2012-1-00943-IF Bab2001 PDF

L1
LAMPIRAN
Langkah-Langkah Penggunaan Program Minitab:
1. Aktifakan program minitab kemudian copy yang diinginkan pada kolom C1. Beri
nama kolom tepat diantara C1 dan angka penjualan pertama ‘Jakarta Muscat’
Enter. Setelah itu save file di folder yang diinginkan dengan format Jakarta
Muscat.MTW
2. Save file
L2
3. Uji Korelasi lakukan identifikasi data untuk melihat pola data apakah perlu
dilakukan proses differencing dengan melihat hasil autokorelasi nya. Langkahnya
sebagai berikut
Stat Time series Autocorrelation

L3
Kemudian pilih:
Di dapatkan Hasil autokorelasi yaitu

L4
Tidak ada proses differensiasi jadi nilai tengah ARIMA 0
1. Proses ARIMA (1,0,0)

L5
L6
L7
ARIMA Model: Jakarta-Muscat
Estimates at each iteration
Iteration SSE Parameters

0 51201.0 0.100 99.575
1 46516.6 -0.050 116.604
2 43584.0 -0.200 132.434
3 42505.4 -0.313 143.526
4 42363.7 -0.353 147.223
5 42343.4 -0.368 148.616
6 42340.4 -0.374 149.154
7 42340.0 -0.376 149.363
8 42339.9 -0.377 149.445
9 42339.9 -0.377 149.477
Relative change in each estimate less than 0.0010
Final Estimates of Parameters
Type Coef SE Coef T P

AR 1 -0.3774 0.2763 -1.37 0.199
Constant 149.48 16.99 8.80 0.000
Mean 108.52 12.33
Number of observations: 13
Residuals: SS = 41272.2 (backforecasts excluded)
MS = 3752.0 DF = 11
Modified Box-Pierce (Ljung-Box) Chi-Square statistic
Lag 12 24 36 48
L8
Chi-Square 15.1 * * *
DF 10 * * *
P-Value 0.130 * * *
Forecasts from period 13
95% Limits
Period Forecast Lower Upper Actual
14 107.580 -12.502 227.662
2. Proses ARIMA (0,0,1)

L9
L10
L11


0 45519.6 0.100 110.638
1 43944.5 0.250 109.554
2 43853.0 0.277 108.284
3 43846.2 0.286 108.031
4 43845.5 0.288 107.952
5 43845.5 0.289 107.926
6 43845.4 0.289 107.918

MA 1 0.2894 0.2939 0.98 0.346
Constant 107.92 12.41 8.69 0.000
Mean 107.92 12.41
MS = 3920.8 DF = 11
Lag 12 24 36 48
DF 10 * * *
P-Value 0.137 * * *
L12
95% Limits
14 100.595 -22.157 223.348
3. ARIMA (1,0,1)
L13
L14

0 47875.4 0.100 0.100 99.575
1 43932.6 -0.021 0.221 112.676
2 43263.0 -0.171 0.082 129.121
3 42696.2 -0.321 -0.058 145.543
4 42254.6 -0.471 -0.191 161.731
5 41983.9 -0.541 -0.216 168.661
6 41938.9 -0.568 -0.227 171.414
7 41929.6 -0.583 -0.235 172.960
8 41927.5 -0.590 -0.239 173.733
9 41927.0 -0.594 -0.242 174.134
10 41926.9 -0.596 -0.243 174.340
11 41926.8 -0.597 -0.244 174.447
12 41926.8 -0.597 -0.244 174.501
13 41926.8 -0.598 -0.244 174.529

AR 1 -0.5976 0.7375 -0.81 0.437
MA 1 -0.2444 0.8906 -0.27 0.789
Constant 174.53 22.21 7.86 0.000
Mean 109.24 13.90
MS = 4077.1 DF = 10
L15
Lag 12 24 36 48
DF 9 * * *
P-Value 0.117 * * *
95% Limits
14 118.509 -6.666 243.685
4. ARIMA (2,0,0)
L16
L17

L18

0 49298.6 0.100 0.100 88.511
1 44531.9 -0.050 0.139 102.228
2 42016.9 -0.200 0.170 115.455
3 41537.4 -0.270 0.180 121.073
4 41469.7 -0.295 0.185 122.978
5 41458.8 -0.304 0.188 123.585
6 41457.0 -0.308 0.189 123.759
7 41456.6 -0.309 0.190 123.798
8 41456.5 -0.310 0.191 123.800
9 41456.5 -0.310 0.191 123.795
10 41456.5 -0.310 0.191 123.789

AR 1 -0.3099 0.3168 -0.98 0.351
AR 2 0.1912 0.3458 0.55 0.592
Constant 123.79 17.87 6.93 0.000
Mean 110.65 15.98
MS = 4035.2 DF = 10
Lag 12 24 36 48
DF 9 * * *
P-Value 0.169 * * *
95% Limits
14 127.632 3.102 252.162
L19
5. ARIMA (0,0,2)
L20
L21

0 47470.9 0.100 0.100 110.638
1 43196.0 0.227 -0.050 109.686
2 40552.1 0.283 -0.200 110.283
3 38111.7 0.320 -0.350 111.246
4 35913.5 0.372 -0.500 112.103
L22
5 34040.5 0.444 -0.636 112.667

6 32743.7 0.516 -0.731 113.169
7 32194.8 0.579 -0.776 113.862
8 32113.8 0.603 -0.796 114.063
9 32111.8 0.609 -0.797 114.045
10 32111.6 0.608 -0.798 114.039
11 32111.6 0.609 -0.797 114.036

MA 1 0.6087 0.2545 2.39 0.038
MA 2 -0.7974 0.2584 -3.09 0.012
Constant 114.04 18.50 6.16 0.000
Mean 114.04 18.50
MS = 3035.6 DF = 10
Lag 12 24 36 48
DF 9 * * *
P-Value 0.409 * * *
95% Limits
14 130.914 22.904 238.924
L23
6. ARIMA (1,0,2)
L24

0 49993.7 0.100 0.100 0.100 99.575
1 47477.5 -0.050 0.008 0.059 116.102
2 46882.8 -0.200 -0.129 0.057 132.703
3 46530.9 -0.350 -0.272 0.062 149.299
4 46240.8 -0.500 -0.416 0.069 165.887
5 45963.2 -0.650 -0.560 0.079 182.468
6 45623.7 -0.800 -0.698 0.090 199.023
7 44072.1 -0.803 -0.548 0.214 197.303
8 43831.0 -0.819 -0.543 0.207 197.215
9 43647.0 -0.737 -0.459 0.182 188.002
10 43268.4 -0.587 -0.309 0.117 172.042
11 43058.3 -0.439 -0.159 0.065 156.142
12 42799.4 -0.293 -0.009 0.011 140.435
13 42462.8 -0.149 0.141 -0.048 124.920
14 41708.9 -0.010 0.291 -0.132 110.127
15 39799.0 -0.160 0.157 -0.233 127.864
16 38797.8 -0.022 0.307 -0.306 112.933
17 37099.5 0.113 0.457 -0.417 98.644
18 34341.7 0.177 0.544 -0.567 92.467
19 31515.7 0.275 0.674 -0.717 82.192
20 31416.1 0.312 0.747 -0.867 78.951
21 30509.1 0.285 0.737 -0.808 82.927
22 30453.0 0.315 0.716 -0.816 79.550
23 30433.1 0.313 0.734 -0.808 80.138
24 30421.6 0.328 0.730 -0.815 78.322
25 30416.1 0.328 0.737 -0.810 78.381
** Convergence criterion not met after 25 iterations **

L25

AR 1 0.3284 0.4409 0.74 0.475
MA 1 0.7370 0.3976 1.85 0.097
MA 2 -0.8099 0.2984 -2.71 0.024
Constant 78.38 16.81 4.66 0.001
Mean 116.70 25.02
MS = 3294.1 DF = 9
Lag 12 24 36 48
DF 8 * * *
P-Value 0.451 * * *
95% Limits
14 141.817 29.302 254.333
7. ARIMA (2,0,1)
L26

0 46174.3 0.100 0.100 0.100 88.511
1 45243.6 0.216 0.114 0.250 74.263
2 42440.1 0.066 0.194 0.218 82.870
3 41553.3 0.111 0.277 0.368 68.754
L27
4 41331.4 -0.039 0.250 0.218 88.433

5 41232.6 -0.010 0.291 0.279 80.522
6 41194.6 -0.051 0.291 0.242 85.038
7 41192.4 -0.099 0.283 0.197 91.318
8 41185.4 -0.086 0.289 0.217 89.094
9 41185.0 -0.083 0.291 0.221 88.491
10 41185.0 -0.078 0.293 0.225 87.787
11 41185.0 -0.080 0.293 0.223 87.982
12 41185.0 -0.080 0.293 0.223 88.012
13 41185.0 -0.080 0.293 0.223 88.042
14 41185.0 -0.080 0.293 0.223 88.026

AR 1 -0.0802 1.5272 -0.05 0.959
AR 2 0.2929 0.5883 0.50 0.631
MA 1 0.2227 1.5899 0.14 0.892
Constant 88.03 14.82 5.94 0.000
Mean 111.80 18.82
MS = 4458.3 DF = 9
Lag 12 24 36 48
DF 8 * * *
P-Value 0.131 * * *
95% Limits
14 128.805 -2.090 259.701
L28
8. ARIMA (2,0,2)
L29

0 47875.4 0.100 0.100 0.100 0.100 88.511
1 42328.2 0.004 0.185 0.199 0.027 90.547
2 41870.5 -0.146 0.050 0.057 -0.088 122.137
3 40921.5 -0.182 -0.085 0.041 -0.238 140.991
4 39480.6 -0.057 -0.155 0.191 -0.364 134.753
5 37996.4 -0.030 -0.266 0.237 -0.514 143.880
6 36045.3 0.098 -0.280 0.387 -0.624 131.121
7 34131.3 0.228 -0.210 0.537 -0.672 109.531
8 31936.4 0.344 -0.193 0.687 -0.793 95.444
9 30644.1 0.292 -0.043 0.711 -0.805 85.934
10 30410.5 0.286 0.022 0.718 -0.811 80.047
11 30357.4 0.294 0.045 0.730 -0.811 77.111
12 30333.6 0.307 0.052 0.736 -0.813 74.981
13 30320.8 0.315 0.057 0.742 -0.813 73.608
14 30313.5 0.323 0.059 0.745 -0.814 72.514
15 30309.4 0.328 0.061 0.749 -0.813 71.757
16 30307.1 0.333 0.063 0.751 -0.814 71.153
17 30305.8 0.336 0.064 0.753 -0.814 70.725
18 30305.0 0.338 0.064 0.754 -0.814 70.383
19 30304.6 0.340 0.065 0.755 -0.814 70.138
20 30304.3 0.341 0.065 0.756 -0.814 69.943
Unable to reduce sum of squares any further

L30

AR 1 0.3414 0.4672 0.73 0.486
AR 2 0.0652 0.4654 0.14 0.892
MA 1 0.7560 0.4048 1.87 0.099
MA 2 -0.8141 0.4005 -2.03 0.077
Constant 69.94 18.04 3.88 0.005
Mean 117.88 30.41
MS = 3672.7 DF = 8
Lag 12 24 36 48
DF 7 * * *
P-Value 0.383 * * *
95% Limits
14 145.736 26.931 264.541
9. ARIMA (3,0,0)
L31

0 48928.3 0.100 0.100 0.100 77.447
1 43733.2 -0.050 0.147 0.169 82.919
2 40855.0 -0.200 0.194 0.239 87.669
3 40226.5 -0.286 0.224 0.277 90.010
4 40182.0 -0.306 0.234 0.279 90.905
L32
5 40174.5 -0.311 0.237 0.275 91.554

