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Author's title

Author

*Unverified author*

R Software Module

rwasp_arimaforecasting.wasp

Title produced by software

ARIMA Forecasting

Date of computation

Thu, 13 Dec 2007 10:38:59 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/13/t11975666093cbu42lavgxskj4.htm/, Retrieved Thu, 31 Oct 2024 23:06:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3673, Retrieved Thu, 31 Oct 2024 23:06:12 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

258

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [ARIMA Forecasting] [PAPER, TIM, GIEL,...] [2007-12-13 17:38:59] [5ac545ffb613273067e3916533dda4e8] [Current]
- R PD    [ARIMA Forecasting] [Paper Tim, Giel, Rik] [2007-12-20 13:24:42] [74be16979710d4c4e7c6647856088456] 

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Dataseries X:

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Histogram

Boxplots

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3673&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]2 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=3673&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3673&T=0

As an alternative you can also use a QR Code:

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

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Univariate ARIMA Extrapolation Forecast
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[61])
49	628	-	-	-	-	-	-	-
50	612	-	-	-	-	-	-	-
51	595	-	-	-	-	-	-	-
52	597	-	-	-	-	-	-	-
53	593	-	-	-	-	-	-	-
54	590	-	-	-	-	-	-	-
55	580	-	-	-	-	-	-	-
56	574	-	-	-	-	-	-	-
57	573	-	-	-	-	-	-	-
58	573	-	-	-	-	-	-	-
59	620	-	-	-	-	-	-	-
60	626	-	-	-	-	-	-	-
61	620	-	-	-	-	-	-	-
62	588	608.7432	598.6286	618.8578	0	0.0146	0.264	0.0146
63	566	591.0639	575.2903	606.8375	9e-04	0.6483	0.3124	2e-04
64	557	593.8902	573.6074	614.1731	2e-04	0.9965	0.3819	0.0058
65	561	593.4923	569.6422	617.3424	0.0038	0.9986	0.5161	0.0147
66	549	591.3501	564.4806	618.2196	0.001	0.9866	0.5392	0.0183
67	532	583.9049	554.361	613.4489	3e-04	0.9897	0.6022	0.0083
68	526	576.1604	544.1744	608.1464	0.0011	0.9966	0.5527	0.0036
69	511	571.9054	537.6513	606.1594	2e-04	0.9957	0.475	0.003
70	499	574.0047	537.6223	610.3872	0	0.9997	0.5216	0.0066
71	555	625.467	587.073	663.8611	2e-04	1	0.6099	0.6099
72	565	634.3235	594.0183	674.6286	4e-04	0.9999	0.6572	0.757
73	542	631.4694	589.3414	673.5973	0	0.999	0.7032	0.7032

