Beruflich Dokumente
Kultur Dokumente
spc
Line #
------
1: series
2: period=12
3: title="P_TOTE"
4: start=1987.1
5: data=(
6: 27.5035 24.7215 26.6276 25.4596 25.5975 26.2626 29.3609
7: 29.4825 28.5823 27.4954 25.711 28.9553 28.6066 26.733
8: 28.4606 26.8466 27.5116 29.3609 31.5508 31.4778 28.8661
9: 28.7688 28.2903 30.5045 30.9263 28.0875 29.515 29.4177
10: 28.3714 29.7745 32.2807 31.6238 31.5264 30.618 29.9043
11: 32.0212 32.5971 28.6715 31.932 30.6748 30.9425 33.6596
12: 35.1033 34.6896 34.495 34.8437 32.5078 37.1147 35.2979
13: 31.1615 33.4406 30.3342 31.6806 32.8323 38.5017 38.1935
14: 34.4788 35.0303 34.4382 37.942 38.672 34.3977 36.2631
15: 32.7917 34.9573 35.9874 39.6696 40.7727 39.2803 37.2607
16: 35.4196 38.9721 39.2398 36.5876 38.0961 36.2469 37.6987
17: 38.307 41.308 40.7808 39.2803 37.1229 37.3419 40.7484
18: 39.8724 36.5308 37.7393 37.5446 39.1992 41.5351 45.266
19: 45.6472 42.7436 40.5375 39.4182 40.5456 45.1201 38.7531
20: 41.7622 40.9025 41.673 45.8744 51.1788 50.6589 45.8419
21: 45.0471 43.8304 46.653 44.2684 44.3495 43.6926 41.2593
22: 44.1549 45.2742 51.5924 53.5796 47.2126 46.6611 45.923
23: 48.5103 48.409 41.8433 46.7422 44.528 50.0311 54.0297
24: 57.0226 56.5035 51.4343 50.5218 46.5029 51.5762 50.8746
25: 45.9838 49.8811 46.7138 50.5867 55.9722 62.9637 60.4737
26: 58.2554 53.2916 51.7181 57.0185 52.805 50.8543 51.272
27: 51.9858 57.6471 62.2175 67.5868 68.994 62.623 59.6342
28: 55.7086 59.3503 58.7866 56.5643 57.3389 55.7086 60.5953
29: 59.7194 66.9298 67.5422 62.9596 61.2401 68.7061 81.1885
30: 64.1357 58.3487 61.0617 60.9644 65.624 69.4361 79.173
31: 78.0294 70.312 69.9795 59.468 57.2537 69.4198 59.6383
32: 65.0441 63.2638 67.5462 74.0673 82.5511 80.2274 73.97
33: 70.8798 65.2022 66.8528 69.5942 62.7082 66.3175 64.9062
34: 68.7791 78.4349 94.4901 91.627 75.3691 74.9311 63.8275
35: 67.4489 74.6269 67.0758 72.7412 68.9332 72.5141 78.5282
36: 93.6426 94.0075 83.2446 79.7124 69.6875 78.512 78.6012
37: 73.8037 76.1801 71.6989 78.6661 84.5707 99.3687 95.3823
38: 85.2642 79.7326 72.3519 83.2811 82.4822 72.8588 77.6968
39: 75.3326 81.6143 88.9748 103.882 100.419 88.1597 82.4213
40: 78.5606 80.7059 83.7799 76.2572 80.5234 76.3505 83.5325
41: 94.4901 107.532 107.897 94.8024 85.3331 82.8634 123.255
42: 88.4192 79.7245 83.9381 82.4943 88.9667 95.8649 115.923
43: 114.134 99.5958 86.3794 82.3443 88.9586 90.1752 82.9729
44: 84.595 81.1074 88.4071 101.06 123.932 123.527 97.0856
45: 90.8403 84.5139 164.729 93.5128 83.4474 91.3594 88.7883
46: 95.4107 104.868 128.142 125.489 102.276 98.9348 88.0867
47: 99.6851 93.5168 85.2317 94.1049 91.7122 96.8139 106.003
48: 131.045 126.69 116.158 100.411 90.9255 100.5 107.139
49: 101.737 98.0548 96.0352 104.462 124.167 147.032 150.726
50: 112.131 103.55 103.753 110.979 100.176 105.01 102.873
51: 104.75 112.378 129.646 141.727 140.308 120.992 115.489
52: 102.702 113.814 111.125 99.3728 106.413 103.177 111.283
53: 124.719 144.152 152.153 141.293 115.736 104.633 114.657
54: 113.818 103.59 108.899 104.762 113.94 126.378 150.418
55: 155.949 137.059 115.74 104.629 114.686 )
56:
57: transformfunction=auto
58: outlier
59: automdl
60: x11 save=( d11 d12 d13 )
Likelihood Statistics
------------------------------------------------------------------
Number of observations (nobs) 348
Effective number of observations (nefobs) 335
Number of parameters estimated (np) 3
Log likelihood (L) -1075.2936
AIC 2156.5871
AICC (F-corrected-AIC) 2156.6596
Hannan Quinn 2161.1489
BIC 2168.0295
------------------------------------------------------------------
Likelihood statistics for model fit to log transformed series.