6 40172.1 -0.312 0.238 0.271 92.010
7 40171.1 -0.313 0.238 0.268 92.336
8 40170.7 -0.314 0.238 0.266 92.564
9 40170.6 -0.314 0.238 0.265 92.720
10 40170.5 -0.314 0.238 0.264 92.825
11 40170.5 -0.314 0.238 0.264 92.895
12 40170.4 -0.314 0.238 0.263 92.941
13 40170.4 -0.314 0.238 0.263 92.972

AR 1 -0.3145 0.3339 -0.94 0.371
AR 2 0.2379 0.3597 0.66 0.525
AR 3 0.2632 0.3745 0.70 0.500
Constant 92.97 18.90 4.92 0.001
Mean 114.31 23.23
MS = 4371.0 DF = 9
Lag 12 24 36 48
DF 8 * * *
P-Value 0.175 * * *
95% Limits
14 114.335 -15.274 243.944
L33
10. ARIMA (0,0,3)

L34

0 47378.1 0.100 0.100 0.100 110.638
1 44171.1 0.250 0.034 0.044 108.408
2 42167.2 0.313 -0.111 0.115 107.842
3 41168.7 0.380 -0.216 0.121 108.012
4 40216.9 0.402 -0.316 0.124 108.706
5 38607.1 0.414 -0.399 0.073 109.823
6 35730.3 0.402 -0.487 -0.018 111.395
7 31855.7 0.388 -0.581 -0.168 112.821
8 31461.2 0.390 -0.602 -0.234 114.323
9 31355.3 0.431 -0.591 -0.208 114.607
10 31336.6 0.406 -0.588 -0.228 114.346
11 31330.7 0.415 -0.583 -0.224 114.464
12 31329.3 0.409 -0.582 -0.229 114.399
13 31328.8 0.411 -0.581 -0.228 114.432
14 31328.7 0.409 -0.581 -0.230 114.414
15 31328.6 0.410 -0.580 -0.229 114.423
16 31328.6 0.410 -0.580 -0.230 114.418
17 31328.6 0.410 -0.580 -0.230 114.421

MA 1 0.4099 0.3448 1.19 0.265
MA 2 -0.5803 0.3311 -1.75 0.114
MA 3 -0.2297 0.3405 -0.67 0.517
Constant 114.42 22.03 5.19 0.001
Mean 114.42 22.03
L35
MS = 3262.0 DF = 9
Lag 12 24 36 48
DF 8 * * *
P-Value 0.405 * * *
95% Limits
14 129.801 17.834 241.767
11. ARIMA (1,0,3)

L36

0 49984.2 0.100 0.100 0.100 0.100 99.575
1 48916.7 0.231 0.250 0.090 0.080 84.910
2 48022.5 0.368 0.400 0.079 0.062 69.597
L37
3 47073.5 0.506 0.550 0.065 0.046 54.388

4 46104.6 0.642 0.700 0.048 0.031 39.364
5 41431.0 0.658 0.850 -0.087 0.118 36.936
6 38258.0 0.508 0.810 -0.165 0.224 52.304
7 38120.3 0.508 0.856 -0.184 0.265 51.690
8 35844.0 0.358 0.858 -0.226 0.279 67.566
9 35268.2 0.285 0.881 -0.316 0.429 74.233
10 34230.5 0.229 0.933 -0.370 0.403 81.071
11 33902.9 0.225 0.939 -0.364 0.428 81.416
12 33083.7 0.143 0.912 -0.359 0.488 89.986
13 30255.0 0.042 0.928 -0.286 0.585 101.054
14 29495.0 0.031 0.940 -0.275 0.585 102.469
15 29127.8 0.024 0.948 -0.267 0.587 103.321
16 28913.2 0.020 0.953 -0.262 0.588 103.867
17 28505.7 -0.007 0.982 -0.230 0.600 107.239
18 26153.3 -0.045 1.012 -0.187 0.616 112.223
19 25843.4 -0.053 1.019 -0.178 0.619 113.351
20 24506.4 -0.096 1.048 -0.128 0.643 119.022
21 24335.8 -0.097 1.049 -0.127 0.643 119.153
22 24308.6 -0.098 1.050 -0.126 0.644 119.274
23 24280.2 -0.099 1.051 -0.126 0.644 119.390
24 24252.6 -0.100 1.052 -0.125 0.644 119.502
25 24225.9 -0.100 1.053 -0.124 0.644 119.611

AR 1 -0.1003 0.8292 -0.12 0.907
MA 1 1.0528 0.7742 1.36 0.211
MA 2 -0.1245 0.9826 -0.13 0.902
MA 3 0.6440 0.4622 1.39 0.201
Constant 119.611 0.069 1737.48 0.000
Mean 108.704 0.063
MS = 2748.4 DF = 8
Lag 12 24 36 48
DF 7 * * *
P-Value 0.142 * * *
95% Limits
14 102.569 -0.205 205.344
L38
12. ARIMA (3,0,1)

L39

0 45921.9 0.100 0.100 0.100 0.100 77.447
1 45044.8 -0.050 0.112 0.121 -0.032 90.626
2 43951.6 -0.200 0.123 0.149 -0.153 103.210
3 40297.1 -0.349 0.165 0.270 -0.093 103.873
4 40077.8 -0.499 0.160 0.307 -0.216 117.237
5 40037.3 -0.421 0.187 0.313 -0.109 104.669
6 40035.4 -0.523 0.167 0.325 -0.218 117.276
7 40022.7 -0.445 0.187 0.320 -0.127 106.620
8 40021.5 -0.503 0.174 0.324 -0.194 114.345
9 40017.9 -0.452 0.186 0.320 -0.137 107.645
10 40017.3 -0.492 0.177 0.323 -0.182 112.851
11 40015.9 -0.457 0.186 0.320 -0.143 108.206
12 40015.6 -0.485 0.179 0.323 -0.175 112.011
13 40015.0 -0.460 0.185 0.320 -0.146 108.630
14 40014.8 -0.481 0.180 0.322 -0.171 111.480
15 40014.5 -0.462 0.185 0.320 -0.149 108.954
16 40014.4 -0.479 0.181 0.322 -0.168 111.117
17 40014.2 -0.464 0.184 0.320 -0.151 109.204
18 40014.1 -0.477 0.182 0.321 -0.165 110.857
19 40014.0 -0.466 0.184 0.320 -0.153 109.397
20 40014.0 -0.475 0.182 0.321 -0.164 110.665
21 40013.9 -0.467 0.184 0.321 -0.154 109.546
22 40013.9 -0.474 0.182 0.321 -0.163 110.521
23 40013.9 -0.468 0.184 0.321 -0.155 109.662
24 40013.9 -0.473 0.182 0.321 -0.162 110.412
25 40013.8 -0.468 0.184 0.321 -0.156 109.751

L40

AR 1 -0.4683 1.4113 -0.33 0.749
AR 2 0.1836 0.5778 0.32 0.759
AR 3 0.3206 0.4633 0.69 0.509
MA 1 -0.1560 1.4409 -0.11 0.916
Constant 109.75 23.20 4.73 0.001
Mean 113.84 24.07
MS = 4897.9 DF = 8
Lag 12 24 36 48
DF 7 * * *
P-Value 0.139 * * *
95% Limits
14 108.080 -29.119 245.278
13. ARIMA (2,0,3)

L41

0 48156.7 0.100 0.100 0.100 0.100 0.100 88.511
1 47036.5 0.155 0.250 0.171 0.246 0.092 65.767
L42
2 45907.3 0.233 0.400 0.266 0.391 0.082 40.518

3 44919.5 0.229 0.549 0.286 0.541 0.070 24.462
4 42928.5 0.147 0.679 0.260 0.691 0.054 19.012
5 42293.8 0.141 0.676 0.273 0.692 0.058 20.150
6 41149.2 0.113 0.640 0.301 0.673 0.053 27.381
7 38993.2 0.064 0.545 0.353 0.591 0.028 42.363
8 37334.0 0.185 0.478 0.503 0.487 0.043 36.763
9 36480.7 0.239 0.494 0.578 0.487 0.037 29.262
10 34903.1 0.238 0.491 0.596 0.500 0.058 29.644
11 34464.1 0.238 0.489 0.601 0.507 0.068 29.935
12 33956.9 0.239 0.486 0.604 0.517 0.083 30.203
13 33375.6 0.239 0.486 0.619 0.522 0.091 30.252
14 32858.6 0.238 0.490 0.655 0.520 0.091 29.854
15 31945.4 0.237 0.493 0.663 0.520 0.091 29.580
16 31909.9 0.237 0.494 0.666 0.521 0.092 29.516
17 31662.3 0.237 0.494 0.672 0.521 0.092 29.476
18 31645.0 0.237 0.495 0.672 0.521 0.092 29.468

AR 1 0.2369 1.9008 0.12 0.904
AR 2 0.4945 2.0184 0.25 0.813
MA 1 0.6719 1.8418 0.36 0.726
MA 2 0.5215 2.9403 0.18 0.864
MA 3 0.0917 0.9625 0.10 0.927
Constant 29.4678 0.0371 793.70 0.000
Mean 109.740 0.138
MS = 4408.2 DF = 7
Lag 12 24 36 48
DF 6 * * *
P-Value 0.061 * * *
95% Limits
14 127.266 -2.892 257.424
L43
14. ARIMA (3,0,2)

0 47940.3 0.100 0.100 0.100 0.100 0.100 77.447
1 46716.9 0.004 -0.041 0.107 0.021 -0.050 102.899
2 45686.9 -0.059 -0.184 0.112 -0.029 -0.200 125.122
3 44649.0 -0.106 -0.324 0.115 -0.064 -0.350 145.483
4 43473.7 -0.122 -0.460 0.117 -0.062 -0.500 161.878
5 41735.0 -0.173 -0.585 0.121 -0.082 -0.650 180.820
6 38105.1 -0.323 -0.570 0.156 -0.153 -0.701 191.974
7 36082.2 -0.473 -0.566 0.209 -0.250 -0.733 202.681
8 34751.1 -0.580 -0.709 0.227 -0.340 -0.883 228.945
9 30947.0 -0.708 -0.702 0.287 -0.490 -0.897 236.037
10 29355.4 -0.735 -0.714 0.290 -0.559 -0.972 239.767
11 27697.3 -0.767 -0.697 0.295 -0.565 -1.005 247.683
12 26923.7 -0.769 -0.694 0.294 -0.574 -1.054 248.461
13 26288.3 -0.774 -0.692 0.293 -0.591 -1.064 251.011
14 26117.9 -0.774 -0.691 0.291 -0.600 -1.096 252.650
15 25720.8 -0.774 -0.691 0.291 -0.601 -1.123 255.138
16 25455.7 -0.774 -0.691 0.291 -0.612 -1.136 255.122
17 24968.4 -0.774 -0.691 0.291 -0.609 -1.143 255.804
18 24937.2 -0.774 -0.691 0.291 -0.609 -1.143 256.035
* ERROR * Model cannot be estimated with these data.

