ALL 156 OPEN DATA A:\DATA\AIRLINE.DAT DATA(ORG=OBS) 1 144 PASS CAL 1 1 12 GRAPH 1 #LPASS SET LPASS = LOG(PASS) CORR(PAR=PACFL,NUM=36) LPASS / ACFL Correlations of Series LPASS Monthly Data From 1:01 To 12:12 Autocorrelations 1: 0.95370337 0.89891595 0.85080249 0.80842517 0.77889939 0.75644222 7: 0.73760171 0.72713135 0.73364870 0.74425525 0.75802665 0.76194292 13: 0.71650448 0.66304279 0.61836286 0.57620873 0.54380132 0.51945611 19: 0.50070292 0.49040280 0.49818190 0.50616664 0.51674339 0.52048973 25: 0.48352367 0.43739831 0.40040669 0.36413092 0.33698229 0.31472272 31: 0.29677522 0.28861644 0.29535468 0.30454726 0.31509613 0.31929315 Partial Autocorrelations 1: 0.9537034 -0.1175698 0.0542327 0.0237561 0.1158222 0.0443676 7: 0.0380341 0.0996221 0.2040957 0.0639093 0.1060355 -0.0424663 13: -0.4854301 -0.0343502 0.0422245 -0.0441972 0.0276079 0.0371479 19: 0.0416384 0.0143999 0.0733125 -0.0333953 0.0609967 0.0310778 25: -0.1943740 -0.0350759 0.0364546 -0.0351753 0.0442548 -0.0445446 31: -0.0033374 0.0341406 -0.0196071 0.0277219 0.0293541 -0.0037339 GRAPH(STY=BAR) 2 #ACFL #PACFL BOX(DIFF=1,CONSTANT) LPASS / RES Dependent Variable LPASS - Estimation by Box-Jenkins Iterations Taken 2 Monthly Data From 1:02 To 12:12 Usable Observations 143 Degrees of Freedom 142 Centered R**2 0.940692 R Bar **2 0.940692 Uncentered R**2 0.999636 T x R**2 142.948 Mean of Dependent Variable 5.5479359382 Std Error of Dependent Variable 0.4375442951 Standard Error of Estimate 0.1065561475 Sum of Squared Residuals 1.6122981858 Durbin-Watson Statistic 1.594018 Q(35-0) 367.435644 Significance Level of Q 0.00000000 Variable Coeff Std Error T-Stat Signif ******************************************************************************* 1. CONSTANT 0.0094400470 0.0089106727 1.05941 0.29121227 GRAPH 1 #RES CORR(PAR=PACFR,NUM=36) RES / ACFR Correlations of Series RES Monthly Data From 1:02 To 12:12 Autocorrelations 1: 0.1997513 -0.1201043 -0.1507720 -0.3220743 -0.0839745 0.0257784 7: -0.1109607 -0.3367215 -0.1155863 -0.1092670 0.2058522 0.8414300 13: 0.2150870 -0.1395539 -0.1159958 -0.2789428 -0.0517065 0.0124581 19: -0.1143576 -0.3371744 -0.1073849 -0.0752112 0.1994752 0.7369207 25: 0.1972624 -0.1238843 -0.1026990 -0.2109922 -0.0653568 0.0157285 31: -0.1153704 -0.2892556 -0.1268824 -0.0407068 0.1474106 0.6574381 Partial Autocorrelations 1: 0.1997513 -0.1666545 -0.0958754 -0.3108909 0.0077849 -0.0745495 7: -0.2102836 -0.4947571 -0.1922947 -0.5318752 -0.3022925 0.5860413 13: 0.0259784 -0.1811927 0.1200385 0.0004076 0.0252603 -0.1249891 19: 0.0874347 -0.0544711 -0.0618236 -0.0251952 0.0333315 -0.0096344 25: -0.0480575 0.0184867 0.0279783 0.0163094 -0.0934574 0.0084976 31: 0.0714613 0.1095155 -0.0931831 0.0631345 -0.0920556 0.0584036 GRAPH(STY=BAR) 2 #ACFR #PACFR BOX(SDIFF=1,DIFF=1,CONSTANT) LPASS / RES2 Dependent Variable LPASS - Estimation by Box-Jenkins Iterations Taken 2 Monthly Data From 2:02 To 12:12 Usable Observations 131 Degrees of Freedom 130 Centered R**2 