Month Passengers Log(Passengers)

Jan-49 112 4.718

Feb-49 118 4.771
Mar-49 132 4.883
Apr-49 129 4.860
May-49 121 4.796
Jun-49 135 4.905
Jul-49 148 4.997
Aug-49 148 4.997
Sep-49 136 4.913
Oct-49 119 4.779
Nov-49 104 4.644
Dec-49 118 4.771
Jan-50 115 4.745
Feb-50 126 4.836
Mar-50 141 4.949
Apr-50 135 4.905
May-50 125 4.828
Jun-50 149 5.004
Jul-50 170 5.136
Aug-50 170 5.136
Sep-50 158 5.063
Oct-50 133 4.890
Nov-50 114 4.736
Dec-50 140 4.942
Jan-51 145 4.977
Feb-51 150 5.011
Mar-51 178 5.182
Apr-51 163 5.094
May-51 172 5.147
Jun-51 178 5.182
Jul-51 199 5.293
Aug-51 199 5.293
Sep-51 184 5.215
Oct-51 162 5.088
Nov-51 146 4.984
Dec-51 166 5.112
Jan-52 171 5.142
Feb-52 180 5.193
Mar-52 193 5.263
Apr-52 181 5.198
May-52 183 5.209
Jun-52 218 5.384
Jul-52 230 5.438
Aug-52 242 5.489
Sep-52 209 5.342
Oct-52 191 5.252
Nov-52 172 5.147
Dec-52 194 5.268
Jan-53 196 5.278
Feb-53 196 5.278
Mar-53 236 5.464
Apr-53 235 5.460
May-53 229 5.434
Jun-53 243 5.493
Jul-53 264 5.576
Aug-53 272 5.606
Sep-53 237 5.468
Oct-53 211 5.352
Nov-53 180 5.193
Dec-53 201 5.303
Jan-54 204 5.318
Feb-54 188 5.236
Mar-54 235 5.460
Apr-54 227 5.425
May-54 234 5.455
Jun-54 264 5.576
Jul-54 302 5.710
Aug-54 293 5.680
Sep-54 259 5.557
Oct-54 229 5.434
Nov-54 203 5.313
Dec-54 229 5.434
Jan-55 242 5.489
Feb-55 233 5.451
Mar-55 267 5.587
Apr-55 269 5.595
May-55 270 5.598
Jun-55 315 5.753
Jul-55 364 5.897
Aug-55 347 5.849
Sep-55 312 5.743
Oct-55 274 5.613
Nov-55 237 5.468
Dec-55 278 5.628
Jan-56 284 5.649
Feb-56 277 5.624
Mar-56 317 5.759
Apr-56 313 5.746
May-56 318 5.762
Jun-56 374 5.924
Jul-56 413 6.023
Aug-56 405 6.004
Sep-56 355 5.872
Oct-56 306 5.724
Nov-56 271 5.602
Dec-56 306 5.724
Jan-57 315 5.753
Feb-57 301 5.707
Mar-57 356 5.875
Apr-57 348 5.852
May-57 355 5.872
Jun-57 422 6.045
Jul-57 465 6.142
Aug-57 467 6.146
Sep-57 404 6.001
Oct-57 347 5.849
Nov-57 305 5.720
Dec-57 336 5.817
Jan-58 340 5.829
Feb-58 318 5.762
Mar-58 362 5.892
Apr-58 348 5.852
May-58 363 5.894
Jun-58 435 6.075
Jul-58 491 6.196
Aug-58 505 6.225
Sep-58 404 6.001
Oct-58 359 5.883
Nov-58 310 5.737
Dec-58 337 5.820
Jan-59 360 5.886
Feb-59 342 5.835
Mar-59 406 6.006
Apr-59 396 5.981
May-59 420 6.040
Jun-59 472 6.157
Jul-59 548 6.306
Aug-59 559 6.326
Sep-59 463 6.138
Oct-59 407 6.009
Nov-59 362 5.892
Dec-59 405 6.004
Jan-60 417 6.033
Feb-60 391 5.969
Mar-60 419 6.038
Apr-60 461 6.133
May-60 472 6.157
Jun-60 535 6.282
Jul-60 622 6.433
Aug-60 606 6.407
Sep-60 508 6.230
Oct-60 461 6.133
Nov-60 390 5.966
Dec-60 432 6.068
XLSTAT 2012.1.01 - ARIMA - on 23/01/2012 at 15:25:40
Time series: Workbook = demoARIMA.xls / Sheet = Data / Range = Data!$C:$C / 144 rows and 1 column
Date data: Workbook = demoARIMA.xls / Sheet = Data / Range = Data!$A:$A / 144 rows and 1 column
Confidence intervals (%): 95
Center: Yes
Model parameters: p = 0 / d = 1 / q = 1 / P = 0 / D = 1 / Q = 1 / s = 12
Optimize: Likelihood (Convergence = 0,00001 / Iterations = 500)
Validation: 12
Confidence intervals (%): 95
Seed (random numbers): 123456789