L44
15. ARIMA (3,0,3)

L45

0 47875.4 0.100 0.100 0.100 0.100 0.100 0.100
77.447
1 42329.9 -0.050 0.073 0.054 0.176 -0.013 -0.044
102.568
2 41360.8 -0.193 -0.077 -0.020 0.046 -0.140 -0.102
143.082
3 41028.7 -0.343 -0.118 -0.078 -0.101 -0.149 -0.169
170.548
4 40491.3 -0.237 -0.234 -0.086 0.010 -0.299 -0.144
172.389
5 40447.8 -0.387 -0.223 -0.133 -0.140 -0.253 -0.213
193.038
6 40269.9 -0.537 -0.236 -0.188 -0.288 -0.231 -0.286
217.067
7 40031.1 -0.687 -0.254 -0.254 -0.435 -0.219 -0.372
243.008
8 37896.8 -0.714 -0.361 -0.330 -0.441 -0.369 -0.498
266.107
9 35992.9 -0.619 -0.211 -0.228 -0.326 -0.307 -0.496
228.216
10 34707.7 -0.667 -0.079 -0.258 -0.355 -0.236 -0.646
223.174
11 31908.2 -0.541 0.071 -0.115 -0.214 -0.184 -0.651
177.423
12 29970.8 -0.435 0.213 -0.005 -0.064 -0.200 -0.731
139.565
13 29659.1 -0.541 0.285 0.063 -0.120 -0.147 -0.758
L46
138.729
14 29431.5 -0.480 0.265 0.134 -0.091 -0.193 -0.714
125.412
15 29361.5 -0.495 0.272 0.126 -0.100 -0.185 -0.722
127.762
16 29335.4 -0.505 0.275 0.124 -0.106 -0.181 -0.728
129.040
17 29322.4 -0.532 0.277 0.124 -0.126 -0.172 -0.743
132.154
18 29318.4 -0.524 0.261 0.142 -0.116 -0.185 -0.730
130.676
19 29300.8 -0.544 0.264 0.135 -0.134 -0.177 -0.745
133.498
20 29300.3 -0.537 0.252 0.147 -0.127 -0.185 -0.736
132.594
21 29289.8 -0.551 0.254 0.142 -0.140 -0.180 -0.746
134.582
22 29289.7 -0.547 0.246 0.150 -0.135 -0.185 -0.740
134.010
23 29284.4 -0.555 0.247 0.147 -0.143 -0.182 -0.746
135.270
24 29284.2 -0.553 0.242 0.152 -0.141 -0.185 -0.743
135.014
25 29282.1 -0.559 0.242 0.150 -0.146 -0.183 -0.747
135.823

AR 1 -0.5587 1.2020 -0.46 0.658
AR 2 0.2421 0.6523 0.37 0.723
AR 3 0.1496 0.5433 0.28 0.792
MA 1 -0.1457 1.3770 -0.11 0.919
MA 2 -0.1832 1.0852 -0.17 0.871
MA 3 -0.7468 1.2454 -0.60 0.571
Constant 135.82 38.66 3.51 0.013
Mean 116.39 33.13
MS = 4502.9 DF = 6
Lag 12 24 36 48
DF 5 * * *
P-Value 0.180 * * *
95% Limits
14 122.862 -8.689 254.412
L47
16. ARIMA (4,0,0)

L48

0 50411.7 0.100 0.100 0.100 0.100 66.383
1 43520.5 -0.050 0.174 0.164 0.007 80.246
2 39949.8 -0.200 0.241 0.232 -0.095 94.160
3 39226.2 -0.264 0.255 0.261 -0.162 102.784
4 38989.6 -0.279 0.245 0.266 -0.208 109.137
5 38832.0 -0.284 0.233 0.268 -0.244 114.062
6 38715.3 -0.285 0.221 0.269 -0.274 118.011
7 38626.8 -0.285 0.212 0.271 -0.300 121.258
8 38558.7 -0.286 0.203 0.273 -0.322 123.976
9 38505.6 -0.286 0.196 0.275 -0.342 126.286
10 38464.0 -0.285 0.190 0.276 -0.359 128.210
11 38430.3 -0.286 0.184 0.278 -0.373 130.023
12 38403.6 -0.285 0.180 0.279 -0.386 131.517
13 38381.7 -0.286 0.176 0.281 -0.398 132.766
14 38364.1 -0.286 0.172 0.282 -0.408 133.984
15 38349.6 -0.286 0.169 0.283 -0.418 135.043
16 38337.6 -0.286 0.166 0.284 -0.426 135.990
17 38326.9 -0.286 0.164 0.285 -0.434 136.892
18 38318.6 -0.286 0.161 0.286 -0.440 137.649
19 38311.4 -0.286 0.159 0.287 -0.446 138.390
20 38305.4 -0.286 0.157 0.288 -0.452 138.991
21 38300.3 -0.286 0.155 0.288 -0.457 139.549
22 38295.7 -0.286 0.153 0.289 -0.461 140.150
23 38292.0 -0.286 0.152 0.289 -0.466 140.571
24 38288.7 -0.286 0.151 0.290 -0.470 140.997
25 38285.8 -0.286 0.150 0.291 -0.473 141.390
L49
* WARNING * Back forecasts not dying out rapidly
Back forecasts (after differencing)
Lag -95 - -90 106.511 107.389 107.501 106.364 107.998 106.720

Lag -89 - -84 106.902 108.024 106.090 107.848 107.253 106.243
Lag -83 - -78 108.457 106.143 107.290 108.057 105.613 108.550
Lag -77 - -72 106.693 106.339 108.924 105.317 108.056 107.781
Lag -71 - -66 105.199 109.492 105.690 106.856 109.227 104.281
Lag -65 - -60 109.324 106.958 105.080 110.579 104.140 108.059
Lag -59 - -54 109.069 103.205 111.160 105.299 105.628 111.554
Lag -53 - -48 102.033 110.246 108.000 102.457 113.491 102.519
Lag -47 - -42 107.368 111.915 99.563 113.667 105.423 102.685
Lag -41 - -36 115.966 98.441 110.954 110.847 97.278 118.372
Lag -35 - -30 100.659 104.887 117.793 93.200 117.049 107.176
Lag -29 - -24 96.261 123.974 93.121 110.402 117.557 87.521
Lag -23 - -18 126.077 99.413 98.283 129.299 82.649 120.836
Lag -17 - -12 113.158 83.203 137.850 85.892 105.611 131.527
Lag -11 - -6 69.639 137.687 102.561 85.187 153.013 66.633
Lag -5 - 0 119.769 120.764 47.119 152.587 81.188 113.145
Back forecast residuals
Lag -95 - -90 -0.140 0.020 0.122 -0.211 0.192 -0.065

Lag -89 - -84 -0.110 0.242 -0.253 0.126 0.083 -0.267
Lag -83 - -78 0.321 -0.203 -0.038 0.282 -0.394 0.300
Lag -77 - -72 -0.031 -0.282 0.469 -0.416 0.128 0.259
Lag -71 - -66 -0.540 0.551 -0.259 -0.204 0.600 -0.704
Lag -65 - -60 0.429 0.110 -0.640 0.869 -0.641 0.037
Lag -59 - -54 0.647 -1.040 0.898 -0.247 -0.605 1.205
Lag -53 - -48 -1.200 0.531 0.495 -1.349 1.542 -0.902
Lag -47 - -42 -0.297 1.450 -1.915 1.369 -0.014 -1.481
Lag -41 - -36 2.305 -1.937 0.465 1.408 -2.686 2.608
Lag -35 - -30 -1.082 -1.189 3.026 -3.374 1.891 0.776
Lag -29 - -24 -3.279 4.217 -2.912 -0.112 3.388 -5.103
Lag -23 - -18 4.158 -0.873 -3.292 5.971 -5.633 2.264
Lag -17 - -12 2.952 -6.680 7.364 -4.160 -2.423 6.855
Lag -11 - -6 -9.601 6.529 1.948 -5.416 13.627 -8.320
Lag -5 - 0 -1.640 -0.440 -24.550 3.360 -1.962 15.644

AR 1 -0.2864 0.3378 -0.85 0.421
AR 2 0.1495 0.3667 0.41 0.694
AR 3 0.2906 0.3713 0.78 0.456
AR 4 -0.4732 0.3933 -1.20 0.263
Constant 141.39 19.11 7.40 0.000
Mean 107.16 14.48
MS = 4570.7 DF = 8

L50
Lag 12 24 36 48
DF 7 * * *
P-Value 0.674 * * *
95% Limits
14 56.820 -75.716 189.357
17. ARIMA (0,0,4)

L51

0 45603.9 0.100 0.100 0.100 0.100 110.638
1 38348.2 0.250 0.028 0.044 0.242 107.449
L52
2 33526.6 0.385 -0.049 0.004 0.392 105.962

3 30688.7 0.480 -0.193 -0.062 0.528 104.832
4 29753.0 0.523 -0.258 -0.088 0.577 104.743
5 29397.7 0.556 -0.290 -0.112 0.597 104.745
6 29238.3 0.587 -0.305 -0.133 0.604 104.778
7 29133.3 0.611 -0.314 -0.155 0.608 104.717
8 29058.2 0.632 -0.317 -0.176 0.613 104.738
9 29003.7 0.646 -0.317 -0.199 0.619 104.661
10 28962.4 0.657 -0.313 -0.220 0.628 104.688
11 28927.6 0.661 -0.307 -0.243 0.636 104.606
12 28894.5 0.666 -0.297 -0.266 0.648 104.628
13 28859.1 0.664 -0.284 -0.291 0.659 104.543
14 28818.1 0.664 -0.269 -0.318 0.673 104.553
15 28768.0 0.659 -0.251 -0.347 0.687 104.459
16 28706.8 0.656 -0.231 -0.379 0.705 104.450
17 28635.2 0.648 -0.209 -0.414 0.722 104.340
18 28563.6 0.644 -0.186 -0.449 0.741 104.311
19 28509.5 0.640 -0.167 -0.482 0.756 104.196
20 28482.5 0.641 -0.154 -0.505 0.768 104.182
21 28473.3 0.641 -0.148 -0.520 0.773 104.101
22 28470.5 0.645 -0.146 -0.527 0.777 104.124
23 28469.6 0.646 -0.145 -0.532 0.778 104.068
24 28469.3 0.648 -0.145 -0.533 0.780 104.104
25 28469.2 0.647 -0.145 -0.535 0.779 104.057

MA 1 0.6474 0.3929 1.65 0.138
MA 2 -0.1455 0.4951 -0.29 0.776
MA 3 -0.5349 0.5212 -1.03 0.335
MA 4 0.7793 0.4157 1.87 0.098
Constant 104.057 6.207 16.76 0.000
Mean 104.057 6.207
MS = 2782.7 DF = 8
Lag 12 24 36 48
DF 7 * * *
P-Value 0.087 * * *
95% Limits
14 62.429 -40.984 165.843
L53
18. ARIMA (1,0,4)

L54

0 48342.5 0.100 0.100 0.100 0.100 0.100 99.575
1 46979.9 0.228 0.250 0.093 0.077 0.095 85.158
2 45337.1 0.349 0.400 0.079 0.052 0.096 71.673
3 41529.2 0.420 0.550 0.021 0.018 0.144 63.366
4 35969.9 0.272 0.514 -0.096 -0.002 0.294 78.766
5 31551.1 0.173 0.574 -0.243 -0.040 0.444 88.287
6 29941.7 0.111 0.624 -0.333 -0.050 0.509 94.033
7 29425.9 0.060 0.638 -0.360 -0.073 0.540 99.030
8 29212.9 0.015 0.639 -0.355 -0.104 0.568 103.547
9 29084.9 -0.025 0.623 -0.334 -0.142 0.596 107.456
10 28971.5 -0.062 0.604 -0.303 -0.183 0.628 111.177
11 28829.5 -0.098 0.573 -0.263 -0.232 0.662 114.732
12 28627.2 -0.134 0.540 -0.214 -0.286 0.702 118.367
13 28392.1 -0.163 0.505 -0.163 -0.345 0.740 121.154
14 28263.6 -0.168 0.500 -0.134 -0.389 0.765 121.547
15 28204.8 -0.153 0.517 -0.132 -0.417 0.771 119.850
16 28163.8 -0.145 0.536 -0.132 -0.439 0.778 119.037
17 28133.1 -0.139 0.550 -0.134 -0.458 0.781 118.350
18 28111.3 -0.136 0.565 -0.136 -0.472 0.786 118.018
19 28096.4 -0.134 0.573 -0.138 -0.485 0.788 117.668
20 28086.7 -0.132 0.584 -0.139 -0.494 0.793 117.535
21 28080.6 -0.131 0.588 -0.141 -0.502 0.794 117.348
22 28076.9 -0.131 0.595 -0.142 -0.508 0.797 117.301
23 28074.6 -0.131 0.597 -0.144 -0.513 0.798 117.196
24 28073.3 -0.130 0.602 -0.144 -0.516 0.800 117.183
25 28072.5 -0.130 0.603 -0.145 -0.519 0.800 117.121
L55

