Modified Box-Pierce (Ljung-Box) Chi-Square statistic

Lag
Chi-Square
DF
P-Value

12
47,9
10
0,000

24
68,7
22
0,000

36
77,8
34
0,000

Time Series Plot of C2

48
100,9
46
0,000

Autocorrelation Function: C2
Lag
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

ACF
-0,485064
-0,116678
0,329867
-0,217648
0,112259
-0,178909
0,040341
-0,032384
0,088876
-0,059233
-0,222904
0,498934
-0,252434
-0,040545
0,179788
-0,134849
0,089266
-0,108171
-0,024848
0,016421
0,041290
-0,063981
-0,043993
0,182116

T
-4,73
-0,94
2,63
-1,62
0,81
-1,29
0,29
-0,23
0,63
-0,42
-1,56
3,42
-1,55
-0,24
1,08
-0,80
0,52
-0,63
-0,14
0,10
0,24
-0,37
-0,26
1,06

LBQ
23,07
24,41
35,31
40,11
41,40
44,71
44,89
45,00
45,84
46,22
51,67
79,31
86,47
86,66
90,38
92,50
93,45
94,85
94,92
94,95
95,17
95,68
95,93
100,24

Autocorrelation for C2

Partial Autocorrelation Function: C2

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

PACF
-0,485064
-0,460258
0,039766
-0,035164
0,157531
-0,244834
-0,201394
-0,389700
0,052144
0,000548
-0,308146
0,116110
0,087627
0,193331
-0,005085
-0,009387
-0,096736
0,041027
-0,039721
-0,045803

T
-4,73
-4,49
0,39
-0,34
1,54
-2,39
-1,96
-3,80
0,51
0,01
-3,00
1,13
0,85
1,88
-0,05
-0,09
-0,94
0,40
-0,39
-0,45

21
22
23
24

-0,052615
-0,030351
0,104321
-0,026408

-0,51
-0,30
1,02
-0,26

Partial Autocorrelation for C2

ARIMA Model: C2
Estimates at each iteration
Iteration
0
1
2
3
4
5
6
7
8
9
10
11
12

SSE
3509657
2903089
2379232
1938202
1580069
1304906
1112807
1003941
977458
977022
977012
977012
977012

Parameters
0,100
1,595
-0,001
1,728
-0,102
1,681
-0,205
1,518
-0,308
1,265
-0,412
0,930
-0,518
0,511
-0,625 -0,008
-0,703 -0,479
-0,715 -0,597
-0,717 -0,620
-0,717 -0,624
-0,717 -0,624

0,100
-0,050
-0,200
-0,350
-0,500
-0,650
-0,800
-0,950
-1,055
-1,067
-1,069
-1,069
-1,069

Relative change in each estimate less than 0,0010

Final Estimates of Parameters

Type
AR
1
AR
2
Constant

Coef
-1,0692
-0,7169
-0,62

SE Coef
0,0749
0,0754
10,61

T
-14,28
-9,51
-0,06

P
0,000
0,000
0,953

Differencing: 1 regular difference

Number of observations: Original series 95, after differencing 94
Residuals:
SS = 962861 (backforecasts excluded)
MS = 10581 DF = 91

Modified Box-Pierce (Ljung-Box) Chi-Square statistic

Lag
Chi-Square
DF
P-Value

12
82,2
9
0,000

24
100,8
21
0,000

36
106,2
33
0,000

ACF of Residuals for C2

48
120,8
45
0,000

ARIMA Model: data penjualan

Estimates at each iteration
Iteration
0
1
2
3
4
5
6
7
8

SSE
1182289
996462
848134
737334
664074
628362
624554
624543
624543

Parameters
0,100 2,783
-0,004 3,332
-0,109 3,998
-0,213 4,729
-0,318 5,508
-0,422 6,336
-0,467 6,729
-0,469 6,763
-0,469 6,766

0,100
-0,050
-0,200
-0,350
-0,500
-0,650
-0,714
-0,717
-0,718

Relative change in each estimate less than 0,0010

Final Estimates of Parameters

Type
AR
1
AR
2
Constant

Coef
-0,7176
-0,4692
6,766

SE Coef
0,0926
0,0935
8,451

T
-7,75
-5,02
0,80

P
0,000
0,000
0,425

Differencing: 1 regular difference

Number of observations: Original series 96, after differencing 95
Residuals:
SS = 624167 (backforecasts excluded)
MS = 6784 DF = 92

