FreeStatistics.org

Free Statistics

of Irreproducible Research!

Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_arimaforecasting.wasp
Title produced by softwareARIMA Forecasting
Date of computationWed, 26 Dec 2007 09:05:18 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/26/t1198684498s8gk7ujyz0o8edq.htm/, Retrieved Mon, 29 Apr 2024 23:44:00 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4893, Retrieved Mon, 29 Apr 2024 23:44:00 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact298

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [ARIMA Forecasting] [ARIMA Forecasting...] [2007-12-13 16:13:11] [ede03b06b9ae6a59763c2cc70a5f12fe]
- R PD    [ARIMA Forecasting] [ARIMA Forecasting 48] [2007-12-26 16:05:18] [d41d8cd98f00b204e9800998ecf8427e] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
114.9
124.5
142.2
159.7
165.2
198.6
207.8
219.6
239.6
235.3
218.5
213.8
205.5
198.4
198.5
190.2
180.7
193.6
192.8
195.5
197.2
196.9
178.9
172.4
156.4
143.7
153.6
168.8
185.8
199.9
205.4
197.5
199.6
200.5
193.7
179.6
169.1
169.8
195.5
194.8
204.5
203.8
204.8
204.9
240
248.3
258.4
254.9

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of compuational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4893&T=0

[TABLE]
[ROW][C]Summary of compuational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4893&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4893&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Univariate ARIMA Extrapolation Forecast
timeY[t]F[t]95% LB95% UBp-value(H0: Y[t] = F[t])P(F[t]>Y[t-1])P(F[t]>Y[t-s])P(F[t]>Y[36])
24172.4-------
25156.4-------
26143.7-------
27153.6-------
28168.8-------
29185.8-------
30199.9-------
31205.4-------
32197.5-------
33199.6-------
34200.5-------
35193.7-------
36179.6-------
37169.1165.8167137.3223.16320.45530.31880.62620.3188
38169.8168.8596132.5268.33240.49260.49810.690.4162
39195.5175.3221135.6341295.24120.37080.5360.63870.4721
40194.8180.2157137.9228319.08230.41850.41460.5640.5035
41204.5182.8113139.108333.27560.38880.43790.48450.5167
42203.8196.1988144.9159433.5310.4750.47270.48780.5545
43204.8197.8598145.6021450.83670.47860.48160.47670.5563
44204.9196.3404144.9747434.94750.4720.47230.49620.5547
45240198.2069145.7445454.65420.37470.47960.49580.5565
46248.3198.4026145.8248456.84090.35260.37620.49370.5567
47258.4184.7602139.985344.77730.18350.21820.45640.5252
48254.9175.3476135.6462295.35670.09690.08750.47230.4723