AR 1 -0.1302 0.6211 -0.21 0.840
MA 1 0.6028 0.6765 0.89 0.402
MA 2 -0.1450 0.7086 -0.20 0.844
MA 3 -0.5189 0.7766 -0.67 0.525
MA 4 0.7998 0.4870 1.64 0.145
Constant 117.121 6.172 18.98 0.000
Mean 103.630 5.461
MS = 3123.2 DF = 7
Lag 12 24 36 48
DF 6 * * *
P-Value 0.053 * * *
95% Limits
14 61.675 -47.883 171.232
19. ARIMA (2,0,4)

L56

0 46614.1 0.100 0.100 0.100 0.100 0.100 0.100
88.511
L57
1 44535.2 0.211 0.196 0.250 0.193 0.084 0.098

65.382
2 43202.1 0.333 0.121 0.400 0.102 0.072 0.102
60.090
3 42227.0 0.466 0.006 0.550 -0.035 0.069 0.106
58.049
4 41191.8 0.598 -0.113 0.700 -0.183 0.071 0.112
56.440
5 39903.2 0.716 -0.224 0.842 -0.333 0.078 0.123
55.542
6 38222.9 0.814 -0.323 0.971 -0.483 0.093 0.140
55.394
7 36258.2 0.906 -0.403 1.102 -0.633 0.125 0.155
54.012
8 34451.6 1.002 -0.465 1.240 -0.783 0.181 0.148
50.174
9 32974.5 1.090 -0.519 1.361 -0.933 0.258 0.123
46.464
10 31637.8 1.164 -0.565 1.469 -1.083 0.353 0.087
43.302
11 30402.6 1.228 -0.605 1.565 -1.233 0.463 0.041
40.669
12 29235.6 1.285 -0.642 1.655 -1.383 0.585 -0.011
38.427
13 28089.7 1.340 -0.680 1.742 -1.533 0.713 -0.069
36.465
14 26928.7 1.393 -0.717 1.829 -1.683 0.845 -0.128
34.686
15 25768.7 1.443 -0.753 1.915 -1.833 0.978 -0.188
33.014
16 24528.1 1.491 -0.788 2.002 -1.983 1.114 -0.249
31.411
17 23215.9 1.536 -0.824 2.089 -2.133 1.252 -0.312
30.078
18 21536.4 1.587 -0.875 2.175 -2.283 1.394 -0.378
29.760
19 20581.6 1.611 -0.915 2.175 -2.267 1.372 -0.373
31.937
20 19976.9 1.629 -0.940 2.181 -2.261 1.350 -0.363
32.484
21 19557.9 1.639 -0.958 2.186 -2.257 1.333 -0.354
33.190
22 19288.6 1.646 -0.973 2.185 -2.241 1.304 -0.341
33.940
23 19038.4 1.649 -0.984 2.184 -2.219 1.264 -0.323
34.770
24 18960.5 1.644 -0.991 2.185 -2.181 1.190 -0.292
36.127
25 18793.2 1.637 -0.995 2.234 -2.166 1.040 -0.214
37.177
Lag -95 - -90 87.915 103.823 119.749 129.957 130.743 121.781

Lag -89 - -84 106.257 89.731 78.153 75.715 83.338 98.320
Lag -83 - -78 115.298 128.166 132.270 126.091 111.808 94.531
Lag -77 - -72 80.469 74.701 79.344 92.772 110.187 125.335
Lag -71 - -66 132.749 129.722 117.299 99.911 83.799 74.774
L58
Lag -65 - -60 76.118 87.394 104.585 121.526 132.112 132.502

Lag -59 - -54 122.510 105.686 88.062 75.981 73.821 82.404
Lag -53 - -48 98.688 116.841 130.334 134.284 127.225 111.650
Lag -47 - -42 93.132 78.327 72.585 78.016 92.713 111.426
Lag -41 - -36 127.430 134.950 131.237 117.578 98.849 81.773
Lag -35 - -30 72.508 74.428 86.891 105.456 123.463 134.423
Lag -29 - -24 134.356 123.236 105.019 86.235 73.647 71.819
Lag -23 - -18 81.457 99.141 118.538 132.669 136.418 128.390
Lag -17 - -12 111.421 91.585 76.013 70.335 76.640 92.711
Lag -11 - -6 112.804 129.699 137.296 132.815 117.817 97.656
Lag -5 - 0 79.571 70.087 72.658 86.413 127.801 67.605
Lag -95 - -90 0.050 0.229 0.547 0.896 1.094 0.987

Lag -89 - -84 0.539 -0.133 -0.798 -1.211 -1.207 -0.773
Lag -83 - -78 -0.057 0.686 1.188 1.265 0.887 0.187
Lag -77 - -72 -0.583 -1.147 -1.300 -0.985 -0.314 0.473
Lag -71 - -66 1.094 1.323 1.077 0.441 -0.356 -1.028
Lag -65 - -60 -1.333 -1.160 -0.567 0.232 0.951 1.331
Lag -59 - -54 1.233 0.691 -0.103 -0.864 -1.316 -1.297
Lag -53 - -48 -0.810 -0.030 0.765 1.288 1.349 0.925
Lag -47 - -42 0.165 -0.657 -1.247 -1.390 -1.033 -0.302
Lag -41 - -36 0.541 1.193 1.418 1.133 0.439 -0.416
Lag -35 - -30 -1.125 -1.433 -1.225 -0.575 0.285 1.046
Lag -29 - -24 1.434 1.307 0.709 -0.147 -0.954 -1.421
Lag -23 - -18 -1.379 -0.839 0.005 0.852 1.395 1.438
Lag -17 - -12 0.963 0.140 -0.738 -1.354 -1.485 -1.082
Lag -11 - -6 -0.287 0.615 1.299 1.519 1.192 0.434
Lag -5 - 0 -0.483 -1.231 -1.538 -1.293 20.772 -44.868

AR 1 1.6369 0.2187 7.49 0.000
AR 2 -0.9955 0.1610 -6.18 0.001
MA 1 2.2343 1.1927 1.87 0.110
MA 2 -2.1661 1.0676 -2.03 0.089
MA 3 1.0399 0.9040 1.15 0.294
MA 4 -0.2144 0.9982 -0.21 0.837
Constant 37.177 2.386 15.58 0.000
Mean 103.673 6.654
MS = 2709.7 DF = 6
Lag 12 24 36 48
DF 5 * * *
P-Value 0.016 * * *
95% Limits
L59
14 122.609 20.560 224.658
20. ARIMA (3,0,4)

0 46217.9 0.100 0.100 0.100 0.100 0.100 0.100
0.100 77.447
1 45108.1 0.232 0.120 0.039 0.250 0.114 0.030
0.109 67.339
2 44009.5 0.364 0.124 -0.041 0.400 0.107 -0.059
0.121 60.969
3 42693.0 0.492 0.131 -0.127 0.550 0.097 -0.155
0.138 55.444
4 40990.9 0.612 0.147 -0.224 0.700 0.085 -0.264
0.163 51.164
5 38180.6 0.709 0.132 -0.307 0.850 0.014 -0.363
0.217 51.015
6 34289.4 0.720 0.072 -0.313 0.934 -0.136 -0.380
0.306 56.694
7 30866.4 0.772 0.020 -0.337 1.056 -0.286 -0.405
0.383 59.106
8 27523.4 0.684 0.170 -0.445 1.041 -0.220 -0.548
0.497 63.883
9 25447.2 0.586 0.320 -0.537 0.995 -0.126 -0.681
0.596 68.072
10 23654.6 0.517 0.470 -0.638 1.035 -0.147 -0.756
L60
0.722 69.837
11 22785.5 0.545 0.466 -0.662 1.074 -0.191 -0.693
0.666 68.406
12 22200.7 0.547 0.512 -0.731 1.128 -0.239 -0.680
0.677 70.753
13 21652.5 0.665 0.403 -0.721 1.233 -0.385 -0.546
0.557 67.808
14 21423.1 0.568 0.551 -0.811 1.168 -0.247 -0.696
0.655 72.197
15 20950.3 0.670 0.443 -0.783 1.282 -0.397 -0.571
0.566 69.568
16 20302.7 0.599 0.580 -0.889 1.253 -0.323 -0.650
0.611 73.470
17 19447.4 0.662 0.525 -0.886 1.391 -0.473 -0.550
0.535 72.248
18 18307.5 0.658 0.562 -0.931 1.422 -0.482 -0.559
0.508 72.532
19 16220.9 0.663 0.582 -0.964 1.572 -0.534 -0.604
0.506 73.442
20 15984.8 0.681 0.587 -0.966 1.699 -0.602 -0.674
0.478 70.166
21 14515.1 0.683 0.587 -0.965 1.782 -0.644 -0.688
0.506 70.254
22 13570.1 0.676 0.570 -0.962 1.748 -0.636 -0.585
0.416 71.874
23 12808.7 0.683 0.575 -0.961 1.848 -0.741 -0.536
0.378 71.675
24 12471.0 0.677 0.590 -0.966 1.841 -0.713 -0.545
0.372 70.874
25 12361.9 0.637 0.576 -0.975 1.839 -0.672 -0.617
0.407 76.433
21. ARIMA (4,0,4)

L61

0 47876.6 0.100 0.100 0.100 0.100 0.100 0.100
0.100 0.100 66.383
1 41454.5 0.084 0.227 0.250 0.062 0.228 0.164
0.203 0.179 41.470
2 39977.9 0.060 0.203 0.133 0.174 0.222 0.128
0.075 0.329 47.281
3 38432.6 0.110 0.233 -0.003 0.198 0.301 0.129
-0.075 0.398 50.868
4 35999.7 0.213 0.294 -0.106 0.110 0.451 0.135
-0.198 0.385 53.805
5 33651.5 0.323 0.379 -0.210 0.016 0.601 0.158
-0.325 0.363 54.111
6 31243.0 0.426 0.416 -0.330 -0.018 0.751 0.124
-0.464 0.398 55.519
7 28076.1 0.516 0.370 -0.450 0.012 0.901 -0.025
-0.592 0.519 60.416
8 24439.5 0.553 0.351 -0.479 -0.032 1.025 -0.175
-0.644 0.606 65.982
9 21094.9 0.480 0.415 -0.407 -0.182 1.050 -0.228
-0.612 0.608 74.672
10 18266.9 0.379 0.513 -0.360 -0.332 1.062 -0.233
-0.625 0.630 84.785
11 15821.2 0.303 0.575 -0.306 -0.482 1.104 -0.241
-0.646 0.647 95.090
12 13176.0 0.240 0.616 -0.248 -0.632 1.186 -0.251
-0.686 0.665 105.305
13 12040.9 0.186 0.677 -0.253 -0.673 1.172 -0.132
-0.836 0.750 109.071
14 11216.7 0.138 0.727 -0.239 -0.727 1.200 -0.025
-0.986 0.837 112.861
15 8344.5 0.123 0.710 -0.161 -0.816 1.296 0.005
-1.136 0.837 116.813
16 7725.3 0.125 0.709 -0.159 -0.826 1.334 0.037
-1.196 0.846 117.264
17 7022.8 0.118 0.687 -0.141 -0.843 1.391 0.084
-1.317 0.884 119.822
18 6947.9 0.118 0.680 -0.141 -0.843 1.391 0.084
-1.317 0.884 120.462
19 6933.4 0.118 0.677 -0.141 -0.843 1.392 0.089
-1.316 0.886 120.761
20 6854.9 0.118 0.676 -0.141 -0.843 1.395 0.097
-1.316 0.894 120.846
21 6827.2 0.118 0.676 -0.141 -0.843 1.395 0.099
-1.316 0.896 120.857
22 6818.7 0.118 0.676 -0.141 -0.843 1.396 0.100
-1.315 0.897 120.866
23 6812.5 0.118 0.676 -0.141 -0.843 1.396 0.101
-1.315 0.897 120.873
24 6807.1 0.118 0.676 -0.141 -0.843 1.396 0.101
-1.315 0.898 120.881
25 6802.2 0.118 0.676 -0.141 -0.843 1.397 0.102
-1.315 0.899 120.888

