Audit Trail - Statistics
| Accuracy Measures | Value | Forecast Statistics | Value | |
| AIC | 309.51 | Durbin Watson(4) | 1.01 | |
| BIC | 313.82 | Mean | 61.54 | |
| Mean Absolute Percentage Error (MAPE) | 3.11 | % | Standard Deviation | 12.70 |
| R-Square | 95.64 | % | Variance | 161.41 |
| Adjusted R-Square | 95.57 | % | Ljung-Box | 58.17 |
| Root Mean Square Error | 2.63 | |||
| Theil | 0.29 | |||
| Method Statistics | Value |
| Method Selected | Decomposition |
| Basic Method | Trend (Linear) Regression |
| Decomposition Type | Multiplicative |
Components of Decomposition
| Date | Original Data |
Forecasted Data |
Centered Moving Average |
CMA Trend |
Seasonal Indices |
Cycle Factors |
| Sep-1998 | 56.60 | 0.90 | ||||
| Oct-1998 | 49.10 | 1.09 | ||||
| Nov-1998 | 58.50 | 58.93 | 55.21 | 62.51 | 1.07 | 0.88 |
| Dec-1998 | 57.50 | 54.10 | 57.63 | 62.45 | 0.94 | 0.92 |
| Jan-1999 | 54.90 | 55.26 | 61.16 | 62.40 | 0.90 | 0.98 |
| Feb-1999 | 70.10 | 66.69 | 61.16 | 62.35 | 1.09 | 0.98 |
| Mar-1999 | 65.80 | 64.10 | 60.05 | 62.29 | 1.07 | 0.96 |
| Apr-1999 | 50.20 | 55.93 | 59.58 | 62.24 | 0.94 | 0.96 |
| May-1999 | 53.30 | 53.27 | 58.96 | 62.19 | 0.90 | 0.95 |
| Jun-1999 | 67.90 | 64.62 | 59.26 | 62.13 | 1.09 | 0.95 |
| Jul-1999 | 63.10 | 65.27 | 61.15 | 62.08 | 1.07 | 0.99 |
| Aug-1999 | 55.30 | 60.18 | 64.10 | 62.03 | 0.94 | 1.03 |
| Sep-1999 | 63.30 | 61.55 | 68.13 | 61.97 | 0.90 | 1.10 |
| Oct-1999 | 81.50 | 78.71 | 72.19 | 61.92 | 1.09 | 1.17 |
| Nov-1999 | 81.70 | 79.51 | 74.49 | 61.87 | 1.07 | 1.20 |
| Dec-1999 | 69.20 | 70.60 | 75.20 | 61.82 | 0.94 | 1.22 |
| Jan-2000 | 67.80 | 67.77 | 75.01 | 61.76 | 0.90 | 1.21 |
| Feb-2000 | 82.70 | 81.01 | 74.30 | 61.71 | 1.09 | 1.20 |
| Mar-2000 | 79.00 | 78.17 | 73.24 | 61.66 | 1.07 | 1.19 |
| Apr-2000 | 66.20 | 67.71 | 72.13 | 61.60 | 0.94 | 1.17 |
| May-2000 | 62.30 | 64.50 | 71.39 | 61.55 | 0.90 | 1.16 |
| Jun-2000 | 79.30 | 77.40 | 70.99 | 61.50 | 1.09 | 1.15 |
| Jul-2000 | 76.50 | 75.12 | 70.38 | 61.44 | 1.07 | 1.15 |
| Aug-2000 | 65.50 | 64.11 | 68.29 | 61.39 | 0.94 | 1.11 |
| Sep-2000 | 58.10 | 58.80 | 65.09 | 61.34 | 0.90 | 1.06 |
| Oct-2000 | 66.80 | 67.90 | 62.28 | 61.28 | 1.09 | 1.02 |
| Nov-2000 | 63.40 | 64.39 | 60.33 | 61.23 | 1.07 | 0.99 |
| Dec-2000 | 56.10 | 56.10 | 59.05 | 61.18 | 0.94 | 0.97 |
Consider the time series decomposition output for Mobile Home Sales above. This decomposition model
Multiple Choice
explained about 3% of the variation in mobile home shipments.
explained about 0.27% of the variation in mobile home shipments.
None of the options are correct.
explained about 96% of the variation in mobile home shipments.
Since R-square = 95.64% , so
This decomposition model explain about 96% of the variation in mobile home shipments.
Audit Trail - Statistics Accuracy Measures Value Forecast Statistics Value AIC 309.51 Durbin Watson(4) 1.01 BIC...