\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[61]) \tabularnewline
49 & 628 & - & - & - & - & - & - & - \tabularnewline
50 & 612 & - & - & - & - & - & - & - \tabularnewline
51 & 595 & - & - & - & - & - & - & - \tabularnewline
52 & 597 & - & - & - & - & - & - & - \tabularnewline
53 & 593 & - & - & - & - & - & - & - \tabularnewline
54 & 590 & - & - & - & - & - & - & - \tabularnewline
55 & 580 & - & - & - & - & - & - & - \tabularnewline
56 & 574 & - & - & - & - & - & - & - \tabularnewline
57 & 573 & - & - & - & - & - & - & - \tabularnewline
58 & 573 & - & - & - & - & - & - & - \tabularnewline
59 & 620 & - & - & - & - & - & - & - \tabularnewline
60 & 626 & - & - & - & - & - & - & - \tabularnewline
61 & 620 & - & - & - & - & - & - & - \tabularnewline
62 & 588 & 608.7432 & 598.6286 & 618.8578 & 0 & 0.0146 & 0.264 & 0.0146 \tabularnewline
63 & 566 & 591.0639 & 575.2903 & 606.8375 & 9e-04 & 0.6483 & 0.3124 & 2e-04 \tabularnewline
64 & 557 & 593.8902 & 573.6074 & 614.1731 & 2e-04 & 0.9965 & 0.3819 & 0.0058 \tabularnewline
65 & 561 & 593.4923 & 569.6422 & 617.3424 & 0.0038 & 0.9986 & 0.5161 & 0.0147 \tabularnewline
66 & 549 & 591.3501 & 564.4806 & 618.2196 & 0.001 & 0.9866 & 0.5392 & 0.0183 \tabularnewline
67 & 532 & 583.9049 & 554.361 & 613.4489 & 3e-04 & 0.9897 & 0.6022 & 0.0083 \tabularnewline
68 & 526 & 576.1604 & 544.1744 & 608.1464 & 0.0011 & 0.9966 & 0.5527 & 0.0036 \tabularnewline
69 & 511 & 571.9054 & 537.6513 & 606.1594 & 2e-04 & 0.9957 & 0.475 & 0.003 \tabularnewline
70 & 499 & 574.0047 & 537.6223 & 610.3872 & 0 & 0.9997 & 0.5216 & 0.0066 \tabularnewline
71 & 555 & 625.467 & 587.073 & 663.8611 & 2e-04 & 1 & 0.6099 & 0.6099 \tabularnewline
72 & 565 & 634.3235 & 594.0183 & 674.6286 & 4e-04 & 0.9999 & 0.6572 & 0.757 \tabularnewline
73 & 542 & 631.4694 & 589.3414 & 673.5973 & 0 & 0.999 & 0.7032 & 0.7032 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3673&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[61])[/C][/ROW]
[ROW][C]49[/C][C]628[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]50[/C][C]612[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]51[/C][C]595[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]52[/C][C]597[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]53[/C][C]593[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]54[/C][C]590[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]55[/C][C]580[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]56[/C][C]574[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]57[/C][C]573[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]58[/C][C]573[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]59[/C][C]620[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]60[/C][C]626[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]61[/C][C]620[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]62[/C][C]588[/C][C]608.7432[/C][C]598.6286[/C][C]618.8578[/C][C]0[/C][C]0.0146[/C][C]0.264[/C][C]0.0146[/C][/ROW]
[ROW][C]63[/C][C]566[/C][C]591.0639[/C][C]575.2903[/C][C]606.8375[/C][C]9e-04[/C][C]0.6483[/C][C]0.3124[/C][C]2e-04[/C][/ROW]
[ROW][C]64[/C][C]557[/C][C]593.8902[/C][C]573.6074[/C][C]614.1731[/C][C]2e-04[/C][C]0.9965[/C][C]0.3819[/C][C]0.0058[/C][/ROW]
[ROW][C]65[/C][C]561[/C][C]593.4923[/C][C]569.6422[/C][C]617.3424[/C][C]0.0038[/C][C]0.9986[/C][C]0.5161[/C][C]0.0147[/C][/ROW]
[ROW][C]66[/C][C]549[/C][C]591.3501[/C][C]564.4806[/C][C]618.2196[/C][C]0.001[/C][C]0.9866[/C][C]0.5392[/C][C]0.0183[/C][/ROW]
[ROW][C]67[/C][C]532[/C][C]583.9049[/C][C]554.361[/C][C]613.4489[/C][C]3e-04[/C][C]0.9897[/C][C]0.6022[/C][C]0.0083[/C][/ROW]
[ROW][C]68[/C][C]526[/C][C]576.1604[/C][C]544.1744[/C][C]608.1464[/C][C]0.0011[/C][C]0.9966[/C][C]0.5527[/C][C]0.0036[/C][/ROW]
[ROW][C]69[/C][C]511[/C][C]571.9054[/C][C]537.6513[/C][C]606.1594[/C][C]2e-04[/C][C]0.9957[/C][C]0.475[/C][C]0.003[/C][/ROW]
[ROW][C]70[/C][C]499[/C][C]574.0047[/C][C]537.6223[/C][C]610.3872[/C][C]0[/C][C]0.9997[/C][C]0.5216[/C][C]0.0066[/C][/ROW]
[ROW][C]71[/C][C]555[/C][C]625.467[/C][C]587.073[/C][C]663.8611[/C][C]2e-04[/C][C]1[/C][C]0.6099[/C][C]0.6099[/C][/ROW]
[ROW][C]72[/C][C]565[/C][C]634.3235[/C][C]594.0183[/C][C]674.6286[/C][C]4e-04[/C][C]0.9999[/C][C]0.6572[/C][C]0.757[/C][/ROW]
[ROW][C]73[/C][C]542[/C][C]631.4694[/C][C]589.3414[/C][C]673.5973[/C][C]0[/C][C]0.999[/C][C]0.7032[/C][C]0.7032[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3673&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3673&T=1

