XY
Summary of ARIMA Model ARIMNA
Method: ARIMA(0,0,0)(0,0,0)[12]
Call:
[Link]([Link])
Coefficients:
intercept
Value 155.745
Std Err 5.056151
sigma^2 estimated as 793.38351: log likelihood = -142.20423
Information Criteria:
AIC AICc BIC
288.4085 288.8529 291.2109
In-sample error measures:
ME RMSE MAE MPE MAPE MASE ACF1
0 27.6936345 18.8973333 -5.346617 16.2516849 0.6107406 -0.1087007
Ljung-Box test of the model residuals:
Chi-squared = 16.0841, df = 15, p-value = 0.376481
Plots
AB
Summary of ARIMA Model ARIMNA
Method: ARIMA(1,0,0)(0,0,0)[12]
Call:
[Link]([Link])
Coefficients:
ar1 intercept
Value 0.248697 168.476924
Std Err 0.076885 7.488121
sigma^2 estimated as 5180.52506: log likelihood = -915.96403
Information Criteria:
AIC AICc BIC
1837.9281 1838.0809 1847.1723
In-sample error measures:
ME RMSE MAE MPE MAPE MASE ACF1
0.2239048 71.5274123 56.345201 -64.3214395 87.2470397 0.7044196 0.0067883
Ljung-Box test of the model residuals:
Chi-squared = 26.6645, df = 23, p-value = 0.270511
Plots
CD
Summary of ARIMA Model ARIMNA
Method: ARIMA(0,0,0)(0,0,0)[12]
Call:
[Link]([Link])
Coefficients:
intercept
Value 159.246667
Std Err 6.642087
sigma^2 estimated as 1633.59685: log likelihood = -183.74842
Information Criteria:
AIC AICc BIC
371.4968 371.8605 374.6639
In-sample error measures:
ME RMSE MAE MPE MAPE MASE ACF1
0 39.8524674 24.7809259 -36.5785021 50.2501045 0.6893724 0.0930103
Ljung-Box test of the model residuals:
Chi-squared = 15.5911, df = 18, p-value = 0.621058
Plots
EF
Summary of ARIMA Model ARIMNA
Method: ARIMA(0,1,1)(0,1,0)[12]
Call:
[Link]([Link])
Coefficients:
ma1
Value -0.761428
Std Err 0.167946
sigma^2 estimated as 4986.61751: log likelihood = -119.12126
Information Criteria:
AIC AICc BIC
242.2425 242.9092 244.3316
In-sample error measures:
ME RMSE MAE MPE MAPE MASE ACF1
-14.1371401 54.1599891 33.5514105 -15.9620093 27.7686816 0.7597849 0.1430872
Ljung-Box test of the model residuals:
Chi-squared = 18.2477, df = 9, p-value = 0.040904
Plots
HI
Summary of ARIMA Model ARIMNA
Method: ARIMA(1,0,0)(0,0,0)[12]
Call:
[Link]([Link])
Coefficients:
ar1 intercept
Value -0.233727 62.061646
Std Err 0.150176 3.467247
sigma^2 estimated as 834.54481: log likelihood = -209.42945
Information Criteria:
AIC AICc BIC
424.8589 425.4589 430.2115
In-sample error measures:
ME RMSE MAE MPE MAPE MASE ACF1
-0.107755 28.2242973 23.362582 -56.3863043 82.6843489 0.7101493 -0.0138183
Ljung-Box test of the model residuals:
Chi-squared = 16.1418, df = 21, p-value = 0.761634
Plots
JK
Summary of ARIMA Model ARIMNA
Method: ARIMA(0,0,0)(0,0,0)[12]
Call:
[Link]([Link])
Coefficients:
intercept
Value 167.908261
Std Err 2.821387
sigma^2 estimated as 557.33181: log likelihood = -315.55215
Information Criteria:
AIC AICc BIC
635.1043 635.2861 639.5725
In-sample error measures:
ME RMSE MAE MPE MAPE MASE ACF1
0 23.4361801 14.1677253 -5.0651517 12.6690105 0.648039 0.1098779
Ljung-Box test of the model residuals:
Chi-squared = 31.9849, df = 24, p-value = 0.127368
Plots
LM
Summary of ARIMA Model ARIMNA
Method: ARIMA(0,0,0)(0,0,0)[12]
Call:
[Link]([Link])
Coefficients:
intercept
Value 147.994286
Std Err 8.38682
sigma^2 estimated as 2042.42108: log likelihood = -145.92761
Information Criteria:
AIC AICc BIC
295.8552 296.3352 298.5196
In-sample error measures:
ME RMSE MAE MPE MAPE MASE ACF1
0 44.3787953 32.5313265 -38.4560237 56.5731147 0.8680808 0.0915166
Ljung-Box test of the model residuals:
Chi-squared = 6.3025, df = 14, p-value = 0.958281
Plots
OP
Summary of ARIMA Model ARIMNA
Method: ARIMA(0,0,0)(1,0,0)[12]
Call:
[Link]([Link])
Coefficients:
sar1 intercept
Value -0.309231 138.086
Std Err 0.166941 5.224577
sigma^2 estimated as 1922.99237: log likelihood = -238.76951
Information Criteria:
AIC AICc BIC
483.539 484.1105 489.0249
In-sample error measures:
ME RMSE MAE MPE MAPE MASE ACF1
-0.9837509 42.8880404 33.9527207 -52.4320965 72.0704421 0.6524683 0.0362562
Ljung-Box test of the model residuals:
Chi-squared = 28.0948, df = 22, p-value = 0.172562
Plots
QR
Summary of ARIMA Model ARIMNA
Method: ARIMA(0,0,0)(0,0,0)[12]
Call:
[Link]([Link])
Coefficients:
intercept
Value 123.984528
Std Err 7.076686
sigma^2 estimated as 2705.25024: log likelihood = -284.12713
Information Criteria:
AIC AICc BIC
572.2543 572.4943 576.1948
In-sample error measures:
ME RMSE MAE MPE MAPE MASE ACF1
0 51.5190041 46.0877038 -41.0877654 68.4023268 0.7606334 0.0177433
Ljung-Box test of the model residuals:
Chi-squared = 12.8618, df = 24, p-value = 0.968344
Plots
ST
Summary of ARIMA Model ARIMNA
Method: ARIMA(1,0,0)(0,0,0)[12]
Call:
[Link]([Link])
Coefficients:
ar1 intercept
Value -0.33769 128.321765
Std Err 0.173579 5.348965
sigma^2 estimated as 1719.21598: log likelihood = -163.62793
Information Criteria:
AIC AICc BIC
333.2559 334.113 337.6531
In-sample error measures:
ME RMSE MAE MPE MAPE MASE ACF1
-0.6315489 40.1467929 30.3258611 -48.5020456 66.8408951 0.6898434 0.0226793
Ljung-Box test of the model residuals:
Chi-squared = 13.0056, df = 15, p-value = 0.601864
Plots
Group MAE MAPE MASE ACF1 p-value
XY 18.8973333 16.2516849 0.6107406 -0.1087007 0.376481
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ST 18.8973333 16.2516849 0.6107406 -0.1087007 0.601864