -0.677288
89 1.208497
90 -0.166288
91 1.009229
92 -0.327788
93 -1.977945
94 -0.89984
95 0.293564
96 0.874138
97 1.048589
98 0.377104
99 1.100733
100 -0.443543
101 0.126612
102 0.618657
103 1.369378
104 0.761442
105 1.954765
106 #NAME?
107 #NAME?
108 #NAME?
109 #NAME?
110 #NAME?
Converting ARMA(1,1) process to MA(∞)
φ1 0.4
θ1 -0.2
ψ0 #NAME? #NAME?
ψ1 #NAME?
ψ2 #NAME?
ψ3 #NAME?
ψ4 #NAME?
ARMA(2,1) Process ARIMA Model Model statistics
Y time data residual index phi theta

1 3.117676 1 #NAME? 0 2 #NAME? 0
2 5.808251 2 #NAME? 0 1 #NAME? #NAME?
3 4.906769 3 #NAME? #NAME? const #NAME? #NAME?
4 6.119474 4 #NAME? #NAME?
5 8.135326 5 #NAME? #NAME? SSE #NAME?
6 9.344867 6 #NAME? #NAME?
7 9.147651 7 #NAME? #NAME? p 2
8 8.101493 8 #NAME? #NAME? q 1
9 10.14642 9 #NAME? #NAME? d 0
10 11.0452 10 #NAME? #NAME? res mean #NAME?
11 10.12258 11 #NAME? #NAME? res s.d. #NAME?
12 10.1736 12 #NAME? #NAME? sqrt mse #NAME?
13 10.82131 13 #NAME? #NAME? data mean #NAME?
14 10.08406 14 #NAME? #NAME? data s.d. #NAME?
15 10.34605 15 #NAME? #NAME? size 0
16 9.692203 16 #NAME? #NAME?
17 11.20557 17 #NAME? #NAME? LL #NAME?
18 12.65212 18 #NAME? #NAME? AIC #NAME?
19 13.40633 19 #NAME? #NAME? BIC #NAME?
20 12.23122 20 #NAME? #NAME? AIC aug #NAME?
21 12.11697 21 #NAME? #NAME? BIC aug #NAME?
22 10.45989 22 #NAME? #NAME?
23 9.446458 23 #NAME? #NAME?
24 11.18103 24 #NAME? #NAME?
25 7.58536 25 #NAME? #NAME?
26 10.97853 26 #NAME? #NAME?
27 10.55023 27 #NAME? #NAME?
28 11.22746 28 #NAME? #NAME?
29 9.076171 29 #NAME? #NAME?
30 9.909496 30 #NAME? #NAME?
31 11.68364 31 #NAME? #NAME?
32 9.389118 32 #NAME? #NAME?
33 11.28097 33 #NAME? #NAME?
34 9.0777 34 #NAME? #NAME?
35 9.421852 35 #NAME? #NAME?
36 10.76867 36 #NAME? #NAME?
37 10.04469 37 #NAME? #NAME?
38 9.502648 38 #NAME? #NAME?
39 12.01664 39 #NAME? #NAME?
40 9.607582 40 #NAME? #NAME?
41 10.4788 41 #NAME? #NAME?
42 10.13115 42 #NAME? #NAME?
43 9.310253 43 #NAME? #NAME?
44 9.953237 44 #NAME? #NAME?
45 9.932083 45 #NAME? #NAME?
46 11.6351 46 #NAME? #NAME?
47 10.42824 47 #NAME? #NAME?
48 9.694231 48 #NAME? #NAME?
49 10.16904 49 #NAME? #NAME?
50 10.48666 50 #NAME? #NAME?
51 10.65615 51 #NAME? #NAME?
52 10.12932 52 #NAME? #NAME?
53 8.966306 53 #NAME? #NAME?
54 8.106751 54 #NAME? #NAME?
55 8.673899 55 #NAME? #NAME?
56 8.739862 56 #NAME? #NAME?
57 8.763976 57 #NAME? #NAME?
58 10.60763 58 #NAME? #NAME?
59 8.846284 59 #NAME? #NAME?
60 8.19743 60 #NAME? #NAME?
61 9.700468 61 #NAME? #NAME?
62 9.498808 62 #NAME? #NAME?
63 9.700386 63 #NAME? #NAME?
64 9.819628 64 #NAME? #NAME?
65 12.35705 65 #NAME? #NAME?
66 10.9236 66 #NAME? #NAME?
67 9.700766 67 #NAME? #NAME?
68 10.27416 68 #NAME? #NAME?
69 9.756081 69 #NAME? #NAME?
70 9.287732 70 #NAME? #NAME?
71 8.794808 71 #NAME? #NAME?
72 9.952166 72 #NAME? #NAME?
73 9.146518 73 #NAME? #NAME?
74 8.412073 74 #NAME? #NAME?
75 9.723847 75 #NAME? #NAME?
76 8.448789 76 #NAME? #NAME?
77 9.30917 77 #NAME? #NAME?
78 9.629095 78 #NAME? #NAME?
79 10.49875 79 #NAME? #NAME?
80 8.134556 80 #NAME? #NAME?
81 9.155184 81 #NAME? #NAME?
82 7.992085 82 #NAME? #NAME?
83 10.43953 83 #NAME? #NAME?
84 11.17525 84 #NAME? #NAME?
85 9.921503 85 #NAME? #NAME?
86 10.65302 86 #NAME? #NAME?
87 10.30097 87 #NAME? #NAME?
88 9.322712 88 #NAME? #NAME?
89 11.2085 89 #NAME? #NAME?
90 9.833712 90 #NAME? #NAME?
91 11.00923 91 #NAME? #NAME?
92 9.672212 92 #NAME? #NAME?
93 8.022055 93 #NAME? #NAME?
94 9.10016 94 #NAME? #NAME?
95 10.29356 95 #NAME? #NAME?
96 10.87414 96 #NAME? #NAME?
97 11.04859 97 #NAME? #NAME?
98 10.3771 98 #NAME? #NAME?
99 11.10073 99 #NAME? #NAME?
100 9.556457 100 #NAME? #NAME?
101 10.12661 101 #NAME? #NAME?
102 10.61866 102 #NAME? #NAME?
103 11.36938 103 #NAME? #NAME?
104 10.76144 104 #NAME? #NAME?
105 11.95477 105 #NAME? #NAME?
real imag abs val param coeff s.e. t-stat p-value

#NAME? #NAME? #NAME? const #NAME? #NAME? #NAME? #NAME?
#NAME? #NAME? #NAME? phi 1 #NAME? #NAME? #NAME? #NAME?
phi 2 #NAME? #NAME? #NAME? #NAME?
Theta roots theta 1 #NAME? #NAME? #NAME? #NAME?
real imag abs val #NAME? #NAME? #NAME? #NAME? #NAME?

Psi coefficients #NAME? #NAME? #NAME? #NAME? #NAME?
index psi
#NAME? #NAME?
#NAME? #NAME?
Alpha 0.05
1 #NAME? 0 #NAME? #NAME? #NAME? #NAME? 1
3 #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? 3
106 #NAME? #NAME? #NAME? #NAME? 106
forecast
3.117676
5.808251
4.906769
ARMA(2,1) Forecast
6.119474
14
8.135326
9.344867 13
9.147651
12
8.101493
10.14642 11
11.0452
10
10.12258
10.1736 9
10.82131
8
10.08406
10.34605 7
1 6 11 16 21 26 31 36 41 46 51 56 61 66 71 76 81 86 91 96 101 106
9.692203
11.20557
12.65212
13.40633
12.23122
12.11697
10.45989
9.446458
11.18103
7.58536
10.97853
10.55023
11.22746
9.076171
9.909496
11.68364
9.389118
11.28097
9.0777
9.421852
10.76867
10.04469
9.502648
12.01664
9.607582
10.4788
10.13115
9.310253
9.953237
9.932083
11.6351
10.42824
9.694231
10.16904
10.48666
10.65615
10.12932
8.966306
8.106751
8.673899
8.739862
8.763976
10.60763
8.846284
8.19743
9.700468
9.498808
9.700386
9.819628
12.35705
10.9236
9.700766
10.27416
9.756081
9.287732
8.794808
9.952166
9.146518
8.412073
9.723847
8.448789
9.30917
9.629095
10.49875
8.134556
9.155184
7.992085
10.43953
11.17525
9.921503
10.65302
10.30097
9.322712
11.2085
9.833712
11.00923
9.672212
8.022055
9.10016
10.29356
10.87414
11.04859
10.3771
11.10073
9.556457
10.12661
10.61866
11.36938
10.76144
11.95477
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
ARMA(2,2) Process ARIMA Model Model statistics

1 3.117676 1 #NAME? 0 2 #NAME? #NAME?
2 5.808251 2 #NAME? 0 1 #NAME? #NAME?
4 6.119474 4 #NAME? #NAME?
6 9.344867 6 #NAME? #NAME?
7 9.147651 7 #NAME? #NAME? p 2
8 8.101493 8 #NAME? #NAME? q 2
9 10.14642 9 #NAME? #NAME? d 0
15 10.34605 15 #NAME? #NAME? size 0
16 9.692203 16 #NAME? #NAME?
17 11.20557 17 #NAME? #NAME? LL #NAME?
22 10.45989 22 #NAME? #NAME?
23 9.446458 23 #NAME? #NAME?
24 11.18103 24 #NAME? #NAME?
25 7.58536 25 #NAME? #NAME?
26 10.97853 26 #NAME? #NAME?
27 10.55023 27 #NAME? #NAME?
28 11.22746 28 #NAME? #NAME?
29 9.076171 29 #NAME? #NAME?
30 9.909496 30 #NAME? #NAME?
31 11.68364 31 #NAME? #NAME?
32 9.389118 32 #NAME? #NAME?
33 11.28097 33 #NAME? #NAME?
34 9.0777 34 #NAME? #NAME?
35 9.421852 35 #NAME? #NAME?
36 10.76867 36 #NAME? #NAME?
37 10.04469 37 #NAME? #NAME?
38 9.502648 38 #NAME? #NAME?
39 12.01664 39 #NAME? #NAME?
40 9.607582 40 #NAME? #NAME?
41 10.4788 41 #NAME? #NAME?
42 10.13115 42 #NAME? #NAME?
43 9.310253 43 #NAME? #NAME?
44 9.953237 44 #NAME? #NAME?
45 9.932083 45 #NAME? #NAME?
46 11.6351 46 #NAME? #NAME?
47 10.42824 47 #NAME? #NAME?
48 9.694231 48 #NAME? #NAME?
49 10.16904 49 #NAME? #NAME?
50 10.48666 50 #NAME? #NAME?
51 10.65615 51 #NAME? #NAME?
52 10.12932 52 #NAME? #NAME?
53 8.966306 53 #NAME? #NAME?
54 8.106751 54 #NAME? #NAME?
55 8.673899 55 #NAME? #NAME?
56 8.739862 56 #NAME? #NAME?
57 8.763976 57 #NAME? #NAME?
58 10.60763 58 #NAME? #NAME?
59 8.846284 59 #NAME? #NAME?
60 8.19743 60 #NAME? #NAME?
61 9.700468 61 #NAME? #NAME?
62 9.498808 62 #NAME? #NAME?
63 9.700386 63 #NAME? #NAME?
64 9.819628 64 #NAME? #NAME?
65 12.35705 65 #NAME? #NAME?
66 10.9236 66 #NAME? #NAME?
67 9.700766 67 #NAME? #NAME?
68 10.27416 68 #NAME? #NAME?
69 9.756081 69 #NAME? #NAME?
70 9.287732 70 #NAME? #NAME?
71 8.794808 71 #NAME? #NAME?
72 9.952166 72 #NAME? #NAME?
73 9.146518 73 #NAME? #NAME?
74 8.412073 74 #NAME? #NAME?
75 9.723847 75 #NAME? #NAME?
76 8.448789 76 #NAME? #NAME?
77 9.30917 77 #NAME? #NAME?
78 9.629095 78 #NAME? #NAME?
79 10.49875 79 #NAME? #NAME?
80 8.134556 80 #NAME? #NAME?
81 9.155184 81 #NAME? #NAME?
82 7.992085 82 #NAME? #NAME?
83 10.43953 83 #NAME? #NAME?
84 11.17525 84 #NAME? #NAME?
85 9.921503 85 #NAME? #NAME?
86 10.65302 86 #NAME? #NAME?
87 10.30097 87 #NAME? #NAME?
88 9.322712 88 #NAME? #NAME?
89 11.2085 89 #NAME? #NAME?
90 9.833712 90 #NAME? #NAME?
91 11.00923 91 #NAME? #NAME?
92 9.672212 92 #NAME? #NAME?
93 8.022055 93 #NAME? #NAME?
94 9.10016 94 #NAME? #NAME?
95 10.29356 95 #NAME? #NAME?
96 10.87414 96 #NAME? #NAME?
97 11.04859 97 #NAME? #NAME?
98 10.3771 98 #NAME? #NAME?
99 11.10073 99 #NAME? #NAME?
100 9.556457 100 #NAME? #NAME?
101 10.12661 101 #NAME? #NAME?
102 10.61866 102 #NAME? #NAME?
103 11.36938 103 #NAME? #NAME?
104 10.76144 104 #NAME? #NAME?
105 11.95477 105 #NAME? #NAME?