As an alternative you can also use a QR Code:

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

Univariate ARIMA Extrapolation Forecast
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[61])
49	628	-	-	-	-	-	-	-
50	612	-	-	-	-	-	-	-
51	595	-	-	-	-	-	-	-
52	597	-	-	-	-	-	-	-
53	593	-	-	-	-	-	-	-
54	590	-	-	-	-	-	-	-
55	580	-	-	-	-	-	-	-
56	574	-	-	-	-	-	-	-
57	573	-	-	-	-	-	-	-
58	573	-	-	-	-	-	-	-
59	620	-	-	-	-	-	-	-
60	626	-	-	-	-	-	-	-
61	620	-	-	-	-	-	-	-
62	588	608.7432	598.6286	618.8578	0	0.0146	0.264	0.0146
63	566	591.0639	575.2903	606.8375	9e-04	0.6483	0.3124	2e-04
64	557	593.8902	573.6074	614.1731	2e-04	0.9965	0.3819	0.0058
65	561	593.4923	569.6422	617.3424	0.0038	0.9986	0.5161	0.0147
66	549	591.3501	564.4806	618.2196	0.001	0.9866	0.5392	0.0183
67	532	583.9049	554.361	613.4489	3e-04	0.9897	0.6022	0.0083
68	526	576.1604	544.1744	608.1464	0.0011	0.9966	0.5527	0.0036
69	511	571.9054	537.6513	606.1594	2e-04	0.9957	0.475	0.003
70	499	574.0047	537.6223	610.3872	0	0.9997	0.5216	0.0066
71	555	625.467	587.073	663.8611	2e-04	1	0.6099	0.6099
72	565	634.3235	594.0183	674.6286	4e-04	0.9999	0.6572	0.757
73	542	631.4694	589.3414	673.5973	0	0.999	0.7032	0.7032

Univariate ARIMA Extrapolation Forecast Performance
time	% S.E.	PE	MAPE	Sq.E	MSE	RMSE
62	0.0085	-0.0341	0.0028	430.2806	35.8567	5.988
63	0.0136	-0.0424	0.0035	628.199	52.3499	7.2353
64	0.0174	-0.0621	0.0052	1360.8894	113.4075	10.6493
65	0.0205	-0.0547	0.0046	1055.7484	87.979	9.3797
66	0.0232	-0.0716	0.006	1793.5318	149.461	12.2254
67	0.0258	-0.0889	0.0074	2694.1202	224.51	14.9837
68	0.0283	-0.0871	0.0073	2516.0693	209.6724	14.4801
69	0.0306	-0.1065	0.0089	3709.4665	309.1222	17.5819
70	0.0323	-0.1307	0.0109	5625.7088	468.8091	21.652
71	0.0313	-0.1127	0.0094	4965.6048	413.8004	20.3421
72	0.0324	-0.1093	0.0091	4805.743	400.4786	20.012
73	0.034	-0.1417	0.0118	8004.7679	667.064	25.8276