\begin{tabular}{lllllllll}
\hline
Univariate ARIMA Extrapolation Forecast \tabularnewline
time & Y[t] & F[t] & 95% LB & 95% UB & p-value(H0: Y[t] = F[t]) & P(F[t]>Y[t-1]) & P(F[t]>Y[t-s]) & P(F[t]>Y[36]) \tabularnewline
24 & 172.4 & - & - & - & - & - & - & - \tabularnewline
25 & 156.4 & - & - & - & - & - & - & - \tabularnewline
26 & 143.7 & - & - & - & - & - & - & - \tabularnewline
27 & 153.6 & - & - & - & - & - & - & - \tabularnewline
28 & 168.8 & - & - & - & - & - & - & - \tabularnewline
29 & 185.8 & - & - & - & - & - & - & - \tabularnewline
30 & 199.9 & - & - & - & - & - & - & - \tabularnewline
31 & 205.4 & - & - & - & - & - & - & - \tabularnewline
32 & 197.5 & - & - & - & - & - & - & - \tabularnewline
33 & 199.6 & - & - & - & - & - & - & - \tabularnewline
34 & 200.5 & - & - & - & - & - & - & - \tabularnewline
35 & 193.7 & - & - & - & - & - & - & - \tabularnewline
36 & 179.6 & - & - & - & - & - & - & - \tabularnewline
37 & 169.1 & 165.8167 & 137.3 & 223.1632 & 0.4553 & 0.3188 & 0.6262 & 0.3188 \tabularnewline
38 & 169.8 & 168.8596 & 132.5 & 268.3324 & 0.4926 & 0.4981 & 0.69 & 0.4162 \tabularnewline
39 & 195.5 & 175.3221 & 135.6341 & 295.2412 & 0.3708 & 0.536 & 0.6387 & 0.4721 \tabularnewline
40 & 194.8 & 180.2157 & 137.9228 & 319.0823 & 0.4185 & 0.4146 & 0.564 & 0.5035 \tabularnewline
41 & 204.5 & 182.8113 & 139.108 & 333.2756 & 0.3888 & 0.4379 & 0.4845 & 0.5167 \tabularnewline
42 & 203.8 & 196.1988 & 144.9159 & 433.531 & 0.475 & 0.4727 & 0.4878 & 0.5545 \tabularnewline
43 & 204.8 & 197.8598 & 145.6021 & 450.8367 & 0.4786 & 0.4816 & 0.4767 & 0.5563 \tabularnewline
44 & 204.9 & 196.3404 & 144.9747 & 434.9475 & 0.472 & 0.4723 & 0.4962 & 0.5547 \tabularnewline
45 & 240 & 198.2069 & 145.7445 & 454.6542 & 0.3747 & 0.4796 & 0.4958 & 0.5565 \tabularnewline
46 & 248.3 & 198.4026 & 145.8248 & 456.8409 & 0.3526 & 0.3762 & 0.4937 & 0.5567 \tabularnewline
47 & 258.4 & 184.7602 & 139.985 & 344.7773 & 0.1835 & 0.2182 & 0.4564 & 0.5252 \tabularnewline
48 & 254.9 & 175.3476 & 135.6462 & 295.3567 & 0.0969 & 0.0875 & 0.4723 & 0.4723 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4893&T=1

[TABLE]
[ROW][C]Univariate ARIMA Extrapolation Forecast[/C][/ROW]
[ROW][C]time[/C][C]Y[t][/C][C]F[t][/C][C]95% LB[/C][C]95% UB[/C][C]p-value(H0: Y[t] = F[t])[/C][C]P(F[t]>Y[t-1])[/C][C]P(F[t]>Y[t-s])[/C][C]P(F[t]>Y[36])[/C][/ROW]
[ROW][C]24[/C][C]172.4[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]25[/C][C]156.4[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]26[/C][C]143.7[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]27[/C][C]153.6[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]28[/C][C]168.8[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]29[/C][C]185.8[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]30[/C][C]199.9[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]31[/C][C]205.4[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]32[/C][C]197.5[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]33[/C][C]199.6[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]34[/C][C]200.5[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]35[/C][C]193.7[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]36[/C][C]179.6[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]37[/C][C]169.1[/C][C]165.8167[/C][C]137.3[/C][C]223.1632[/C][C]0.4553[/C][C]0.3188[/C][C]0.6262[/C][C]0.3188[/C][/ROW]
[ROW][C]38[/C][C]169.8[/C][C]168.8596[/C][C]132.5[/C][C]268.3324[/C][C]0.4926[/C][C]0.4981[/C][C]0.69[/C][C]0.4162[/C][/ROW]
[ROW][C]39[/C][C]195.5[/C][C]175.3221[/C][C]135.6341[/C][C]295.2412[/C][C]0.3708[/C][C]0.536[/C][C]0.6387[/C][C]0.4721[/C][/ROW]
[ROW][C]40[/C][C]194.8[/C][C]180.2157[/C][C]137.9228[/C][C]319.0823[/C][C]0.4185[/C][C]0.4146[/C][C]0.564[/C][C]0.5035[/C][/ROW]
[ROW][C]41[/C][C]204.5[/C][C]182.8113[/C][C]139.108[/C][C]333.2756[/C][C]0.3888[/C][C]0.4379[/C][C]0.4845[/C][C]0.5167[/C][/ROW]
[ROW][C]42[/C][C]203.8[/C][C]196.1988[/C][C]144.9159[/C][C]433.531[/C][C]0.475[/C][C]0.4727[/C][C]0.4878[/C][C]0.5545[/C][/ROW]
[ROW][C]43[/C][C]204.8[/C][C]197.8598[/C][C]145.6021[/C][C]450.8367[/C][C]0.4786[/C][C]0.4816[/C][C]0.4767[/C][C]0.5563[/C][/ROW]
[ROW][C]44[/C][C]204.9[/C][C]196.3404[/C][C]144.9747[/C][C]434.9475[/C][C]0.472[/C][C]0.4723[/C][C]0.4962[/C][C]0.5547[/C][/ROW]
[ROW][C]45[/C][C]240[/C][C]198.2069[/C][C]145.7445[/C][C]454.6542[/C][C]0.3747[/C][C]0.4796[/C][C]0.4958[/C][C]0.5565[/C][/ROW]
[ROW][C]46[/C][C]248.3[/C][C]198.4026[/C][C]145.8248[/C][C]456.8409[/C][C]0.3526[/C][C]0.3762[/C][C]0.4937[/C][C]0.5567[/C][/ROW]
[ROW][C]47[/C][C]258.4[/C][C]184.7602[/C][C]139.985[/C][C]344.7773[/C][C]0.1835[/C][C]0.2182[/C][C]0.4564[/C][C]0.5252[/C][/ROW]
[ROW][C]48[/C][C]254.9[/C][C]175.3476[/C][C]135.6462[/C][C]295.3567[/C][C]0.0969[/C][C]0.0875[/C][C]0.4723[/C][C]0.4723[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4893&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4893&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Univariate ARIMA Extrapolation Forecast
timeY[t]F[t]95% LB95% UBp-value(H0: Y[t] = F[t])P(F[t]>Y[t-1])P(F[t]>Y[t-s])P(F[t]>Y[36])
24172.4-------
25156.4-------
26143.7-------
27153.6-------
28168.8-------
29185.8-------
30199.9-------
31205.4-------
32197.5-------
33199.6-------
34200.5-------
35193.7-------
36179.6-------
37169.1165.8167137.3223.16320.45530.31880.62620.3188
38169.8168.8596132.5268.33240.49260.49810.690.4162
39195.5175.3221135.6341295.24120.37080.5360.63870.4721
40194.8180.2157137.9228319.08230.41850.41460.5640.5035
41204.5182.8113139.108333.27560.38880.43790.48450.5167
42203.8196.1988144.9159433.5310.4750.47270.48780.5545
43204.8197.8598145.6021450.83670.47860.48160.47670.5563
44204.9196.3404144.9747434.94750.4720.47230.49620.5547
45240198.2069145.7445454.65420.37470.47960.49580.5565
46248.3198.4026145.8248456.84090.35260.37620.49370.5567
47258.4184.7602139.985344.77730.18350.21820.45640.5252
48254.9175.3476135.6462295.35670.09690.08750.47230.4723






Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
370.17650.01980.001710.77980.89830.9478
380.30060.00565e-040.88430.07370.2715
390.3490.11510.0096407.14633.92885.8248
400.39310.08090.0067212.702617.72524.2101
410.41990.11860.0099470.399939.26.261
420.61720.03870.003257.77834.81492.1943
430.65230.03510.002948.16584.01382.0035
440.620.04360.003673.26676.10562.4709
450.66010.21090.01761746.667145.555612.0646
460.66460.25150.0212489.7469207.478914.4041
470.44190.39860.03325422.813451.901121.258
480.34920.45370.03786328.5837527.38222.9648

\begin{tabular}{lllllllll}
\hline
Univariate ARIMA Extrapolation Forecast Performance \tabularnewline
time & % S.E. & PE & MAPE & Sq.E & MSE & RMSE \tabularnewline
37 & 0.1765 & 0.0198 & 0.0017 & 10.7798 & 0.8983 & 0.9478 \tabularnewline
38 & 0.3006 & 0.0056 & 5e-04 & 0.8843 & 0.0737 & 0.2715 \tabularnewline
39 & 0.349 & 0.1151 & 0.0096 & 407.146 & 33.9288 & 5.8248 \tabularnewline
40 & 0.3931 & 0.0809 & 0.0067 & 212.7026 & 17.7252 & 4.2101 \tabularnewline
41 & 0.4199 & 0.1186 & 0.0099 & 470.3999 & 39.2 & 6.261 \tabularnewline
42 & 0.6172 & 0.0387 & 0.0032 & 57.7783 & 4.8149 & 2.1943 \tabularnewline
43 & 0.6523 & 0.0351 & 0.0029 & 48.1658 & 4.0138 & 2.0035 \tabularnewline
44 & 0.62 & 0.0436 & 0.0036 & 73.2667 & 6.1056 & 2.4709 \tabularnewline
45 & 0.6601 & 0.2109 & 0.0176 & 1746.667 & 145.5556 & 12.0646 \tabularnewline
46 & 0.6646 & 0.2515 & 0.021 & 2489.7469 & 207.4789 & 14.4041 \tabularnewline
47 & 0.4419 & 0.3986 & 0.0332 & 5422.813 & 451.9011 & 21.258 \tabularnewline
48 & 0.3492 & 0.4537 & 0.0378 & 6328.5837 & 527.382 & 22.9648 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4893&T=2