theta 2 #NAME? #NAME? #NAME? #NAME?
real imag abs val
index psi #NAME? #NAME? #NAME? #NAME? #NAME?
0 #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
Alpha 0.05
forecast
3.117676
5.808251
4.906769
6.119474
8.135326
9.344867
9.147651
8.101493
10.14642
11.0452
10.12258
10.1736
10.82131
10.08406
10.34605
9.692203
11.20557
12.65212
13.40633
12.23122
12.11697
10.45989
9.446458
11.18103
7.58536
10.97853
10.55023
11.22746
9.076171
9.909496
11.68364
9.389118
11.28097
9.0777
9.421852
10.76867
10.04469
9.502648
12.01664
9.607582
10.4788
10.13115
9.310253
9.953237
9.932083
11.6351
10.42824
9.694231
10.16904
10.48666
10.65615
10.12932
8.966306
8.106751
8.673899
8.739862
8.763976
10.60763
8.846284
8.19743
9.700468
9.498808
9.700386
9.819628
12.35705
10.9236
9.700766
10.27416
9.756081
9.287732
8.794808
9.952166
9.146518
8.412073
9.723847
8.448789
9.30917
9.629095
10.49875
8.134556
9.155184
7.992085
10.43953
11.17525
9.921503
10.65302
10.30097
9.322712
11.2085
9.833712
11.00923
9.672212
8.022055
9.10016
10.29356
10.87414
11.04859
10.3771
11.10073
9.556457
10.12661
10.61866
11.36938
10.76144
11.95477
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
Differencing
Y 1 2 3 4 1 2 3 4
3.117676 2.690575 -3.592058 5.706246 -7.017289 #NAME? #NAME? #NAME? #NAME?
5.808251 -0.901482 2.114188 -1.311042 -0.298414 #NAME? #NAME? #NAME? #NAME?
4.906769 1.212706 0.803146 -1.609457 1.00901 #NAME? #NAME? #NAME? #NAME?
6.119474 2.015852 -0.806311 -0.600447 1.158264 #NAME? #NAME? #NAME? #NAME?
8.135326 1.209541 -1.406758 0.557817 3.382207 #NAME? #NAME? #NAME? #NAME?
9.344867 -0.197217 -0.848941 3.940024 -8.177255 #NAME? #NAME? #NAME? #NAME?
9.147651 -1.046157 3.091083 -4.237232 3.561984 #NAME? #NAME? #NAME? #NAME?
8.101493 2.044926 -1.146148 -0.675247 3.470285 #NAME? #NAME? #NAME? #NAME?
11.0452 -0.922618 0.973642 -0.376959 -1.604678 #NAME? #NAME? #NAME? #NAME?
10.12258 0.051024 0.596683 -1.981637 4.365829 #NAME? #NAME? #NAME? #NAME?
9.692203 1.513372 -0.06683 -0.625499 -0.611496 #NAME? #NAME? #NAME? #NAME?
11.20557 1.446542 -0.692329 -1.236995 #NAME? #NAME? #NAME? #NAME?
12.65212 0.754213 -1.929324 #NAME? #NAME? #NAME? #NAME?
13.40633 -1.175111 #NAME? #NAME? #NAME? #NAME?
12.23122
ARMA(2,1,1) Process ARIMA Model Model statistics

1 3.117676 1 2.690575 0 2 #NAME? 0
2 5.808251 2 -0.901482 0 1 #NAME? #NAME?
3 4.906769 3 1.212706 #NAME? const #NAME? #NAME?
4 6.119474 4 2.015852 #NAME?
5 8.135326 5 1.209541 #NAME? SSE #NAME?
6 9.344867 6 -0.197217 #NAME?
7 9.147651 7 -1.046157 #NAME? p 2
8 8.101493 8 2.044926 #NAME? q 1
9 10.14642 9 0.898777 #NAME? d 1
10 11.0452 10 -0.922618 #NAME? res mean #NAME?
11 10.12258 11 0.051024 #NAME? res s.d. #NAME?
12 10.1736 12 0.647708 #NAME? sqrt mse #NAME?
13 10.82131 13 -0.737247 #NAME? data mean 0.069098
14 10.08406 14 0.261991 #NAME? data s.d. 1.28275779
15 10.34605 15 -0.653851 #NAME? size 102
16 9.692203 16 1.513372 #NAME?
17 11.20557 17 1.446542 #NAME? LL #NAME?
18 12.65212 18 0.754213 #NAME? AIC #NAME?
19 13.40633 19 -1.175111 #NAME? BIC #NAME?
20 12.23122 20 -0.114243 #NAME? AIC aug #NAME?
21 12.11697 21 -1.657086 #NAME? BIC aug #NAME?
22 10.45989 22 -1.013431 #NAME?
23 9.446458 23 1.734573 #NAME?
24 11.18103 24 -3.59567 #NAME?
25 7.58536 25 3.393172 #NAME?
26 10.97853 26 -0.428307 #NAME?
27 10.55023 27 0.677236 #NAME?
28 11.22746 28 -2.15129 #NAME?
29 9.076171 29 0.833324 #NAME?
30 9.909496 30 1.77414 #NAME?
31 11.68364 31 -2.294517 #NAME?
32 9.389118 32 1.891849 #NAME?
33 11.28097 33 -2.203267 #NAME?
34 9.0777 34 0.344152 #NAME?
35 9.421852 35 1.346819 #NAME?
36 10.76867 36 -0.723984 #NAME?
37 10.04469 37 -0.542039 #NAME?
38 9.502648 38 2.513988 #NAME?
39 12.01664 39 -2.409053 #NAME?
40 9.607582 40 0.871216 #NAME?
41 10.4788 41 -0.347653 #NAME?
42 10.13115 42 -0.820893 #NAME?
43 9.310253 43 0.642984 #NAME?
44 9.953237 44 -0.021154 #NAME?
45 9.932083 45 1.703019 #NAME?
46 11.6351 46 -1.206859 #NAME?
47 10.42824 47 -0.734012 #NAME?
48 9.694231 48 0.474806 #NAME?
49 10.16904 49 0.317619 #NAME?
50 10.48666 50 0.169494 #NAME?
51 10.65615 51 -0.526832 #NAME?
52 10.12932 52 -1.163012 #NAME?
53 8.966306 53 -0.859554 #NAME?
54 8.106751 54 0.567147 #NAME?
55 8.673899 55 0.065963 #NAME?
56 8.739862 56 0.024114 #NAME?
57 8.763976 57 1.843656 #NAME?
58 10.60763 58 -1.761348 #NAME?
59 8.846284 59 -0.648854 #NAME?
60 8.19743 60 1.503037 #NAME?
61 9.700468 61 -0.201659 #NAME?
62 9.498808 62 0.201577 #NAME?
63 9.700386 63 0.119242 #NAME?
64 9.819628 64 2.537418 #NAME?
65 12.35705 65 -1.433441 #NAME?
66 10.9236 66 -1.222839 #NAME?
67 9.700766 67 0.573395 #NAME?
68 10.27416 68 -0.51808 #NAME?
69 9.756081 69 -0.468349 #NAME?
70 9.287732 70 -0.492924 #NAME?
71 8.794808 71 1.157358 #NAME?
72 9.952166 72 -0.805648 #NAME?
73 9.146518 73 -0.734445 #NAME?
74 8.412073 74 1.311775 #NAME?
75 9.723847 75 -1.275059 #NAME?
76 8.448789 76 0.860381 #NAME?
77 9.30917 77 0.319925 #NAME?
78 9.629095 78 0.869659 #NAME?
79 10.49875 79 -2.364198 #NAME?
80 8.134556 80 1.020628 #NAME?
81 9.155184 81 -1.163098 #NAME?
82 7.992085 82 2.447442 #NAME?
83 10.43953 83 0.735726 #NAME?
84 11.17525 84 -1.253749 #NAME?
85 9.921503 85 0.731515 #NAME?
86 10.65302 86 -0.352054 #NAME?
87 10.30097 87 -0.978253 #NAME?
88 9.322712 88 1.885785 #NAME?
89 11.2085 89 -1.374785 #NAME?
90 9.833712 90 1.175517 #NAME?
91 11.00923 91 -1.337017 #NAME?
92 9.672212 92 -1.650156 #NAME?
93 8.022055 93 1.078105 #NAME?
94 9.10016 94 1.193403 #NAME?
95 10.29356 95 0.580574 #NAME?
96 10.87414 96 0.174451 #NAME?
97 11.04859 97 -0.671485 #NAME?
98 10.3771 98 0.72363 #NAME?
99 11.10073 99 -1.544277 #NAME?
100 9.556457 100 0.570155 #NAME?
101 10.12661 101 0.492045 #NAME?
102 10.61866 102 0.750721 #NAME?
103 11.36938 103 -0.607935 #NAME?
104 10.76144 104 1.193323 #NAME?
105 11.95477

real imag abs val

Psi coefficients
index psi
0 #NAME?
1 #NAME?
2 #NAME?
3 #NAME?
4 #NAME?
Alpha 0.05
1 2.690575 0 2.690575 #NAME? #NAME? #NAME? 1
2 -0.901482 0 -0.901482 #NAME? #NAME? #NAME? 2
3 1.212706 #NAME? #NAME? #NAME? #NAME? #NAME? 3
6 -0.197217 #NAME? #NAME? #NAME? #NAME? #NAME? 6
110
forecast
3.117676
5.808251
4.906769
6.119474
8.135326
9.344867
9.147651
8.101493
10.14642
11.0452
10.12258
10.1736
10.82131
10.08406
10.34605
9.692203
11.20557
12.65212
13.40633
12.23122
12.11697
10.45989
9.446458
11.18103
7.58536
10.97853
10.55023
11.22746
9.076171
9.909496
11.68364
9.389118
11.28097
9.0777
9.421852
10.76867
10.04469
9.502648
12.01664
9.607582
10.4788
10.13115
9.310253
9.953237
9.932083
11.6351
10.42824
9.694231
10.16904
10.48666
10.65615
10.12932
8.966306
8.106751
8.673899
8.739862
8.763976
10.60763
8.846284
8.19743
9.700468
9.498808
9.700386
9.819628
12.35705
10.9236
9.700766
10.27416
9.756081
9.287732
8.794808
9.952166
9.146518
8.412073
9.723847
8.448789
9.30917
9.629095
10.49875
8.134556
9.155184
7.992085
10.43953
11.17525
9.921503
10.65302
10.30097
9.322712
11.2085
9.833712
11.00923
9.672212
8.022055
9.10016
10.29356
10.87414
11.04859
10.3771
11.10073
9.556457
10.12661
10.61866
11.36938
10.76144
11.95477
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
ARMA(2,1,1) Process ARIMA Model Model statistics (Solver)

