Month Passengers Log(Passengers)

Jan-49 112 4.718

Feb-49 118 4.771
Mar-49 132 4.883 700
International airline passengers (thousands)
Apr-49 129 4.860
600
May-49 121 4.796
Jun-49 135 4.905 500
Jul-49 148 4.997 400
Aug-49 148 4.997
Sep-49 136 4.913 300
Oct-49 119 4.779 200
Nov-49 104 4.644
Dec-49 118 4.771 100
Jan-50 115 4.745 0
Feb-50 126 4.836
49 49 50 51 51 52 53 53 54 55 55 56 57 57 58 59 59 60
Mar-50 141 4.949 n- p- y- n- p- y- n- p- y- n- p- y- n- p- y- n- p- y-
Ja S e Ma Ja S e Ma Ja S e Ma Ja S e Ma Ja S e Ma Ja S e Ma
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-52 172 5.147
Dec-52 194 5.268
Jan-53 196 5.278
Feb-53 196 5.278
Mar-53 236 5.464
Apr-53 235 5.460
May-53 229 5.434
Jun-53 243 5.493
Jul-53 264 5.576
Aug-53 272 5.606
Sep-53 237 5.468
Oct-53 211 5.352
Nov-53 180 5.193
Dec-53 201 5.303
Jan-54 204 5.318
Feb-54 188 5.236
Mar-54 235 5.460
Apr-54 227 5.425
May-54 234 5.455
Jun-54 264 5.576
Jul-54 302 5.710
Aug-54 293 5.680
Sep-54 259 5.557
Oct-54 229 5.434
Nov-54 203 5.313
Dec-54 229 5.434
Jan-55 242 5.489
Feb-55 233 5.451
Mar-55 267 5.587
Apr-55 269 5.595
May-55 270 5.598
Jun-55 315 5.753
Jul-55 364 5.897
Aug-55 347 5.849
Sep-55 312 5.743
Oct-55 274 5.613
Nov-55 237 5.468
Dec-55 278 5.628
Jan-56 284 5.649
Feb-56 277 5.624
Mar-56 317 5.759
Apr-56 313 5.746
May-56 318 5.762
Jun-56 374 5.924
Jul-56 413 6.023
Aug-56 405 6.004
Sep-56 355 5.872
Oct-56 306 5.724
Nov-56 271 5.602
Dec-56 306 5.724
Jan-57 315 5.753
Feb-57 301 5.707
Mar-57 356 5.875
Apr-57 348 5.852
May-57 355 5.872
Jun-57 422 6.045
Jul-57 465 6.142
Aug-57 467 6.146
Sep-57 404 6.001
Oct-57 347 5.849
Nov-57 305 5.720
Dec-57 336 5.817
Jan-58 340 5.829
Feb-58 318 5.762
Mar-58 362 5.892
Apr-58 348 5.852
May-58 363 5.894
Jun-58 435 6.075
Jul-58 491 6.196
Aug-58 505 6.225
Sep-58 404 6.001
Oct-58 359 5.883
Nov-58 310 5.737
Dec-58 337 5.820
Jan-59 360 5.886
Feb-59 342 5.835
Mar-59 406 6.006
Apr-59 396 5.981
May-59 420 6.040
Jun-59 472 6.157
Jul-59 548 6.306
Aug-59 559 6.326
Sep-59 463 6.138
Oct-59 407 6.009
Nov-59 362 5.892
Dec-59 405 6.004
Jan-60 417 6.033
Feb-60 391 5.969
Mar-60 419 6.038
Apr-60 461 6.133
May-60 472 6.157
Jun-60 535 6.282
Jul-60 622 6.433
Aug-60 606 6.407
Sep-60 508 6.230
Oct-60 461 6.133
Nov-60 390 5.966
Dec-60 432 6.068
 passengers (thousands) 6.500
Log(International airline passengers)
6.300
6.100
5.900
5.700
5.500
5.300
5.100
4.900
4.700
4.500
5 56 57 57 58 59 59 60 49 49 50 51 51 52 53 53 54 55 55 56 57 57 58 59 59 60
- - - - - - - n- ep- ay- an- ep- ay- an- ep- ay- an- ep- ay- an- ep- ay- an- ep- ay-
a y a n ep a y a n ep a y a
M J S M J S M J S M J S M J S M J S M J S M J S M
XLSTAT 2017.02.12345 - ARIMA - Start time: 07/04/2017 at 14:14:17 / End time: 07/04/2017 at 14:14:18 / Microsoft Ex
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
Run again:

Summary statistics:

Variable Observations
Obs. withObs.
missing
without
data missing
Minimum
data Maximum Mean Std. deviation
Log(Passengers) 144 0 144 4.644 6.433 5.542 0.441

