MTB > Retrieve 'C:\MTBWIN\DATA\EXH_STAT.MTW'
Chemical
47 64 23 71 38 64 55
41 59 48 71 35 57 40
58 44 80 55 37 74 51
57 50 60 45 57 50 45
25 59 50 71 56 74 50
58 45 54 36 54 48 55
45 57 50 62 44 64 43
52 38 59 55 41 53 49
34 35 54 45 68 38 50
60 39 59 40 57 54 23
MTB > TSPlot 'Chemical'
MTB > %acf c3
MTB > %pacf c3
MTB > arima 1 0 1 c3;
SUBC> fore 5 c100 c101 c102;
SUBC> gser;
SUBC> gacf;
SUBC> gpacf;
SUBC> ghist;
SUBC> gnormal.
ARIMA Model
ARIMA model for Chemical
Estimates at each iteration
Iteration SSE Parameters
0 9786.54 0.100 0.100 46.106
1 8600.90 -0.050 0.250 53.813
2 8409.39 -0.200 0.113 61.490
3 8226.30 -0.350 -0.028 69.165
4 8067.71 -0.500 -0.171 76.840
5 7961.23 -0.650 -0.309 84.524
6 7946.17 -0.692 -0.326 86.712
7 7946.06 -0.695 -0.327 86.887
8 7946.05 -0.696 -0.328 86.913
9 7946.05 -0.696 -0.328 86.915
Relative change in each estimate less than 0.0010
Final Estimates of Parameters
Type Coef StDev T
AR 1 -0.6958 0.1941 -3.58
MA 1 -0.3277 0.2580 -1.27
Constant 86.915 1.728 50.31
Mean 51.254 1.019
Number of observations: 70
Residuals: SS = 7928.17 (backforecasts excluded)
MS = 118.33 DF = 67
Modified Box-Pierce (Ljung-Box) Chi-Square statistic
Lag 12 24 36 48
Chi-Square 5.0(DF=10) 16.1(DF=22) 20.8(DF=34) 30.4(DF=46)
Forecasts from period 70
95 Percent Limits
Period Forecast Lower Upper Actual
71 61.5586 40.2334 82.8837
72 44.0837 21.3598 66.8076
73 56.2424 32.8714 79.6134
74 47.7826 24.1047 71.4606
75 53.6688 29.8437 77.4938
MTB > cdf 5;
SUBC> chis 12.
Cumulative Distribution Function
Chi-Square with 12 DF
x P( X <= x)
5.0000 0.0420
MTB > cdf 16.1;
SUBC> chis 24.
Cumulative Distribution Function
Chi-Square with 24 DF
x P( X <= x)
16.1000 0.1156
MTB > cdf 20.8;
SUBC> chis 36.
Cumulative Distribution Function
Chi-Square with 36 DF
x P( X <= x)
20.8000 0.0201
MTB > arima 1 0 0 c3;
SUBC> fore 5 c100 c101 c102;
SUBC> gser;
SUBC> gacf;
SUBC> gpacf;
SUBC> ghist;
SUBC> gnormal.
ARIMA Model
ARIMA model for Chemical
Estimates at each iteration
Iteration SSE Parameters
0 10639.8 0.100 46.106
1 9427.3 -0.050 53.796
2 8618.4 -0.200 61.493
3 8213.1 -0.350 69.195
4 8161.9 -0.422 72.876
5 8161.7 -0.425 73.079
6 8161.7 -0.426 73.091
Relative change in each estimate less than 0.0010
Final Estimates of Parameters
Type Coef StDev T
AR 1 -0.4257 0.1156 -3.68
Constant 73.091 1.310 55.81
Mean 51.2673 0.9186
Number of observations: 70
Residuals: SS = 8159.01 (backforecasts excluded)
MS = 119.99 DF = 68
Modified Box-Pierce (Ljung-Box) Chi-Square statistic
Lag 12 24 36 48
Chi-Square 7.0(DF=11) 18.2(DF=23) 24.5(DF=35) 33.4(DF=47)
Forecasts from period 70
95 Percent Limits
Period Forecast Lower Upper Actual
71 63.3002 41.8264 84.7739
72 46.1452 22.8068 69.4835
73 53.4477 29.7872 77.1082
74 50.3392 26.6208 74.0576
75 51.6624 27.9335 75.3913
MTB >
MTB > cdf 7;
SUBC> chis 11.
Cumulative Distribution Function
Chi-Square with 11 DF
x P( X <= x)
7.0000 0.2009
MTB > cdf 18.2;
SUBC> chis23.
Cumulative Distribution Function
Chi-Square with 23 DF
x P( X <= x)
18.2000 0.2534
MTB > cdf 24.5;
SUBC> chis 35.
Cumulative Distribution Function
Chi-Square with 35 DF
x P( X <= x)
24.5000 0.0924