1 3.117676 1 2.690575 0 2 0.583422 0
2 5.808251 2 -0.901482 0 1 0.387996 -1.090342
3 4.906769 3 1.212706 -0.007263 const 0 0
4 6.119474 4 2.015852 2.063353
5 8.135326 5 1.209541 1.96964 SSE 123.4832
6 9.344867 6 -0.197217 0.304976
7 9.147651 7 -1.046157 -1.342783 p 2
8 8.101493 8 2.044926 1.101798 q 1
9 10.14642 9 0.898777 1.917043 d 1
10 11.0452 10 -0.922618 -0.374162 res mean 0.041859
11 10.12258 11 0.051024 -0.523335 res s.d. 1.104914
12 10.1736 12 0.647708 0.595572 sqrt mse 1.100281
13 10.82131 13 -0.737247 -0.368946 data mean 0.069098
14 10.08406 14 0.261991 -0.232124 data s.d. 1.282758
15 10.34605 15 -0.653851 -0.578472 size 102
16 9.692203 16 1.513372 0.98348
17 11.20557 17 1.446542 2.31316 LL -154.4795
18 12.65212 18 0.754213 1.832162 AIC 27.49546
19 13.40633 19 -1.175111 -0.314004 BIC 37.99536
20 12.23122 20 -0.114243 -0.440701 AIC aug 316.9589
21 12.11697 21 -1.657086 -1.407689 BIC aug 327.4588
22 10.45989 22 -1.013431 -1.838699
23 9.446458 23 1.734573 1.08975 converge yes
24 11.18103 24 -3.59567 -2.48922
25 7.58536 25 3.393172 1.062189
26 10.97853 26 -0.428307 1.511098
27 10.55023 27 0.677236 0.51138
28 11.22746 28 -2.15129 -1.606592
29 9.076171 29 0.833324 -0.478833
30 9.909496 30 1.77414 2.183831
31 11.68364 31 -2.294517 -1.087933
32 9.389118 32 1.891849 0.560822
33 11.28097 33 -2.203267 -0.987138
34 9.0777 34 0.344152 -0.981054
35 9.421852 35 1.346819 1.429039
36 10.76867 36 -0.723984 0.110811
37 10.04469 37 -0.542039 -0.926077
38 9.502648 38 2.513988 2.136944
39 12.01664 39 -2.409053 -0.738233
40 9.607582 40 0.871216 -0.465722
41 10.4788 41 -0.347653 0.212016
42 10.13115 42 -0.820893 -0.963122
43 9.310253 43 0.642984 0.114184
44 9.953237 44 -0.021154 0.332797
45 9.932083 45 1.703019 1.698958
46 11.6351 46 -1.206859 -0.002837
47 10.42824 47 -0.734012 -1.262427
48 9.694231 48 0.474806 0.08723
49 10.16904 49 0.317619 0.656746
50 10.48666 50 0.169494 0.485324
51 10.65615 51 -0.526832 -0.248731
52 10.12932 52 -1.163012 -1.328692
53 8.966306 53 -0.859554 -1.549674
54 8.106751 54 0.567147 -0.110497
55 8.673899 55 0.065963 0.226916
56 8.739862 56 0.024114 -0.08495
57 8.763976 57 1.843656 1.703191
58 10.60763 58 -1.761348 -0.633687
59 8.846284 59 -0.648854 -1.732022
60 8.19743 60 1.503037 0.893902
61 9.700468 61 -0.201659 0.568383
62 9.498808 62 0.201577 0.022647
63 9.700386 63 0.119242 0.183377
64 9.819628 64 2.537418 2.573491
65 12.35705 65 -1.433441 0.318468
66 10.9236 66 -1.222839 -1.799815
67 9.700766 67 0.573395 -0.078262
68 10.27416 68 -0.51808 -0.112457
69 9.756081 69 -0.468349 -0.724484
70 9.287732 70 -0.492924 -0.798882
71 8.794808 71 1.157358 0.750801
72 9.952166 72 -0.805648 -0.148486
73 9.146518 73 -0.734445 -1.258985
74 8.412073 74 1.311775 0.694045
75 9.723847 75 -1.275059 -0.598784
76 8.448789 76 0.860381 -0.063099
77 9.30917 77 0.319925 0.661198
78 9.629095 78 0.869659 0.964497
79 10.49875 79 -2.364198 -1.836642
80 8.134556 80 1.020628 -0.57202
81 9.155184 81 -1.163098 -0.80347
82 7.992085 82 2.447442 1.427206
83 10.43953 83 0.735726 2.020848
84 11.17525 84 -1.253749 -0.763683
85 9.921503 85 0.731515 -0.043949
86 10.65302 86 -0.352054 0.047666
87 10.30097 87 -0.978253 -1.216468
88 9.322712 88 1.885785 1.144374
89 11.2085 89 -1.374785 -0.287969
90 9.833712 90 1.175517 0.294735
91 11.00923 91 -1.337017 -0.669672
92 9.672212 92 -1.650156 -2.547392
93 8.022055 93 1.078105 -0.279124
94 9.10016 94 1.193403 1.433499
95 10.29356 95 0.580574 1.051553
96 10.87414 96 0.174451 0.399485
97 11.04859 97 -0.671485 -0.642316
98 10.3771 98 0.72363 0.182041
99 11.10073 99 -1.544277 -1.234796
100 9.556457 100 0.570155 -0.599203
101 10.12661 101 0.492045 0.518456
102 10.61866 102 0.750721 0.792463
103 11.36938 103 -0.607935 -0.322226
104 10.76144 104 1.193323 0.639875
105 11.95477
Phi roots T test for the mean
real imag abs val param value s.e. t-stat p-value

#NAME? #NAME? #NAME? mean 0.069098 0.127012 0.544028 0.587621
Theta roots
real imag abs val

Psi coefficients
index psi
0 #NAME?
1 #NAME?
2 #NAME?
3 #NAME?
4 #NAME?
Alpha 0.05
1 2.690575 0 2.690575 1.100281 0.534063 4.847087 1
2 -0.901482 0 -0.901482 1.100281 -3.057994 1.25503 2
3 1.212706 -0.007263 1.219969 1.100281 -0.936543 3.376481 3
4 2.015852 2.063353 -0.047501 1.100281 -2.204013 2.109011 4
5 1.209541 1.96964 -0.760099 1.100281 -2.916611 1.396413 5
6 -0.197217 0.304976 -0.502192 1.100281 -2.658704 1.65432 6
7 -1.046157 -1.342783 0.296626 1.100281 -1.859886 2.453138 7
8 2.044926 1.101798 0.943127 1.100281 -1.213385 3.099639 8
9 0.898777 1.917043 -1.018265 1.100281 -3.174777 1.138247 9
10 -0.922618 -0.374162 -0.548456 1.100281 -2.704968 1.608056 10
11 0.051024 -0.523335 0.574359 1.100281 -1.582153 2.730871 11
12 0.647708 0.595572 0.052136 1.100281 -2.104376 2.208648 12
13 -0.737247 -0.368946 -0.368301 1.100281 -2.524813 1.788211 13
14 0.261991 -0.232124 0.494115 1.100281 -1.662397 2.650627 14
15 -0.653851 -0.578472 -0.075379 1.100281 -2.231891 2.081133 15
16 1.513372 0.98348 0.529892 1.100281 -1.62662 2.686404 16
17 1.446542 2.31316 -0.866619 1.100281 -3.023131 1.289893 17
18 0.754213 1.832162 -1.077949 1.100281 -3.234461 1.078563 18
19 -1.175111 -0.314004 -0.861108 1.100281 -3.01762 1.295404 19
20 -0.114243 -0.440701 0.326457 1.100281 -1.830055 2.482969 20
21 -1.657086 -1.407689 -0.249397 1.100281 -2.405909 1.907115 21
22 -1.013431 -1.838699 0.825267 1.100281 -1.331245 2.981779 22
23 1.734573 1.08975 0.644823 1.100281 -1.511689 2.801335 23
24 -3.59567 -2.48922 -1.10645 1.100281 -3.262962 1.050062 24
25 3.393172 1.062189 2.330983 1.100281 0.174471 4.487495 25
26 -0.428307 1.511098 -1.939404 1.100281 -4.095916 0.217108 26
27 0.677236 0.51138 0.165856 1.100281 -1.990656 2.322368 27
28 -2.15129 -1.606592 -0.544698 1.100281 -2.70121 1.611814 28
29 0.833324 -0.478833 1.312157 1.100281 -0.844355 3.468669 29
30 1.77414 2.183831 -0.409691 1.100281 -2.566203 1.746821 30
31 -2.294517 -1.087933 -1.206584 1.100281 -3.363096 0.949928 31
32 1.891849 0.560822 1.331028 1.100281 -0.825484 3.48754 32
33 -2.203267 -0.987138 -1.216129 1.100281 -3.372641 0.940383 33
34 0.344152 -0.981054 1.325206 1.100281 -0.831306 3.481718 34
35 1.346819 1.429039 -0.082221 1.100281 -2.238733 2.074291 35
36 -0.723984 0.110811 -0.834796 1.100281 -2.991308 1.321716 36
37 -0.542039 -0.926077 0.384038 1.100281 -1.772474 2.54055 37
38 2.513988 2.136944 0.377044 1.100281 -1.779468 2.533556 38
39 -2.409053 -0.738233 -1.67082 1.100281 -3.827332 0.485692 39
40 0.871216 -0.465722 1.336939 1.100281 -0.819573 3.493451 40
41 -0.347653 0.212016 -0.559669 1.100281 -2.716181 1.596843 41
42 -0.820893 -0.963122 0.142229 1.100281 -2.014283 2.298741 42
43 0.642984 0.114184 0.528801 1.100281 -1.627711 2.685313 43
44 -0.021154 0.332797 -0.353951 1.100281 -2.510463 1.802561 44
45 1.703019 1.698958 0.004061 1.100281 -2.152451 2.160573 45
46 -1.206859 -0.002837 -1.204022 1.100281 -3.360534 0.95249 46
47 -0.734012 -1.262427 0.528415 1.100281 -1.628097 2.684927 47
48 0.474806 0.08723 0.387576 1.100281 -1.768936 2.544088 48
49 0.317619 0.656746 -0.339127 1.100281 -2.495639 1.817385 49
50 0.169494 0.485324 -0.31583 1.100281 -2.472342 1.840682 50
51 -0.526832 -0.248731 -0.278101 1.100281 -2.434613 1.878411 51
52 -1.163012 -1.328692 0.16568 1.100281 -1.990832 2.322192 52
53 -0.859554 -1.549674 0.690119 1.100281 -1.466393 2.846631 53
54 0.567147 -0.110497 0.677644 1.100281 -1.478868 2.834156 54
55 0.065963 0.226916 -0.160952 1.100281 -2.317464 1.99556 55
56 0.024114 -0.08495 0.109064 1.100281 -2.047448 2.265576 56
57 1.843656 1.703191 0.140465 1.100281 -2.016047 2.296977 57
58 -1.761348 -0.633687 -1.127661 1.100281 -3.284173 1.028851 58
59 -0.648854 -1.732022 1.083168 1.100281 -1.073343 3.23968 59
60 1.503037 0.893902 0.609135 1.100281 -1.547377 2.765647 60
61 -0.201659 0.568383 -0.770042 1.100281 -2.926554 1.38647 61
62 0.201577 0.022647 0.17893 1.100281 -1.977582 2.335442 62
63 0.119242 0.183377 -0.064135 1.100281 -2.220647 2.092377 63
64 2.537418 2.573491 -0.036073 1.100281 -2.192585 2.120439 64
65 -1.433441 0.318468 -1.751909 1.100281 -3.908421 0.404603 65
66 -1.222839 -1.799815 0.576977 1.100281 -1.579535 2.733489 66
67 0.573395 -0.078262 0.651657 1.100281 -1.504855 2.808169 67
68 -0.51808 -0.112457 -0.405624 1.100281 -2.562136 1.750888 68
69 -0.468349 -0.724484 0.256135 1.100281 -1.900377 2.412646 69
70 -0.492924 -0.798882 0.305958 1.100281 -1.850554 2.46247 70
71 1.157358 0.750801 0.406557 1.100281 -1.749955 2.563069 71
72 -0.805648 -0.148486 -0.657162 1.100281 -2.813674 1.49935 72
73 -0.734445 -1.258985 0.52454 1.100281 -1.631972 2.681052 73
74 1.311775 0.694045 0.61773 1.100281 -1.538782 2.774242 74
75 -1.275059 -0.598784 -0.676274 1.100281 -2.832786 1.480238 75
76 0.860381 -0.063099 0.92348 1.100281 -1.233032 3.079992 76
77 0.319925 0.661198 -0.341273 1.100281 -2.497785 1.815239 77
78 0.869659 0.964497 -0.094838 1.100281 -2.25135 2.061674 78
79 -2.364198 -1.836642 -0.527556 1.100281 -2.684068 1.628956 79
80 1.020628 -0.57202 1.592647 1.100281 -0.563865 3.749159 80
81 -1.163098 -0.80347 -0.359629 1.100281 -2.516141 1.796883 81
82 2.447442 1.427206 1.020236 1.100281 -1.136276 3.176748 82
83 0.735726 2.020848 -1.285122 1.100281 -3.441634 0.87139 83
84 -1.253749 -0.763683 -0.490066 1.100281 -2.646578 1.666446 84
85 0.731515 -0.043949 0.775465 1.100281 -1.381047 2.931977 85
86 -0.352054 0.047666 -0.39972 1.100281 -2.556232 1.756792 86
87 -0.978253 -1.216468 0.238214 1.100281 -1.918298 2.394726 87
88 1.885785 1.144374 0.741412 1.100281 -1.4151 2.897924 88
89 -1.374785 -0.287969 -1.086816 1.100281 -3.243328 1.069696 89
90 1.175517 0.294735 0.880782 1.100281 -1.27573 3.037294 90
91 -1.337017 -0.669672 -0.667346 1.100281 -2.823858 1.489166 91
92 -1.650156 -2.547392 0.897236 1.100281 -1.259276 3.053748 92
93 1.078105 -0.279124 1.35723 1.100281 -0.799282 3.513742 93
94 1.193403 1.433499 -0.240096 1.100281 -2.396608 1.916416 94
95 0.580574 1.051553 -0.470978 1.100281 -2.62749 1.685534 95
96 0.174451 0.399485 -0.225034 1.100281 -2.381546 1.931478 96
97 -0.671485 -0.642316 -0.02917 1.100281 -2.185682 2.127342 97
98 0.72363 0.182041 0.541589 1.100281 -1.614923 2.698101 98
99 -1.544277 -1.234796 -0.309481 1.100281 -2.465993 1.847031 99
100 0.570155 -0.599203 1.169358 1.100281 -0.987154 3.32587 100
101 0.492045 0.518456 -0.026411 1.100281 -2.182923 2.130101 101
102 0.750721 0.792463 -0.041742 1.100281 -2.198254 2.11477 102
103 -0.607935 -0.322226 -0.285709 1.100281 -2.442221 1.870803 103
104 1.193323 0.639875 0.553447 1.100281 -1.603065 2.709959 104
105 -0.589361 #NAME? #NAME? #NAME? 105
106 0.467541 #NAME? #NAME? #NAME? 106
107 -0.162442 #NAME? #NAME? #NAME? 107
108 0.209746 #NAME? #NAME? #NAME? 108
109 -0.013392 #NAME? #NAME? #NAME? 109
110
forecast
3.117676
5.808251
4.906769
6.119474
8.135326
9.344867
9.147651
8.101493
10.14642
11.0452
10.12258
10.1736
10.82131
10.08406
10.34605
9.692203
11.20557
12.65212
13.40633
12.23122
12.11697
10.45989
9.446458
11.18103
7.58536
10.97853
10.55023
11.22746
9.076171
9.909496
11.68364
9.389118
11.28097
9.0777
9.421852
10.76867
10.04469
9.502648
12.01664
9.607582
10.4788
10.13115
9.310253
9.953237
9.932083
11.6351
10.42824
9.694231
10.16904
10.48666
10.65615
10.12932
8.966306
8.106751
8.673899
8.739862
8.763976
10.60763
8.846284
8.19743
9.700468
9.498808
9.700386
9.819628
12.35705
10.9236
9.700766
10.27416
9.756081
9.287732
8.794808
9.952166
9.146518
8.412073
9.723847
8.448789
9.30917
9.629095
10.49875
8.134556
9.155184
7.992085
10.43953
11.17525
9.921503
10.65302
10.30097
9.322712
11.2085
9.833712
11.00923
9.672212
8.022055
9.10016
10.29356
10.87414
11.04859
10.3771
11.10073
9.556457
10.12661
10.61866
11.36938
10.76144
11.95477
11.3654
11.83294
11.6705
11.88025
11.86686

