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
Dec-52
Jan-53
Feb-53
Mar-53
Apr-53
May-53
Jun-53
Jul-53
Aug-53
Sep-53
Oct-53
Nov-53
Dec-53
Jan-54
Feb-54
Mar-54
Apr-54
May-54
Jun-54
Jul-54
Aug-54
Sep-54
Oct-54
Nov-54
Dec-54
Jan-55
Feb-55
Mar-55
Apr-55
May-55
Jun-55
Jul-55
Aug-55
Sep-55
Oct-55
Nov-55
Dec-55
Jan-56
Feb-56
Mar-56
Apr-56
May-56
Jun-56
Jul-56
Aug-56
Sep-56

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

5.147
5.268
5.278
5.278
5.464
5.460
5.434
5.493
5.576
5.606
5.468
5.352
5.193
5.303
5.318
5.236
5.460
5.425
5.455
5.576
5.710
5.680
5.557
5.434
5.313
5.434
5.489
5.451
5.587
5.595
5.598
5.753
5.897
5.849
5.743
5.613
5.468
5.628
5.649
5.624
5.759
5.746
5.762
5.924
6.023
6.004
5.872

Oct-56
Nov-56
Dec-56
Jan-57
Feb-57
Mar-57
Apr-57
May-57
Jun-57
Jul-57
Aug-57
Sep-57
Oct-57
Nov-57
Dec-57
Jan-58
Feb-58
Mar-58
Apr-58
May-58
Jun-58
Jul-58
Aug-58
Sep-58
Oct-58
Nov-58
Dec-58
Jan-59
Feb-59
Mar-59
Apr-59
May-59
Jun-59
Jul-59
Aug-59
Sep-59
Oct-59
Nov-59
Dec-59
Jan-60
Feb-60
Mar-60
Apr-60
May-60
Jun-60
Jul-60
Aug-60

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

5.724
5.602
5.724
5.753
5.707
5.875
5.852
5.872
6.045
6.142
6.146
6.001
5.849
5.720
5.817
5.829
5.762
5.892
5.852
5.894
6.075
6.196
6.225
6.001
5.883
5.737
5.820
5.886
5.835
6.006
5.981
6.040
6.157
6.306
6.326
6.138
6.009
5.892
6.004
6.033
5.969
6.038
6.133
6.157
6.282
6.433
6.407

Sep-60
Oct-60
Nov-60
Dec-60

508
461
390
432

6.230
6.133
5.966
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
Log(Passengers)
144
0
144
4.644

Maximum
6.433

Mean
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 (estimate)
0.001
-2Log(Like.)
-447.253
FPE
0.001
AIC
-441.253
AICC
-441.045
SBC
-432.916

Model parameters:
Parameter
Constant

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

Parameter
MA(1)
SMA(1)

Value
Hessian standard
Lower
errorboundUpper
(95%)bound
Asympt.
(95%) standard
Lower
error
bound (95%)
-0.348
0.094
-0.533
-0.164
0.090
-0.525
-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
Jul-52
Aug-52
Sep-52
Oct-52
Nov-52
Dec-52
Jan-53
Feb-53
Mar-53
Apr-53
May-53
Jun-53
Jul-53
Aug-53
Sep-53
Oct-53
Nov-53
Dec-53
Jan-54
Feb-54
Mar-54
Apr-54
May-54
Jun-54
Jul-54
Aug-54
Sep-54
Oct-54
Nov-54
Dec-54
Jan-55
Feb-55
Mar-55
Apr-55
May-55
Jun-55
Jul-55
Aug-55
Sep-55
Oct-55
Nov-55
Dec-55
Jan-56
Feb-56
Mar-56
Apr-56

5.384
5.438
5.489
5.342
5.252
5.147
5.268
5.278
5.278
5.464
5.460
5.434
5.493
5.576
5.606
5.468
5.352
5.193
5.303
5.318
5.236
5.460
5.425
5.455
5.576
5.710
5.680
5.557
5.434
5.313
5.434
5.489
5.451
5.587
5.595
5.598
5.753
5.897
5.849
5.743
5.613
5.468
5.628
5.649
5.624
5.759
5.746

5.299
5.467
5.449
5.396
5.219
5.115
5.287
5.294
5.337
5.407
5.382
5.431
5.563
5.604
5.609
5.498
5.360
5.238
5.346
5.333
5.353
5.420
5.409
5.407
5.538
5.647
5.714
5.570
5.444
5.302
5.435
5.449
5.456
5.631
5.567
5.591
5.704
5.842
5.879
5.737
5.621
5.487
5.598
5.650
5.622
5.783
5.751

0.085
-0.029
0.040
-0.054
0.033
0.032
-0.019
-0.016
-0.059
0.056
0.077
0.003
-0.070
-0.028
-0.003
-0.030
-0.008
-0.045
-0.043
-0.015
-0.117
0.040
0.016
0.048
0.038
0.063
-0.034
-0.014
-0.010
0.011
-0.001
0.040
-0.005
-0.044
0.028
0.007
0.048
0.055
-0.030
0.006
-0.008
-0.019
0.030
-0.001
0.002
-0.024
-0.004