[TABLE]
[ROW][C]Univariate ARIMA Extrapolation Forecast Performance[/C][/ROW]
[ROW][C]time[/C][C]% S.E.[/C][C]PE[/C][C]MAPE[/C][C]Sq.E[/C][C]MSE[/C][C]RMSE[/C][/ROW]
[ROW][C]37[/C][C]0.1765[/C][C]0.0198[/C][C]0.0017[/C][C]10.7798[/C][C]0.8983[/C][C]0.9478[/C][/ROW]
[ROW][C]38[/C][C]0.3006[/C][C]0.0056[/C][C]5e-04[/C][C]0.8843[/C][C]0.0737[/C][C]0.2715[/C][/ROW]
[ROW][C]39[/C][C]0.349[/C][C]0.1151[/C][C]0.0096[/C][C]407.146[/C][C]33.9288[/C][C]5.8248[/C][/ROW]
[ROW][C]40[/C][C]0.3931[/C][C]0.0809[/C][C]0.0067[/C][C]212.7026[/C][C]17.7252[/C][C]4.2101[/C][/ROW]
[ROW][C]41[/C][C]0.4199[/C][C]0.1186[/C][C]0.0099[/C][C]470.3999[/C][C]39.2[/C][C]6.261[/C][/ROW]
[ROW][C]42[/C][C]0.6172[/C][C]0.0387[/C][C]0.0032[/C][C]57.7783[/C][C]4.8149[/C][C]2.1943[/C][/ROW]
[ROW][C]43[/C][C]0.6523[/C][C]0.0351[/C][C]0.0029[/C][C]48.1658[/C][C]4.0138[/C][C]2.0035[/C][/ROW]
[ROW][C]44[/C][C]0.62[/C][C]0.0436[/C][C]0.0036[/C][C]73.2667[/C][C]6.1056[/C][C]2.4709[/C][/ROW]
[ROW][C]45[/C][C]0.6601[/C][C]0.2109[/C][C]0.0176[/C][C]1746.667[/C][C]145.5556[/C][C]12.0646[/C][/ROW]
[ROW][C]46[/C][C]0.6646[/C][C]0.2515[/C][C]0.021[/C][C]2489.7469[/C][C]207.4789[/C][C]14.4041[/C][/ROW]
[ROW][C]47[/C][C]0.4419[/C][C]0.3986[/C][C]0.0332[/C][C]5422.813[/C][C]451.9011[/C][C]21.258[/C][/ROW]
[ROW][C]48[/C][C]0.3492[/C][C]0.4537[/C][C]0.0378[/C][C]6328.5837[/C][C]527.382[/C][C]22.9648[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4893&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4893&T=2

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
370.17650.01980.001710.77980.89830.9478
380.30060.00565e-040.88430.07370.2715
390.3490.11510.0096407.14633.92885.8248
400.39310.08090.0067212.702617.72524.2101
410.41990.11860.0099470.399939.26.261
420.61720.03870.003257.77834.81492.1943
430.65230.03510.002948.16584.01382.0035
440.620.04360.003673.26676.10562.4709
450.66010.21090.01761746.667145.555612.0646
460.66460.25150.0212489.7469207.478914.4041
470.44190.39860.03325422.813451.901121.258
480.34920.45370.03786328.5837527.38222.9648


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ; par2 = -1.9 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = 0 ; par7 = 1 ; par8 = 1 ; par9 = 0 ; par10 = FALSE ;
Parameters (R input):
par1 = 12 ; par2 = -1.9 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = 0 ; par7 = 1 ; par8 = 1 ; par9 = 0 ; par10 = FALSE ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;
R code (references can be found in the software module):