\begin{tabular}{lllllllll}
\hline
Univariate ARIMA Extrapolation Forecast Performance \tabularnewline
time & % S.E. & PE & MAPE & Sq.E & MSE & RMSE \tabularnewline
62 & 0.0085 & -0.0341 & 0.0028 & 430.2806 & 35.8567 & 5.988 \tabularnewline
63 & 0.0136 & -0.0424 & 0.0035 & 628.199 & 52.3499 & 7.2353 \tabularnewline
64 & 0.0174 & -0.0621 & 0.0052 & 1360.8894 & 113.4075 & 10.6493 \tabularnewline
65 & 0.0205 & -0.0547 & 0.0046 & 1055.7484 & 87.979 & 9.3797 \tabularnewline
66 & 0.0232 & -0.0716 & 0.006 & 1793.5318 & 149.461 & 12.2254 \tabularnewline
67 & 0.0258 & -0.0889 & 0.0074 & 2694.1202 & 224.51 & 14.9837 \tabularnewline
68 & 0.0283 & -0.0871 & 0.0073 & 2516.0693 & 209.6724 & 14.4801 \tabularnewline
69 & 0.0306 & -0.1065 & 0.0089 & 3709.4665 & 309.1222 & 17.5819 \tabularnewline
70 & 0.0323 & -0.1307 & 0.0109 & 5625.7088 & 468.8091 & 21.652 \tabularnewline
71 & 0.0313 & -0.1127 & 0.0094 & 4965.6048 & 413.8004 & 20.3421 \tabularnewline
72 & 0.0324 & -0.1093 & 0.0091 & 4805.743 & 400.4786 & 20.012 \tabularnewline
73 & 0.034 & -0.1417 & 0.0118 & 8004.7679 & 667.064 & 25.8276 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3673&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]62[/C][C]0.0085[/C][C]-0.0341[/C][C]0.0028[/C][C]430.2806[/C][C]35.8567[/C][C]5.988[/C][/ROW]
[ROW][C]63[/C][C]0.0136[/C][C]-0.0424[/C][C]0.0035[/C][C]628.199[/C][C]52.3499[/C][C]7.2353[/C][/ROW]
[ROW][C]64[/C][C]0.0174[/C][C]-0.0621[/C][C]0.0052[/C][C]1360.8894[/C][C]113.4075[/C][C]10.6493[/C][/ROW]
[ROW][C]65[/C][C]0.0205[/C][C]-0.0547[/C][C]0.0046[/C][C]1055.7484[/C][C]87.979[/C][C]9.3797[/C][/ROW]
[ROW][C]66[/C][C]0.0232[/C][C]-0.0716[/C][C]0.006[/C][C]1793.5318[/C][C]149.461[/C][C]12.2254[/C][/ROW]
[ROW][C]67[/C][C]0.0258[/C][C]-0.0889[/C][C]0.0074[/C][C]2694.1202[/C][C]224.51[/C][C]14.9837[/C][/ROW]
[ROW][C]68[/C][C]0.0283[/C][C]-0.0871[/C][C]0.0073[/C][C]2516.0693[/C][C]209.6724[/C][C]14.4801[/C][/ROW]
[ROW][C]69[/C][C]0.0306[/C][C]-0.1065[/C][C]0.0089[/C][C]3709.4665[/C][C]309.1222[/C][C]17.5819[/C][/ROW]
[ROW][C]70[/C][C]0.0323[/C][C]-0.1307[/C][C]0.0109[/C][C]5625.7088[/C][C]468.8091[/C][C]21.652[/C][/ROW]
[ROW][C]71[/C][C]0.0313[/C][C]-0.1127[/C][C]0.0094[/C][C]4965.6048[/C][C]413.8004[/C][C]20.3421[/C][/ROW]
[ROW][C]72[/C][C]0.0324[/C][C]-0.1093[/C][C]0.0091[/C][C]4805.743[/C][C]400.4786[/C][C]20.012[/C][/ROW]
[ROW][C]73[/C][C]0.034[/C][C]-0.1417[/C][C]0.0118[/C][C]8004.7679[/C][C]667.064[/C][C]25.8276[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3673&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3673&T=2

As an alternative you can also use a QR Code:

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

Univariate ARIMA Extrapolation Forecast Performance
time	% S.E.	PE	MAPE	Sq.E	MSE	RMSE
62	0.0085	-0.0341	0.0028	430.2806	35.8567	5.988
63	0.0136	-0.0424	0.0035	628.199	52.3499	7.2353
64	0.0174	-0.0621	0.0052	1360.8894	113.4075	10.6493
65	0.0205	-0.0547	0.0046	1055.7484	87.979	9.3797
66	0.0232	-0.0716	0.006	1793.5318	149.461	12.2254
67	0.0258	-0.0889	0.0074	2694.1202	224.51	14.9837
68	0.0283	-0.0871	0.0073	2516.0693	209.6724	14.4801
69	0.0306	-0.1065	0.0089	3709.4665	309.1222	17.5819
70	0.0323	-0.1307	0.0109	5625.7088	468.8091	21.652
71	0.0313	-0.1127	0.0094	4965.6048	413.8004	20.3421
72	0.0324	-0.1093	0.0091	4805.743	400.4786	20.012
73	0.034	-0.1417	0.0118	8004.7679	667.064	25.8276

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

Parameters (R input):

par1 = 12 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 0 ; par9 = 1 ; par10 = FALSE ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

R code (references can be found in the software module):

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code