ARIMA Model: Green

Final Estimates of Parameters

Type

Coef

SE Coef

T

P

AR 1

0.6940

0.1168

5.94

0.000

Constant

368.1

104.8

3.51

0.001

Mean

1203.0

342.5

Number of observations: 40

Residuals:

SS = 16,691,055 (backforecasts excluded)

MS = 439,238; DF = 38

Modified Box-Pierce (Ljung-Box) Chi-Square statistic

Lag

12

24

36

8

Chi-Square

14.9

21.1

23.9

*

DF

10

22

34

*

P-Value

0.135

0.518

0.902

*