Econometric Modeler Analysis

Summary of results from the Econometric

Modeler App
Econometrics Toolbox Version 5.6 (R2021a)

28-Feb-2024
Table of Contents
1. Time Series: surgeM .................................................................................................................................... 2
1.1. Time Series Plot ............................................................................................................................... 2
1.2. Time Series Plot ............................................................................................................................... 3
1.3. Sample Autocorrelation Function.................................................................................................. 4
1.4. Sample Partial Autocorrelation Function...................................................................................... 5
1.5. Augmented Dickey-Fuller Test ....................................................................................................... 6
1.6. KPSS Test .......................................................................................................................................... 7

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1. Time Series: surgeM
1.1. Time Series Plot

Figure 1.1. Time Series Plot of DistanceWeight, mslPa, surgeM, timeHoursSince190001010000000,

u10MS1, v10MS1

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 1. Time Series: surgeM

1.2. Time Series Plot

Figure 1.2. Time Series Plot of surgeM

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 1. Time Series: surgeM

1.3. Sample Autocorrelation Function

Sample Autocorrelation Function

1
surgeM
Confidence Bounds

0.8

0.6
Sample Autocorrelation

0.4

0.2

-0.2
0 2 4 6 8 10 12 14 16 18
Lag

Figure 1.3. Sample autocorrelation function of surgeM

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 1. Time Series: surgeM

1.4. Sample Partial Autocorrelation Function

Sample Partial Autocorrelation Function

1
surgeM
Confidence Bounds

0.8
Sample Partial Autocorrelation

0.6

0.4

0.2

-0.2
0 2 4 6 8 10 12 14 16 18 20
Lag

Figure 1.4. Sample partial autocorrelation function of surgeM

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 1. Time Series: surgeM

1.5. Augmented Dickey-Fuller Test

Null Hypothesis: surgeM contains a unit root

Table 1.1. Test Parameters

Lags Model Test Statistic Significance Level
1 0 AR t1 0.05

Table 1.2. Test Results

Null Rejected P-Value Test Statistic Critical Value
1 true 0.001 -26.3073 -1.9416

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 1. Time Series: surgeM

1.6. KPSS Test

Null Hypothesis: surgeM is trend stationary

Table 1.3. Test Parameters

Lags Include Trend Significance Level
1 0 true 0.05

Table 1.4. Test Results

Null Rejected P-Value Test Statistic Critical Value
1 true 0.01 5.2452 0.146