ARIMA

jack yang
ARIMA2-.xls
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Sheet1

WN M1 A1 A2 AM1
0.256454 0.399867 0.24 0.16 0.16
0.23024 0.409758 0.35024 0.04 0.569758
0.675186 0.836354 0.850306 0.735186 1.40611
0.0475159 0.520146 0.472669 0.570146 1.92626
0.716827 0.750089 0.953162 1.26297 2.67635
0.854614 1.35639 1.3312 1.85272 4.03274
0.557983 1.15621 1.22358 2.10748 5.18895
0.039032 0.42962 0.650822 1.88481 5.61857
0.184616 0.211938 0.510027 1.92548 5.83051
0.0167999 0.146031 0.271814 1.7416 5.97654
0.596069 0.607829 0.731976 2.20029 6.58437
0.235672 0.652921 0.60166 2.12419 7.23729
0.0724487 0.237419 0.373279 1.99944 7.47471
0.858917 0.909631 1.04556 2.68336 8.38434
0.830856 1.4321 1.35363 3.1091 9.81644
0.215927 0.797527 0.892744 2.92897 10.614
0.223007 0.374156 0.669379 2.89511 10.9881
0.254166 0.410271 0.588855 2.86653 11.3984
0.764038 0.941954 1.05847 3.34963 12.3403
0.286438 0.821265 0.815671 3.20449 13.1616
0.180405 0.380911 0.58824 3.09347 13.5425
0.168228 0.294511 0.462348 2.97456 13.837
0.586624 0.704384 0.817798 3.28751 14.5414
0.543045 0.953682 0.951944 3.43921 15.4951
0.196655 0.576787 0.672627 3.26161 16.0719
0.402176 0.539835 0.73849 3.37314 16.6117
0.505539 0.787062 0.874784 3.51906 17.3988
0.616547 0.970424 1.05394 3.75452 18.3692
0.466919 0.898502 0.993888 3.79889 19.2677
0.613388 0.940231 1.11033 4.02352 20.2079
0.39296 0.822331 0.948126 3.9692 21.0303
0.705353 0.980424 1.17942 4.2885 22.0107
0.0596924 0.553439 0.6494 3.85548 22.5641
0.317184 0.358969 0.641885 3.87372 22.9231
0.931183 1.15321 1.25213 4.41388 24.0763
0.579117 1.23094 1.20518 4.44358 25.3073
0.300583 0.705965 0.903173 4.29386 26.0132
0.0587921 0.2692 0.510378 3.95321 26.2824
0.313034 0.354189 0.568223 3.93906 26.6366
0.417557 0.636681 0.701668 3.96554 27.2733
0.9702 1.26249 1.32103 4.53389 28.5358
0.207764 0.886903 0.868281 4.17459 29.4227
0.136002 0.281436 0.570142 3.96499 29.7041
0.963989 1.05919 1.24906 4.5744 30.7633
0.960648 1.63544 1.58518 4.95573 32.3988
0.771011 1.44346 1.5636 5.1549 33.8422
0.406433 0.946141 1.18823 5.00601 34.7884
0.0831757 0.367679 0.677292 4.61836 35.156
0.160187 0.21841 0.498833 4.39424 35.3745
0.328934 0.441064 0.57835 4.32858 35.8155
0.50087 0.731123 0.790045 4.40972 36.5466
0.314468 0.665077 0.709491 4.26699 37.2117
0.392639 0.612767 0.747385 4.26148 37.8245
0.147339 0.422186 0.521031 3.98377 38.2467
0.394836 0.497974 0.655352 4.03577 38.7446
0.107941 0.384326 0.435617 3.72973 39.129
0.201599 0.277158 0.419407 3.61957 39.4061
0.401184 0.542303 0.610888 3.68083 39.9484
0.931061 1.21189 1.2365 4.23155 41.1603
0.571884 1.22363 1.19014 4.27014 42.3839
0.672516 1.07283 1.26758 4.50792 43.4568
0.206207 0.676968 0.839999 4.21578 44.1338
0.855057 0.999402 1.27506 4.70769 45.1332
0.0714111 0.669951 0.708939 4.20995 45.8031
0.288712 0.338699 0.643181 4.17721 46.1418
0.628006 0.830104 0.949597 4.39404 46.9719
0.0232086 0.462813 0.498007 3.93448 47.4347
0.135498 0.151744 0.384502 3.76844 47.5865
0.338928 0.433777 0.531179 3.76374 48.0202