1 3.117676 1 #NAME? 0 2 #NAME? 0
2 5.808251 2 #NAME? 0 1 #NAME? #NAME?
4 6.119474 4 #NAME? #NAME?
6 9.344867 6 #NAME? #NAME?
7 9.147651 7 #NAME? #NAME? p 2
8 8.101493 8 #NAME? #NAME? q 1
9 10.14642 9 #NAME? #NAME? d 1
15 10.34605 15 #NAME? #NAME? size 0
16 9.692203 16 #NAME? #NAME?
17 11.20557 17 #NAME? #NAME? LL #NAME?
22 10.45989 22 #NAME? #NAME?
23 9.446458 23 #NAME? #NAME?
24 11.18103 24 #NAME? #NAME?
25 7.58536 25 #NAME? #NAME?
26 10.97853 26 #NAME? #NAME?
27 10.55023 27 #NAME? #NAME?
28 11.22746 28 #NAME? #NAME?
29 9.076171 29 #NAME? #NAME?
30 9.909496 30 #NAME? #NAME?
31 11.68364 31 #NAME? #NAME?
32 9.389118 32 #NAME? #NAME?
33 11.28097 33 #NAME? #NAME?
34 9.0777 34 #NAME? #NAME?
35 9.421852 35 #NAME? #NAME?
36 10.76867 36 #NAME? #NAME?
37 10.04469 37 #NAME? #NAME?
38 9.502648 38 #NAME? #NAME?
39 12.01664 39 #NAME? #NAME?
40 9.607582 40 #NAME? #NAME?
41 10.4788 41 #NAME? #NAME?
42 10.13115 42 #NAME? #NAME?
43 9.310253 43 #NAME? #NAME?
44 9.953237 44 #NAME? #NAME?
45 9.932083 45 #NAME? #NAME?
46 11.6351 46 #NAME? #NAME?
47 10.42824 47 #NAME? #NAME?
48 9.694231 48 #NAME? #NAME?
49 10.16904 49 #NAME? #NAME?
50 10.48666 50 #NAME? #NAME?
51 10.65615 51 #NAME? #NAME?
52 10.12932 52 #NAME? #NAME?
53 8.966306 53 #NAME? #NAME?
54 8.106751 54 #NAME? #NAME?
55 8.673899 55 #NAME? #NAME?
56 8.739862 56 #NAME? #NAME?
57 8.763976 57 #NAME? #NAME?
58 10.60763 58 #NAME? #NAME?
59 8.846284 59 #NAME? #NAME?
60 8.19743 60 #NAME? #NAME?
61 9.700468 61 #NAME? #NAME?
62 9.498808 62 #NAME? #NAME?
63 9.700386 63 #NAME? #NAME?
64 9.819628 64 #NAME? #NAME?
65 12.35705 65 #NAME? #NAME?
66 10.9236 66 #NAME? #NAME?
67 9.700766 67 #NAME? #NAME?
68 10.27416 68 #NAME? #NAME?
69 9.756081 69 #NAME? #NAME?
70 9.287732 70 #NAME? #NAME?
71 8.794808 71 #NAME? #NAME?
72 9.952166 72 #NAME? #NAME?
73 9.146518 73 #NAME? #NAME?
74 8.412073 74 #NAME? #NAME?
75 9.723847 75 #NAME? #NAME?
76 8.448789 76 #NAME? #NAME?
77 9.30917 77 #NAME? #NAME?
78 9.629095 78 #NAME? #NAME?
79 10.49875 79 #NAME? #NAME?
80 8.134556 80 #NAME? #NAME?
81 9.155184 81 #NAME? #NAME?
82 7.992085 82 #NAME? #NAME?
83 10.43953 83 #NAME? #NAME?
84 11.17525 84 #NAME? #NAME?
85 9.921503 85 #NAME? #NAME?
86 10.65302 86 #NAME? #NAME?
87 10.30097 87 #NAME? #NAME?
88 9.322712 88 #NAME? #NAME?
89 11.2085 89 #NAME? #NAME?
90 9.833712 90 #NAME? #NAME?
91 11.00923 91 #NAME? #NAME?
92 9.672212 92 #NAME? #NAME?
93 8.022055 93 #NAME? #NAME?
94 9.10016 94 #NAME? #NAME?
95 10.29356 95 #NAME? #NAME?
96 10.87414 96 #NAME? #NAME?
97 11.04859 97 #NAME? #NAME?
98 10.3771 98 #NAME? #NAME?
99 11.10073 99 #NAME? #NAME?
100 9.556457 100 #NAME? #NAME?
101 10.12661 101 #NAME? #NAME?
102 10.61866 102 #NAME? #NAME?
103 11.36938 103 #NAME? #NAME?
104 10.76144 104 #NAME? #NAME?
105 11.95477


index psi
#NAME? #NAME?
#NAME? #NAME?
Alpha 0.05
110
forecast
3.117676
5.808251
4.906769
6.119474
8.135326
9.344867
9.147651
8.101493
10.14642
11.0452
10.12258
10.1736
10.82131
10.08406
10.34605
9.692203
11.20557
12.65212
13.40633
12.23122
12.11697
10.45989
9.446458
11.18103
7.58536
10.97853
10.55023
11.22746
9.076171
9.909496
11.68364
9.389118
11.28097
9.0777
9.421852
10.76867
10.04469
9.502648
12.01664
9.607582
10.4788
10.13115
9.310253
9.953237
9.932083
11.6351
10.42824
9.694231
10.16904
10.48666
10.65615
10.12932
8.966306
8.106751
8.673899
8.739862
8.763976
10.60763
8.846284
8.19743
9.700468
9.498808
9.700386
9.819628
12.35705
10.9236
9.700766
10.27416
9.756081
9.287732
8.794808
9.952166
9.146518
8.412073
9.723847
8.448789
9.30917
9.629095
10.49875
8.134556
9.155184
7.992085
10.43953
11.17525
9.921503
10.65302
10.30097
9.322712
11.2085
9.833712
11.00923
9.672212
8.022055
9.10016
10.29356
10.87414
11.04859
10.3771
11.10073
9.556457
10.12661
10.61866
11.36938
10.76144
11.95477
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
ARMA(2,1,1) Process ARIMA Model Model statistics (Solver)

