| Last year in model | ||||||
---|---|---|---|---|---|---|---|
Model statistic | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 |
Parameter estimates | Â | Â | Â | Â | Â | Â | Â |
Model variance (sigma squared) | 0.0079 | 0.0080 | 0.0082 | 0.0083 | 0.0087 | 0.0086 | 0.0092 |
Intercept | 0.3018 | 0.2996 | 0.3014 | 0.3038 | 0.3060 | 0.3024 | 0.3030 |
Linear trend | 0.0027 | 0.0030 | 0.0028 | 0.0025 | 0.0023 | 0.0027 | 0.0026 |
Autoregressive function (AR) 1 | −0.9501 | −0.9185 | −0.9380 | −0.9674 | −0.9373 | −0.9526 | −0.9509 |
AR 2 | −0.7800 | −0.7314 | −0.7777 | −0.7702 | −0.7352 | −0.7505 | −0.7429 |
AR 3 | −0.6472 | −0.5725 | −0.5748 | −0.5695 | −0.5489 | −0.5933 | −0.5933 |
AR 4 | −0.5099 | −0.4937 | −0.4812 | −0.4897 | −0.4648 | −0.4707 | −0.4718 |
P (linear) | <0.001 | <0.001 | 0.002 | 0.008 | 0.031 | 0.017 | 0.036 |
P (AR 1) | <0.001 | <0.001 | <0.001 | <0.001 | <0.001 | <0.001 | <0.001 |
P (AR 2) | 0.006 | 0.011 | <0.001 | 0.011 | 0.019 | 0.017 | 0.022 |
P (AR 3) | 0.014 | 0.038 | 0.041 | 0.045 | 0.060 | 0.044 | 0.052 |
P (AR 4) | 0.016 | 0.021 | 0.026 | 0.025 | 0.041 | 0.038 | 0.046 |
Statistics of fit | Â | Â | Â | Â | Â | Â | Â |
Number of observations | 27 | 26 | 25 | 24 | 23 | 22 | 21 |
Number of missing actuals | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Number of model parameters | 6 | 6 | 6 | 6 | 6 | 6 | 6 |
Mean square error | 0.007 | 0.007 | 0.007 | 0.007 | 0.007 | 0.007 | 0.007 |
Root mean square error | 0.081 | 0.081 | 0.082 | 0.082 | 0.083 | 0.082 | 0.084 |
Mean absolute percent error | 20.124 | 19.560 | 19.703 | 19.825 | 20.263 | 18.924 | 19.640 |
Mean absolute error | 0.066 | 0.065 | 0.066 | 0.067 | 0.068 | 0.064 | 0.066 |
R2 | 0.561 | 0.561 | 0.566 | 0.582 | 0.540 | 0.560 | 0.561 |
adjusted R2 | 0.456 | 0.452 | 0.452 | 0.465 | 0.405 | 0.423 | 0.415 |
Akaike information criterion | −123.514 | −118.436 | −113.120 | −108.025 | −102.520 | −97.849 | −91.927 |