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this subject (book)is Forecasting, Time serise and regression Q11.14 page532

Exercises 533 FIGURE 11.35 (for Exercise 11.14) MINITAB output of estimation, diagnostic checking, and forecasting for the model z = 0, -0,1 - 0,2 - 0,03-0,1201-12 + 0,01,1202-13 +0,0,12-14 + 0,01,1281-15 where z = y* - -1 - 1-12 + yi-13 and yo = Iny, Final Estimates of Parameters Type Coef SE Coef MA 1 0.3596 0.0905 MA 2 -0.0894 0.0963 MA 3 0.2185 0.0908 SMA 12 0.6600 0.0764 T 3.97 -0.93 2.41 8.64 P 0.000 0.355 0.018 0.000 Differencing: 1 regular, 1 seasonal of order 12 Number of observations: Original series 132, after differencing 119 Residuals: SS = 0.144662 (backforecasts excluded) MS = 0.001258 DF = 115 (a) Estimation Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 4.7 18.0 30.7 37.5 DF 8 20 32 44 P-Value 0.791 0.585 0.530 0.744 (b) Diagnostic checking Period Forecast Lower95 Upper95 133 420.018 391.806 450.261 134 399.576 367.911 433.967 135 465.670 422.660 513.057 136 453.626 409.137 502.953 137 469.492 420.935 523.650 138 542.982 484.086 609.044 139 614.892 545.257 693.421 140 620.603 547.496 703,472 131 523.481 459.538 596.322 142 459.205 401.197 525.599 143 403.530 350.938 464.005 144 450.137 389.731 519.905 ( Forecasts for y133 through y144 Exercises 533 FIGURE 11.35 (for Exercise 11.14) MINITAB output of estimation, diagnostic checking, and forecasting for the model z = 0, -0,1 - 0,2 - 0,03-0,1201-12 + 0,01,1202-13 +0,0,12-14 + 0,01,1281-15 where z = y* - -1 - 1-12 + yi-13 and yo = Iny, Final Estimates of Parameters Type Coef SE Coef MA 1 0.3596 0.0905 MA 2 -0.0894 0.0963 MA 3 0.2185 0.0908 SMA 12 0.6600 0.0764 T 3.97 -0.93 2.41 8.64 P 0.000 0.355 0.018 0.000 Differencing: 1 regular, 1 seasonal of order 12 Number of observations: Original series 132, after differencing 119 Residuals: SS = 0.144662 (backforecasts excluded) MS = 0.001258 DF = 115 (a) Estimation Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 4.7 18.0 30.7 37.5 DF 8 20 32 44 P-Value 0.791 0.585 0.530 0.744 (b) Diagnostic checking Period Forecast Lower95 Upper95 133 420.018 391.806 450.261 134 399.576 367.911 433.967 135 465.670 422.660 513.057 136 453.626 409.137 502.953 137 469.492 420.935 523.650 138 542.982 484.086 609.044 139 614.892 545.257 693.421 140 620.603 547.496 703,472 131 523.481 459.538 596.322 142 459.205 401.197 525.599 143 403.530 350.938 464.005 144 450.137 389.731 519.905 ( Forecasts for y133 through y144

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