L62
22. ARIMA (4,0,1)

L63

0 47596.1 0.100 0.100 0.100 0.100 0.100 66.383
1 46476.8 -0.050 0.108 0.121 0.105 -0.035 79.251
2 45625.8 -0.200 0.112 0.144 0.114 -0.175 92.148
3 44904.4 -0.350 0.114 0.167 0.123 -0.314 105.109
4 44233.3 -0.500 0.113 0.195 0.132 -0.450 118.034
5 43058.1 -0.650 0.107 0.237 0.145 -0.559 130.201
6 41807.7 -0.563 0.103 0.260 0.145 -0.409 119.523
7 41555.2 -0.713 0.085 0.294 0.169 -0.545 131.742
8 41003.6 -0.603 0.101 0.297 0.154 -0.395 119.740
9 40817.8 -0.753 0.077 0.330 0.176 -0.533 133.384
10 40610.1 -0.626 0.106 0.318 0.151 -0.383 120.266
11 40519.2 -0.776 0.076 0.351 0.177 -0.527 134.150
12 40434.3 -0.639 0.110 0.329 0.147 -0.377 120.597
13 40382.6 -0.789 0.076 0.363 0.175 -0.522 134.594
14 40334.0 -0.649 0.115 0.338 0.143 -0.372 120.821
15 40303.6 -0.799 0.078 0.373 0.173 -0.520 134.877
16 40288.9 -0.654 0.118 0.342 0.139 -0.370 121.073
17 40267.6 -0.804 0.079 0.377 0.171 -0.518 135.146
18 40261.5 -0.658 0.120 0.345 0.136 -0.368 121.307
19 40245.6 -0.808 0.080 0.380 0.169 -0.516 135.383
20 40243.6 -0.660 0.122 0.347 0.133 -0.366 121.522
21 40231.1 -0.810 0.081 0.382 0.167 -0.515 135.595
22 40230.2 -0.662 0.123 0.348 0.131 -0.365 121.761
23 40220.3 -0.812 0.081 0.383 0.165 -0.514 135.829
24 40213.0 -0.666 0.125 0.350 0.126 -0.364 122.368
25 40206.1 -0.816 0.082 0.385 0.161 -0.514 136.443

L64

AR 1 -0.8162 10.8537 -0.08 0.942
AR 2 0.0816 3.2632 0.02 0.981
AR 3 0.3854 2.6275 0.15 0.888
AR 4 0.1608 2.6689 0.06 0.954
MA 1 -0.5137 10.8553 -0.05 0.964
Constant 136.44 32.80 4.16 0.004
Mean 114.81 27.60
MS = 5630.0 DF = 7
Lag 12 24 36 48
DF 6 * * *
P-Value 0.071 * * *
95% Limits
14 116.651 -30.445 263.746
23. ARIMA (4,0,2)

L65

0 49808.3 0.100 0.100 0.100 0.100 0.100 0.100
66.383
1 47674.2 -0.050 0.008 0.111 0.098 -0.021 -0.004
92.321
2 45766.8 -0.200 -0.133 0.122 0.104 -0.147 -0.153
122.976
3 44244.9 -0.323 -0.278 0.129 0.111 -0.252 -0.303
150.992
4 42569.3 -0.462 -0.423 0.138 0.122 -0.369 -0.453
180.225
5 39861.5 -0.612 -0.550 0.159 0.146 -0.472 -0.591
206.170
6 35046.4 -0.762 -0.611 0.252 0.240 -0.482 -0.707
210.892
7 33227.0 -0.820 -0.579 0.316 0.339 -0.533 -0.760
198.792
8 30822.6 -0.869 -0.538 0.374 0.450 -0.613 -0.796
184.412
9 26691.4 -0.967 -0.532 0.378 0.556 -0.763 -0.853
185.966
10 23868.7 -1.027 -0.516 0.385 0.615 -0.913 -0.915
184.508
11 21165.0 -1.089 -0.490 0.423 0.674 -1.063 -1.004
175.998
12 20304.8 -1.086 -0.491 0.424 0.677 -1.079 -1.009
175.899
13 19461.5 -1.086 -0.491 0.423 0.677 -1.103 -1.063
176.464
14 19079.5 -1.086 -0.491 0.423 0.677 -1.109 -1.089
177.077
15 18436.3 -1.086 -0.491 0.423 0.677 -1.122 -1.119
177.254
16 18282.8 -1.086 -0.491 0.423 0.677 -1.122 -1.124
177.766
17 18193.3 -1.086 -0.491 0.423 0.677 -1.123 -1.128
177.871
18 18126.4 -1.086 -0.491 0.423 0.677 -1.125 -1.132
177.925
19 18109.1 -1.086 -0.491 0.423 0.677 -1.146 -1.156
177.016
20 17683.8 -1.086 -0.491 0.423 0.677 -1.155 -1.164
177.113
21 17449.6 -1.086 -0.491 0.423 0.677 -1.176 -1.181
177.384
22 17284.0 -1.086 -0.491 0.423 0.677 -1.176 -1.182
179.124
23 17268.5 -1.086 -0.491 0.423 0.677 -1.176 -1.182
179.124

L66
24. ARIMA (4,0,3)

0 49651.5 0.100 0.100 0.100 0.100 0.100 0.100
0.100 66.383
1 48515.3 -0.050 0.078 0.131 0.092 -0.036 0.072
0.124 82.855
2 47645.6 -0.200 0.036 0.177 0.088 -0.176 0.028
0.163 99.496
3 46871.0 -0.350 -0.028 0.216 0.086 -0.318 -0.035
0.197 118.938
4 46159.5 -0.500 -0.122 0.232 0.086 -0.462 -0.126
0.208 144.209
5 45488.5 -0.640 -0.272 0.186 0.089 -0.595 -0.272
0.160 180.969
6 44903.9 -0.766 -0.422 0.130 0.092 -0.717 -0.418
0.103 217.169
7 44257.4 -0.902 -0.572 0.069 0.096 -0.849 -0.565
0.040 254.895
8 43296.4 -1.051 -0.722 0.006 0.107 -0.992 -0.711
-0.030 293.723
9 40530.5 -1.201 -0.844 0.009 0.159 -1.118 -0.826
-0.062 317.926
10 32847.0 -1.312 -0.897 0.146 0.309 -1.166 -0.862
L67
-0.004 304.781
11 30941.0 -1.300 -0.907 0.152 0.340 -1.132 -0.867
-0.008 303.019
12 28795.8 -1.307 -0.901 0.142 0.357 -1.112 -0.914
-0.044 306.306
13 27183.9 -1.330 -0.886 0.133 0.444 -1.198 -1.064
-0.158 304.032
14 23774.4 -1.363 -0.868 0.133 0.498 -1.309 -1.214
-0.258 305.348
15 21794.6 -1.391 -0.835 0.141 0.580 -1.438 -1.364
-0.326 305.475
16 20021.5 -1.389 -0.829 0.143 0.579 -1.426 -1.370
-0.308 300.759
17 19331.4 -1.387 -0.828 0.140 0.578 -1.426 -1.382
-0.290 300.854
18 19152.3 -1.387 -0.828 0.140 0.578 -1.431 -1.391
-0.264 301.355
19 18998.2 -1.386 -0.828 0.140 0.578 -1.432 -1.394
-0.265 300.777
20 18896.1 -1.386 -0.828 0.140 0.578 -1.433 -1.396
-0.265 300.394
21 18818.9 -1.386 -0.828 0.140 0.578 -1.433 -1.399
-0.265 300.126
22 18757.2 -1.386 -0.828 0.139 0.578 -1.434 -1.400
-0.265 299.925
23 18704.9 -1.386 -0.828 0.139 0.578 -1.435 -1.402
-0.265 299.768
24 18658.6 -1.386 -0.828 0.139 0.578 -1.436 -1.403
-0.265 299.641
25. ARIMA (5,0,0)

L68
L69

0 53150.1 0.100 0.100 0.100 0.100 0.100 55.319
1 43003.8 -0.033 0.163 0.179 0.031 -0.050 80.820
2 36221.2 -0.143 0.219 0.247 -0.031 -0.200 102.849
3 31661.1 -0.228 0.266 0.299 -0.083 -0.350 122.798
4 28398.1 -0.284 0.298 0.330 -0.124 -0.500 141.321
5 25735.9 -0.314 0.314 0.339 -0.153 -0.650 158.928
6 23799.3 -0.315 0.316 0.329 -0.173 -0.768 172.546
7 22323.1 -0.310 0.275 0.303 -0.224 -0.863 190.314
8 21508.6 -0.314 0.279 0.293 -0.234 -0.914 197.526
9 21056.9 -0.309 0.276 0.288 -0.246 -0.945 201.467
10 20727.9 -0.300 0.272 0.283 -0.259 -0.966 204.311
11 20462.7 -0.294 0.270 0.275 -0.271 -0.979 206.756
12 20323.5 -0.294 0.265 0.266 -0.282 -0.986 209.534
13 20236.3 -0.301 0.252 0.251 -0.293 -0.989 213.833
14 20158.3 -0.311 0.234 0.234 -0.304 -0.990 219.176
15 20106.8 -0.321 0.218 0.218 -0.315 -0.990 223.930
16 20077.7 -0.329 0.206 0.205 -0.322 -0.990 227.634
17 20061.0 -0.334 0.196 0.196 -0.328 -0.991 230.524
18 20051.4 -0.339 0.188 0.188 -0.333 -0.991 232.756
19 20046.1 -0.342 0.183 0.183 -0.337 -0.991 234.427
20 20043.4 -0.345 0.178 0.179 -0.339 -0.991 235.641
21 20042.0 -0.347 0.175 0.176 -0.341 -0.991 236.505
22 20041.4 -0.348 0.173 0.174 -0.342 -0.991 237.111
23 20041.0 -0.349 0.172 0.172 -0.343 -0.991 237.532
24 20040.9 -0.349 0.171 0.171 -0.344 -0.991 237.824
25 20040.8 -0.350 0.170 0.171 -0.344 -0.991 238.025
Lag -94 - -89 97.836 94.637 7.715 115.597 45.460 113.542

Lag -88 - -83 130.270 173.790 89.143 175.649 63.905 70.810
Lag -82 - -77 49.977 94.093 28.515 165.633 114.707 150.194
Lag -76 - -71 131.285 153.000 27.896 110.680 34.982 65.444
Lag -70 - -65 78.291 163.113 84.291 194.113 121.712 109.318
Lag -64 - -59 62.231 104.787 -5.505 109.459 86.991 128.149
Lag -58 - -53 125.724 200.529 73.126 137.966 65.682 56.098
Lag -52 - -47 27.583 129.100 47.381 164.667 147.057 152.286
Lag -46 - -41 93.978 153.167 11.326 76.663 55.019 87.372
Lag -40 - -35 73.967 200.562 101.573 165.864 120.324 99.049
Lag -34 - -29 16.810 111.073 11.721 101.784 120.098 161.916
Lag -28 - -23 105.966 204.217 70.304 90.856 55.076 69.816
Lag -22 - -17 10.174 155.158 88.980 157.590 153.458 164.364
Lag -16 - -11 48.693 132.582 17.627 52.426 64.773 133.861
Lag -10 - -5 73.899 212.467 126.434 133.023 91.159 103.651
Lag -4 - 0 -16.244 104.828 52.421 108.711 130.655
Lag -94 - -89 0.090 -0.465 -1.844 -0.660 -0.768 -0.090