2.348
-0.811
1.105
-1.483
0.905
0.890
-0.526
-0.437
-1.620
1.556
2.130
0.070
-1.923
-0.767
-0.077
-0.818
-0.217
-1.246
-1.174
-0.423
-3.221
1.096
0.432
1.325
1.061
1.737
-0.946
-0.376
-0.284
0.304
-0.028
1.098
-0.136
-1.201
0.771
0.192
1.328
1.509
-0.830
0.154
-0.219
-0.528
0.818
-0.028
0.056
-0.666
-0.121

May-56
Jun-56
Jul-56
Aug-56
Sep-56
Oct-56
Nov-56
Dec-56
Jan-57
Feb-57
Mar-57
Apr-57
May-57
Jun-57
Jul-57
Aug-57
Sep-57
Oct-57
Nov-57
Dec-57
Jan-58
Feb-58
Mar-58
Apr-58
May-58
Jun-58
Jul-58
Aug-58
Sep-58
Oct-58
Nov-58
Dec-58
Jan-59
Feb-59
Mar-59
Apr-59
May-59
Jun-59
Jul-59
Aug-59
Sep-59
Oct-59
Nov-59
Dec-59
Jan-60
Feb-60
Mar-60

5.762
5.924
6.023
6.004
5.872
5.724
5.602
5.724
5.753
5.707
5.875
5.852
5.872
6.045
6.142
6.146
6.001
5.849
5.720
5.817
5.829
5.762
5.892
5.852
5.894
6.075
6.196
6.225
6.001
5.883
5.737
5.820
5.886
5.835
6.006
5.981
6.040
6.157
6.306
6.326
6.138
6.009
5.892
6.004
6.033
5.969
6.038

5.753
5.887
6.035
6.007
5.890
5.754
5.598
5.740
5.757
5.728
5.863
5.856
5.863
6.012
6.146
6.124
6.016
5.872
5.728
5.854
5.858
5.805
5.934
5.888
5.879
6.045
6.171
6.178
6.076
5.885
5.755
5.859
5.855
5.826
5.977
5.969
6.003
6.195
6.283
6.305
6.147
6.009
5.872
5.987
6.039
5.989
6.146

0.009
0.037
-0.011
-0.003
-0.018
-0.030
0.004
-0.016
-0.004
-0.021
0.012
-0.004
0.009
0.033
-0.004
0.023
-0.014
-0.022
-0.007
-0.037
-0.029
-0.042
-0.042
-0.036
0.015
0.030
0.026
0.046
-0.075
-0.002
-0.018
-0.039
0.031
0.008
0.029
0.013
0.037
-0.038
0.024
0.021
-0.009
0.000
0.020
0.017
-0.006
-0.020
-0.108

0.249
1.017
-0.311
-0.091
-0.485
-0.838
0.105
-0.452
-0.123
-0.573
0.324
-0.102
0.240
0.901
-0.120
0.626
-0.400
-0.614
-0.199
-1.026
-0.812
-1.173
-1.170
-0.990
0.425
0.829
0.709
1.280
-2.061
-0.047
-0.498
-1.078
0.864
0.231
0.810
0.355
1.015
-1.036
0.653
0.580
-0.249
-0.009
0.542
0.473
-0.155
-0.555
-2.971

0.036
0.043
0.049

5.968
5.904
6.049

Apr-60
May-60
Jun-60
Jul-60
Aug-60
Sep-60
Oct-60
Nov-60
Dec-60

6.133
6.157
6.282
6.433
6.407
6.230
6.133
5.966
6.068

6.119
6.160
6.305
6.433
6.446
6.267
6.136
6.008
6.115

0.014
-0.003
-0.023
-0.001
-0.039
-0.036
-0.003
-0.042
-0.046

0.395
-0.077
-0.622
-0.014
-1.084
-1.006
-0.083
-1.159
-1.274

0.055
0.060
0.064
0.068
0.072
0.076
0.080
0.083
0.086

6.012
6.043
6.179
6.300
6.305
6.118
5.980
5.846
5.946

ARIMA (Log(Passengers))
7

0.15

0.1

6
0.05

0
Jan-49

5.5

Residual

Log(Passengers)

6.5

-0.05
4.5
Jul-46

Apr-49

Jan-52

Oct-54

Jun-57

Mar-60

Log(Passengers)

ARIMA (Log(Passengers))

Lower bound (95%)

Upper bound (95%)

Dec-62
-0.1

Month
Validation

-0.15

/ 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%)

6.110
6.074
6.242

-0.15

-0.05

-0.1

Month
Jul-60

Jan-60

Jul-59

Jan-59

Jul-58

Jan-58

Jul-57

Jan-57

Jul-56

Jan-56

Jul-55

Jan-55

Jul-54

Jan-54

Jul-53

Jan-53

Jul-52

Jan-52

Jul-51

Jan-51

Jul-50

Jan-50

Jul-49

Jan-49

6.226
6.276
6.430
6.567
6.588
6.416
6.292
6.171
6.284

Residuals

0.15

0.1

0.05