## Free Statistics

of Irreproducible Research!

Author's title
Author*Unverified author*
R Software Modulerwasp_arimaforecasting.wasp
Title produced by softwareARIMA Forecasting
Date of computationMon, 14 Feb 2011 14:49:30 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Feb/14/t12976948805e8vh3v1e680a0z.htm/, Retrieved Mon, 15 Apr 2024 14:38:25 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=118234, Retrieved Mon, 15 Apr 2024 14:38:25 +0000
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Original text written by user:Try using Amazon AWS Basic Linux (its free) so is Windows Azure Basic
IsPrivate?No (this computation is public)
User-defined keywordsAjay from http://decisionstats.com
Estimated Impact784
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [ARIMA Forecasting] [Example Demo] [2011-02-14 14:49:30] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataseries X:
112
118
132
129
121
135
148
148
136
119
104
118
115
126
141
135
125
149
170
170
158
133
114
140
145
150
178
163
172
178
199
199
184
162
146
166
171
180
193
181
183
218
230
242
209
191
172
194
196
196
236
235
229
243
264
272
237
211
180
201
204
188
235
227
234
264
302
293
259
229
203
229
242
233
267
269
270
315
364
347
312
274
237
278
284
277
317
313
318
374
413
405
355
306
271
306
315
301
356
348
355
422
465
467
404
347
305
336
340
318
362
348
363
435
491
505
404
359
310
337
360
342
406
396
420
472
548
559
463
407
362
405
417
391
419
461
472
535
622
606
508
461
390
432

 Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 1 seconds R Server 'Herman Ole Andreas Wold' @ www.yougetit.org

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ www.yougetit.org \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=118234&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ www.yougetit.org[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=118234&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=118234&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

 Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 1 seconds R Server 'Herman Ole Andreas Wold' @ www.yougetit.org

 Univariate ARIMA Extrapolation Forecast time Y[t] F[t] 95% LB 95% UB p-value(H0: Y[t] = F[t]) P(F[t]>Y[t-1]) P(F[t]>Y[t-s]) P(F[t]>Y[140]) 139 622 - - - - - - - 140 606 - - - - - - - 141 508 0 -587.1227 587.1227 0.045 0.0215 0.0215 0.0215 142 461 0 -587.1227 587.1227 0.0619 0.045 0.045 0.0215 143 390 0 -587.1227 587.1227 0.0965 0.0619 0.0619 0.0215 144 432 0 -587.1227 587.1227 0.0746 0.0965 0.0965 0.0215

\begin{tabular}{lllllllll}
\hline
Univariate ARIMA Extrapolation Forecast \tabularnewline
time & Y[t] & F[t] & 95% LB & 95% UB & p-value(H0: Y[t] = F[t]) & P(F[t]>Y[t-1]) & P(F[t]>Y[t-s]) & P(F[t]>Y[140]) \tabularnewline
139 & 622 & - & - & - & - & - & - & - \tabularnewline
140 & 606 & - & - & - & - & - & - & - \tabularnewline
141 & 508 & 0 & -587.1227 & 587.1227 & 0.045 & 0.0215 & 0.0215 & 0.0215 \tabularnewline
142 & 461 & 0 & -587.1227 & 587.1227 & 0.0619 & 0.045 & 0.045 & 0.0215 \tabularnewline
143 & 390 & 0 & -587.1227 & 587.1227 & 0.0965 & 0.0619 & 0.0619 & 0.0215 \tabularnewline
144 & 432 & 0 & -587.1227 & 587.1227 & 0.0746 & 0.0965 & 0.0965 & 0.0215 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=118234&T=1