Lag -88 - -83 0.905 1.632 0.511 1.066 -0.230 -1.138
Lag -82 - -77 -1.289 -0.681 -1.176 0.703 1.040 1.099
L70
Lag -76 - -71 1.021 0.953 -1.043 -0.736 -1.230 -1.245

Lag -70 - -65 -0.500 1.060 0.509 1.601 1.147 0.095
Lag -64 - -59 -0.809 -0.584 -1.941 -0.757 0.017 0.553
Lag -58 - -53 0.956 1.993 0.326 0.182 -0.560 -1.386
Lag -52 - -47 -1.710 -0.135 -0.472 0.901 1.585 1.298
Lag -46 - -41 0.280 0.557 -1.391 -1.431 -1.056 -0.598
Lag -40 - -35 -0.291 1.725 1.065 1.154 0.786 -0.206
Lag -34 - -29 -1.712 -0.788 -1.499 -0.630 0.637 1.419
Lag -28 - -23 0.834 1.800 0.174 -0.751 -1.126 -1.185
Lag -22 - -17 -1.789 0.313 0.535 1.116 1.586 1.429
Lag -16 - -11 -0.535 -0.229 -1.453 -1.732 -0.942 0.400
Lag -10 - -5 0.145 1.934 1.503 0.646 -0.088 -0.429
Lag -4 - 0 -2.238 -1.057 -0.713 -0.079 0.946

AR 1 -0.3497 0.2641 -1.32 0.227
AR 2 0.1702 0.2817 0.60 0.565
AR 3 0.1707 0.2872 0.59 0.571
AR 4 -0.3439 0.3137 -1.10 0.309
AR 5 -0.9909 0.2720 -3.64 0.008
Constant 238.03 15.36 15.50 0.000
Mean 101.566 6.553
MS = 2847.5 DF = 7
Lag 12 24 36 48
DF 6 * * *
P-Value 0.114 * * *
95% Limits
14 78.682 -25.928 183.293
L71
26. ARIMA (0,0,5)

L72

0 43260.0 0.100 0.100 0.100 0.100 0.100 110.638
1 35171.1 0.250 0.025 0.019 0.158 0.245 108.620
2 29590.9 0.365 -0.125 -0.046 0.186 0.373 108.197
3 26002.2 0.444 -0.275 -0.067 0.158 0.488 107.792
4 25031.4 0.588 -0.341 -0.047 0.037 0.503 106.215
5 24939.3 0.579 -0.388 -0.019 0.013 0.560 106.557
6 24793.1 0.602 -0.375 -0.031 -0.026 0.548 105.670
7 24766.8 0.582 -0.371 -0.018 -0.020 0.576 106.313
8 24730.1 0.576 -0.355 -0.034 -0.041 0.573 105.851
9 24709.5 0.568 -0.346 -0.030 -0.041 0.595 106.291
10 24680.2 0.554 -0.331 -0.044 -0.059 0.598 105.937
11 24652.2 0.548 -0.318 -0.044 -0.064 0.619 106.249
12 24614.1 0.531 -0.302 -0.056 -0.082 0.628 105.966
13 24570.3 0.524 -0.285 -0.059 -0.091 0.650 106.201
14 24514.0 0.504 -0.266 -0.072 -0.110 0.662 105.957
15 24450.9 0.495 -0.246 -0.077 -0.123 0.686 106.148
16 24382.4 0.475 -0.226 -0.089 -0.144 0.701 105.920
17 24323.2 0.467 -0.207 -0.094 -0.156 0.723 106.104
18 24279.6 0.451 -0.192 -0.105 -0.174 0.733 105.883
19 24257.3 0.449 -0.180 -0.106 -0.180 0.749 106.095
20 24246.7 0.438 -0.173 -0.113 -0.191 0.751 105.858
21 24245.1 0.443 -0.168 -0.111 -0.191 0.761 106.111
22 24243.5 0.433 -0.167 -0.116 -0.198 0.757 105.828
23 24238.4 0.437 -0.165 -0.114 -0.196 0.761 105.982
24 24238.2 0.436 -0.165 -0.115 -0.198 0.762 105.961
25 24238.2 0.436 -0.164 -0.115 -0.198 0.763 106.003

L73

MA 1 0.4364 0.4686 0.93 0.383
MA 2 -0.1638 0.5346 -0.31 0.768
MA 3 -0.1146 0.6272 -0.18 0.860
MA 4 -0.1978 0.6100 -0.32 0.755
MA 5 0.7629 0.4865 1.57 0.161
Constant 106.003 7.857 13.49 0.000
Mean 106.003 7.857
MS = 2839.6 DF = 7
Lag 12 24 36 48
DF 6 * * *
P-Value 0.224 * * *
95% Limits
14 115.899 11.433 220.365
27. ARIMA (1,0,5)

L74
L75

0 46079.6 0.100 0.100 0.100 0.100 0.100 0.100
99.575
1 42669.0 0.192 0.250 0.083 0.064 0.103 0.137
88.968
2 34172.0 0.141 0.378 -0.021 -0.016 0.163 0.287
93.713
3 28592.9 0.062 0.403 -0.171 -0.071 0.186 0.419
101.726
4 25735.0 0.104 0.553 -0.312 -0.063 0.129 0.474
96.825
5 24827.1 0.132 0.703 -0.418 -0.033 0.044 0.477
92.660
6 24525.7 0.238 0.803 -0.556 0.049 0.053 0.455
81.467
7 23915.2 0.355 0.953 -0.681 0.105 0.088 0.359
68.899
8 23322.0 0.490 1.103 -0.827 0.183 0.137 0.285
54.875
9 22898.5 0.615 1.251 -0.977 0.265 0.173 0.207
41.748
10 22739.7 0.694 1.344 -1.088 0.355 0.164 0.181
33.695
11 22710.5 0.707 1.350 -1.109 0.387 0.137 0.191
32.410
12 22697.2 0.727 1.375 -1.133 0.405 0.135 0.188
30.304
13 22693.7 0.733 1.374 -1.135 0.409 0.129 0.191
29.708
14 22689.4 0.743 1.386 -1.143 0.415 0.131 0.189
28.682
15 22688.5 0.745 1.385 -1.143 0.415 0.129 0.191
28.373
16 22686.4 0.751 1.391 -1.148 0.418 0.129 0.190
27.758
17 22686.2 0.753 1.390 -1.147 0.417 0.129 0.190
27.557
18 22684.6 0.759 1.396 -1.151 0.421 0.130 0.190
26.993
19 22684.5 0.760 1.396 -1.151 0.421 0.129 0.190
26.857
20 22683.4 0.763 1.399 -1.154 0.423 0.129 0.190
26.521
21 22683.4 0.764 1.399 -1.154 0.423 0.129 0.190
26.426
22 22682.6 0.766 1.402 -1.155 0.424 0.130 0.190
26.166
23 22682.5 0.767 1.402 -1.156 0.424 0.130 0.190
26.063
24 22681.8 0.769 1.404 -1.157 0.425 0.130 0.189
25.839
25 22681.4 0.771 1.406 -1.158 0.426 0.131 0.189
25.599

L76

AR 1 0.7715 1.0542 0.73 0.492
MA 1 1.4056 1.3431 1.05 0.336
MA 2 -1.1580 0.9747 -1.19 0.280
MA 3 0.4255 1.1782 0.36 0.730
MA 4 0.1308 0.8621 0.15 0.884
MA 5 0.1887 0.5422 0.35 0.740
Constant 25.599 3.340 7.67 0.000
Mean 112.03 14.62
MS = 3478.7 DF = 6
Lag 12 24 36 48
DF 5 * * *
P-Value 0.215 * * *
95% Limits
14 127.926 12.300 243.551
28. ARIMA (2,0,5)

L77
L78

0 44232.6 0.100 0.100 0.100 0.100 0.100 0.100
0.100 88.511
1 42268.5 0.219 0.021 0.250 0.012 0.083 0.097
0.126 83.936
2 40054.4 0.329 -0.056 0.400 -0.083 0.069 0.098
0.157 79.949
3 37587.8 0.430 -0.126 0.550 -0.187 0.062 0.102
0.191 76.382
4 35404.1 0.533 -0.198 0.700 -0.306 0.063 0.105
0.219 73.003
5 32960.9 0.621 -0.261 0.850 -0.437 0.070 0.110
0.247 70.211
6 28894.4 0.622 -0.259 0.978 -0.587 0.071 0.137
0.301 69.837
7 26514.5 0.472 -0.188 0.852 -0.566 0.047 0.164
0.359 78.021
8 25148.6 0.527 -0.215 1.002 -0.687 0.034 0.132
0.394 74.870
9 24731.6 0.483 -0.183 1.010 -0.780 0.009 0.157
0.462 76.102
10 21250.8 0.504 -0.202 1.048 -0.812 -0.005 0.148
0.449 73.929
11 19952.1 0.531 -0.258 1.113 -0.962 0.016 0.183
0.478 76.769
12 19300.0 0.533 -0.265 1.120 -0.987 0.016 0.190
0.484 77.086
13 18754.6 0.534 -0.270 1.126 -1.010 0.016 0.198
0.490 77.329
14 18313.4 0.535 -0.275 1.133 -1.030 0.015 0.206
0.495 77.536
L79
15 17967.3 0.536 -0.280 1.140 -1.049 0.015 0.214

0.501 77.723
16 17687.1 0.538 -0.284 1.147 -1.067 0.014 0.222
0.506 77.818
17 17463.0 0.539 -0.289 1.152 -1.084 0.013 0.230
0.511 78.037
18 17418.8 0.538 -0.289 1.153 -1.086 0.012 0.231
0.512 78.070
19 17212.7 0.539 -0.294 1.161 -1.102 0.012 0.238
0.517 78.244
20 17052.8 0.541 -0.297 1.166 -1.113 0.012 0.246
0.520 78.346
21 16931.8 0.541 -0.299 1.170 -1.124 0.011 0.251
0.522 78.453
22 16792.3 0.542 -0.301 1.174 -1.133 0.010 0.256
0.524 78.544
23 16703.4 0.542 -0.303 1.177 -1.140 0.010 0.260
0.526 78.601
24 16614.3 0.543 -0.305 1.180 -1.146 0.009 0.264
0.528 78.656
25 16538.0 0.544 -0.306 1.183 -1.152 0.009 0.267
0.529 78.700

AR 1 0.5435 1.2522 0.43 0.682
AR 2 -0.3063 1.0114 -0.30 0.774
MA 1 1.1830 1.9408 0.61 0.569
MA 2 -1.1524 1.5583 -0.74 0.493
MA 3 0.0088 1.2621 0.01 0.995
MA 4 0.2673 1.1039 0.24 0.818
MA 5 0.5291 1.2546 0.42 0.691
Constant 78.700 4.689 16.78 0.000
Mean 103.172 6.147
MS = 2998.0 DF = 5
Lag 12 24 36 48
DF 4 * * *
P-Value 0.004 * * *
95% Limits
14 100.593 -6.746 207.933
29. ARIMA (3,0,5)

L80
L81

0 44058.4 0.100 0.100 0.100 0.100 0.100 0.100
0.100 0.100 77.447
1 42171.9 0.220 -0.014 0.174 0.250 -0.021 0.164
0.114 0.114 68.542
2 40583.5 0.329 -0.152 0.287 0.386 -0.171 0.278
0.126 0.121 59.310
3 38479.0 0.437 -0.258 0.422 0.536 -0.295 0.427
0.136 0.131 44.274
4 37284.5 0.527 -0.253 0.508 0.686 -0.313 0.538
0.141 0.149 24.340
5 35774.8 0.526 -0.251 0.508 0.694 -0.315 0.544
0.156 0.168 24.327
6 34515.2 0.525 -0.236 0.509 0.699 -0.320 0.544
0.158 0.169 22.535
7 34049.2 0.525 -0.220 0.510 0.702 -0.325 0.545
0.163 0.176 20.662
8 33887.0 0.524 -0.214 0.510 0.704 -0.326 0.545
0.165 0.180 19.882
9 33885.5 0.524 -0.213 0.510 0.704 -0.326 0.545
0.165 0.180 19.875