0.609695 0.846945 0.875285 3.998 48.8672
0.170074 0.596861 0.607717 3.72142 49.464
0.569901 0.688953 0.873759 3.9745 50.153
0.416428 0.815358 0.853307 3.94286 50.9684
0.969925 1.26142 1.39658 4.52483 52.2298
0.762589 1.44154 1.46088 4.71854 53.6713
0.960785 1.4946 1.69122 5.16873 55.1659
0.0311127 0.703662 0.876725 4.59293 55.8696
0.151978 0.173756 0.59034 4.40077 56.0433
0.299332 0.405716 0.594502 4.29846 56.449
0.0625763 0.272108 0.359827 3.95165 56.7212
0.917282 0.961086 1.0972 4.54313 57.6822
0.972626 1.61472 1.52122 4.94315 59.297
0.952835 1.63367 1.71345 5.32166 60.9306
0.303299 0.970284 1.16002 5.01709 61.9009
0.722 0.934309 1.30201 5.2983 62.8352
0.878708 1.38411 1.52971 5.59094 64.2193
0.604874 1.21997 1.36973 5.57819 65.4393
0.300354 0.723766 0.985219 5.32327 66.1631
0.235764 0.446011 0.728373 5.07769 66.6091
0.734283 0.899318 1.09847 5.35332 67.5084
0.329773 0.843771 0.879008 5.09264 68.3522
0.553757 0.784598 0.993261 5.18927 69.1368
0.0676422 0.455272 0.564273 4.71866 69.592
0.952667 1.00002 1.2348 5.29358 70.5921
0.609863 1.27673 1.22727 5.2591 71.8688
0.123749 0.550653 0.737381 4.86384 72.4194
0.0626831 0.149307 0.431374 4.51919 72.5688
0.620621 0.664499 0.836308 4.75682 73.2333
0.988373 1.42281 1.40653 5.22198 74.6561
0.650757 1.34262 1.35402 5.25751 75.9987
0.376663 0.832193 1.05367 5.10132 76.8309
0.716324 0.979988 1.24316 5.33875 77.8109
0.374985 0.876411 0.996565 5.13237 78.6873
0.4422 0.704689 0.940482 5.10261 79.392
0.0962067 0.405746 0.566448 4.69451 79.7977
0.984833 1.05218 1.26806 5.29151 80.8499
0.23085 0.920233 0.864879 4.87381 81.7701
0.105423 0.267018 0.537862 4.57539 82.0371
0.852386 0.926183 1.12132 5.02992 82.9633
0.196533 0.793204 0.757192 4.63256 83.7565
0.261368 0.398941 0.639964 4.51014 84.1555
0.0535736 0.236531 0.373556 4.13718 84.392
0.603531 0.641032 0.790309 4.40159 85.033
0.685776 1.10825 1.08093 4.59432 86.1413
0.0615692 0.541612 0.602034 4.15791 86.6829
0.95401 0.997108 1.25503 4.78341 87.68
0.262177 0.929984 0.88969 4.44215 88.61
0.441635 0.625159 0.88648 4.50782 89.2351
0.616211 0.925356 1.05945 4.66012 90.1605
0.840515 1.27186 1.37024 5.00416 91.4324
0.57135 1.15971 1.25647 5.00629 92.5921
0.704422 1.10437 1.33266 5.20965 93.6964
0.290924 0.784019 0.957253 4.93894 94.4804
0.561646 0.765292 1.04027 5.06083 95.2457
0.682297 1.07545 1.20243 5.21267 96.3212
0.368408 0.846016 0.969625 5.02944 97.1672
0.018692 0.276578 0.503504 4.58184 97.4438
0.397247 0.410332 0.648999 4.61042 97.8541
0.597137 0.875211 0.921637 4.7408 98.7293
0.135529 0.553525 0.596347 4.37617 99.2829
0.910004 1.00487 1.20818 4.92148 100.288
0.659012 1.29601 1.2631 4.97929 101.584
0.17923 0.640538 0.81078 4.64903 102.224
0.352722 0.478183 0.758112 4.6029 102.702
0.376205 0.623111 0.755262 4.52804 103.326
0.983841 1.24718 1.36147 5.07405 104.573
0.514145 1.20283 1.19488 4.97159 105.776
0.36145 0.721352 0.958891 4.85637 106.497
0.931259 1.18427 1.4107 5.32504 107.681
0.823196 1.47508 1.52855 5.522 109.156
0.678925 1.25516 1.4432 5.60933 110.411
0.836411 1.31166 1.55801 5.86734 111.723