Summary statistics:

Variable Observations
Obs. with missing
Obs. without
data missingMinimum
data Maximum Mean
Log(Passengers 144 0 144 4.644 6.433 5.542

Results of ARIMA modeling of the Log(Passengers) series:

Results after optimization (Log(Passengers)):

Goodness of fit statistics:

Observations 132.000
SSE 0.156
MAPE(Diff) 185.004
MAPE 0.470
WN Variance 0.001
WN Variance (e 0.001
-2Log(Like.) -447.253
FPE 0.001
AIC -441.253
AICC -441.045
SBC -432.916

Model parameters:

Parameter Value
Hessian standard
Lower
errorboundUpper
(95%)bound
Asympt.
(95%)standard
Lower
error
bound (95%)
Constant 0.000 0.001 -0.002 0.002 0.031 -0.060

Parameter Value
Hessian standard
Lower
errorboundUpper
(95%)bound
Asympt.
(95%)standard
Lower
error
bound (95%)
MA(1) -0.348 0.094 -0.533 -0.164 0.090 -0.525
SMA(1) -0.562 0.077 -0.714 -0.410 0.080 -0.720

Predictions and residuals:

Observations
Log(Passengers)
ARIMA(Log(Passengers))
Residuals
Standardized residuals
Standard error
Lower bound (95%)
Jan-49 4.718 4.718 0.000 0.000
Feb-49 4.771 4.771 0.000 0.000
Mar-49 4.883 4.883 0.000 0.000
Apr-49 4.860 4.860 0.000 0.000
May-49 4.796 4.796 0.000 0.000
Jun-49 4.905 4.905 0.000 0.000
Jul-49 4.997 4.997 0.000 0.000
Aug-49 4.997 4.997 0.000 0.000
Sep-49 4.913 4.913 0.000 0.000
Oct-49 4.779 4.779 0.000 0.000
Nov-49 4.644 4.644 0.000 0.000
Dec-49 4.771 4.771 0.000 0.000
Jan-50 4.745 4.745 0.000 0.000
Feb-50 4.836 4.804 0.032 0.889
Mar-50 4.949 4.938 0.011 0.299
Apr-50 4.905 4.919 -0.014 -0.390
May-50 4.828 4.845 -0.016 -0.447
Jun-50 5.004 4.952 0.052 1.435
Jul-50 5.136 5.083 0.053 1.460
Aug-50 5.136 5.117 0.018 0.508
Sep-50 5.063 5.046 0.016 0.450
Oct-50 4.890 4.918 -0.028 -0.775
Nov-50 4.736 4.763 -0.027 -0.738
Dec-50 4.942 4.882 0.060 1.647
Jan-51 4.977 4.907 0.070 1.925
Feb-51 5.011 5.028 -0.017 -0.466
Mar-51 5.182 5.131 0.051 1.402
Apr-51 5.094 5.127 -0.034 -0.931
May-51 5.147 5.039 0.109 3.006
Jun-51 5.182 5.253 -0.071 -1.962
Jul-51 5.293 5.321 -0.028 -0.772
Aug-51 5.293 5.303 -0.010 -0.269
Sep-51 5.215 5.219 -0.004 -0.103
Oct-51 5.088 5.062 0.026 0.718
Nov-51 4.984 4.934 0.049 1.364
Dec-51 5.112 5.136 -0.025 -0.676
Jan-52 5.142 5.132 0.010 0.269
Feb-52 5.193 5.194 -0.001 -0.015
Mar-52 5.263 5.333 -0.070 -1.935
Apr-52 5.198 5.227 -0.028 -0.784
May-52 5.209 5.197 0.012 0.344
Jun-52 5.384 5.299 0.085 2.348
Jul-52 5.438 5.467 -0.029 -0.811
Aug-52 5.489 5.449 0.040 1.105
Sep-52 5.342 5.396 -0.054 -1.483
Oct-52 5.252 5.219 0.033 0.905
Nov-52 5.147 5.115 0.032 0.890
Dec-52 5.268 5.287 -0.019 -0.526
Jan-53 5.278 5.294 -0.016 -0.437
Feb-53 5.278 5.337 -0.059 -1.620
Mar-53 5.464 5.407 0.056 1.556
Apr-53 5.460 5.382 0.077 2.130
May-53 5.434 5.431 0.003 0.070
Jun-53 5.493 5.563 -0.070 -1.923
Jul-53 5.576 5.604 -0.028 -0.767
Aug-53 5.606 5.609 -0.003 -0.077
Sep-53 5.468 5.498 -0.030 -0.818
Oct-53 5.352 5.360 -0.008 -0.217
Nov-53 5.193 5.238 -0.045 -1.246
Dec-53 5.303 5.346 -0.043 -1.174
Jan-54 5.318 5.333 -0.015 -0.423
Feb-54 5.236 5.353 -0.117 -3.221
Mar-54 5.460 5.420 0.040 1.096
Apr-54 5.425 5.409 0.016 0.432
May-54 5.455 5.407 0.048 1.325
Jun-54 5.576 5.538 0.038 1.061
Jul-54 5.710 5.647 0.063 1.737
Aug-54 5.680 5.714 -0.034 -0.946
Sep-54 5.557 5.570 -0.014 -0.376
Oct-54 5.434 5.444 -0.010 -0.284
Nov-54 5.313 5.302 0.011 0.304
Dec-54 5.434 5.435 -0.001 -0.028
Jan-55 5.489 5.449 0.040 1.098
Feb-55 5.451 5.456 -0.005 -0.136
Mar-55 5.587 5.631 -0.044 -1.201
Apr-55 5.595 5.567 0.028 0.771
May-55 5.598 5.591 0.007 0.192
Jun-55 5.753 5.704 0.048 1.328
Jul-55 5.897 5.842 0.055 1.509
Aug-55 5.849 5.879 -0.030 -0.830
Sep-55 5.743 5.737 0.006 0.154
Oct-55 5.613 5.621 -0.008 -0.219
Nov-55 5.468 5.487 -0.019 -0.528
Dec-55 5.628 5.598 0.030 0.818
Jan-56 5.649 5.650 -0.001 -0.028
Feb-56 5.624 5.622 0.002 0.056
Mar-56 5.759 5.783 -0.024 -0.666
Apr-56 5.746 5.751 -0.004 -0.121
May-56 5.762 5.753 0.009 0.249
Jun-56 5.924 5.887 0.037 1.017
Jul-56 6.023 6.035 -0.011 -0.311
Aug-56 6.004 6.007 -0.003 -0.091
Sep-56 5.872 5.890 -0.018 -0.485
Oct-56 5.724 5.754 -0.030 -0.838
Nov-56 5.602 5.598 0.004 0.105
Dec-56 5.724 5.740 -0.016 -0.452
Jan-57 5.753 5.757 -0.004 -0.123
Feb-57 5.707 5.728 -0.021 -0.573
Mar-57 5.875 5.863 0.012 0.324
Apr-57 5.852 5.856 -0.004 -0.102
May-57 5.872 5.863 0.009 0.240
Jun-57 6.045 6.012 0.033 0.901
Jul-57 6.142 6.146 -0.004 -0.120
Aug-57 6.146 6.124 0.023 0.626
Sep-57 6.001 6.016 -0.014 -0.400
Oct-57 5.849 5.872 -0.022 -0.614
Nov-57 5.720 5.728 -0.007 -0.199
Dec-57 5.817 5.854 -0.037 -1.026
Jan-58 5.829 5.858 -0.029 -0.812
Feb-58 5.762 5.805 -0.042 -1.173
Mar-58 5.892 5.934 -0.042 -1.170
Apr-58 5.852 5.888 -0.036 -0.990
May-58 5.894 5.879 0.015 0.425
Jun-58 6.075 6.045 0.030 0.829
Jul-58 6.196 6.171 0.026 0.709
Aug-58 6.225 6.178 0.046 1.280
Sep-58 6.001 6.076 -0.075 -2.061
Oct-58 5.883 5.885 -0.002 -0.047
Nov-58 5.737 5.755 -0.018 -0.498
Dec-58 5.820 5.859 -0.039 -1.078
Jan-59 5.886 5.855 0.031 0.864
Feb-59 5.835 5.826 0.008 0.231
Mar-59 6.006 5.977 0.029 0.810
Apr-59 5.981 5.969 0.013 0.355
May-59 6.040 6.003 0.037 1.015
Jun-59 6.157 6.195 -0.038 -1.036
Jul-59 6.306 6.283 0.024 0.653
Aug-59 6.326 6.305 0.021 0.580
Sep-59 6.138 6.147 -0.009 -0.249
 Oct-59 6.009 6.009 0.000 -0.009
Nov-59 5.892 5.872 0.020 0.542
Dec-59 6.004 5.987 0.017 0.473
Jan-60 6.033 6.039 -0.006 -0.155 0.036 5.968
Feb-60 5.969 5.989 -0.020 -0.555 0.043 5.904
Mar-60 6.038 6.146 -0.108 -2.971 0.049 6.049
Apr-60 6.133 6.119 0.014 0.395 0.055 6.012
May-60 6.157 6.160 -0.003 -0.077 0.060 6.043
Jun-60 6.282 6.305 -0.023 -0.622 0.064 6.179
Jul-60 6.433 6.433 -0.001 -0.014 0.068 6.300
Aug-60 6.407 6.446 -0.039 -1.084 0.072 6.305
Sep-60 6.230 6.267 -0.036 -1.006 0.076 6.118
Oct-60 6.133 6.136 -0.003 -0.083 0.080 5.980
Nov-60 5.966 6.008 -0.042 -1.159 0.083 5.846
Dec-60 6.068 6.115 -0.046 -1.274 0.086 5.946