1 3.117676 1 2.644626 0 2 0.557855 0
2 5.808251 2 -0.947432 0 1 0.389942 -1.066895
3 4.906769 3 1.166757 0.060883 const 0.002399 0.045949
4 6.119474 4 1.969903 2.108419
5 8.135326 5 1.163592 1.994024 SSE 124.8266
6 9.344867 6 -0.243166 0.331594
7 9.147651 7 -1.092107 -1.292626 p 2
8 8.101493 8 1.998977 1.181391 q 1
9 10.14642 9 0.852828 1.943 d 1
10 11.0452 10 -0.968567 -0.343284 res mean 0.08555
11 10.12258 11 0.005075 -0.459242 res s.d. 1.108384
12 10.1736 12 0.601758 0.650137 sqrt mse 1.10625
13 10.82131 13 -0.783196 -0.327051 data mean 0.023149
14 10.08406 14 0.216042 -0.16318 data s.d. 1.282758
15 10.34605 15 -0.6998 -0.52123 size 102
16 9.692203 16 1.467423 1.063687
17 11.20557 17 1.400592 2.353611 LL -155.0313
18 12.65212 18 0.708264 1.85456 AIC 30.59916
19 13.40633 19 -1.22106 -0.29995 BIC 43.72403
20 12.23122 20 -0.160193 -0.399172 AIC aug 320.0626
21 12.11697 21 -1.703035 -1.385269 BIC aug 333.1875
22 10.45989 22 -1.05938 -1.783867
23 9.446458 23 1.688624 1.148569 converge yes
24 11.18103 24 -3.641619 -2.483702
25 7.58536 25 3.347222 1.175388
26 10.97853 26 -0.474256 1.506031
27 10.55023 27 0.631287 0.555731
28 11.22746 28 -2.197239 -1.585932
29 9.076171 29 0.787375 -0.400017
30 9.909496 30 1.728191 2.220124
31 11.68364 31 -2.340467 -1.084963
32 9.389118 32 1.8459 0.636926
33 11.28097 33 -2.249216 -0.983838
34 9.0777 34 0.298203 -0.904128
35 9.421852 35 1.300869 1.474715
36 10.76867 36 -0.769934 0.129814
37 10.04469 37 -0.587988 -0.874957
38 9.502648 38 2.468038 2.193344
39 12.01664 39 -2.455002 -0.749315
40 9.607582 40 0.825267 -0.393672
41 10.4788 41 -0.393602 0.23412
42 10.13115 42 -0.866842 -0.923958
43 9.310253 43 0.597035 0.168861
44 9.953237 44 -0.067104 0.363816
45 9.932083 45 1.65707 1.73833
46 11.6351 46 -1.252808 -0.00692
47 10.42824 47 -0.779961 -1.223226
48 9.694231 48 0.428857 0.126829
49 10.16904 49 0.27167 0.674859
50 10.48666 50 0.123545 0.498372
51 10.65615 51 -0.572781 -0.240798
52 10.12932 52 -1.208961 -1.311436
53 8.966306 53 -0.905504 -1.513713
54 8.106751 54 0.521198 -0.066255
55 8.673899 55 0.020014 0.251229
56 8.739862 56 -0.021835 -0.052358
57 8.763976 57 1.797707 1.739196
58 10.60763 58 -1.807297 -0.640579
59 8.846284 59 -0.694803 -1.676351
60 8.19743 60 1.457088 0.94774
61 9.700468 61 -0.247609 0.58295
62 9.498808 62 0.155628 0.061283
63 9.700386 63 0.073293 0.216119
64 9.819628 64 2.491468 2.606647
65 12.35705 65 -1.47939 0.289212
66 10.9236 66 -1.268788 -1.77323
67 9.700766 67 0.527446 -0.044364
68 10.27416 68 -0.564029 -0.109236
69 9.756081 69 -0.514298 -0.705141
70 9.287732 70 -0.538873 -0.775991
71 8.794808 71 1.111409 0.780542
72 9.952166 72 -0.851597 -0.151614
73 9.146518 73 -0.780394 -1.230081
74 8.412073 74 1.265825 0.732835
75 9.723847 75 -1.321008 -0.597402
76 8.448789 76 0.814432 -0.013964
77 9.30917 77 0.273976 0.678428
78 9.629095 78 0.82371 0.986351
79 10.49875 79 -2.410148 -1.831853
80 8.134556 80 0.974678 -0.499408
81 9.155184 81 -1.209047 -0.777419
82 7.992085 82 2.401492 1.499798
83 10.43953 83 0.689777 2.027932
84 11.17525 84 -1.299698 -0.744765
85 9.921503 85 0.685566 0.012992
86 10.65302 86 -0.398003 0.07357
87 10.30097 87 -1.024203 -1.172959
88 9.322712 88 1.839836 1.20982
89 11.2085 89 -1.420734 -0.276057
90 9.833712 90 1.129567 0.362687
91 11.00923 91 -1.382966 -0.643921
92 9.672212 92 -1.696106 -2.473959
93 8.022055 93 1.032156 -0.17442
94 9.10016 94 1.147454 1.505066
95 10.29356 95 0.534625 1.117138
96 10.87414 96 0.128502 0.471784
97 11.04859 97 -0.717435 -0.562442
98 10.3771 98 0.677681 0.285687
99 11.10073 99 -1.590226 -1.14946
100 9.556457 100 0.524206 -0.460097
101 10.12661 101 0.446096 0.637925
102 10.61866 102 0.704772 0.918988
103 11.36938 103 -0.653885 -0.197098
104 10.76144 104 1.147374 0.798908
105 11.95477

Theta roots
real imag abs val

Psi coefficients
index psi
0 #NAME?
1 #NAME?
2 #NAME?
3 #NAME?
4 #NAME?
Alpha 0.05
1 2.644626 0 2.644626 1.10625 0.476415 4.812837 1
2 -0.947432 0 -0.947432 1.10625 -3.115643 1.220779 2
3 1.166757 0.060883 1.105874 1.10625 -1.062337 3.274085 3
4 1.969903 2.108419 -0.138517 1.10625 -2.306728 2.029694 4
5 1.163592 1.994024 -0.830432 1.10625 -2.998643 1.337779 5
6 -0.243166 0.331594 -0.57476 1.10625 -2.742971 1.593451 6
7 -1.092107 -1.292626 0.200519 1.10625 -1.967692 2.36873 7
8 1.998977 1.181391 0.817585 1.10625 -1.350626 2.985796 8
9 0.852828 1.943 -1.090171 1.10625 -3.258382 1.07804 9
10 -0.968567 -0.343284 -0.625283 1.10625 -2.793494 1.542928 10
11 0.005075 -0.459242 0.464317 1.10625 -1.703894 2.632528 11
12 0.601758 0.650137 -0.048378 1.10625 -2.216589 2.119833 12
13 -0.783196 -0.327051 -0.456145 1.10625 -2.624356 1.712066 13
14 0.216042 -0.16318 0.379221 1.10625 -1.78899 2.547432 14
15 -0.6998 -0.52123 -0.17857 1.10625 -2.346781 1.989641 15
16 1.467423 1.063687 0.403736 1.10625 -1.764475 2.571947 16
17 1.400592 2.353611 -0.953019 1.10625 -3.12123 1.215192 17
18 0.708264 1.85456 -1.146296 1.10625 -3.314507 1.021915 18
19 -1.22106 -0.29995 -0.921111 1.10625 -3.089322 1.2471 19
20 -0.160193 -0.399172 0.23898 1.10625 -1.929231 2.407191 20
21 -1.703035 -1.385269 -0.317766 1.10625 -2.485977 1.850445 21
22 -1.05938 -1.783867 0.724487 1.10625 -1.443724 2.892698 22
23 1.688624 1.148569 0.540055 1.10625 -1.628156 2.708266 23
24 -3.641619 -2.483702 -1.157917 1.10625 -3.326128 1.010294 24
25 3.347222 1.175388 2.171834 1.10625 0.003623 4.340045 25
26 -0.474256 1.506031 -1.980287 1.10625 -4.148498 0.187924 26
27 0.631287 0.555731 0.075556 1.10625 -2.092655 2.243767 27
28 -2.197239 -1.585932 -0.611307 1.10625 -2.779518 1.556904 28
29 0.787375 -0.400017 1.187392 1.10625 -0.980819 3.355603 29
30 1.728191 2.220124 -0.491934 1.10625 -2.660145 1.676277 30
31 -2.340467 -1.084963 -1.255503 1.10625 -3.423714 0.912708 31
32 1.8459 0.636926 1.208974 1.10625 -0.959237 3.377185 32
33 -2.249216 -0.983838 -1.265379 1.10625 -3.43359 0.902832 33
34 0.298203 -0.904128 1.202331 1.10625 -0.96588 3.370542 34
35 1.300869 1.474715 -0.173845 1.10625 -2.342056 1.994366 35
36 -0.769934 0.129814 -0.899747 1.10625 -3.067958 1.268464 36
37 -0.587988 -0.874957 0.286969 1.10625 -1.881242 2.45518 37
38 2.468038 2.193344 0.274694 1.10625 -1.893516 2.442905 38
39 -2.455002 -0.749315 -1.705686 1.10625 -3.873897 0.462524 39
40 0.825267 -0.393672 1.218939 1.10625 -0.949272 3.38715 40
41 -0.393602 0.23412 -0.627722 1.10625 -2.795933 1.540489 41
42 -0.866842 -0.923958 0.057116 1.10625 -2.111095 2.225327 42
43 0.597035 0.168861 0.428175 1.10625 -1.740036 2.596386 43
44 -0.067104 0.363816 -0.430919 1.10625 -2.59913 1.737291 44
45 1.65707 1.73833 -0.081261 1.10625 -2.249472 2.08695 45
46 -1.252808 -0.00692 -1.245888 1.10625 -3.414099 0.922323 46
47 -0.779961 -1.223226 0.443265 1.10625 -1.724946 2.611476 47
48 0.428857 0.126829 0.302028 1.10625 -1.866183 2.470239 48
49 0.27167 0.674859 -0.403189 1.10625 -2.5714 1.765022 49
50 0.123545 0.498372 -0.374828 1.10625 -2.543039 1.793383 50
51 -0.572781 -0.240798 -0.331983 1.10625 -2.500194 1.836228 51
52 -1.208961 -1.311436 0.102475 1.10625 -2.065736 2.270685 52
53 -0.905504 -1.513713 0.60821 1.10625 -1.560001 2.776421 53
54 0.521198 -0.066255 0.587454 1.10625 -1.580757 2.755665 54
55 0.020014 0.251229 -0.231215 1.10625 -2.399426 1.936996 55
56 -0.021835 -0.052358 0.030523 1.10625 -2.137688 2.198733 56
57 1.797707 1.739196 0.058511 1.10625 -2.1097 2.226722 57
58 -1.807297 -0.640579 -1.166718 1.10625 -3.334929 1.001493 58
59 -0.694803 -1.676351 0.981548 1.10625 -1.186663 3.149759 59
60 1.457088 0.94774 0.509348 1.10625 -1.658863 2.677559 60
61 -0.247609 0.58295 -0.830558 1.10625 -2.998769 1.337653 61
62 0.155628 0.061283 0.094345 1.10625 -2.073866 2.262556 62
63 0.073293 0.216119 -0.142826 1.10625 -2.311037 2.025384 63
64 2.491468 2.606647 -0.115179 1.10625 -2.28339 2.053032 64
65 -1.47939 0.289212 -1.768602 1.10625 -3.936813 0.399609 65
66 -1.268788 -1.77323 0.504442 1.10625 -1.663769 2.672653 66
67 0.527446 -0.044364 0.571811 1.10625 -1.5964 2.740021 67
68 -0.564029 -0.109236 -0.454794 1.10625 -2.623005 1.713417 68
69 -0.514298 -0.705141 0.190842 1.10625 -1.977369 2.359053 69
70 -0.538873 -0.775991 0.237117 1.10625 -1.931093 2.405328 70
71 1.111409 0.780542 0.330867 1.10625 -1.837344 2.499078 71
72 -0.851597 -0.151614 -0.699984 1.10625 -2.868195 1.468227 72
73 -0.780394 -1.230081 0.449687 1.10625 -1.718524 2.617898 73
74 1.265825 0.732835 0.532991 1.10625 -1.63522 2.701201 74
75 -1.321008 -0.597402 -0.723605 1.10625 -2.891816 1.444606 75
76 0.814432 -0.013964 0.828395 1.10625 -1.339815 2.996606 76
77 0.273976 0.678428 -0.404451 1.10625 -2.572662 1.76376 77
78 0.82371 0.986351 -0.162641 1.10625 -2.330852 2.00557 78
79 -2.410148 -1.831853 -0.578295 1.10625 -2.746506 1.589916 79
80 0.974678 -0.499408 1.474086 1.10625 -0.694125 3.642297 80
81 -1.209047 -0.777419 -0.431629 1.10625 -2.599839 1.736582 81
82 2.401492 1.499798 0.901694 1.10625 -1.266517 3.069905 82
83 0.689777 2.027932 -1.338156 1.10625 -3.506367 0.830055 83
84 -1.299698 -0.744765 -0.554933 1.10625 -2.723144 1.613278 84
85 0.685566 0.012992 0.672574 1.10625 -1.495637 2.840785 85
86 -0.398003 0.07357 -0.471573 1.10625 -2.639784 1.696638 86
87 -1.024203 -1.172959 0.148757 1.10625 -2.019454 2.316968 87
88 1.839836 1.20982 0.630016 1.10625 -1.538195 2.798227 88
89 -1.420734 -0.276057 -1.144677 1.10625 -3.312888 1.023534 89
90 1.129567 0.362687 0.766881 1.10625 -1.40133 2.935092 90
91 -1.382966 -0.643921 -0.739046 1.10625 -2.907256 1.429165 91
92 -1.696106 -2.473959 0.777853 1.10625 -1.390358 2.946064 92
93 1.032156 -0.17442 1.206576 1.10625 -0.961635 3.374787 93
94 1.147454 1.505066 -0.357612 1.10625 -2.525823 1.810599 94
95 0.534625 1.117138 -0.582513 1.10625 -2.750724 1.585698 95
96 0.128502 0.471784 -0.343283 1.10625 -2.511494 1.824928 96
97 -0.717435 -0.562442 -0.154993 1.10625 -2.323204 2.013218 97
98 0.677681 0.285687 0.391993 1.10625 -1.776217 2.560204 98
99 -1.590226 -1.14946 -0.440766 1.10625 -2.608977 1.727445 99
100 0.524206 -0.460097 0.984304 1.10625 -1.183907 3.152515 100
101 0.446096 0.637925 -0.19183 1.10625 -2.360041 1.976381 101
102 0.704772 0.918988 -0.214217 1.10625 -2.382427 1.953994 102
103 -0.653885 -0.197098 -0.456787 1.10625 -2.624998 1.711424 103
104 1.147374 0.798908 0.348466 1.10625 -1.819745 2.516677 104
105 -0.769714 #NAME? #NAME? #NAME? 105
106 0.339924 #NAME? #NAME? #NAME? 106
107 -0.296838 #NAME? #NAME? #NAME? 107
108 0.073879 #NAME? #NAME? #NAME? 108
109 -0.136784 #NAME? #NAME? #NAME? 109
110
forecast
3.117676
5.808251
4.906769
6.119474
8.135326
9.344867
9.147651
8.101493
10.14642
11.0452
10.12258
10.1736
10.82131
10.08406
10.34605
9.692203
11.20557
12.65212
13.40633
12.23122
12.11697
10.45989
9.446458
11.18103
7.58536
10.97853
10.55023
11.22746
9.076171
9.909496
11.68364
9.389118
11.28097
9.0777
9.421852
10.76867
10.04469
9.502648
12.01664
9.607582
10.4788
10.13115
9.310253
9.953237
9.932083
11.6351
10.42824
9.694231
10.16904
10.48666
10.65615
10.12932
8.966306
8.106751
8.673899
8.739862
8.763976
10.60763
8.846284
8.19743
9.700468
9.498808
9.700386
9.819628
12.35705
10.9236
9.700766
10.27416
9.756081
9.287732
8.794808
9.952166
9.146518
8.412073
9.723847
8.448789
9.30917
9.629095
10.49875
8.134556
9.155184
7.992085
10.43953
11.17525
9.921503
10.65302
10.30097
9.322712
11.2085
9.833712
11.00923
9.672212
8.022055
9.10016
10.29356
10.87414
11.04859
10.3771
11.10073
9.556457
10.12661
10.61866
11.36938
10.76144
11.95477
11.231
11.61687
11.36599
11.48581
11.39498

