| Last year in model | ||||||
---|---|---|---|---|---|---|---|
 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 |
Parameter estimates | Â | Â | Â | Â | Â | Â | Â |
Model variance (sigma squared) | 0.0079 | 0.0078 | 0.0081 | 0.0084 | 0.0090 | 0.0088 | 0.0096 |
Intercept | 0.3064 | 0.2986 | 0.3020 | 0.3055 | 0.3085 | 0.3009 | 0.3015 |
Linear trend | 0.0028 | 0.0034 | 0.0031 | 0.0028 | 0.0026 | 0.0033 | 0.0032 |
Autoregressive function (AR) 1 | −0.8560 | −0.7972 | −0.8108 | −0.8302 | −0.8031 | −0.8228 | −0.8169 |
AR 2 | −0.6782 | −0.5829 | −0.6183 | −0.6108 | −0.5812 | −0.5924 | −0.5816 |
AR 3 | −0.5713 | −0.4404 | −0.4414 | −0.4403 | −0.4232 | −0.4638 | −0.4583 |
AR 4 | −0.5686 | −0.5388 | −0.5272 | −0.5345 | −0.5170 | −0.5196 | −0.5161 |
P (linear) | 0.011 | 0.008 | 0.019 | 0.046 | 0.110 | 0.056 | 0.096 |
P (AR 1) | <0.001 | 0.001 | 0.002 | 0.002 | 0.004 | 0.004 | 0.005 |
P (AR 2) | 0.023 | 0.053 | 0.051 | 0.057 | 0.086 | 0.079 | 0.099 |
P (AR 3) | 0.039 | 0.127 | 0.135 | 0.140 | 0.174 | 0.139 | 0.160 |
P (AR 4) | 0.008 | 0.012 | 0.016 | 0.016 | 0.026 | 0.026 | 0.035 |
Statistics of fit | Â | Â | Â | Â | Â | Â | Â |
Number of observations | 27 | 26 | 25 | 24 | 23 | 22 | 21 |
Number of missing actuals | 3 | 3 | 3 | 3 | 3 | 3 | 3 |
Number of model parameters | 6 | 6 | 6 | 6 | 6 | 6 | 6 |
Mean square error | 0.008 | 0.007 | 0.008 | 0.008 | 0.008 | 0.008 | 0.009 |
Root mean square error | 0.088 | 0.086 | 0.088 | 0.089 | 0.091 | 0.090 | 0.092 |
Mean absolute percent error | 25.924 | 24.491 | 25.293 | 26.260 | 27.334 | 26.154 | 27.500 |
Mean absolute error | 0.074 | 0.071 | 0.073 | 0.075 | 0.078 | 0.074 | 0.078 |
R2 | 0.379 | 0.386 | 0.376 | 0.386 | 0.303 | 0.331 | 0.330 |
adjusted R2 | 0.207 | 0.205 | 0.182 | 0.182 | 0.054 | 0.074 | 0.050 |
Akaike information criterion | −104.805 | −100.641 | −94.900 | −89.444 | −83.796 | −79.534 | −73.745 |