| 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) | 0.8409 | 0.8014 | 0.8165 | 0.8117 | 0.8221 | 0.8726 | 1.0163 |
Intercept | 2.2390 | 2.1572 | 2.1088 | 2.1729 | 2.2357 | 2.2204 | 2.2177 |
Linear trend | 0.0450 | 0.0531 | 0.0580 | 0.0508 | 0.0436 | 0.0455 | 0.0501 |
Autoregressive function (AR) 1 | −0.2960 | −0.3018 | −0.2734 | −0.3108 | −0.2875 | −0.2949 | −0.3796 |
AR 2 | 0.1720 | 0.2303 | 0.2719 | 0.2857 | 0.3211 | 0.3159 | Â |
AR 3 | −0.1589 | −0.0998 | −0.1117 | −0.0676 | −0.0636 | −0.0628 |  |
AR 4 | −0.4137 | −0.4334 | −0.4715 | −0.4652 | −0.4556 | −0.4443 |  |
P (linear) | 0.008 | 0.005 | 0.005 | 0.018 | 0.063 | 0.078 | 0.083 |
P (AR 1) | 0.151 | 0.134 | 0.186 | 0.143 | 0.181 | 0.190 | 0.096 |
P (AR 2) | 0.424 | 0.284 | 0.228 | 0.206 | 0.168 | 0.189 | Â |
P (AR 3) | 0.465 | 0.644 | 0.609 | 0.762 | 0.778 | 0.787 | Â |
P (AR 4) | 0.059 | 0.043 | 0.035 | 0.037 | 0.043 | 0.060 | Â |
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 | 3 |
Mean square error | 0.673 | 0.639 | 0.649 | 0.635 | 0.634 | 0.661 | 0.873 |
Root mean square error | 0.820 | 0.799 | 0.806 | 0.797 | 0.796 | 0.813 | 0.934 |
Mean absolute percent error | 24.994 | 24.125 | 24.038 | 23.570 | 22.365 | 23.334 | 30.171 |
Mean absolute error | 0.668 | 0.654 | 0.649 | 0.639 | 0.612 | 0.633 | 0.734 |
R2 | 0.338 | 0.391 | 0.400 | 0.402 | 0.383 | 0.384 | 0.221 |
adjusted R2 | 0.180 | 0.239 | 0.241 | 0.236 | 0.202 | 0.191 | 0.134 |
Akaike information criterion | 1.305 | 0.343 | 1.211 | 1.114 | 1.507 | 2.886 | 3.137 |