Audit Trail - Statistics
Accuracy Measures Value Forecast Statistics Value
AIC 309.51 Durbin Watson(4) 1.01
BIC 313.82 Mean 61.54
Mean Absolute Percentage Error (MAPE) 3.11 % Standard Deviation 12.70
R-Square 95.64 % Variance 161.41
Adjusted R-Square 95.57 % Ljung-Box 58.17
Root Mean Square Error 2.63 Theil 0.29 Method Statistics Value
Method Selected Decomposition
Basic Method Trend (Linear) Regression
Decomposition Type Multiplicative
Components of Decomposition
Date Original
Data Forecasted
Data Centered
Moving Average CMA
Trend Seasonal
Indices Cycle
Factors
Sep-1998 56.60 0.90 Oct-1998 49.10 1.09 Nov-1998 58.50 58.93 55.21 62.51 1.07 0.88
Dec-1998 57.50 54.10 57.63 62.45 0.94 0.92
Jan-1999 54.90 55.26 61.16 62.40 0.90 0.98
Feb-1999 70.10 66.69 61.16 62.35 1.09 0.98
Mar-1999 65.80 64.10 60.05 62.29 1.07 0.96
Apr-1999 50.20 55.93 59.58 62.24 0.94 0.96
May-1999 53.30 53.27 58.96 62.19 0.90 0.95
Jun-1999 67.90 64.62 59.26 62.13 1.09 0.95
Jul-1999 63.10 65.27 61.15 62.08 1.07 0.99
Aug-1999 55.30 60.18 64.10 62.03 0.94 1.03
Sep-1999 63.30 61.55 68.13 61.97 0.90 1.10
Oct-1999 81.50 78.71 72.19 61.92 1.09 1.17
Nov-1999 81.70 79.51 74.49 61.87 1.07 1.20
Dec-1999 69.20 70.60 75.20 61.82 0.94 1.22
Jan-2000 67.80 67.77 75.01 61.76 0.90 1.21
Feb-2000 82.70 81.01 74.30 61.71 1.09 1.20
Mar-2000 79.00 78.17 73.24 61.66 1.07 1.19
Apr-2000 66.20 67.71 72.13 61.60 0.94 1.17
May-2000 62.30 64.50 71.39 61.55 0.90 1.16
Jun-2000 79.30 77.40 70.99 61.50 1.09 1.15
Jul-2000 76.50 75.12 70.38 61.44 1.07 1.15
Aug-2000 65.50 64.11 68.29 61.39 0.94 1.11
Sep-2000 58.10 58.80 65.09 61.34 0.90 1.06
Oct-2000 66.80 67.90 62.28 61.28 1.09 1.02
Nov-2000 63.40 64.39 60.33 61.23 1.07 0.99
Dec-2000 56.10 56.10 59.05 61.18 0.94 0.97
Consider the time series decomposition output for Mobile Home Sales above.
Multiple Choice
The effect of cycle is not accounted for in time series decomposition.
There is no effect of cycle in this model.
The effect of cycle is dramatic in this model.
There is no way to determine the effect of cycle from the data displayed.