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					 Autocorrelations: 台灣經濟成長率 台灣經濟成長率
Lag       Auto-Corr. Stand-Err. Box-Ljung Prob.
        1        0.355   0.176      4.052     0.044
        2        0.298   0.173      7.005       0.03
        3        0.357     0.17    11.402       0.01
        4        0.227   0.167     13.253       0.01
        5         0.19   0.163     14.611     0.012
        6         0.11     0.16    15.087       0.02
        7        0.081   0.156     15.352     0.032
        8        0.111   0.153     15.879     0.044
        9       -0.037   0.149     15.939     0.068
       10       -0.075   0.145     16.205     0.094
       11       -0.069   0.141      16.44     0.126
       12       -0.177   0.138     18.095     0.113
       13       -0.108   0.133     18.755     0.131
       14       -0.349   0.129     26.045     0.026
       15       -0.328   0.125      32.97     0.005
       16       -0.103     0.12    33.699     0.006
Residual Diagnostics
                   2
Number of residuals 8
             646.5387
Standard error
             -219.987
Log likelihood
AIC          445.9739
SBC          449.9705

      Analysis of Variance:

       DF Adj. Sum of Squares Residual Variance

Residuals   25      10910890.4      418012.26

     Variables in the Model:

                 Parameter Estirmates
            B        SEB         T-RATIO   APPROX. PROB.
AR1       0.83732    0.1017           8.2343     0.00000
YEAR_    544.6811   58.8707           9.2522     0.00000
CONSTANT -35241.7 4840.7524          -7.2802     0.00000

Covariance Matrix:

         AR1

AR1     .01034004

Correlation Matrix:

         AR1

AR1     1.0000000

Regressor Covariance Matrix:

          YEAR_       CONSTANT

YEAR_    3465.8 -282459.3
CONSTANT -282459.3 23432883.8

Regressor Correlation Matrix:

         YEAR_      CONSTANT

YEAR_   1.0000000 -.9911602
CONSTANT -.9911602 1.0000000




The following new variables are being created:

 Name      Label

 FIT_2   Fit for 台灣平均每人GDP from AREG, MOD_6
 ERR_2    Error for 台灣平均每人GDP from AREG, MOD_6
 LCL_2   95% LCL for 台灣平均每人GDP from AREG, MOD_6
 UCL_2    95% UCL for 台灣平均每人GDP from AREG, MOD_6
 SEP_2    SE of fit for 台灣平均每人GDP from AREG, MOD_6
MODEL: MOD_1.




Results of SEASON procedure for variable 產品銷售量
Multiplicative Model. Equal weighted MA method. Period = 4.

    Seasonal index
Series Name :銷售量
 Period    Seasonal index (%)
         1     96.428
         2 120.452
         3 102.102
         4     81.017

The following new variables are being created:

 Name      Label

 ERR_5   Error for 產品銷售量 from SEASON, MOD_1 MUL EQU 4
 SAS_5   Seas adj ser for 產品銷售量 from SEASON, MOD_1 MUL EQU 4
 SAF_5   Seas factors for 產品銷售量 from SEASON, MOD_1 MUL EQU 4
 STC_5   Trend-cycle for 產品銷售量 from SEASON, MOD_1 MUL EQU 4




                                                               CONSTANT 1.

                                                               The following n

                                                                Name      Lab

                                                                FIT_4 Fit for
                                                                ERR_4 Error
LCL_4 95% L
UCL_4 95% U
SEP_4 SE of
MODEL: MOD_4.




Results of EXSMOOTH procedure for Variable 台灣平均每人GDP
MODEL= HOLT (Linear trend, no seasonality)


                                                 Initial values

DFE = 26.
                                                            Smallest SSE
The                 10                           Alpha
                                                           1
           Smoothing Parameter                           0.9
Alpha      Gamma SSE           df error                  0.8
         1         0 11223674           26                 1
                                                         0.9
                                                         0.9
                                                         0.8
                                                           1
                                                         0.8
                                                         0.7

The following new variables are being created:

 NAME       LABEL

 FIT_1 Fit for 台灣平均每人GDP from EXSMOOTH, MOD_4 HO A1.00 G .00
 ERR_1 Error for 台灣平均每人GDP from EXSMOOTH, MOD_4 HO A1.00 G .00

2 new cases have been added.
                                                        Residual Diagnostics
                                                        Number of residuals
                                                        Standard error
                                                        Log likelihood
                                                        AIC
                                                        SBC


                                                        Residual Diagnostics
                                                        Number of residuals
                                                        Standard error
                                                        Log likelihood
Conclusion of estimation phase.                         AIC
Estimation terminated at iteration number 10 because:   SBC
 Maximum number of iterations was exceeded.

FINAL PARAMETERS:




      Analysis of Variance:

       DF Adj. Sum of Squares Residual Variance

Residuals   22      10747127.5       427754.09
      Variables in the Model:

           B       SEB   T-RATIO APPROX. PROB.

AR1    -.5834325 .418364 -1.3945583   .17707282
MA1      .0408580 .854731 .0478022   .96230520
MA2      .9252965 .700303 1.3212802    .19998575
CONSTANT -2.6547431 19.624301 -.1352784     .89362191

Covariance Matrix:

         AR1       MA1      MA2

AR1     .17502814 .24420062 -.10993359
MA1      .24420062 .73056455 .17559946
MA2     -.10993359 .17559946 .49042431

Correlation Matrix:

         AR1       MA1      MA2

AR1     1.0000000 .6829101 -.3752239
MA1       .6829101 1.0000000 .2933647
MA2      -.3752239 .2933647 1.0000000

Regressor Covariance Matrix:

        CONSTANT

CONSTANT 385.11319




Regressor Correlation Matrix:

        CONSTANT

CONSTANT 1.0000000

The following new variables are being created:

 Name      Label

 FIT_4 Fit for 台灣平均每人GDP from ARIMA, MOD_10 CON
 ERR_4 Error for 台灣平均每人GDP from ARIMA, MOD_10 CON
LCL_4 95% LCL for 台灣平均每人GDP from ARIMA, MOD_10 CON
UCL_4 95% UCL for 台灣平均每人GDP from ARIMA, MOD_10 CON
SEP_4 SE of fit for 台灣平均每人GDP from ARIMA, MOD_10 CON
               Series   Trend
                1657.685 522.6296

              Smallest SSE
               Gamma SSE
                        0 11223674
                        0 11644990
                        0 12322370
                      0.2 12345291
                      0.2 12644448
                      0.4 12997994
                      0.4 13121527
                      0.4 13137677
                      0.2 13276401
                        0 13363387




TH, MOD_4 HO A1.00 G .00
OOTH, MOD_4 HO A1.00 G .00
Residual Diagnostics
                  26
           690.8738
            -206.723
           419.4466
           423.2208


Residual Diagnostics
                  26
           654.0291
            -205.017
           418.0333
           423.0656

				
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posted:12/25/2011
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