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Model Regresi
Regression Analysis: Data versus T
The regression equation is
Data = 146729 + 2179 T
Predictor
Constant
T
Coef
146729
2178.59
S = 33049.2
SE Coef
5122
52.58
R-Sq = 91.2%
T
28.64
41.44
P
0.000
0.000
R-Sq(adj) = 91.1%
Analysis of Variance
Source
Regression
Residual Error
Total
DF
1
166
167
SS
1.87534E+12
1.81314E+11
2.05666E+12
MS
1.87534E+12
1092252343
F
1716.95
P
0.000
Unusual Observations
Obs
37
102
133
158
164
165
T
37
102
133
158
164
165
Data
296647
298160
522497
573337
569753
579638
Fit
227337
368945
436481
490946
504017
506196
SE Fit
3569
2711
3606
4630
4896
4941
Residual
69310
-70785
86016
82391
65736
73442
St Resid
2.11R
-2.15R
2.62R
2.52R
2.01R
2.25R
Versus Fits
100000
99.9
99
Residual
Percent
90
50
10
0
-50000
1
0.1
50000
-100000
-50000
0
Residual
50000
100000
100000
200000
Histogram
100000
18
Residual
Frequency
500000
Versus Order
24
12
6
0
300000
400000
Fitted Value
50000
0
-50000
-60000 -30000
0
30000
Residual
60000
90000
20
40
PLOT RESIDUAL
Probability Plot of RESI1
Normal
99.9
Mean
StDev
N
KS
P-Value
99
Percent
95
90
80
70
60
50
40
30
20
10
5
1
0.1
-100000
-50000
0
RESI1
50000
100000
-1.43440E-10
32950
168
0.054
>0.150
500000
Data
400000
300000
200000
100000
1
17
34
51
68
85
Index
102
119
136
153
PLOT ACF
Autocorrelation Function for Data
Autocorrelation
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0
1
10
15
20
Lag
25
30
35
40
PLOT PACF
Partial Autocorrelation Function for Data
Partial Autocorrelation
0.8
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0
1
10
15
20
Lag
25
30
35
40
600000
Variable
Actual
Fits
500000
Accuracy Measures
MA PE
9
MA D
27239
MSD
1079249339
Data
400000
300000
200000
100000
1
17
34
51
68
Variable
Actual
Fits
500000
A ccuracy Measures
MAPE
6
MAD
16368
MSD
461904358
Data
400000
300000
200000
100000
1
17
34
51
68
600000
Variable
Actual
Fits
500000
A ccuracy Measures
MAPE
6
MAD
18471
MSD
550548773
Data
400000
300000
200000
100000
1
17
34
51
68
600000
Curve Parameters
Intercept
194458
A symptote
-5162
A sym. Rate
1
Data
500000
400000
Accuracy Measures
MAPE
5
MAD
16301
MSD
463296235
300000
200000
100000
1
2a.
17
34
51
68
3.9
5.7
4.7
4.0
2.7
2.0
2.2
2.9
2.4
1.4
1.9
1.5
1.8
1.8
2.2
1.3
1.2
1.3
.
3.
Intervention Data for Ozone Concentration
13:07 Sunday, January 3, 2012
(Box and Tiao, JASA 1975 P.70)
-0.29241
0.40740
0.944969
SSE
154.53
146.20
145.88
145.88
145.88
MA1,1
-0.29241
-0.29256
-0.30071
-0.29976
-0.29983
MA2,1
0.40740
0.59844
0.59239
0.59242
0.59234
NUM1
-1.13490
-1.20292
-1.26173
-1.26246
-1.26243
NUM2
-0.11731
-0.29784
-0.26252
-0.26150
-0.26154
NUM3
0.05581
-0.11572
-0.08247
-0.08197
-0.08196
Lambda
0.00001
1E-6
1E-7
1E-8
1E-9
R Crit
1
0.230552
0.046601
0.001345
0.000125
Loglike
-249.07778
-245.89135
-245.88484
-245.88482
-245.88481
MA1,1
-0.29983
-0.26830
-0.26653
-0.26689
-0.26684
MA2,1
0.59234
0.76634
0.76623
0.76661
0.76665
NUM1
-1.26243
-1.34490
-1.33046
-1.33070
-1.33062
NUM2
-0.26154
-0.23984
-0.23939
-0.23936
-0.23936
NUM3
-0.08196
-0.07578
-0.08025
-0.08020
-0.08021
Lambda
0.00001
1E-6
1E-7
1E-8
1E-9
R Crit
1
0.169445
0.008044
0.000603
0.000073
Maximum Likelihood
5
Maximum Relative Change in Estimates
0.001
0.000195
Relative Change in Objective Function
1.247E-8
0.00712
0.000073
Log Gaussian Likelihood
-245.885
1E-9
0.001
4
Estimate
Standard
Error
t Value
Approx
Pr > |t|
Lag
MA1,1
MA2,1
NUM1
NUM2
NUM3
-0.26684
0.76665
-1.33062
-0.23936
-0.08021
0.06710
0.05973
0.19236
0.05952
0.04978
-3.98
12.83
-6.92
-4.02
-1.61
<.0001
<.0001
<.0001
<.0001
0.1071
1
12
0
0
0
Variance Estimate
Std Error Estimate
AIC
SBC
Number of Residuals
0.634506
0.796559
501.7696
518.3602
204
Variable
ozone
ozone
x1
summer
winter
Shift
0
0
0
0
0
Lanjutan
Correlations of Parameter Estimates
Variable
Parameter
ozone
ozone
x1
summer
winter
MA1,1
MA2,1
NUM1
NUM2
NUM3
ozone
MA1,1
ozone
MA2,1
x1
NUM1
summer
NUM2
winter
NUM3
1.000
0.090
-0.039
0.062
-0.034
0.090
1.000
-0.169
0.211
0.022
-0.039
-0.169
1.000
-0.124
-0.107
0.062
0.211
-0.124
1.000
0.097
-0.034
0.022
-0.107
0.097
1.000
Square
DF
6
12
18
24
30
36
7.47
10.21
14.53
19.99
27.00
32.65
4
10
16
22
28
34
To
ChiSq
0.1132
0.4220
0.5593
0.5834
0.5180
0.5336
ChiPr >
--------------------Autocorrelations-------------------0.017
-0.024
0.054
0.003
-0.072
0.022
0.054
-0.059
0.006
-0.074
-0.035
-0.099
0.043
-0.047
-0.110
-0.074
0.023
-0.006
12
0.101
0.014
0.028
0.098
-0.028
0.087
-0.022
0.032
-0.042
-0.038
-0.107
-0.046
0.140
0.072
0.043
0.043
0.100
0.053
x1
12
-1.33062
Input Number 2
Input Variable
Overall Regression Factor
summer
-0.23936
Input Number 3
Input Variable
Overall Regression Factor
winter
-0.08021
Forecast
Std Error
1.4205
1.8446
2.4567
2.8590
3.1501
2.7211
3.3147
3.4787
2.9405
2.3587
1.8588
1.2898
0.7966
0.8244
0.8244
0.8244
0.8244
0.8244
0.8244
0.8244
0.8244
0.8244
0.8244
0.8244
2.9817
3.4604
4.0725
4.4748
4.7659
4.3370
4.9306
5.0946
4.5564
3.9746
3.4746
2.9057