Likelihood Statistics
------------------------------------------------------------------
Number of observations (nobs) 348
Effective number of observations (nefobs) 335
Number of parameters estimated (np) 3
Log likelihood 478.5302
Transformation Adjustment -1391.4200
Adjusted Log likelihood (L) -912.8898
AIC 1831.7795
AICC (F-corrected-AIC) 1831.8520
Hannan Quinn 1836.3413
BIC 1843.2219
------------------------------------------------------------------
Regression Model
--------------------------------------------------------------------
Parameter Standard
Variable Estimate Error t-value
--------------------------------------------------------------------
Automatically Identified Outliers
AO2000.Nov 0.1819 0.03065 5.93
AO2000.Dec 0.2610 0.03106 8.40
AO2001.Dec -0.1423 0.02964 -4.80
AO2007.Dec 0.3382 0.02941 11.50
AO2009.Dec 0.5677 0.02943 19.29
--------------------------------------------------------------------
Nonseasonal MA
Lag 1 0.9246 0.02603
Seasonal MA
Lag 12 0.6758 0.04307
Variance 0.11907E-02
SE of Var 0.92000E-04
-----------------------------------------------------
Likelihood Statistics
------------------------------------------------------------------
Number of observations (nobs) 348
Effective number of observations (nefobs) 335
Number of parameters estimated (np) 9
Log likelihood 647.8282
Transformation Adjustment -1391.4200
Adjusted Log likelihood (L) -743.5918
AIC 1505.1835
AICC (F-corrected-AIC) 1505.7374
Hannan Quinn 1518.8688
BIC 1539.5107
------------------------------------------------------------------
FORECASTING
Origin 2015.Dec
Number 12
D 8.B Final unmodified SI ratios, with labels for outliers and extreme values
From 1987.Jan to 2015.Dec
Observations 348
---------------------------------------------------------------------
Jan Feb Mar Apr May Jun
Jul Aug Sep Oct Nov Dec
---------------------------------------------------------------------
1987 103.1 92.7 99.6 95.1 95.4 97.4
108.1 107.7 103.7 99.1 92.2* 103.4
1988 101.7 94.4 99.7 93.2 94.8 100.7
107.8 107.5 98.5* 98.0 96.1 103.1
1989 104.0 94.1 98.6 98.4* 94.9 99.5
107.6 104.8 103.8 100.2 97.2 103.4
Key to symbols:
* : extreme value as determined by X-11 extreme value procedure
# : regARIMA outlier (either AO, LS, TC, or Ramp)
---------------------------------------------------------------
Jul Aug Sep Oct Nov Dec
---------------------------------------------------------------
I 1.493 1.812 1.690 2.125 1.733 1.341
S 0.709 0.619 0.301 0.375 0.412 0.403
RATIO 2.106 2.930 5.613 5.667 4.202 3.329
Note: sudden large changes in the level of the adjusted series will
invalidate the results of this test for the last three year period.
F 2. Summary Measures
F 2.A: Average percent change without regard to sign over the
indicated span
Span
in A1 D11 D13 D12 D10 A2 D18 F1
months O CI I C S P TD&H mcd
1 6.98 2.48 2.37 0.55 6.67 0.77 0.00 0.85
2 10.20 2.82 2.48 1.08 9.78 0.89 0.00 1.54
3 11.58 3.13 2.41 1.59 10.81 0.89 0.00 2.18
4 12.83 3.31 2.36 2.05 12.35 0.89 0.00 2.77
5 12.47 3.43 2.02 2.49 11.89 0.89 0.00 3.29
6 12.89 3.87 2.15 2.91 12.05 0.90 0.00 3.61
7 12.98 4.15 2.31 3.33 11.44 0.90 0.00 3.96
8 13.42 4.50 2.43 3.74 12.02 0.90 0.00 4.36
9 12.59 4.70 2.18 4.16 10.55 0.90 0.00 4.78
10 11.22 5.12 2.22 4.61 9.73 0.91 0.00 5.25
11 8.69 5.52 2.13 5.08 6.66 0.91 0.00 5.73
12 5.97 6.01 2.47 5.54 0.39 0.90 0.00 6.21
Span
in E1 E2 E3
months Mod.O Mod.CI Mod.I
1 6.87 2.05 1.93
2 10.10 2.34 1.99
3 11.38 2.73 1.93
4 12.66 2.94 1.86
5 12.34 3.07 1.53
6 12.76 3.53 1.71
7 12.83 3.87 1.86
8 13.34 4.26 1.98
9 12.40 4.50 1.74
10 11.15 4.94 1.72
11 8.54 5.36 1.64
12 5.80 5.84 1.97
SPAN 1 2 3 4 5 6
I/C 4.34 2.29 1.52 1.15 0.81 0.74
SPAN 7 8 9 10 11 12
I/C 0.70 0.65 0.52 0.48 0.42 0.45
I C S P TD&H Total
2.67 19.59 77.38 15.00 0.00 114.63
SPAN 1 2 3 4 5 6 7
ACF -0.10 -0.19 -0.11 -0.07 0.12 0.11 -0.07
SPAN 8 9 10 11 12 13 14
ACF -0.12 0.07 0.08 0.06 -0.20 -0.06 0.04