AR 1 0.5243 7.9676 0.07 0.951
L82
AR 2 -0.2135 6.8637 -0.03 0.977

AR 3 0.5103 8.6575 0.06 0.956
MA 1 0.7036 8.7300 0.08 0.940
MA 2 -0.3265 7.5358 -0.04 0.968
MA 3 0.5447 10.8902 0.05 0.963
MA 4 0.1654 1.1855 0.14 0.896
MA 5 0.1797 2.0386 0.09 0.934
Constant 19.8750 0.2557 77.73 0.000
Mean 111.133 1.430
MS = 8337.8 DF = 4
Lag 12 24 36 48
DF 3 * * *
P-Value 0.001 * * *
95% Limits
14 102.644 -76.363 281.650
L83
30. ARIMA (4,0,5)

L84

0 45303.0 0.100 0.100 0.100 0.100 0.100 0.100
0.100 0.100 0.100 66.383
1 43107.1 0.167 0.115 0.250 -0.040 0.193 0.107
0.239 -0.030 0.122 56.215
2 38927.8 0.234 0.103 0.398 -0.190 0.319 0.078
0.365 -0.157 0.184 50.298
3 35752.6 0.293 -0.015 0.449 -0.183 0.433 -0.072
0.413 -0.145 0.252 50.594
4 32588.1 0.379 -0.077 0.538 -0.251 0.583 -0.172
0.511 -0.218 0.322 45.923
5 32332.1 0.465 -0.086 0.589 -0.279 0.733 -0.212
0.585 -0.258 0.371 35.075
6 29349.6 0.464 -0.088 0.588 -0.287 0.739 -0.208
0.589 -0.242 0.386 36.520
7 27887.2 0.464 -0.084 0.590 -0.339 0.742 -0.211
0.588 -0.233 0.397 41.704
8 26724.9 0.465 -0.077 0.591 -0.395 0.746 -0.215
0.586 -0.225 0.408 46.885
9 26111.4 0.465 -0.074 0.592 -0.434 0.747 -0.216
0.585 -0.223 0.413 50.877
10 25592.0 0.465 -0.074 0.592 -0.444 0.753 -0.215
0.587 -0.212 0.423 52.133
11 25276.6 0.464 -0.073 0.591 -0.446 0.766 -0.215
0.590 -0.212 0.433 52.228
12 25110.9 0.464 -0.073 0.591 -0.448 0.766 -0.216
0.589 -0.212 0.434 52.445
L85
13 23824.1 0.462 -0.066 0.590 -0.461 0.781 -0.240

0.586 -0.212 0.524 53.597
14 23812.2 0.462 -0.066 0.590 -0.461 0.781 -0.240
0.586 -0.212 0.524 53.607

AR 1 0.4619 1.1752 0.39 0.721
AR 2 -0.0664 2.4535 -0.03 0.980
AR 3 0.5903 3.0507 0.19 0.859
AR 4 -0.4608 4.5444 -0.10 0.926
MA 1 0.7813 2.4507 0.32 0.771
MA 2 -0.2399 4.4661 -0.05 0.961
MA 3 0.5864 5.1084 0.11 0.916
MA 4 -0.2115 6.7372 -0.03 0.977
MA 5 0.5243 1.2938 0.41 0.712
Constant 53.6070 0.2528 212.09 0.000
Mean 112.868 0.532
MS = 7398.8 DF = 3
Lag 12 24 36 48
DF 2 * * *
P-Value 0.000 * * *
95% Limits
14 112.133 -56.494 280.759
31. ARIMA (5,0,1)

L86

0 50489.5 0.100 0.100 0.100 0.100 0.100 0.100
55.319
1 47399.2 -0.050 0.117 0.132 0.093 0.066 -0.011
71.541
2 46264.3 -0.200 0.117 0.157 0.105 0.060 -0.147
85.094
L87
3 45594.5 -0.350 0.111 0.181 0.121 0.059 -0.288

98.047
4 45091.8 -0.500 0.103 0.204 0.140 0.062 -0.433
110.798
5 44650.6 -0.650 0.094 0.227 0.159 0.065 -0.579
123.479
6 44212.0 -0.800 0.083 0.251 0.179 0.068 -0.727
136.165
7 43733.2 -0.950 0.072 0.275 0.198 0.071 -0.871
149.145
8 38479.4 -1.100 0.031 0.421 0.099 -0.021 -0.885
179.217
9 37365.5 -1.232 -0.005 0.469 0.121 -0.057 -1.035
194.552
10 34013.4 -1.221 -0.038 0.463 0.128 -0.059 -1.062
199.191
11 32042.7 -1.215 -0.041 0.462 0.129 -0.059 -1.106
199.027
12 30844.4 -1.203 -0.040 0.461 0.129 -0.060 -1.140
198.056
13 29840.3 -1.199 -0.040 0.461 0.130 -0.060 -1.151
197.566
14 29584.1 -1.195 -0.039 0.461 0.130 -0.060 -1.157
197.198
15 29354.7 -1.192 -0.039 0.461 0.130 -0.060 -1.161
196.863
16 28169.7 -1.173 -0.038 0.460 0.130 -0.061 -1.192
194.825
17 27867.4 -1.171 -0.038 0.460 0.130 -0.061 -1.195
194.553
18 27716.9 -1.169 -0.038 0.460 0.130 -0.061 -1.196
194.331
19 27671.9 -1.168 -0.038 0.460 0.130 -0.061 -1.196
194.291

AR 1 -1.1683 0.7130 -1.64 0.152
AR 2 -0.0378 0.6231 -0.06 0.954
AR 3 0.4597 0.6235 0.74 0.489
AR 4 0.1304 0.6280 0.21 0.842
AR 5 -0.0613 0.4919 -0.12 0.905
MA 1 -1.1962 0.2928 -4.08 0.006
Constant 194.291 0.237 820.27 0.000
Mean 115.840 0.141
MS = 4369.3 DF = 6
Lag 12 24 36 48
DF 5 * * *
P-Value 0.127 * * *
L88
95% Limits
14 111.541 -18.043 241.124
32. ARIMA (5,0,2)

L89

0 52662.2 0.100 0.100 0.100 0.100 0.100 0.100
0.100 55.319
L90
1 49688.7 -0.050 0.168 0.118 0.089 0.067 -0.016

0.148 67.649
2 48648.3 -0.200 0.239 0.131 0.096 0.056 -0.155
0.219 75.388
3 47892.1 -0.350 0.301 0.144 0.106 0.049 -0.299
0.285 83.373
4 46935.1 -0.500 0.248 0.153 0.120 0.052 -0.437
0.240 103.199
5 46085.4 -0.650 0.153 0.160 0.138 0.060 -0.576
0.156 126.963
6 45347.3 -0.800 0.047 0.165 0.158 0.069 -0.718
0.063 151.527
7 44662.3 -0.950 -0.063 0.171 0.179 0.079 -0.863
-0.034 176.417
8 43978.3 -1.100 -0.172 0.176 0.201 0.088 -1.011
-0.130 201.209
9 43143.1 -1.249 -0.271 0.183 0.223 0.095 -1.161
-0.216 224.781
10 37132.5 -1.323 -0.270 0.265 0.207 0.098 -1.171
-0.169 228.445
11 36897.0 -1.326 -0.251 0.268 0.222 0.116 -1.202
-0.142 224.514
12 33048.4 -1.317 -0.259 0.263 0.226 0.112 -1.210
-0.130 226.398
13 30313.7 -1.320 -0.263 0.264 0.225 0.114 -1.242
-0.108 226.675
14 30059.6 -1.319 -0.264 0.265 0.224 0.114 -1.244
-0.104 226.599
15 29910.0 -1.319 -0.264 0.265 0.224 0.114 -1.245
-0.102 226.609
16 29892.9 -1.319 -0.264 0.265 0.224 0.114 -1.246
-0.102 226.642
17 29782.2 -1.319 -0.265 0.265 0.224 0.114 -1.246
-0.100 226.599
18 29702.4 -1.318 -0.265 0.265 0.224 0.115 -1.247
-0.098 226.551
19 29644.0 -1.318 -0.265 0.265 0.224 0.115 -1.247
-0.097 226.492
20 29601.6 -1.318 -0.266 0.265 0.224 0.116 -1.247
-0.096 226.437
21 29582.6 -1.318 -0.266 0.265 0.224 0.116 -1.247
-0.096 226.411
22 29496.6 -1.317 -0.268 0.266 0.223 0.116 -1.248
-0.091 226.507
23 29467.1 -1.317 -0.269 0.266 0.223 0.116 -1.248
-0.091 226.514

AR 1 -1.3172 0.7803 -1.69 0.152
AR 2 -0.2686 2.5187 -0.11 0.919
AR 3 0.2656 1.0062 0.26 0.802
AR 4 0.2230 0.9983 0.22 0.832
AR 5 0.1162 0.8372 0.14 0.895
MA 1 -1.2484 0.0714 -17.49 0.000
MA 2 -0.0910 2.6927 -0.03 0.974
Constant 226.514 1.757 128.93 0.000
Mean 114.344 0.887
L91
MS = 5475.0 DF = 5
Lag 12 24 36 48
DF 4 * * *
P-Value 0.008 * * *
95% Limits
14 119.121 -25.935 264.177
33. ARIMA (5,0,3)

0 52700.6 0.100 0.100 0.100 0.100 0.100 0.100
0.100 0.100 55.319
1 49845.1 -0.050 0.211 0.015 0.077 0.075 -0.016
0.200 0.002 74.452
2 48917.4 -0.200 0.323 -0.031 0.066 0.075 -0.157
L92
0.314 -0.056 84.927

3 48084.6 -0.350 0.328 0.032 0.066 0.070 -0.298
0.323 -0.006 94.657
4 47357.5 -0.500 0.314 0.099 0.068 0.067 -0.441
0.316 0.051 105.483
5 46665.7 -0.650 0.284 0.160 0.072 0.063 -0.585
0.295 0.102 118.642
6 45959.2 -0.800 0.224 0.196 0.076 0.060 -0.730
0.247 0.131 137.786
7 45209.9 -0.950 0.107 0.181 0.080 0.059 -0.875
0.145 0.114 168.538
8 44333.8 -1.100 -0.040 0.137 0.085 0.061 -1.022
0.014 0.072 205.489
9 38779.8 -1.165 -0.038 0.211 0.049 0.041 -1.025
0.027 0.018 210.883
10 35275.6 -1.156 -0.053 0.212 0.055 0.037 -1.028
0.033 0.004 213.764
11 33038.9 -1.159 -0.052 0.213 0.054 0.038 -1.050
0.049 -0.015 213.586
12 32594.6 -1.159 -0.054 0.214 0.054 0.041 -1.063
0.057 -0.021 213.322
13 29827.6 -1.158 -0.054 0.214 0.054 0.040 -1.078
0.091 -0.047 213.221
14 29028.4 -1.159 -0.054 0.214 0.054 0.040 -1.078
0.092 -0.056 213.346
15 28997.6 -1.159 -0.054 0.214 0.054 0.040 -1.078
0.094 -0.061 213.384
16 28806.5 -1.159 -0.054 0.214 0.054 0.040 -1.078
0.095 -0.063 213.412
17 28740.6 -1.159 -0.054 0.214 0.054 0.040 -1.079
0.095 -0.065 213.435
18 28671.1 -1.159 -0.053 0.214 0.054 0.040 -1.079
0.096 -0.066 213.454
19 28617.7 -1.159 -0.053 0.214 0.054 0.040 -1.079
0.096 -0.068 213.468
20 28580.0 -1.159 -0.053 0.214 0.054 0.040 -1.079
0.097 -0.069 213.477
21 28543.6 -1.159 -0.053 0.214 0.054 0.040 -1.079
0.097 -0.070 213.485
22 28514.4 -1.159 -0.053 0.214 0.054 0.040 -1.079
0.097 -0.070 213.487
23 28512.7 -1.159 -0.053 0.214 0.054 0.040 -1.079
0.097 -0.070 213.488