0.986648 R Bar **2 0.986648 Uncentered R**2 0.999934 T x R**2 130.991 Mean of Dependent Variable 5.6129333153 Std Error of Dependent Variable 0.3967794595 Standard Error of Estimate 0.0458482926 Sum of Squared Residuals 0.2732685720 Durbin-Watson Statistic 2.676333 Q(32-0) 84.589956 Significance Level of Q 0.00000124 Variable Coeff Std Error T-Stat Signif ******************************************************************************* 1. CONSTANT 0.0002908799 0.0040057839 0.07261 0.94222412 CORR(PAR=PACFR2) RES2 / ACFR2 Correlations of Series RES2 Monthly Data From 2:02 To 12:12 Autocorrelations 1: -0.3411238 0.1050467 -0.2021387 0.0213592 0.0556543 0.0308037 7: -0.0555786 -0.0007607 0.1763687 -0.0763582 0.0643839 -0.3866129 13: 0.1516020 -0.0576068 0.1495652 -0.1389422 0.0704823 0.0156307 19: -0.0106106 -0.1167286 0.0385542 -0.0913645 0.2232689 -0.0184182 25: -0.1002881 0.0485658 -0.0302396 0.0471344 -0.0180305 -0.0510696 31: -0.0537672 0.1957285 Partial Autocorrelations 1: -0.3411238 -0.0128093 -0.1926624 -0.1250284 0.0330897 0.0346774 7: -0.0601869 -0.0202232 0.2255767 0.0430708 0.0465882 -0.3386948 13: -0.1091787 -0.0768394 -0.0217508 -0.1395452 0.0258919 0.1148220 19: -0.0131623 -0.1674301 0.1324040 -0.0720387 0.1428545 -0.0673319 25: -0.1026676 -0.0100656 0.0437835 -0.0899510 0.0469043 -0.0048955 31: -0.0963806 -0.0152783 BOX(DIFF=1,SDIFF=1,MA=1,SMA=1,CONSTANT) LPASS / RES3 Dependent Variable LPASS - Estimation by Box-Jenkins Iterations Taken 11 Monthly Data From 2:02 To 12:12 Usable Observations 131 Degrees of Freedom 128 Centered R**2 0.991113 R Bar **2 0.990974 Uncentered R**2 0.999956 T x R**2 130.994 Mean of Dependent Variable 5.6129333153 Std Error of Dependent Variable 0.3967794595 Standard Error of Estimate 0.0376957770 Sum of Squared Residuals 0.1818843652 Durbin-Watson Statistic 1.970919 Q(32-2) 28.413699 Significance Level of Q 0.54852401 Variable Coeff Std Error T-Stat Signif ******************************************************************************* 1. CONSTANT 0.000168896 0.000985954 0.17130 0.86425638 2. MA{1} -0.377634213 0.082300562 -4.58848 0.00001051 3. SMA{12} -0.572820535 0.078590581 -7.28867 0.00000000 BOX(DIFF=1,SDIFF=1,MA=1,SMA=1,DEF=EQ1) LPASS / RES3 Dependent Variable LPASS - Estimation by Box-Jenkins Iterations Taken 8 Monthly Data From 2:02 To 12:12 Usable Observations 131 Degrees of Freedom 129 Centered R**2 0.991111 R Bar **2 0.991042 Uncentered R**2 0.999956 T x R**2 130.994 Mean of Dependent Variable 5.6129333153 Std Error of Dependent Variable 0.3967794595 Standard Error of Estimate 0.0375537070 Sum of Squared Residuals 0.1819262373 Durbin-Watson Statistic 1.971395 Q(32-2) 28.510589 Significance Level of Q 0.54339905 Variable Coeff Std Error T-Stat Signif ******************************************************************************* 1. MA{1} -0.377162418 0.081992939 -4.59994 0.00000996 2. SMA{12} -0.572380711 0.078025566 -7.33581 0.00000000 FORE 1 12 145 #EQ1 FORE GRAPH 2 #LPASS #FORE