[TABLE]
[ROW][C]Univariate ARIMA Extrapolation Forecast[/C][/ROW]
[ROW][C]time[/C][C]Y[t][/C][C]F[t][/C][C]95% LB[/C][C]95% UB[/C][C]p-value(H0: Y[t] = F[t])[/C][C]P(F[t]>Y[t-1])[/C][C]P(F[t]>Y[t-s])[/C][C]P(F[t]>Y[140])[/C][/ROW]
[ROW][C]139[/C][C]622[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]140[/C][C]606[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][C]-[/C][/ROW]
[ROW][C]141[/C][C]508[/C][C]0[/C][C]-587.1227[/C][C]587.1227[/C][C]0.045[/C][C]0.0215[/C][C]0.0215[/C][C]0.0215[/C][/ROW]
[ROW][C]142[/C][C]461[/C][C]0[/C][C]-587.1227[/C][C]587.1227[/C][C]0.0619[/C][C]0.045[/C][C]0.045[/C][C]0.0215[/C][/ROW]
[ROW][C]143[/C][C]390[/C][C]0[/C][C]-587.1227[/C][C]587.1227[/C][C]0.0965[/C][C]0.0619[/C][C]0.0619[/C][C]0.0215[/C][/ROW]
[ROW][C]144[/C][C]432[/C][C]0[/C][C]-587.1227[/C][C]587.1227[/C][C]0.0746[/C][C]0.0965[/C][C]0.0965[/C][C]0.0215[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=118234&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=118234&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

 Univariate ARIMA Extrapolation Forecast time Y[t] F[t] 95% LB 95% UB p-value(H0: Y[t] = F[t]) P(F[t]>Y[t-1]) P(F[t]>Y[t-s]) P(F[t]>Y[140]) 139 622 - - - - - - - 140 606 - - - - - - - 141 508 0 -587.1227 587.1227 0.045 0.0215 0.0215 0.0215 142 461 0 -587.1227 587.1227 0.0619 0.045 0.045 0.0215 143 390 0 -587.1227 587.1227 0.0965 0.0619 0.0619 0.0215 144 432 0 -587.1227 587.1227 0.0746 0.0965 0.0965 0.0215

 Univariate ARIMA Extrapolation Forecast Performance time % S.E. PE MAPE Sq.E MSE RMSE 141 Inf Inf 0 258064 0 0 142 Inf Inf Inf 212521 235292.5 485.0696 143 Inf Inf Inf 152100 207561.6667 455.5894 144 Inf Inf Inf 186624 202327.25 449.808

\begin{tabular}{lllllllll}
\hline
Univariate ARIMA Extrapolation Forecast Performance \tabularnewline
time & % S.E. & PE & MAPE & Sq.E & MSE & RMSE \tabularnewline
141 & Inf & Inf & 0 & 258064 & 0 & 0 \tabularnewline
142 & Inf & Inf & Inf & 212521 & 235292.5 & 485.0696 \tabularnewline
143 & Inf & Inf & Inf & 152100 & 207561.6667 & 455.5894 \tabularnewline
144 & Inf & Inf & Inf & 186624 & 202327.25 & 449.808 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=118234&T=2

[TABLE]
[ROW][C]Univariate ARIMA Extrapolation Forecast Performance[/C][/ROW]
[ROW][C]time[/C][C]% S.E.[/C][C]PE[/C][C]MAPE[/C][C]Sq.E[/C][C]MSE[/C][C]RMSE[/C][/ROW]
[ROW][C]141[/C][C]Inf[/C][C]Inf[/C][C]0[/C][C]258064[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]142[/C][C]Inf[/C][C]Inf[/C][C]Inf[/C][C]212521[/C][C]235292.5[/C][C]485.0696[/C][/ROW]
[ROW][C]143[/C][C]Inf[/C][C]Inf[/C][C]Inf[/C][C]152100[/C][C]207561.6667[/C][C]455.5894[/C][/ROW]
[ROW][C]144[/C][C]Inf[/C][C]Inf[/C][C]Inf[/C][C]186624[/C][C]202327.25[/C][C]449.808[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=118234&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=118234&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