1 3.117676 1 #NAME? 0 2 #NAME? 0
2 5.808251 2 #NAME? 0 1 #NAME? #NAME?
4 6.119474 4 #NAME? #NAME?
6 9.344867 6 #NAME? #NAME?
7 9.147651 7 #NAME? #NAME? p 2
8 8.101493 8 #NAME? #NAME? q 1
9 10.14642 9 #NAME? #NAME? d 2
15 10.34605 15 #NAME? #NAME? size 0
16 9.692203 16 #NAME? #NAME?
17 11.20557 17 #NAME? #NAME? LL #NAME?
22 10.45989 22 #NAME? #NAME?
23 9.446458 23 #NAME? #NAME?
24 11.18103 24 #NAME? #NAME?
25 7.58536 25 #NAME? #NAME?
26 10.97853 26 #NAME? #NAME?
27 10.55023 27 #NAME? #NAME?
28 11.22746 28 #NAME? #NAME?
29 9.076171 29 #NAME? #NAME?
30 9.909496 30 #NAME? #NAME?
31 11.68364 31 #NAME? #NAME?
32 9.389118 32 #NAME? #NAME?
33 11.28097 33 #NAME? #NAME?
34 9.0777 34 #NAME? #NAME?
35 9.421852 35 #NAME? #NAME?
36 10.76867 36 #NAME? #NAME?
37 10.04469 37 #NAME? #NAME?
38 9.502648 38 #NAME? #NAME?
39 12.01664 39 #NAME? #NAME?
40 9.607582 40 #NAME? #NAME?
41 10.4788 41 #NAME? #NAME?
42 10.13115 42 #NAME? #NAME?
43 9.310253 43 #NAME? #NAME?
44 9.953237 44 #NAME? #NAME?
45 9.932083 45 #NAME? #NAME?
46 11.6351 46 #NAME? #NAME?
47 10.42824 47 #NAME? #NAME?
48 9.694231 48 #NAME? #NAME?
49 10.16904 49 #NAME? #NAME?
50 10.48666 50 #NAME? #NAME?
51 10.65615 51 #NAME? #NAME?
52 10.12932 52 #NAME? #NAME?
53 8.966306 53 #NAME? #NAME?
54 8.106751 54 #NAME? #NAME?
55 8.673899 55 #NAME? #NAME?
56 8.739862 56 #NAME? #NAME?
57 8.763976 57 #NAME? #NAME?
58 10.60763 58 #NAME? #NAME?
59 8.846284 59 #NAME? #NAME?
60 8.19743 60 #NAME? #NAME?
61 9.700468 61 #NAME? #NAME?
62 9.498808 62 #NAME? #NAME?
63 9.700386 63 #NAME? #NAME?
64 9.819628 64 #NAME? #NAME?
65 12.35705 65 #NAME? #NAME?
66 10.9236 66 #NAME? #NAME?
67 9.700766 67 #NAME? #NAME?
68 10.27416 68 #NAME? #NAME?
69 9.756081 69 #NAME? #NAME?
70 9.287732 70 #NAME? #NAME?
71 8.794808 71 #NAME? #NAME?
72 9.952166 72 #NAME? #NAME?
73 9.146518 73 #NAME? #NAME?
74 8.412073 74 #NAME? #NAME?
75 9.723847 75 #NAME? #NAME?
76 8.448789 76 #NAME? #NAME?
77 9.30917 77 #NAME? #NAME?
78 9.629095 78 #NAME? #NAME?
79 10.49875 79 #NAME? #NAME?
80 8.134556 80 #NAME? #NAME?
81 9.155184 81 #NAME? #NAME?
82 7.992085 82 #NAME? #NAME?
83 10.43953 83 #NAME? #NAME?
84 11.17525 84 #NAME? #NAME?
85 9.921503 85 #NAME? #NAME?
86 10.65302 86 #NAME? #NAME?
87 10.30097 87 #NAME? #NAME?
88 9.322712 88 #NAME? #NAME?
89 11.2085 89 #NAME? #NAME?
90 9.833712 90 #NAME? #NAME?
91 11.00923 91 #NAME? #NAME?
92 9.672212 92 #NAME? #NAME?
93 8.022055 93 #NAME? #NAME?
94 9.10016 94 #NAME? #NAME?
95 10.29356 95 #NAME? #NAME?
96 10.87414 96 #NAME? #NAME?
97 11.04859 97 #NAME? #NAME?
98 10.3771 98 #NAME? #NAME?
99 11.10073 99 #NAME? #NAME?
100 9.556457 100 #NAME? #NAME?
101 10.12661 101 #NAME? #NAME?
102 10.61866 102 #NAME? #NAME?
103 11.36938 103 #NAME? #NAME?
104 10.76144
105 11.95477


index psi
#NAME? #NAME?
#NAME? #NAME?
Alpha 0.05
109
110
forecast
3.117676
5.808251
4.906769
6.119474
8.135326
9.344867
9.147651
8.101493
10.14642
11.0452
10.12258
10.1736
10.82131
10.08406
10.34605
9.692203
11.20557
12.65212
13.40633
12.23122
12.11697
10.45989
9.446458
11.18103
7.58536
10.97853
10.55023
11.22746
9.076171
9.909496
11.68364
9.389118
11.28097
9.0777
9.421852
10.76867
10.04469
9.502648
12.01664
9.607582
10.4788
10.13115
9.310253
9.953237
9.932083
11.6351
10.42824
9.694231
10.16904
10.48666
10.65615
10.12932
8.966306
8.106751
8.673899
8.739862
8.763976
10.60763
8.846284
8.19743
9.700468
9.498808
9.700386
9.819628
12.35705
10.9236
9.700766
10.27416
9.756081
9.287732
8.794808
9.952166
9.146518
8.412073
9.723847
8.448789
9.30917
9.629095
10.49875
8.134556
9.155184
7.992085
10.43953
11.17525
9.921503
10.65302
10.30097
9.322712
11.2085
9.833712
11.00923
9.672212
8.022055
9.10016
10.29356
10.87414
11.04859
10.3771
11.10073
9.556457
10.12661
10.61866
11.36938
10.76144
11.95477
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?