L93
34. ARIMA (5,0,4)

0 50486.3 0.100 0.100 0.100 0.100 0.100 0.100
0.100 0.100 0.100 55.319
1 48013.8 0.013 0.078 -0.039 0.187 0.077 0.040
0.072 -0.050 0.206 75.667
2 46950.2 -0.137 -0.021 -0.117 0.171 0.064 -0.096
-0.025 -0.130 0.196 115.109
3 46363.4 -0.287 -0.150 -0.193 0.132 0.055 -0.237
-0.149 -0.205 0.161 159.805
4 45953.5 -0.437 -0.291 -0.294 0.073 0.047 -0.382
-0.283 -0.303 0.106 210.454
5 45578.4 -0.587 -0.420 -0.401 0.002 0.038 -0.527
-0.405 -0.408 0.038 261.808
6 45179.5 -0.737 -0.535 -0.504 -0.074 0.028 -0.674
-0.512 -0.513 -0.037 311.958
7 44567.0 -0.887 -0.634 -0.604 -0.145 0.017 -0.817
-0.604 -0.618 -0.108 359.362
8 44006.3 -1.037 -0.735 -0.706 -0.231 0.006 -0.964
-0.696 -0.726 -0.195 408.894
9 43098.9 -1.187 -0.826 -0.809 -0.318 -0.007 -1.109
-0.777 -0.841 -0.284 457.464
10 40790.9 -1.337 -0.900 -0.909 -0.391 -0.018 -1.255
-0.841 -0.969 -0.368 502.320
11 36602.4 -1.349 -0.923 -0.880 -0.395 -0.013 -1.254
L94
-0.829 -0.984 -0.352 502.412

12 33749.8 -1.348 -0.931 -0.881 -0.394 -0.015 -1.254
-0.822 -0.997 -0.342 503.813
13 31865.0 -1.349 -0.934 -0.880 -0.394 -0.014 -1.265
-0.809 -1.010 -0.340 504.044
14 30817.9 -1.349 -0.934 -0.880 -0.394 -0.014 -1.287
-0.805 -1.013 -0.340 504.046
15 30181.9 -1.349 -0.934 -0.880 -0.394 -0.014 -1.287
-0.793 -1.017 -0.340 504.046
16 29673.5 -1.349 -0.934 -0.880 -0.394 -0.014 -1.287
-0.792 -1.032 -0.338 504.053
17 29397.1 -1.349 -0.934 -0.880 -0.394 -0.014 -1.287
-0.791 -1.033 -0.335 504.058
18 29297.2 -1.349 -0.934 -0.880 -0.394 -0.014 -1.287
-0.791 -1.034 -0.331 504.060
19 29258.4 -1.349 -0.934 -0.880 -0.394 -0.014 -1.287
-0.791 -1.034 -0.331 504.063
35. ARIMA (5,0,5)

L95
L96
1 LAMPIRAN WAWANCARA
Dalam penyusunan skripsi ini salah satu saluran penulis untuk mengetahui informasi
terkait dengan topik yang dibahas adalah dengan melakukan wawancara. Wawancara ini
dilakukan dengan pihak-pihak dari PT Surindo Andalan bersangkutan. Berikut hasil
wawancara yang telah dilakukan
Catatan P : Peneliti
N : Narasumber
P : Apakah bisnis utama dan bergerak dalam bidang apakah PT Surindo Andalan?
N : PT Surindo Andalan merupakan whole seller atau GSA (General Sales Agent)
dari pesawat komersil milik Oman yaitu Oman Airlines. GSA sendiri berari
perusahaan pemegang lisensi dari maskapai Oman Air. Maskapai ini masih
bersifat offline yaitu belum ada penerbangan langsung dari Indonesia . Home
base maskapai Oman Air berada di ibukota negara Oman yaitu Muscad. Kami
PT Surindo Andalan mempunyai kuasa penuh mengenai hal-hal yang berkaitan
dengan Oman Air dalam konteks penjualan tiket dari seluruh Indonesia. Kami
juga yang membuat promosi, melakukan pendekatan dengan berbagai travel
agent dll.
P : Bagaimana teknis penerbangan jika Oman Air masih offline?
N : Kami bermitra dengan Malaysian Airlines, Thai Airlines & Garuda Indonesia
sehingga apabila ada customer yang melakukan pembelian dari Indonesia akan
mendapatkan tiket transit yang sudah menjadi bagian dari pembelian tiket
maskapai Oman Air. Jadi dari Jakarta kostumer akan melakukan penerbangan
menuju Kuala Lumpur atau Bangkok dengan salah satu penerbangan mitra,
baru kemudian akan melanjutkan penerbangan dengan Oman Air. Salah satu
keuntungannya adalah bagasi check in through, menjadikan barang bawaan
attendance akan berada secara langsung dalam pesawat penerbangan utama.
L97
P : Apakah menimbulkan masalah karena penerbangan yang masih offline?
N : Ya, kami memiliki beberapa permasalahan pada awalanya terutama hal yang
berkaitan dengan rute yang pesawat harus transit dahulu, jarang orang
dikarenakan berasumsi waktu yang terbuang dan terlalu banyak transit. Namun
kami memiliki memberikan kemudahan yaitu bagasi check in through
sehingga barang bawaan attendance dalam bagasi akan berada secara langsung
dalam pesawat penerbangan utama tanpa attendance melakukan pemindahan
manual. Selain itu tiket yang dibeli sudah termasuk dengan tiket penggunaan
maskapai mitra. Harga yang kami tawarkan pun sangat bersaing dengan
kualitas layanan sudah mencapai bintang lima.
P : Apakah visi dan misi dari PT Surindo Andalan?
N : Kami memiliki visi yaitu menempatkan Oman Air sebagai pilihan utama
dalam pasar.
Sedangkan Misi kami adalah Mempromosikan Muscat, ibukota Oman untuk

menjadi negara tujuan bisnis & tujuan liburan juga sebagai gerbang ke
berbagai wilayah global. Mempromosikan Indonesia dan Oman ke masyarakat
lokal masing-masing negara untuk menjadi negara tujuan bisnis & tujuan
liburan. Juga menjadikan Oman sebagai gerbang ke berbagai wilayah global.
P : Bagaimana awal mula menjadi GSA Oman Air?
N : Pada mulanya kami merupakan travel agent, tetapi kami melihat adanya
peluang (salah satu alasannya adalah karena perekonimian di eropa yang
terjadi membuat masyarakat lebih memilih menggunakan jasa penerbangan
asal timur tengah). Kami percaya dan meyakini Oman Air sebagai maskapai
yang menjanjikan untuk berkongsi. Maskapai ini memiliki keuntungan
kompetitif yang kuat, pertumbuhan yang tidak biasa sejak awal, citra kuat dari
brand, target segmen dalam pasar yang baik, kinerja yang handal & dapat
dihandalkan. Kami melihat timur tengah karena letak geografisnya
L98
menguntungkan berada di tengah benua dekat Amerika, Eropa, Afrika dan

India dll.
P : Bagaimana proses system booking nya?
N : Pertama-tama kami harus membooking seat untuk keberangkatan dari

Indonesia lalu kita melakukan pendekatan ke berbagai agent. System yang
kami gunakan bisanya adalah Sabre. Dari setiap agent yang akan issued harus
menggunakan LG atau letter of guarantee. LG ini berisi nama & kode booking
reservasi. Yang dapat meng issued hanyalah kami saja, namun agent yang
telah memiliki sertifikasi IATA dapat menggunakan IATA. IATA adalah
International Air Transport Association. Namun ada limit nya jika booking
lewat IATA.
P : Bagaimana kondisi pasar PT Surindo Andalan saat ini?
N : Tipe pasar kami ada 2 yaitu walking passanger dan pilgrimage. walking
passanger adalah kostumer yang melakukan perjalanan perorangan sedangkan
pilgrimage adalah yang ingin melakukan wisata umroh/haji, holly land,
leisure, exhibition, dan student. Pasar kami kebanyakan dari agensi
umroh/haji, yang juga melakukan yaitu wisata religi holly land. Namun yang
paling sering dan teratur melakukan keberangkatan adalah dari area ketenaga
kerjaan yaitu tenaga kerja Indonesia yang ingin bekerja di timur tengah.
Kebanyakan penerbangan kami dari Jakarta, Medan dan Denpasar.
P : Penentuan promo dari PT Surindo Andalan seperti apa?
N : Jadi pekerjaan kami membutuhkan komunikasi yang baik dengan berbagai

agensi perjalanan, dari situlah kami yang memberikan penawaran atau promo-
promo, kami kerap kali membuat promo fair. Promo ini pertimbangannya pun
harus cocok dengan pihak dari Oman Air nya sendiri.

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L1

Langkah-Langkah Penggunaan Program Minitab:

dilakukan proses differencing dengan melihat hasil autokorelasi nya. Langkahnya

Stat Time series Autocorrelation

Di dapatkan Hasil autokorelasi yaitu

Tidak ada proses differensiasi jadi nilai tengah ARIMA 0

1. Proses ARIMA (1,0,0)

ARIMA Model: Jakarta-Muscat

Estimates at each iteration

Iteration SSE Parameters

Relative change in each estimate less than 0.0010

Final Estimates of Parameters

Type Coef SE Coef T P

Modified Box-Pierce (Ljung-Box) Chi-Square statistic

Forecasts from period 13

2. Proses ARIMA (0,0,1)

ARIMA Model: Jakarta-Muscat

Iteration SSE Parameters

Relative change in each estimate less than 0.0010

Final Estimates of Parameters

Type Coef SE Coef T P

Modified Box-Pierce (Ljung-Box) Chi-Square statistic

Forecasts from period 13

ARIMA Model: Jakarta-Muscat

Estimates at each iteration

Iteration SSE Parameters

Relative change in each estimate less than 0.0010

Final Estimates of Parameters

Type Coef SE Coef T P

Modified Box-Pierce (Ljung-Box) Chi-Square statistic

Forecasts from period 13

ARIMA Model: Jakarta-Muscat

Estimates at each iteration

Iteration SSE Parameters

Relative change in each estimate less than 0.0010

Final Estimates of Parameters

Type Coef SE Coef T P

Modified Box-Pierce (Ljung-Box) Chi-Square statistic

Forecasts from period 13

ARIMA Model: Jakarta-Muscat

Estimates at each iteration

Iteration SSE Parameters

5 34040.5 0.444 -0.636 112.667

Relative change in each estimate less than 0.0010

Final Estimates of Parameters

Type Coef SE Coef T P

Modified Box-Pierce (Ljung-Box) Chi-Square statistic

Forecasts from period 13

ARIMA Model: Jakarta-Muscat

Estimates at each iteration

Iteration SSE Parameters

** Convergence criterion not met after 25 iterations **

Final Estimates of Parameters

Type Coef SE Coef T P

Modified Box-Pierce (Ljung-Box) Chi-Square statistic

Forecasts from period 13

ARIMA Model: Jakarta-Muscat

Estimates at each iteration

Iteration SSE Parameters

4 41331.4 -0.039 0.250 0.218 88.433

Relative change in each estimate less than 0.0010

Final Estimates of Parameters

Type Coef SE Coef T P

Convergence criterion not met after 25 iterations

Convergence criterion not met after 25 iterations

Convergence criterion not met after 25 iterations

Convergence criterion not met after 25 iterations