Model SARIMA

PASAGERI
3,500,000

3,000,000

2,500,000

2,000,000

1,500,000

1,000,000

500,000
q1 q1 q1 q1 q1 q1 q1 q1 q1 q1 q1 q1
004 005 006 007 008 009 010 011 012 013 014 015
2 2 2 2 2 2 2 2 2 2 2 2

Null Hypothesis: PASAGERI has a unit root

Exogenous: Constant
Lag Length: 4 (Automatic - based on SIC, maxlag=9)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -1.551055 0.4973

Test critical values: 1% level -3.615588
5% level -2.941145
10% level -2.609066

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(PASAGERI)
Method: Least Squares
Date: 04/05/21 Time: 11:36
Sample (adjusted): 2005Q2 2014Q3
Included observations: 38 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

PASAGERI(-1) -0.056871 0.036666 -1.551055 0.1307

D(PASAGERI(-1)) -0.227750 0.121716 -1.871165 0.0705
 D(PASAGERI(-2)) -0.342210 0.122885 -2.784793 0.0089
D(PASAGERI(-3)) -0.257263 0.129677 -1.983872 0.0559
D(PASAGERI(-4)) 0.693063 0.130643 5.305005 0.0000
C 169857.4 80980.71 2.097505 0.0439

R-squared 0.948748 Mean dependent var 71948.58

Adjusted R-squared 0.940740 S.D. dependent var 504038.0
S.E. of regression 122700.1 Akaike info criterion 26.41681
Sum squared resid 4.82E+11 Schwarz criterion 26.67538
Log likelihood -495.9195 Hannan-Quinn criter. 26.50881
F-statistic 118.4729 Durbin-Watson stat 2.040465
Prob(F-statistic) 0.000000