1 3.117676 1 -3.587094 0 2 -0.148775 0
2 5.808251 2 2.119153 0 1 -0.518545 -0.928945
3 4.906769 3 0.80811 1.373316 const -0.008277 -0.004964
4 6.119474 4 -0.801347 1.208706
5 8.135326 5 -1.401794 -0.57428 SSE 140.9846
6 9.344867 6 -0.843977 -2.223564
7 9.147651 7 3.096047 0.384288 p 2
8 8.101493 8 -1.141184 0.695675 q 1
9 10.14642 9 -1.816431 -1.301329 d 2
10 11.0452 10 0.978607 -1.341937 res mean -0.035416
11 10.12258 11 0.601648 -0.407726 res s.d. 1.186836
12 10.1736 12 -1.37999 -1.301171 sqrt mse 1.181476
13 10.82131 13 1.004202 -0.830591 data mean 0.004772
14 10.08406 14 -0.910878 -1.367036 data s.d. 2.157483
15 10.34605 15 2.172187 0.579356 size 101
16 9.692203 16 -0.061866 1.467184
17 11.20557 17 -0.687365 0.966654 LL -160.156
18 12.65212 18 -1.92436 -1.392025 AIC 43.68651
19 13.40633 19 1.065832 -1.327411 BIC 56.76211
20 12.23122 20 -1.537878 -2.504584 AIC aug 330.3121
21 12.11697 21 0.648618 -2.316892 BIC aug 343.3877
22 10.45989 22 2.752968 0.708244
23 9.446458 23 -5.325279 -3.143324 converge yes
24 11.18103 24 6.993806 1.722009
25 7.58536 25 -3.816514 0.61747
26 10.97853 26 1.110507 0.745572
27 10.55023 27 -2.823562 -2.122921
28 11.22746 28 2.989579 -0.281425
29 9.076171 29 0.94578 1.814507
30 9.909496 30 -4.063693 -1.442914
31 11.68364 31 4.191331 0.884445
32 9.389118 32 -4.090152 -1.699734
33 11.28097 33 2.552383 -0.523938
34 9.0777 34 1.007631 1.235934
35 9.421852 35 -2.065839 -0.015492
36 10.76867 36 0.18691 -0.748802
37 10.04469 37 3.060991 2.154972
38 9.502648 38 -4.918076 -1.301159
39 12.01664 39 3.285233 -0.018316
40 9.607582 40 -1.213905 -0.259064
41 10.4788 41 -0.468276 -0.849637
42 10.13115 42 1.468842 0.256155
43 9.310253 43 -0.659175 0.270772
44 9.953237 44 1.729138 1.857385
45 9.932083 45 -2.904914 -0.38094
46 11.6351 46 0.477811 -1.125137
47 10.42824 47 1.213782 -0.015819
48 9.694231 48 -0.152223 0.533569
49 10.16904 49 -0.143161 0.454141
50 10.48666 50 -0.691362 -0.366372
51 10.65615 51 -0.631216 -1.351356
52 10.12932 52 0.308422 -1.377084
53 8.966306 53 1.431666 0.218452
54 8.106751 54 -0.49622 0.494978
55 8.673899 55 -0.036885 0.378606
56 8.739862 56 1.824506 2.083259
57 8.763976 57 -3.60004 -0.724207
58 10.60763 58 1.117458 -1.150631
59 8.846284 59 2.156855 1.131839
60 8.19743 60 -1.699733 0.636359
61 9.700468 61 0.408201 0.438841
62 9.498808 62 -0.077371 0.289082
63 9.700386 63 2.42314 2.71229
64 9.819628 64 -3.965895 -0.201332
65 12.35705 65 0.215567 -1.667451
66 10.9236 66 1.801198 -0.226016
67 9.700766 67 -1.086511 -0.330395
68 10.27416 68 0.054695 -0.547655
69 9.756081 69 -0.019611 -0.661636
70 9.287732 70 1.655247 1.038591
71 8.794808 71 -1.958042 -0.137847
72 9.952166 72 0.076167 -0.820958
73 9.146518 73 2.051184 1.036748
74 8.412073 74 -2.581869 -0.543825
75 9.723847 75 2.140404 0.60157
76 8.448789 76 -0.535491 0.749112
77 9.30917 77 0.554698 1.291343
78 9.629095 78 -3.228893 -1.821339
79 10.49875 79 3.38979 0.106067
80 8.134556 80 -2.178762 -0.802852
81 9.155184 81 3.615504 2.244229
82 7.992085 82 -1.706752 1.928668
83 10.43953 83 -1.984511 -0.540016
84 11.17525 84 1.990229 0.205605
85 9.921503 85 -1.078605 -0.150832
86 10.65302 86 -0.621235 -1.024559
87 10.30097 87 2.869003 1.434636
88 9.322712 88 -3.255606 -0.527626
89 11.2085 89 2.555265 0.803788
90 9.833712 90 -2.50757 -0.920227
91 11.00923 91 -0.308175 -2.083143
92 9.672212 92 2.733226 0.265235
93 8.022055 93 0.120262 1.738102
94 9.10016 94 -0.607865 1.475732
95 10.29356 95 -0.401159 0.672401
96 10.87414 96 -0.840972 -0.514802
97 11.04859 97 1.400079 0.426092
98 10.3771 98 -2.262942 -1.266238
99 11.10073 99 2.119396 -0.022009
100 9.556457 100 -0.073146 0.668741
101 10.12661 101 0.26364 1.162247
102 10.61866 102 -1.353692 -0.148202
103 11.36938 103 1.806222 1.005824
104 10.76144
105 11.95477

Theta roots
real imag abs val

Psi coefficients
index psi
0 #NAME?
1 #NAME?
2 #NAME?
3 #NAME?
4 #NAME?
Alpha 0.05
1 -3.587094 0 -3.587094 1.181476 -5.902745 -1.271442 1
2 2.119153 0 2.119153 1.181476 -0.196499 4.434804 2
3 0.80811 1.373316 -0.565206 1.181476 -2.880858 1.750445 3
4 -0.801347 1.208706 -2.010053 1.181476 -4.325704 0.305599 4
5 -1.401794 -0.57428 -0.827513 1.181476 -3.143165 1.488138 5
6 -0.843977 -2.223564 1.379587 1.181476 -0.936064 3.695239 6
7 3.096047 0.384288 2.711759 1.181476 0.396108 5.02741 7
8 -1.141184 0.695675 -1.836859 1.181476 -4.15251 0.478792 8
9 -1.816431 -1.301329 -0.515102 1.181476 -2.830753 1.800549 9
10 0.978607 -1.341937 2.320543 1.181476 0.004892 4.636195 10
11 0.601648 -0.407726 1.009373 1.181476 -1.306278 3.325024 11
12 -1.37999 -1.301171 -0.078819 1.181476 -2.39447 2.236833 12
13 1.004202 -0.830591 1.834793 1.181476 -0.480859 4.150444 13
14 -0.910878 -1.367036 0.456158 1.181476 -1.859494 2.771809 14
15 2.172187 0.579356 1.592831 1.181476 -0.72282 3.908483 15
16 -0.061866 1.467184 -1.52905 1.181476 -3.844701 0.786602 16
17 -0.687365 0.966654 -1.654019 1.181476 -3.96967 0.661632 17
18 -1.92436 -1.392025 -0.532335 1.181476 -2.847986 1.783316 18
19 1.065832 -1.327411 2.393243 1.181476 0.077592 4.708895 19
20 -1.537878 -2.504584 0.966707 1.181476 -1.348945 3.282358 20
21 0.648618 -2.316892 2.96551 1.181476 0.649859 5.281161 21
22 2.752968 0.708244 2.044724 1.181476 -0.270927 4.360375 22
23 -5.325279 -3.143324 -2.181955 1.181476 -4.497606 0.133697 23
24 6.993806 1.722009 5.271797 1.181476 2.956146 7.587449 24
25 -3.816514 0.61747 -4.433985 1.181476 -6.749636 -2.118333 25
26 1.110507 0.745572 0.364935 1.181476 -1.950716 2.680587 26
27 -2.823562 -2.122921 -0.700641 1.181476 -3.016293 1.61501 27
28 2.989579 -0.281425 3.271004 1.181476 0.955352 5.586655 28
29 0.94578 1.814507 -0.868727 1.181476 -3.184378 1.446925 29
30 -4.063693 -1.442914 -2.620779 1.181476 -4.93643 -0.305128 30
31 4.191331 0.884445 3.306886 1.181476 0.991234 5.622537 31
32 -4.090152 -1.699734 -2.390418 1.181476 -4.706069 -0.074767 32
33 2.552383 -0.523938 3.076322 1.181476 0.760671 5.391973 33
34 1.007631 1.235934 -0.228304 1.181476 -2.543955 2.087348 34
35 -2.065839 -0.015492 -2.050346 1.181476 -4.365998 0.265305 35
36 0.18691 -0.748802 0.935711 1.181476 -1.37994 3.251363 36
37 3.060991 2.154972 0.906019 1.181476 -1.409632 3.22167 37
38 -4.918076 -1.301159 -3.616917 1.181476 -5.932569 -1.301266 38
39 3.285233 -0.018316 3.303549 1.181476 0.987897 5.6192 39
40 -1.213905 -0.259064 -0.95484 1.181476 -3.270492 1.360811 40
41 -0.468276 -0.849637 0.381361 1.181476 -1.934291 2.697012 41
42 1.468842 0.256155 1.212686 1.181476 -1.102965 3.528337 42
43 -0.659175 0.270772 -0.929947 1.181476 -3.245598 1.385705 43
44 1.729138 1.857385 -0.128247 1.181476 -2.443898 2.187404 44
45 -2.904914 -0.38094 -2.523974 1.181476 -4.839626 -0.208323 45
46 0.477811 -1.125137 1.602948 1.181476 -0.712704 3.918599 46
47 1.213782 -0.015819 1.229601 1.181476 -1.08605 3.545252 47
48 -0.152223 0.533569 -0.685792 1.181476 -3.001443 1.629859 48
49 -0.143161 0.454141 -0.597302 1.181476 -2.912953 1.71835 49
50 -0.691362 -0.366372 -0.32499 1.181476 -2.640641 1.990662 50
51 -0.631216 -1.351356 0.72014 1.181476 -1.595511 3.035792 51
52 0.308422 -1.377084 1.685506 1.181476 -0.630146 4.001157 52
53 1.431666 0.218452 1.213213 1.181476 -1.102438 3.528865 53
54 -0.49622 0.494978 -0.991198 1.181476 -3.306849 1.324453 54
55 -0.036885 0.378606 -0.415491 1.181476 -2.731142 1.90016 55
56 1.824506 2.083259 -0.258752 1.181476 -2.574404 2.056899 56
57 -3.60004 -0.724207 -2.875833 1.181476 -5.191484 -0.560181 57
58 1.117458 -1.150631 2.26809 1.181476 -0.047562 4.583741 58
59 2.156855 1.131839 1.025016 1.181476 -1.290635 3.340667 59
60 -1.699733 0.636359 -2.336091 1.181476 -4.651743 -0.02044 60
61 0.408201 0.438841 -0.030641 1.181476 -2.346292 2.285011 61
62 -0.077371 0.289082 -0.366453 1.181476 -2.682104 1.949199 62
63 2.42314 2.71229 -0.289151 1.181476 -2.604802 2.026501 63
64 -3.965895 -0.201332 -3.764563 1.181476 -6.080214 -1.448911 64
65 0.215567 -1.667451 1.883018 1.181476 -0.432634 4.198669 65
66 1.801198 -0.226016 2.027214 1.181476 -0.288438 4.342865 66
67 -1.086511 -0.330395 -0.756116 1.181476 -3.071768 1.559535 67
68 0.054695 -0.547655 0.602351 1.181476 -1.713301 2.918002 68
69 -0.019611 -0.661636 0.642025 1.181476 -1.673626 2.957676 69
70 1.655247 1.038591 0.616655 1.181476 -1.698996 2.932306 70
71 -1.958042 -0.137847 -1.820196 1.181476 -4.135847 0.495456 71
72 0.076167 -0.820958 0.897125 1.181476 -1.418526 3.212777 72
73 2.051184 1.036748 1.014436 1.181476 -1.301216 3.330087 73
74 -2.581869 -0.543825 -2.038044 1.181476 -4.353695 0.277608 74
75 2.140404 0.60157 1.538834 1.181476 -0.776818 3.854485 75
76 -0.535491 0.749112 -1.284603 1.181476 -3.600255 1.031048 76
77 0.554698 1.291343 -0.736645 1.181476 -3.052297 1.579006 77
78 -3.228893 -1.821339 -1.407555 1.181476 -3.723206 0.908097 78
79 3.38979 0.106067 3.283723 1.181476 0.968072 5.599375 79
80 -2.178762 -0.802852 -1.37591 1.181476 -3.691561 0.939742 80
81 3.615504 2.244229 1.371275 1.181476 -0.944376 3.686926 81
82 -1.706752 1.928668 -3.63542 1.181476 -5.951071 -1.319769 82
83 -1.984511 -0.540016 -1.444495 1.181476 -3.760146 0.871156 83
84 1.990229 0.205605 1.784624 1.181476 -0.531028 4.100275 84
85 -1.078605 -0.150832 -0.927773 1.181476 -3.243424 1.387878 85
86 -0.621235 -1.024559 0.403324 1.181476 -1.912328 2.718975 86
87 2.869003 1.434636 1.434366 1.181476 -0.881285 3.750018 87
88 -3.255606 -0.527626 -2.72798 1.181476 -5.043631 -0.412329 88
89 2.555265 0.803788 1.751477 1.181476 -0.564174 4.067128 89
90 -2.50757 -0.920227 -1.587342 1.181476 -3.902994 0.728309 90
91 -0.308175 -2.083143 1.774968 1.181476 -0.540683 4.09062 91
92 2.733226 0.265235 2.467991 1.181476 0.152339 4.783642 92
93 0.120262 1.738102 -1.61784 1.181476 -3.933491 0.697811 93
94 -0.607865 1.475732 -2.083597 1.181476 -4.399248 0.232055 94
95 -0.401159 0.672401 -1.073561 1.181476 -3.389212 1.242091 95
96 -0.840972 -0.514802 -0.32617 1.181476 -2.641821 1.989481 96
97 1.400079 0.426092 0.973987 1.181476 -1.341664 3.289638 97
98 -2.262942 -1.266238 -0.996704 1.181476 -3.312356 1.318947 98
99 2.119396 -0.022009 2.141405 1.181476 -0.174246 4.457057 99
100 -0.073146 0.668741 -0.741888 1.181476 -3.057539 1.573764 100
101 0.26364 1.162247 -0.898607 1.181476 -3.214258 1.417045 101
102 -1.353692 -0.148202 -1.20549 1.181476 -3.521141 1.110161 102
103 1.806222 1.005824 0.800398 1.181476 -1.515253 3.11605 103
104 -1.669567 #NAME? #NAME? #NAME? 104
105 0.597025 #NAME? #NAME? #NAME? 105
106 -0.061195 #NAME? #NAME? #NAME? 106
107 -0.05709 #NAME? #NAME? #NAME? 107
108 0.038708 #NAME? #NAME? #NAME? 108
109
110
forecast
3.117676
5.808251
4.906769
6.119474
8.135326
9.344867
9.147651
8.101493
10.14642
11.0452
10.12258
10.1736
10.82131
10.08406
10.34605
9.692203
11.20557
12.65212
13.40633
12.23122
12.11697
10.45989
9.446458
11.18103
7.58536
10.97853
10.55023
11.22746
9.076171
9.909496
11.68364
9.389118
11.28097
9.0777
9.421852
10.76867
10.04469
9.502648
12.01664
9.607582
10.4788
10.13115
9.310253
9.953237
9.932083
11.6351
10.42824
9.694231
10.16904
10.48666
10.65615
10.12932
8.966306
8.106751
8.673899
8.739862
8.763976
10.60763
8.846284
8.19743
9.700468
9.498808
9.700386
9.819628
12.35705
10.9236
9.700766
10.27416
9.756081
9.287732
8.794808
9.952166
9.146518
8.412073
9.723847
8.448789
9.30917
9.629095
10.49875
8.134556
9.155184
7.992085
10.43953
11.17525
9.921503
10.65302
10.30097
9.322712
11.2085
9.833712
11.00923
9.672212
8.022055
9.10016
10.29356
10.87414
11.04859
10.3771
11.10073
9.556457
10.12661
10.61866
11.36938
10.76144
11.95477
11.47356
11.58441
11.6291
11.61174
11.62813
Complex Numbers
z1 1+i z1 + z2 3+2i #NAME? real(z2) 2
z2 2+i z1 - z2 -1 #NAME? imag(z2) 1
z3 3 z1 × z2 1+3i #NAME? |z2| 2.236068
z1 / z2 0.6+0.2i #NAME? conj(z2) 2-i
z3 × z2 6+3i #NAME? z2 2+i
1 / z2 0.4-0.2i #NAME? |-3+4i| 5
(z1+z2)z1 1+5i #NAME? sqrt(3+4i) 2+i
z2^3 2+11i #NAME?