ARIMA (Log(Passengers)) Resi

Log(Passengers)

7.000 0.150

6.500
0.100

6.000

Residual
0.050

5.500

0.000
5.000

Sep-49

Sep-50
Jan-49
May-49

Jan-50

Jan-51
May-51
Sep-51

May-52
Sep-52
Jan-53
May-53
May-50

Jan-52
-0.050
4.500
Jul-46 Apr-49 Jan-52 Oct-54 Jun-57 Mar-60 Dec-62
Month
-0.100
Log(Passengers) ARIMA (Log(Passengers))
Validation Lower bound (95%)
Upper bound (95%) -0.150
C / 144 rows and 1 column
/ 144 rows and 1 column

Std. deviation
0.441

Upper bound (95%)

0.060

Upper bound (95%)

-0.172
 -0.405

Upper bound (95%)

 Residual

-0.150
-0.100
-0.050
0.000
0.050
0.100
0.150
Jan-49
May-49
Sep-49
Jan-50
May-50
Sep-50
Jan-51

6.284
6.171
6.292
6.416
6.588
6.567
6.430
6.276
6.226
6.242
6.074
6.110
May-51
Sep-51
Jan-52
May-52
Sep-52
Jan-53
May-53
Sep-53
Jan-54

Residuals
May-54
Sep-54
Jan-55

Month
May-55
Sep-55
Jan-56
May-56
Sep-56
Jan-57
May-57
Sep-57
Jan-58
May-58
Sep-58
Jan-59
May-59
Sep-59
Jan-60
May-60
Sep-60