 Univariate ARIMA Extrapolation Forecast Performance time % S.E. PE MAPE Sq.E MSE RMSE 141 Inf Inf 0 258064 0 0 142 Inf Inf Inf 212521 235292.5 485.0696 143 Inf Inf Inf 152100 207561.6667 455.5894 144 Inf Inf Inf 186624 202327.25 449.808

par1 <- as.numeric(par1) #cut off periodspar2 <- as.numeric(par2) #lambdapar3 <- as.numeric(par3) #degree of non-seasonal differencingpar4 <- as.numeric(par4) #degree of seasonal differencingpar5 <- as.numeric(par5) #seasonal periodpar6 <- as.numeric(par6) #ppar7 <- as.numeric(par7) #qpar8 <- as.numeric(par8) #Ppar9 <- as.numeric(par9) #Qif (par10 == 'TRUE') par10 <- TRUEif (par10 == 'FALSE') par10 <- FALSEif (par2 == 0) x <- log(x)if (par2 != 0) x <- x^par2lx <- length(x)first <- lx - 2*par1nx <- lx - par1nx1 <- nx + 1fx <- lx - nxif (fx < 1) {fx <- par5nx1 <- lx + fx - 1first <- lx - 2*fx}first <- 1if (fx < 3) fx <- round(lx/10,0)(arima.out <- arima(x[1:nx], order=c(par6,par3,par7), seasonal=list(order=c(par8,par4,par9), period=par5), include.mean=par10, method='ML'))(forecast <- predict(arima.out,par1))(lb <- forecast$pred - 1.96 * forecast$se)(ub <- forecast$pred + 1.96 * forecast$se)if (par2 == 0) {x <- exp(x)forecast$pred <- exp(forecast$pred)lb <- exp(lb)ub <- exp(ub)}if (par2 != 0) {x <- x^(1/par2)forecast$pred <- forecast$pred^(1/par2)lb <- lb^(1/par2)ub <- ub^(1/par2)}if (par2 < 0) {olb <- lblb <- ubub <- olb}(actandfor <- c(x[1:nx], forecast$pred))(perc.se <- (ub-forecast$pred)/1.96/forecast$pred)bitmap(file='test1.png')opar <- par(mar=c(4,4,2,2),las=1)ylim <- c( min(x[first:nx],lb), max(x[first:nx],ub))plot(x,ylim=ylim,type='n',xlim=c(first,lx))usr <- par('usr')rect(usr[1],usr[3],nx+1,usr[4],border=NA,col='lemonchiffon')rect(nx1,usr[3],usr[2],usr[4],border=NA,col='lavender')abline(h= (-3:3)*2 , col ='gray', lty =3)polygon( c(nx1:lx,lx:nx1), c(lb,rev(ub)), col = 'orange', lty=2,border=NA)lines(nx1:lx, lb , lty=2)lines(nx1:lx, ub , lty=2)lines(x, lwd=2)lines(nx1:lx, forecast$pred , lwd=2 , col ='white')box()par(opar)dev.off()prob.dec <- array(NA, dim=fx)prob.sdec <- array(NA, dim=fx)prob.ldec <- array(NA, dim=fx)prob.pval <- array(NA, dim=fx)perf.pe <- array(0, dim=fx)perf.mape <- array(0, dim=fx)perf.mape1 <- array(0, dim=fx)perf.se <- array(0, dim=fx)perf.mse <- array(0, dim=fx)perf.mse1 <- array(0, dim=fx)perf.rmse <- array(0, dim=fx)for (i in 1:fx) {locSD <- (ub[i] - forecast$pred[i]) / 1.96perf.pe[i] = (x[nx+i] - forecast$pred[i]) / forecast$pred[i]perf.se[i] = (x[nx+i] - forecast$pred[i])^2prob.dec[i] = pnorm((x[nx+i-1] - forecast$pred[i]) / locSD)prob.sdec[i] = pnorm((x[nx+i-par5] - forecast$pred[i]) / locSD)prob.ldec[i] = pnorm((x[nx] - forecast$pred[i]) / locSD)prob.pval[i] = pnorm(abs(x[nx+i] - forecast$pred[i]) / locSD)}perf.mape[1] = abs(perf.pe[1])perf.mse[1] = abs(perf.se[1])for (i in 2:fx) {perf.mape[i] = perf.mape[i-1] + abs(perf.pe[i])perf.mape1[i] = perf.mape[i] / iperf.mse[i] = perf.mse[i-1] + perf.se[i]perf.mse1[i] = perf.mse[i] / i}perf.rmse = sqrt(perf.mse1)bitmap(file='test2.png')plot(forecast$pred, pch=19, type='b',main='ARIMA Extrapolation Forecast', ylab='Forecast and 95% CI', xlab='time',ylim=c(min(lb),max(ub)))dum <- forecast$preddum[1:par1] <- x[(nx+1):lx]lines(dum, lty=1)lines(ub,lty=3)lines(lb,lty=3)dev.off()load(file='createtable')a<-table.start()a<-table.row.start(a)a<-table.element(a,'Univariate ARIMA Extrapolation Forecast',9,TRUE)a<-table.row.end(a)a<-table.row.start(a)a<-table.element(a,'time',1,header=TRUE)a<-table.element(a,'Y[t]',1,header=TRUE)a<-table.element(a,'F[t]',1,header=TRUE)a<-table.element(a,'95% LB',1,header=TRUE)a<-table.element(a,'95% UB',1,header=TRUE)a<-table.element(a,'p-value(H0: Y[t] = F[t])',1,header=TRUE)a<-table.element(a,'P(F[t]>Y[t-1])',1,header=TRUE)a<-table.element(a,'P(F[t]>Y[t-s])',1,header=TRUE)mylab <- paste('P(F[t]>Y[',nx,sep='')mylab <- paste(mylab,'])',sep='')a<-table.element(a,mylab,1,header=TRUE)a<-table.row.end(a)for (i in (nx-par5):nx) {a<-table.row.start(a)a<-table.element(a,i,header=TRUE)a<-table.element(a,x[i])a<-table.element(a,'-')a<-table.element(a,'-')a<-table.element(a,'-')a<-table.element(a,'-')a<-table.element(a,'-')a<-table.element(a,'-')a<-table.element(a,'-')a<-table.row.end(a)}for (i in 1:fx) {a<-table.row.start(a)a<-table.element(a,nx+i,header=TRUE)a<-table.element(a,round(x[nx+i],4))a<-table.element(a,round(forecast\$pred[i],4))a<-table.element(a,round(lb[i],4))a<-table.element(a,round(ub[i],4))a<-table.element(a,round((1-prob.pval[i]),4))a<-table.element(a,round((1-prob.dec[i]),4))a<-table.element(a,round((1-prob.sdec[i]),4))a<-table.element(a,round((1-prob.ldec[i]),4))a<-table.row.end(a)}a<-table.end(a)table.save(a,file='mytable.tab')a<-table.start()a<-table.row.start(a)a<-table.element(a,'Univariate ARIMA Extrapolation Forecast Performance',7,TRUE)a<-table.row.end(a)a<-table.row.start(a)a<-table.element(a,'time',1,header=TRUE)a<-table.element(a,'% S.E.',1,header=TRUE)a<-table.element(a,'PE',1,header=TRUE)a<-table.element(a,'MAPE',1,header=TRUE)a<-table.element(a,'Sq.E',1,header=TRUE)a<-table.element(a,'MSE',1,header=TRUE)a<-table.element(a,'RMSE',1,header=TRUE)a<-table.row.end(a)for (i in 1:fx) {a<-table.row.start(a)a<-table.element(a,nx+i,header=TRUE)a<-table.element(a,round(perc.se[i],4))a<-table.element(a,round(perf.pe[i],4))a<-table.element(a,round(perf.mape1[i],4))a<-table.element(a,round(perf.se[i],4))a<-table.element(a,round(perf.mse1[i],4))a<-table.element(a,round(perf.rmse[i],4))a<-table.row.end(a)}a<-table.end(a)table.save(a,file='mytable1.tab')