#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
Complex Numbers
z1 1 1 z1 + z2 #NAME? #NAME? #NAME?
z2 2 1 z1 - z2 #NAME? #NAME? #NAME?
z3 3 0 z1 × z2 #NAME? #NAME? #NAME?
z1 / z2 #NAME? #NAME? #NAME?
z3 x z2 #NAME? #NAME? #NAME?
i × z2 #NAME? #NAME? #NAME?
1 / z2 #NAME? #NAME? #NAME?
(z1+z2)z1 #NAME? #NAME? #NAME?
z2 ^ 3 #NAME? #NAME? #NAME?
sqrt(3+4i) #NAME? #NAME? #NAME?

real(z2) #NAME? #NAME?
imag(z2) #NAME? #NAME?
|z2| #NAME? #NAME?
conj(z2) #NAME? #NAME? #NAME?
z2 2 1 #NAME?
|-3+4i| #NAME? #NAME?
z2 #NAME? #NAME? #NAME?
2+i #NAME? #NAME? #NAME?
z2 #NAME? #NAME?
Polar Format and Roots
complex 1 0 0 -1 1 1
polar #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
rect #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
#NAME?
cube roots #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
Complex Matrix Operations
Y 1 4 1 0 Y+Z ### ### ### ### #NAME?

2 0 -1 1 ### ### ### ###
Z 1 3 4 1 Y-Z ### ### ### ### #NAME?

0 5 2 7 ### ### ### ###
y 1 1 YxZ ### ### ### ### #NAME?

### ### ### ###
z 2 1
YT ### ### ### ### #NAME?
### ### ### ###
Identity ### ### ### ### #NAME?

### ### ### ###
Y-1 #NAME? #NAME? #NAME? #NAME? #NAME?
Y-1Y #NAME? #NAME? #NAME? #NAME? #NAME?

(2+i)*Y #NAME? #NAME? #NAME? #NAME? #NAME?

(y+z)*Y #NAME? #NAME? #NAME? #NAME? #NAME?

2*Y 2 8 2 0 #NAME?
4 0 -2 2
Absorbing Markov Chain P2
0 1 2 3 4 5 6 0 1
0 0 1 0 0 0 0 0 0 0.16667
1 0 0.16667 0.83333 0 0 0 0 0 0.02778
2 0 0 0.33333 0.66667 0 0 0 0 0
3 0 0 0 0.5 0.5 0 0 0 0
4 0 0 0 0 0.66667 0.33333 0 0 0
5 0 0 0 0 0 0.83333 0.16667 0 0
6 0 0 0 0 0 0 1 0 0
P4
0 1
0 0 0.00463
1 0 0.00077
2 0 0
3 0 0
4 0 0
5 0 0
6 0 0
P8
2 3 4 5 6 0 1 2 3 4
0.83333 0 0 0 0 0 3.57E-06 0.00227 0.06902 0.36458
0.41667 0.55556 0 0 0 0 6E-07 0.00076 0.03602 0.27756
0.11111 0.55556 0.33333 0 0 0 0 0.00015 0.01502 0.18815
0 0.25 0.58333 0.16667 0 0 0 0 0.00391 0.10534
0 0 0.44444 0.5 0.05556 0 0 0 0 0.03902
0 0 0 0.69444 0.30556 0 0 0 0 0
0 0 0 0 1 0 0 0 0 0
P10
2 3 4 5 6 0 1 2 3 4
0.16204 0.55556 0.27778 0 0 0 9.92E-08 0.00025 0.01852 0.20305
0.05787 0.3858 0.46296 0.09259 0 0 1.65E-08 8.46E-05 0.00943 0.14463
0.01235 0.20062 0.50926 0.25926 0.01852 0 0 1.69E-05 0.00384 0.09243
0 0.0625 0.40509 0.44907 0.08333 0 0 0 0.00098 0.04909
0 0 0.19753 0.56944 0.23302 0 0 0 0 0.01734
0 0 0 0.48225 0.51775 0 0 0 0 0
0 0 0 0 1 0 0 0 0 0
P9
0 1 2 3 4
#NAME?
#NAME?
5 6
0.4501 0.11403
0.49661 0.18904
0.50832 0.28837
0.47531 0.41544
0.3871 0.57388
0.23257 0.76743
0 1
5 6
0.50637 0.27181
0.48966 0.35621
0.44957 0.45414
0.3834 0.56653
0.28833 0.69433
0.16151 0.83849
0 1
5 6
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
#NAME? #NAME?
Absorbing Markov Chain
0 1 2 3 a b P10 0
0 0 0.666667 0 0 0.333333 0 0 #NAME?
1 0 0 0.666667 0 0.333333 0 1 #NAME?
2 0 0 0 0.666667 0.333333 0 2 #NAME?
3 0 0 0 1 0 0 3 #NAME?
a 0 0.666667 0 0 0 0.333333 a #NAME?
b 0 0 0 0 0 1 b #NAME?
P20 0
0 #NAME?
1 #NAME?
2 #NAME?
3 #NAME?
a #NAME?
b #NAME?
1 2 3 a b P30 0 1
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? 0 #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? 1 #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? a #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? b #NAME? #NAME?
1 2 3 a b P40 0 1
#NAME? #NAME? #NAME? #NAME? #NAME? #NAME? 0 #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? a #NAME? #NAME?
#NAME? #NAME? #NAME? #NAME? #NAME? b #NAME? #NAME?
2 3 a b
2 3 a b
Augemented Dickey-Fuller Table of Critical Values
Model 0 - no constant, no trend Model 1 - constant, no trend

N 0.01 0.025 0.05 0.10 0.01 0.025 0.05 0.10
25 -2.66 -2.26 -1.95 -1.60 -3.75 -3.33 -3.00 -2.62
50 -2.62 -2.25 -1.95 -1.61 -3.58 -3.22 -2.93 -2.60
100 -2.60 -2.24 -1.95 -1.61 -3.51 -3.17 -2.89 -2.58
250 -2.58 -2.23 -1.95 -1.61 -3.46 -3.14 -2.88 -2.57
500 -2.58 -2.23 -1.95 -1.61 -3.44 -3.13 -2.87 -2.57
>500 -2.58 -2.23 -1.95 -1.61 -3.43 -3.12 -2.86 -2.57
Model 2 - constant, trend
0.01 0.025 0.05 0.10
-4.38 -3.95 -3.60 -3.24
-4.15 -3.80 -3.50 -3.18
-4.04 -3.73 -3.45 -3.15
-3.99 -3.69 -3.43 -3.13
-3.98 -3.68 -3.42 -3.13
-3.96 -3.66 -3.41 -3.12

Real Statistics Using Excel - Time Series Examples Workbook Charles Zaiontz, 27 July 2018

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Real Statistics Using Excel - Time Series Examples Workbook Charles Zaiontz, 27 July 2018

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Real Statistics Using Excel - Time Series Examples Workbook

Charles Zaiontz, 27 July 2018

Copyright © 2013 - 2018 Charles Zaiontz

Concise Table of Contents

Copyright © 2013 - 2018 Charles Zaiontz

Basic Forecasting Methods

Simple Moving Average

Weighted Moving Average

Simple Exponential Smoothing

Holt's Linear Trend

Holt-Winters Seasonal Model

Partial Autocorrelation Function

Purely Random Time Series

Real Statistics data analysis tool

Finding Model Coefficients using ACF/PACF

Finding Model Coefficients using Least squares

Augmented Dickey-Fuller Test

PP and KPSS Tests

Moving Average Processes

Infinite Moving Average Process

Estimating Coefficients of an MA(q) Process using ACF

Estimating Coefficients of an MA(q) Process using Solver

Estimating ARMA Coefficients using Solver

Real Statistics ARMA Tool

Options to Real Statistics ARMA Tool

Finding model coefficients

Roots of a cubic polynomial

Augmented Dick-Fuller Table

Copyright © 2013 - 2018 Charles Zaiontz

Basic Forecasting Methods

Simple Moving Average

Weighted Moving Average

Simple Exponential Smoothing

Holt's Linear Trend

Holt-Winters Seasonal Model

Partial Autocorrelation Function

Purely Random Time Series

Real Statistics data analysis tool

Finding Model Coefficients using ACF/PACF

Finding Model Coefficients using Least squares

Augmented Dickey-Fuller Test

PP and KPSS Tests

Moving Average Processes

Infinite Moving Average Process

Estimating Coefficients of an MA(q) Process using ACF

Estimating Coefficients of an MA(q) Process using Solver

Estimating ARMA Coefficients using Solver

Real Statistics ARMA Tool

Options to Real Statistics ARMA Tool

Finding model coefficients

Roots of a cubic polynomial

Augmented Dick-Fuller Table

data forecast1 forecast2 Error Statistics

data forecast1 forecast2 i error 1 error 2 d gamma s.e.

dm Diebold-Mariano Test Diebold-Mariano Test gamma

data forecast1 forecast2

data forecast Size 15

t y pred |e| e^2

12 75 49.33333 25.66667 658.7778 10

t y Simple Moving Average

t y pred |e| e^2 w

15 88 70.5 17.5 306.25

t y pred |e| e^2 w