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library("forecast")
library("zoo")
Amtrak.data <- read.csv("Amtrak data.csv")
ridership.ts <- ts(Amtrak.data$Ridership, start = c(1991, 1), end = c(2004, 3), freq = 12)
stepsAhead <- 12
nTrain <- length(ridership.ts) - stepsAhead
train.ts <- window(ridership.ts, start = c(1991, 1), end = c(1991, nTrain))
valid.ts <- window(ridership.ts, start = c(1991, nTrain + 1), end = c(1991, nTrain + stepsAhead))
Results:
Model 1: Linear trend model
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1713.0288 27.0855 63.245 < 2e-16 ***
trend 1.2053 0.3175 3.796 0.000215 ***
Accuracy:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 3.082379e-15 162.2451 131.5267 -0.8631631 7.524628 1.692391 0
.4555548
Graph:
Model 2: Exponential trend model
Beta ceoefficient values
(Intercept) trend
7.4439864649 0.0006512487
Call:
tslm(formula = train.ts ~ trend, lambda = 0)
Residuals:
Min 1Q Median 3Q Max
-0.268498 -0.058451 0.008002 0.076795 0.170065
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 7.4439865 0.0154745 481.05 < 2e-16 ***
trend 0.0006512 0.0001814 3.59 0.000452 ***
Accuracy
ME RMSE MAE MPE MAPE MASE
ACF1
Training set 7.580025 162.1894 132.0589 -0.4397017 7.521397 1.699239 0.453
9204
Graph
Call:
tslm(formula = train.ts ~ poly(trend, 2))
Residuals:
Min 1Q Median 3Q Max
-361.04 -119.62 35.98 111.44 290.99
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1802.22 12.42 145.069 < 2e-16 ***
poly(trend, 2)1 620.12 150.62 4.117 6.44e-05 ***
poly(trend, 2)2 776.26 150.62 5.154 8.28e-07 ***
Graph:
Call:
tslm(formula = train.ts ~ season)
Residuals:
Min 1Q Median 3Q Max
-308.234 -69.336 -4.523 83.843 227.788
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1603.95 32.62 49.172 < 2e-16 ***
season2 -37.68 46.13 -0.817 0.415498
season3 262.86 46.13 5.698 7.27e-08 ***
season4 251.29 47.08 5.337 3.88e-07 ***
season5 282.53 47.08 6.001 1.70e-08 ***
season6 241.17 47.08 5.123 1.02e-06 ***
season7 345.63 47.08 7.341 1.79e-11 ***
season8 390.68 47.08 8.298 9.64e-14 ***
season9 57.65 47.08 1.224 0.222918
season10 197.16 47.08 4.188 5.06e-05 ***
season11 187.32 47.08 3.979 0.000113 ***
season12 231.46 47.08 4.916 2.52e-06 ***
Graph:
Call:
tslm(formula = train.ts ~ season, lambda = 0)
Residuals:
Min 1Q Median 3Q Max
-0.177724 -0.036580 0.000004 0.049309 0.125831
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 7.37740 0.01843 400.245 < 2e-16 ***
season2 -0.02416 0.02607 -0.927 0.356
season3 0.15186 0.02607 5.826 3.97e-08 ***
season4 0.14566 0.02660 5.475 2.06e-07 ***
season5 0.16332 0.02660 6.139 8.69e-09 ***
season6 0.14055 0.02660 5.283 4.97e-07 ***
season7 0.19682 0.02660 7.398 1.32e-11 ***
season8 0.21992 0.02660 8.266 1.15e-13 ***
season9 0.03716 0.02660 1.397 0.165
season10 0.11732 0.02660 4.410 2.09e-05 ***
season11 0.11113 0.02660 4.177 5.27e-05 ***
season12 0.13588 0.02660 5.107 1.09e-06 ***
Graph:
Call:
tslm(formula = train.ts ~ poly(trend, 2) + season)
Residuals:
Min 1Q Median 3Q Max
-217.65 -40.52 11.52 49.63 143.52
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1595.71 20.75 76.907 < 2e-16 ***
poly(trend, 2)1 632.54 74.85 8.450 4.46e-14 ***
poly(trend, 2)2 854.38 74.99 11.393 < 2e-16 ***
season2 -38.86 29.32 -1.326 0.1873
season3 260.40 29.32 8.881 3.98e-15 ***
season4 267.44 29.95 8.931 3.01e-15 ***
season5 297.76 29.95 9.943 < 2e-16 ***
season6 255.40 29.95 8.529 2.88e-14 ***
season7 358.76 29.95 11.980 < 2e-16 ***
season8 402.62 29.95 13.445 < 2e-16 ***
season9 68.32 29.95 2.281 0.0241 *
season10 206.46 29.95 6.894 1.98e-10 ***
season11 195.18 29.95 6.517 1.36e-09 ***
season12 237.79 29.95 7.939 7.52e-13 ***
Graph: