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Autocorrelation Function for Elevasi

(with 5% significance limits for the autocorrelations)


1.0
0.8

Autocorrelation

0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0
1

10

15

20

25

30
35
Lag

40

45

50

55

60

55

60

Partial Autocorrelation Function for Elevasi

(with 5% significance limits for the partial autocorrelations)


1.0

Partial Autocorrelation

0.8
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0
1

10

15

20

25

30
35
Lag

40

45

50

Time Series Plot of Elevasi


170
160
150

Elevasi

140
130
120
110
100
90
01

01

01

01

01

01
01
Day

01

01

01

01

01

Time Series Plot of Elevasi

Partial Autocorrelation Function: Elevasi


Lag
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60

PACF
0.943491
-0.645666
-0.395577
-0.049155
-0.108255
-0.144581
-0.064652
-0.104359
-0.048818
-0.129739
-0.133129
-0.231097
-0.178994
-0.136755
0.084697
0.142392
0.105479
0.112556
0.147508
0.122130
0.117242
0.075367
0.107886
-0.013908
-0.143152
-0.185982
-0.003225
0.143720
0.128448
0.057139
0.001904
-0.009183
-0.032521
-0.052089
0.019812
0.038022
-0.092704
-0.008359
0.050297
0.020457
-0.045131
-0.084723
0.054484
-0.010901
-0.095971
0.094923
0.088427
-0.105727
-0.132395
0.016069
0.015695
0.089792
0.104651
-0.021781
-0.019381
0.033627
-0.043604
-0.027947
0.126810
0.008004

T
17.90
-12.25
-7.51
-0.93
-2.05
-2.74
-1.23
-1.98
-0.93
-2.46
-2.53
-4.38
-3.40
-2.59
1.61
2.70
2.00
2.14
2.80
2.32
2.22
1.43
2.05
-0.26
-2.72
-3.53
-0.06
2.73
2.44
1.08
0.04
-0.17
-0.62
-0.99
0.38
0.72
-1.76
-0.16
0.95
0.39
-0.86
-1.61
1.03
-0.21
-1.82
1.80
1.68
-2.01
-2.51
0.30
0.30
1.70
1.99
-0.41
-0.37
0.64
-0.83
-0.53
2.41
0.15

61
62
63

0.056743
-0.014353
-0.014322

1.08
-0.27
-0.27

Partial Autocorrelation for Elevasi


Autocorrelation Function: Elevasi
Lag
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56

ACF
0.943491
0.819265
0.637536
0.425393
0.198476
-0.027363
-0.236057
-0.417446
-0.559428
-0.660219
-0.717778
-0.739573
-0.727355
-0.683688
-0.600335
-0.475084
-0.311356
-0.117459
0.094715
0.310383
0.512945
0.684572
0.810466
0.873538
0.861864
0.774131
0.627132
0.444388
0.245781
0.045998
-0.144418
-0.314858
-0.458186
-0.568773
-0.642441
-0.679437
-0.686916
-0.662989
-0.604099
-0.504967
-0.366790
-0.197559
-0.004409
0.195257
0.384680
0.552524
0.683129
0.759639
0.770975
0.716679
0.604728
0.456640
0.291266
0.120124
-0.046063
-0.198395

T
17.90
9.32
5.96
3.63
1.64
-0.22
-1.93
-3.38
-4.39
-4.93
-5.03
-4.85
-4.49
-4.00
-3.37
-2.58
-1.66
-0.62
0.50
1.64
2.69
3.52
4.04
4.17
3.92
3.38
2.66
1.85
1.01
0.19
-0.59
-1.29
-1.87
-2.30
-2.56
-2.66
-2.64
-2.50
-2.24
-1.85
-1.33
-0.71
-0.02
0.70
1.38
1.97
2.42
2.64
2.63
2.40
1.99
1.49
0.94
0.39
-0.15
-0.64

LBQ
323.14
567.47
715.84
782.09
796.55
796.82
817.39
881.91
998.11
1160.41
1352.79
1557.62
1756.31
1932.36
2068.50
2154.01
2190.84
2196.10
2199.53
2236.45
2337.60
2518.29
2772.30
3068.26
3357.22
3591.05
3744.97
3822.48
3846.27
3847.10
3855.36
3894.75
3978.42
4107.74
4273.24
4458.92
4649.30
4827.19
4975.35
5079.20
5134.16
5150.15
5150.16
5165.88
5227.10
5353.80
5548.10
5789.13
6038.21
6254.13
6408.36
6496.59
6532.60
6538.75
6539.66
6556.53

57
58
59
60
61
62
63

-0.333315
-0.446165
-0.527492
-0.579143
-0.599303
-0.594305
-0.559342

-1.08
-1.44
-1.69
-1.84
-1.89
-1.85
-1.73

6604.31
6690.21
6810.68
6956.38
7112.93
7267.39
7404.67

Autocorrelation for Elevasi

Regression Analysis: Elevasi versus Waktu


The regression equation is
Elevasi = - 18371 + 0.443 Waktu
Predictor
Constant
Waktu

Coef
-18371
0.4430

S = 16.0556

SE Coef
8158
0.1954

T
-2.25
2.27

R-Sq = 1.4%

P
0.025
0.024

R-Sq(adj) = 1.1%

Analysis of Variance
Source
Regression
Residual Error
Total

DF
1
358
359

SS
1325.0
92286.0
93611.0

MS
1325.0
257.8

F
5.14

P
0.024

Fit
124.535
124.553
124.977
124.996
125.439
125.900
127.063

SE Fit
0.877
0.880
0.948
0.952
1.056
1.189
1.591

Residual
33.465
34.447
40.023
33.004
34.561
34.100
-32.063

Unusual Observations
Obs
209
210
233
234
258
283
346

Waktu
41747
41747
41748
41748
41749
41750
41752

Elevasi
158.000
159.000
165.000
158.000
160.000
160.000
95.000

St Resid
2.09R
2.15R
2.50R
2.06R
2.16R
2.13R
-2.01R

R denotes an observation with a large standardized residual.

ARIMA Model: Elevasi


Estimates at each iteration
Iteration
0
1
2
3
4
5
6
7
8
9
10

SSE
93614.6
50524.4
45316.3
38170.5
23548.5
16938.3
11822.8
8640.7
7555.1
7552.3
7552.3

0.100
0.250
0.188
0.166
0.316
0.466
0.616
0.766
0.910
0.918
0.918

Parameters
0.100 111.698
-0.050
93.089
-0.200 100.789
-0.350 103.521
-0.473
84.911
-0.448
66.297
-0.437
47.683
-0.435
29.068
-0.435
11.140
-0.435
10.248
-0.435
10.209

Relative change in each estimate less than 0.0010


Final Estimates of Parameters
Type
AR
1
MA
1
Constant
Mean

Coef
0.9181
-0.4349
10.2090
124.604

SE Coef
0.0219
0.0505
0.3481
4.249

T
41.84
-8.61
29.33

P
0.000
0.000
0.000

Number of observations: 360


Residuals:
SS = 7552.24 (backforecasts excluded)
MS = 21.15 DF = 357
Modified Box-Pierce (Ljung-Box) Chi-Square statistic
Lag
Chi-Square
DF
P-Value

12
226.6
9
0.000

24
514.3
21
0.000

36
768.5
33
0.000

48
1024.5
45
0.000