0.796661 1.38215 1.57567 6.02566 113.105
0.630386 1.18805 1.41822 6.02182 114.293
0.941406 1.38268 1.65052 6.36181 115.676
0.467011 1.12599 1.29227 6.12464 116.802
0.150269 0.477176 0.796403 5.70988 117.279
0.59996 0.705148 0.998162 5.82181 117.984
0.678085 1.09806 1.17717 5.89533 119.082
0.644745 1.1194 1.23333 5.93583 120.202
0.352356 0.803677 0.96902 5.68651 121.005
0.165558 0.412207 0.650068 5.33328 121.418
0.777451 0.893341 1.10248 5.64805 122.311
0.643906 1.18812 1.19515 5.66419 123.499
0.173309 0.624043 0.770883 5.26785 124.123
0.891708 1.01302 1.27715 5.71205 125.136
0.104019 0.728215 0.742594 5.15602 125.864
0.282593 0.355406 0.65389 5.03422 126.22
0.703751 0.901566 1.0307 5.25891 127.121
0.0959167 0.588542 0.611265 4.78399 127.71
0.278732 0.345874 0.584365 4.67931 128.056
0.717316 0.912428 1.0095 4.94963 128.968
0.0467072 0.548828 0.551456 4.44731 129.517
0.106964 0.139659 0.382692 4.21001 129.657
0.797943 0.872818 0.989289 4.63441 130.53
0.0372009 0.595761 0.531846 4.12329 131.125
0.467224 0.493265 0.733147 4.28041 131.619
0.745178 1.07224 1.11175 4.56612 132.691
0.246796 0.76842 0.802671 4.29916 133.459
0.137543 0.3103 0.538878 4.06018 133.77
0.785797 0.882077 1.05524 4.48776 134.652
0.925812 1.47587 1.45343 4.87928 136.127
0.345505 0.993573 1.07222 4.65855 137.121
0.92215 1.164 1.45826 5.15899 138.285
0.610901 1.25641 1.34003 5.1539 139.541
0.429291 0.856921 1.09931 5.06882 140.398
0.183685 0.484189 0.733338 4.76264 140.883
0.263779 0.392358 0.630448 4.61139 141.275
0.363022 0.547667 0.678246 4.54352 141.823
0.509079 0.763194 0.848202 4.61182 142.586
0.207169 0.563524 0.63127 4.34415 143.149
0.971939 1.11696 1.28757 4.93521 144.266
0.496216 1.17657 1.14 4.81969 145.443
0.106735 0.454086 0.676737 4.46756 145.897
0.137924 0.212639 0.476292 4.22916 146.11
0.259048 0.355595 0.497195 4.11297 146.465
0.88269 1.06402 1.13129 4.6076 147.529
0.552322 1.17021 1.11797 4.60024 148.699
0.115463 0.502089 0.674446 4.25715 149.201
0.65509 0.735915 0.992314 4.55514 149.937
0.323975 0.782538 0.820131 4.364 150.72
0.162109 0.388892 0.572175 4.12794 151.109
0.702011 0.815488 0.988099 4.46437 151.924
0.85466 1.34607 1.34871 4.80531 153.27
0.48085 1.07911 1.1552 4.73744 154.349
0.843475 1.18007 1.42108 5.12074 155.53
0.4086 0.999033 1.11914 4.94061 156.529
0.581711 0.867731 1.14128 5.06429 157.396
0.975937 1.38313 1.54658 5.50906 158.779
0.68396 1.36712 1.45725 5.55316 160.147
a) determine if eah of the above series is white Noise.
b) determine if each of the above series is stationary.
c)If a series is not stationary, change it series to stationary. How many differencing is necessary to change the data into a stationary process?
d) Specify the model, and determine the order of ARIMA(a,b,c) for each of the above series.
e) Check the error of each of the specified model and determine if the model you specified is correct or not.
Write the equation that you have used to forecast the next value.
f) Forecast the value for the next period for each of the series using the model you specified.