ARIMA SPSS

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Phi
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Analyze Time Series Autocorrelations

Options ,
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Display autocorrelations at periodic lags.

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, ACF
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Analyze Time Series Sequence charts

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 ARIMA SPSS

- ARIMA (0,0,0)(1,1,1)12.
ARIMA ,
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Analyze Time Series Create models

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, Statistics
Parameter estimates.

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DIFFSEASONAL= [1] DIFFSEASONAL=1.

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 ARIMA SPSS

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 ARIMA SPSS

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Noise Residual,
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 ARIMA SPSS

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Analyze Time Series Create models

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 ARIMA SPSS

Expert Modeler.

Critera -
ARIMA , .. , Model
ARIMA models only Expert modeler considers seasonal models.

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 ARIMA SPSS

Outliers
.
, . Help Topics (
outliers).

ARIMA .
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Model Description

Model ID

Monthly sales of men's clothing (value)

Model_1

Model Type

ARIMA(0,0,0)(1,1,0)

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(Analyze Descriptive statistics Descriptives, Save
standardized values as variables).
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 ARIMA SPSS

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 ARIMA SPSS

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 ARIMA SPSS

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1998 . 1998 ., 1989 .
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ARIMA ( ).
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Statistics 3

N
Mean

Valid

MAPEarima_outliers*

Missing

12

11,9740

MAPEarima

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12,7164

2. ARIMA . ARIMAX
SPSS, Transform Compute variable : abs(( ) /
)*100. Analyze Descriptive statistics
Frequencies Statistics Mean,
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 ARIMA SPSS

, ARIMA
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Analyze Time Series Create models

Time Series Modeler

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 ARIMA SPSS

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Statistics. ,
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 ARIMA SPSS

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 ARIMA SPSS

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 ARIMA SPSS

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 ARIMA SPSS

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Analyze Descriptive statistics P-P plots

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Analyze Descriptive statistics Explore

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 ARIMA SPSS

, Plots
Normality plots with tests.

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Tests of Normality

Kolmogorov-Smirnova

Noise residual from men-Model_1

a. Lilliefors Significance Correction

Statistic

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df

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Statistic

,881

Shapiro-Wilk
df

96

Sig.

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 ARIMA SPSS

SPSS
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Expert
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 ARIMA SPSS

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Tests of Normality

Kolmogorov-Smirnova

Noise residual from men-Model_1

a. Lilliefors Significance Correction

Statistic

,072

df

96

Sig.

,200*

Statistic

,979

Shapiro-Wilk
df

96

Sig.

*. This is a lower bound of the true significance.

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Times Series Modeler ( Option)
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ARIMAX (
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Statistics

N
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Valid

MAPEarimax_outliers*

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6,7367

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3. ARIMA

ARIMA
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Time Series Modeler

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 ARIMA SPSS

5.
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Model Description

Model ID

Monthly sales of men's clothing (value)

Model_1

Model Type

ARIMA(0,0,0)(0,1,1)

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theta, .

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 ARIMA SPSS

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Tests of Normality

Kolmogorov-Smirnova

Noise residual from men-Model_1

a. Lilliefors Significance Correction

Statistic

,110

df

96

Sig.

,006

Statistic

Shapiro-Wilk

,937

df

96

Sig.

,000

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.

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 ARIMA SPSS
Model Description

Model ID

Monthly sales of men's clothing (value)

Model_1

Model Type

ARIMA(0,0,0)(1,1,0)

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 ARIMA SPSS

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Tests of Normality

Kolmogorov-Smirnova

Noise residual from men-Model_1

a. Lilliefors Significance Correction

Statistic

,055

df

96

Sig.

,200*

Statistic

,991

Shapiro-Wilk
df

96

Sig.

,798

*. This is a lower bound of the true significance.

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 ARIMA SPSS

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Statistics

N
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MAPEevent_outlier*

Valid

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