Results of ARIMA modeling of the Log(Passengers) series:

Results after optimization (Log(Passengers)):

Goodness of fit statistics:

Observations 119
DF 115
SSE 0.156
MSE 0.001
RMSE 0.036
WN Variance 0.001
MAPE(Diff) 185.004
MAPE 0.470
-2Log(Like.) -447.253
FPE 0.001
AIC -439.253
AICC -438.902
SBC -428.137
Iterations 37

Model parameters:

Parameter Value
Hessian standard
Lowererror
bound
Upper
(95%)
bound (95%)
Constant 0.000 0.001 -0.002 0.002

Parameter Value
Hessian standard
Lower
error
bound
Upper
(95%)
bound
Asympt.
(95%)
standard
Lowererror
boundUpper
(95%)
bound (95%)
MA(1) -0.348 0.094 -0.533 -0.164 0.090 -0.525 -0.172
SMA(1) -0.562 0.077 -0.714 -0.410 0.080 -0.720 -0.405

Predictions and residuals:

Observations Log(Passengers)
ARIMA(Log(Passengers))
Residuals
Standardized residuals
StandardLower
error bound
Upper
(95%)
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 5.384 5.299 0.085 2.348
Jul-52 5.438 5.467 -0.029 -0.811
Aug-52 5.489 5.449 0.040 1.105
Sep-52 5.342 5.396 -0.054 -1.483
Oct-52 5.252 5.219 0.033 0.905
Nov-52 5.147 5.115 0.032 0.890
Dec-52 5.268 5.287 -0.019 -0.526
Jan-53 5.278 5.294 -0.016 -0.437
Feb-53 5.278 5.337 -0.059 -1.620
Mar-53 5.464 5.407 0.056 1.556
Apr-53 5.460 5.382 0.077 2.130
May-53 5.434 5.431 0.003 0.070
Jun-53 5.493 5.563 -0.070 -1.923
Jul-53 5.576 5.604 -0.028 -0.767
Aug-53 5.606 5.609 -0.003 -0.077
Sep-53 5.468 5.498 -0.030 -0.818
Oct-53 5.352 5.360 -0.008 -0.217
Nov-53 5.193 5.238 -0.045 -1.246
Dec-53 5.303 5.346 -0.043 -1.174
Jan-54 5.318 5.333 -0.015 -0.423
Feb-54 5.236 5.353 -0.117 -3.221
Mar-54 5.460 5.420 0.040 1.096
Apr-54 5.425 5.409 0.016 0.432
May-54 5.455 5.407 0.048 1.325
Jun-54 5.576 5.538 0.038 1.061
Jul-54 5.710 5.647 0.063 1.737
Aug-54 5.680 5.714 -0.034 -0.946
Sep-54 5.557 5.570 -0.014 -0.376
Oct-54 5.434 5.444 -0.010 -0.284
Nov-54 5.313 5.302 0.011 0.304
Dec-54 5.434 5.435 -0.001 -0.028
Jan-55 5.489 5.449 0.040 1.098
Feb-55 5.451 5.456 -0.005 -0.136
Mar-55 5.587 5.631 -0.044 -1.201
Apr-55 5.595 5.567 0.028 0.771
May-55 5.598 5.591 0.007 0.192
Jun-55 5.753 5.704 0.048 1.328
Jul-55 5.897 5.842 0.055 1.509
Aug-55 5.849 5.879 -0.030 -0.830
Sep-55 5.743 5.737 0.006 0.154
Oct-55 5.613 5.621 -0.008 -0.219
