--------------------
(A) 1120,08 829,732 10,5865 - 42,8933 - 0,515785
(B) 895,685 533,751 6,7524 305,158 3,60671
(C) 796,195 567,722 7,93316 5,72645E - 13 - 1,03552
(D) 787,281 570,985 7,9173 37,5364 - 0,533293
(E) 785,403 561,045 7,76946 - 1,68425E - 13 - 0,979185
Model RMSE RUNS RUNM AUTO MEAN VAR
-----------------------------------------------
(A) 1120,08 OK OK OK OK OK
(B) 895,685 OK OK OK OK OK
(C) 796,195 * OK ** OK OK
(D) 787,281 * OK ** OK OK
(E) 785,403 * OK *** OK OK:=Root Mean Squared Error=Test for excessive runs up and down=Test for excessive runs above and below median=Box-Pierce test for excessive autocorrelation =Test for difference in mean 1st half to 2nd half=Test for difference in variance 1st half to 2nd half=not significant (p gt;=0.05)
*=marginally significant (0.01 lt; p lt;=0.05)
**=significant (0.001 lt; p lt;=0.01)
***=highly significant (p lt;=0.001)
Додаток Ж
95,0% Upper 95,0% Forecast Limit Limit
-----------------------------------------------------------------------------
, 0 9597,6 7769,13 11426,1
, 0 9352,36 7441,78 11262,9
, 0 10239,2 8230,38 12247,9
, 0 10247,1 8123,7 12370,6
, 0 10023,3 7768,55 12278,1
, 0 10931,5 8528,85 13334,2
, 0 10961,0 8394,01 13527,9
, 0 10758,6 8011,35 13505,8
, 0 11688,2 8745,11 14631,3
, 0 11739,1 8584,89 14893,2
, 0 11558,1 8178,09 14938,1
, 0 12509,2 8888,93 16129,4
