Given the data for quarterly Long Haul Trucking Company revenue found in Doc Sharing Exam 2 Data, Problem 18 tab. Determine the best ARIMA model to apply and select the menu for the model in (0,0,0)(0,0,0) form. Remember that I will only accept an ARIMA model with non-significant residuals at the 95% confidence level for all lag periods. Also apply the law of parsimony.

(0,0,0)(0,1,1) a seasonal MA 1 model with one seasonal difference (0,1,1) (1,1,1) a seasonal ARMA model with one seasonal difference and an MA1 non seasonal model with one non seasonal difference. (0,1,1) (0,0,0) an MA1 model with one non-seasonal (regular) difference (1,1,1)(0,0,0) an ARMA model with one non seasonal difference (1,1,1)(1,1,0) an ARMA non seasonal model with one regular difference and an AR model with one seasonal difference.

Question 19. 19. What is the fit period MAPE of the best ARIMA model?

9.74% 14.04% 4.32% -3.23% 7.34%

Question 20.20. What is the forecast value for the 8th future quarter from the best ARIMA model?

1034.56 653.23 823.32 943.33 786.46

Long Haul Trucking Company Company Quarterly Sales Date Sales Rev. 3/31/1995 50 6/30/1995 60 9/29/1995 69 12/29/1995 59 3/29/1996 57 6/28/1996 71 9/30/1996 76 12/31/1996 64 3/31/1997 68 6/30/1997 72 9/30/1997 80 12/31/1997 67 3/31/1998 67 6/30/1998 82 9/30/1998 113 12/31/1998 102 3/31/1999 81 6/30/1999 123 9/30/1999 123 12/31/1999 139 3/31/2000 131 6/30/2000 131 9/29/2000 150 12/31/2000 111 3/31/2001 151 6/30/2001 130 9/28/2001 156 12/31/2001 165 3/29/2002 174 6/28/2002 187 9/30/2002 203 12/31/2002 208 3/31/2003 207 6/30/2003 213 9/30/2003 230 12/31/2003 237 3/31/2004 254 6/30/2004 267 9/30/2004 308 12/31/2004 327 3/31/2005 340 6/30/2005 384 9/30/2005 497 12/30/2005 742 Problems 18 through 20 Revenue in millions of dollars 3/31/2006 6/30/2006 9/29/2006 12/29/2006 3/30/2007 6/29/2007 9/28/2007 12/31/2007 3/31/2008 6/30/2008 9/30/2008 12/31/2008 3/31/2009 6/30/2009 9/30/2009 12/31/2009 3/31/2010 6/30/2010 9/30/2010 12/31/2010 3/31/2011 6/30/2011 9/30/2011 12/30/2011 3/30/2012 6/29/2012 9/28/2012 12/31/2012 3/29/2013 6/28/2013 9/30/2013 12/31/2013 743 790 792 790 789 855 876 855 868 951 934 743 673 699 638 604 632 650 687 796 866 934 955 900 921 937 865 811 803 839 851 804