Nov-55 5.468 5.487 -0.019 -0.528
Dec-55 5.628 5.598 0.030 0.818
Jan-56 5.649 5.650 -0.001 -0.028
Feb-56 5.624 5.622 0.002 0.056
Mar-56 5.759 5.783 -0.024 -0.666
Apr-56 5.746 5.751 -0.004 -0.121
May-56 5.762 5.753 0.009 0.249
Jun-56 5.924 5.887 0.037 1.017
Jul-56 6.023 6.035 -0.011 -0.311
Aug-56 6.004 6.007 -0.003 -0.091
Sep-56 5.872 5.890 -0.018 -0.485
Oct-56 5.724 5.754 -0.030 -0.838
Nov-56 5.602 5.598 0.004 0.105
Dec-56 5.724 5.740 -0.016 -0.452
Jan-57 5.753 5.757 -0.004 -0.123
Feb-57 5.707 5.728 -0.021 -0.573
Mar-57 5.875 5.863 0.012 0.324
Apr-57 5.852 5.856 -0.004 -0.102
May-57 5.872 5.863 0.009 0.240
Jun-57 6.045 6.012 0.033 0.901
Jul-57 6.142 6.146 -0.004 -0.120
Aug-57 6.146 6.124 0.023 0.626
Sep-57 6.001 6.016 -0.014 -0.400
Oct-57 5.849 5.872 -0.022 -0.614
Nov-57 5.720 5.728 -0.007 -0.199
Dec-57 5.817 5.854 -0.037 -1.026
Jan-58 5.829 5.858 -0.029 -0.812
Feb-58 5.762 5.805 -0.042 -1.173
Mar-58 5.892 5.934 -0.042 -1.170
Apr-58 5.852 5.888 -0.036 -0.990
May-58 5.894 5.879 0.015 0.425
Jun-58 6.075 6.045 0.030 0.829
Jul-58 6.196 6.171 0.026 0.709
Aug-58 6.225 6.178 0.046 1.280
Sep-58 6.001 6.076 -0.075 -2.061
Oct-58 5.883 5.885 -0.002 -0.047
Nov-58 5.737 5.755 -0.018 -0.498
Dec-58 5.820 5.859 -0.039 -1.078
Jan-59 5.886 5.855 0.031 0.864
Feb-59 5.835 5.826 0.008 0.231
Mar-59 6.006 5.977 0.029 0.810
Apr-59 5.981 5.969 0.013 0.355
 May-59 6.040 6.003 0.037 1.015
Jun-59 6.157 6.195 -0.038 -1.036
Jul-59 6.306 6.283 0.024 0.653
Aug-59 6.326 6.305 0.021 0.580
Sep-59 6.138 6.147 -0.009 -0.249
Oct-59 6.009 6.009 0.000 -0.009
Nov-59 5.892 5.872 0.020 0.542
Dec-59 6.004 5.987 0.017 0.473
Jan-60 6.033 6.039 -0.006 -0.155 0.036 5.968 6.110
Feb-60 5.969 5.989 -0.020 -0.555 0.043 5.904 6.074
Mar-60 6.038 6.146 -0.108 -2.971 0.049 6.049 6.242
Apr-60 6.133 6.119 0.014 0.395 0.055 6.012 6.226
May-60 6.157 6.160 -0.003 -0.077 0.060 6.043 6.276
Jun-60 6.282 6.305 -0.023 -0.622 0.064 6.179 6.430
Jul-60 6.433 6.433 -0.001 -0.014 0.068 6.300 6.567
Aug-60 6.407 6.446 -0.039 -1.084 0.072 6.305 6.588
Sep-60 6.230 6.267 -0.036 -1.006 0.076 6.118 6.416
Oct-60 6.133 6.136 -0.003 -0.083 0.080 5.980 6.292
Nov-60 5.966 6.008 -0.042 -1.159 0.083 5.846 6.171
Dec-60 6.068 6.115 -0.046 -1.274 0.086 5.946 6.284
Log(Passengers)