Modified Box-Pierce (Ljung-Box) Chi-Square statistic

Lag
Chi-Square
DF
P-Value

12
55,7
9
0,000

24
75,5
21
0,000

36
83,0
33
0,000

48
103,8
45
0,000

ACF of Residuals for data penjualan

ARIMA Model: data penjualan

Estimates at each iteration
Iteration
0
1
2
3
4
5
6
7

SSE
1182289
996462
848134
737334
664074
628362
624554
624543

Parameters
0,100 2,783
-0,004 3,332
-0,109 3,998
-0,213 4,729
-0,318 5,508
-0,422 6,336
-0,467 6,729
-0,469 6,763

0,100
-0,050
-0,200
-0,350
-0,500
-0,650
-0,714
-0,717

624543

-0,718

-0,469

6,766

Relative change in each estimate less than 0,0010

Final Estimates of Parameters

Type
AR
1
AR
2
Constant

Coef
-0,7176
-0,4692
6,766

SE Coef
0,0926
0,0935
8,451

T
-7,75
-5,02
0,80

P
0,000
0,000
0,425

Differencing: 1 regular difference

Number of observations: Original series 96, after differencing 95
Residuals:
SS = 624167 (backforecasts excluded)
MS = 6784 DF = 92

Modified Box-Pierce (Ljung-Box) Chi-Square statistic

Lag
Chi-Square
DF
P-Value

12
55,7
9
0,000

24
75,5
21
0,000

36
83,0
33
0,000

48
103,8
45
0,000

ACF of Residuals for data penjualan

ARIMA Model: RESI1

Estimates at each iteration
Iteration
0
1
2
3
4
5
6
7
8
9
10

SSE
2696545
2260535
1912848
1653719
1483437
1402521
1395451
1395407
1395407
1395407
1395407

Parameters
0,100 0,773
-0,011 0,732
-0,122 0,661
-0,234 0,562
-0,347 0,438
-0,462 0,281
-0,507 0,204
-0,511 0,193
-0,511 0,193
-0,511 0,194
-0,511 0,194

0,100
-0,050
-0,200
-0,350
-0,500
-0,650
-0,704
-0,708
-0,708
-0,708
-0,708

Relative change in each estimate less than 0,0010

Final Estimates of Parameters

Type
AR
1
AR
2
Constant

Coef
-0,7079
-0,5114
0,19

SE Coef
0,0918
0,0947
12,89

T
-7,71
-5,40
0,02

P
0,000
0,000
0,988

Differencing: 1 regular difference

Number of observations: Original series 94, after differencing 93
Residuals:
SS = 1390563 (backforecasts excluded)
MS = 15451 DF = 90

Modified Box-Pierce (Ljung-Box) Chi-Square statistic

Lag
Chi-Square
DF
P-Value

12
87,7
9
0,000

24
108,0
21
0,000

36
115,0
33
0,000

48
131,3
45
0,000

Forecasts from period 96

Period
97
98
99
100

Forecast
70,366
-70,849
18,290
27,601

95% Limits
Lower
Upper
-173,313 314,045
-324,711 183,012
-244,696 281,276
-279,541 334,743

Actual

ACF of Residuals for RESI1

ARIMA Model: data penjualan

Estimates at each iteration
Iteration
0
1
2
3
4
5
6
7
8
9
10
11
12

SSE
951958
837637
753135
696721
663138
651089
645882
644220
643851
643778
643765
643763
643763

Parameters
0,100 3,479
0,250 3,212
0,400 3,027
0,550 2,810
0,700 2,398
0,780 2,004
0,827 1,860
0,852 1,807
0,862 1,801
0,867 1,804
0,869 1,806
0,870 1,808
0,870 1,808

Relative change in each estimate less than 0,0010

Final Estimates of Parameters

Type
MA
1
Constant

Coef
0,8704
1,808

SE Coef
0,0522
1,165

T
16,69
1,55

P
0,000
0,124

Differencing: 1 regular difference

Number of observations: Original series 96, after differencing 95
Residuals:
SS = 642940 (backforecasts excluded)
MS = 6913 DF = 93

Modified Box-Pierce (Ljung-Box) Chi-Square statistic

Lag
Chi-Square
DF
P-Value

12
47,9
10
0,000

24
68,7
22
0,000

36
77,8
34
0,000

48
100,9
46
0,000

Forecasts from period 96

Period
97
98
99
100

Forecast
614,372
616,180
617,988
619,796

95% Limits
Lower
Upper
451,372 777,372
451,817 780,543
452,274 783,702
452,741 786,851

Actual