Residuals
ARIMA (Log(Passengers))
0.15
7

6.5 0.1
Residual

6
0.05

5.5
0

5 49 49 50 50 51 51 52 52 53 53 54 54 55 5
n- l- n- l- n- l- n- l- n- l- n- l- n- l-
Ja Ju Ja Ju Ja Ju Ja Ju Ja Ju Ja Ju Ja Ju
-0.05
4.5
Jul-46 Apr-49 Jan-52 Oct-54 Jun-57 Mar-60 Dec-62
Month
-0.1
Log(Passengers) ARIMA (Log(Passengers))
Validation Lower bound (95%)
Month
Upper bound (95%) -0.15

Descriptive analysis (Log(Passengers)):

Lag Autocorrelation
StandardLower
error bound
Upper
(95%)
bound
Partial
(95%)
autocorrelation
StandardLower
error bound (95%)
0 1.000 0.000 1.000 0.000
 1 0.954 0.083 -0.163 0.163 0.954 0.083 -0.163
2 0.899 0.140 -0.274 0.274 -0.118 0.083 -0.163
3 0.851 0.175 -0.344 0.344 0.054 0.083 -0.163
4 0.808 0.202 -0.396 0.396 0.024 0.083 -0.163
5 0.779 0.223 -0.438 0.438 0.116 0.083 -0.163
6 0.756 0.242 -0.473 0.473 0.044 0.083 -0.163
7 0.738 0.257 -0.505 0.505 0.038 0.083 -0.163
8 0.727 0.272 -0.533 0.533 0.100 0.083 -0.163
9 0.734 0.285 -0.559 0.559 0.204 0.083 -0.163
10 0.744 0.298 -0.584 0.584 0.064 0.083 -0.163
11 0.758 0.310 -0.608 0.608 0.106 0.083 -0.163
12 0.762 0.323 -0.633 0.633 -0.042 0.083 -0.163
13 0.717 0.335 -0.657 0.657 -0.485 0.083 -0.163
14 0.663 0.346 -0.678 0.678 -0.034 0.083 -0.163
15 0.618 0.354 -0.695 0.695 0.042 0.083 -0.163
16 0.576 0.362 -0.709 0.709 -0.044 0.083 -0.163
17 0.544 0.368 -0.722 0.722 0.028 0.083 -0.163
18 0.519 0.374 -0.733 0.733 0.037 0.083 -0.163
19 0.501 0.379 -0.742 0.742 0.042 0.083 -0.163
20 0.490 0.383 -0.751 0.751 0.014 0.083 -0.163
21 0.498 0.388 -0.760 0.760 0.073 0.083 -0.163
22 0.506 0.392 -0.768 0.768 -0.033 0.083 -0.163

Partial autocorrelation
AutocorrelogramLog(Passengers)
Partial autocorrelogramLog(P
1
1
Autocorrelation

0.8
0.8

0.6
0.6

0.4
0.4

0.2 0.2

0 0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 0 1 2 3 4 5 6 7 8 9 10 11 12
-0.2 -0.2

-0.4 -0.4

-0.6 -0.6

-0.8 -0.8
Lag Lag
-1 -1

Descriptive analysis (Residuals):

 Lag Autocorrelation
StandardLower
error bound
Upper
(95%)
bound
Partial
(95%)
autocorrelation
StandardLower
error bound (95%)
0 1.000 0.000 1.000 0.000
1 0.031 0.083 -0.163 0.163 0.031 0.083 -0.163
2 0.055 0.083 -0.163 0.163 0.054 0.083 -0.163
3 -0.114 0.084 -0.164 0.164 -0.118 0.083 -0.163
4 -0.085 0.085 -0.166 0.166 -0.082 0.083 -0.163
5 0.073 0.085 -0.167 0.167 0.094 0.083 -0.163
6 0.080 0.086 -0.168 0.168 0.074 0.083 -0.163
7 -0.028 0.086 -0.169 0.169 -0.066 0.083 -0.163
8 -0.024 0.086 -0.169 0.169 -0.021 0.083 -0.163
9 0.131 0.086 -0.169 0.169 0.179 0.083 -0.163
10 -0.058 0.088 -0.172 0.172 -0.073 0.083 -0.163
11 -0.006 0.088 -0.173 0.173 -0.061 0.083 -0.163
12 -0.056 0.088 -0.173 0.173 -0.007 0.083 -0.163
13 -0.006 0.088 -0.173 0.173 0.033 0.083 -0.163
14 0.016 0.088 -0.173 0.173 -0.030 0.083 -0.163
15 0.047 0.088 -0.173 0.173 0.014 0.083 -0.163
16 -0.148 0.088 -0.173 0.173 -0.130 0.083 -0.163
17 0.050 0.090 -0.177 0.177 0.078 0.083 -0.163
18 0.015 0.090 -0.177 0.177 0.020 0.083 -0.163
19 -0.082 0.090 -0.177 0.177 -0.126 0.083 -0.163
20 -0.118 0.091 -0.178 0.178 -0.148 0.083 -0.163
21 -0.046 0.092 -0.180 0.180 0.046 0.083 -0.163
22 -0.041 0.092 -0.181 0.181 -0.026 0.083 -0.163

Partial autocorrelation
AutocorrelogramResiduals
Partial autocorrelogramRe
1
1
Autocorrelation

0.8
0.8

0.6
0.6

0.4
0.4

0.2 0.2

0 0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 0 1 2 3 4 5 6 7 8 9 10 11 12
-0.2 -0.2

-0.4 -0.4

-0.6 -0.6

-0.8 -0.8
Lag Lag
-1 -1
 2017 at 14:14:18 / Microsoft Excel 16.07830
ws and 1 column
s and 1 column

td. deviation
er bound (95%)

er bound (95%)
 Residuals

49 49 50 50 51 51 52 52 53 53 54 54 55 55 56 56 57 57 58 58 59 59 60 60
n- Jul- an- Jul- an- Jul- an- Jul- an- Jul- an- Jul- an- Jul- an- Jul- an- Jul- an- Jul- an- Jul- an- Jul-
J J J J J J J J J J J

Month

Upper bound (95%)

 0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163

Partial autocorrelogramLog(Passengers)

0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22

Lag
 Upper bound (95%)

0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163
0.163

Partial autocorrelogramResiduals

0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22

Lag