Answered step by step
Verified Expert Solution
Question
1 Approved Answer
I need to found the model arma(p,q) for the next series: Workfile: VEHICULOS - (fileservalumnossd.camposbdocumentsvehiculos.wf1) View Proc Object Save Snapshot Freeze Details+/-|Show Fetch Store Delete
I need to found the model arma(p,q) for the next series:
Workfile: VEHICULOS - (\\\\fileserv\\alumnos\\sd.camposb\\documents\\vehiculos.wf1) View Proc Object Save Snapshot Freeze Details+/-|Show Fetch Store Delete Genr |Sample Range: 2013M01 2020M06 -- 90 obs Sample: 2013M01 2020M06 -- 90 obs ar3 BC Series: VENTA Workfile: VEHICULOS:Untitled\\ = ma3 resid View Proc Object Properties Print Name Freeze Sample Genr Sheet Graph Stats Ident Correlogram of VENT venta Date: 05/01/22 Time: 12:07 Sample: 2013M01 2020M06 Included observations: 84 Autocorrelation Partial Correlation AC PAC Q-Stat Prob 0.210 0.210 3.8318 0.050 2 0.096 0.054 4.6399 0.098 3 0.362 0.348 16.327 0.001 4 0.209 0.086 20.262 0.000 5 0.113 0.044 21.428 0.001 6 0.095 -0.064 22.258 0.001 7 0.014 -0.110 22.276 0.002 8 0.188 0.161 25.636 0.001 9 0.236 0.200 31.016 0.000 10 10 -0.037 -0.084 31.151 0.001 11 0.099 0.022 32.121 0.001 12 0.196 0.010 35.995 0.000 13 -0.076 -0.169 36.577 0.000 14 0.011 0.011 36.589 0.001 15 -0.005 -0.072 36.592 0.001 16 -0.074 -0.017 37.175 0.002 17 0.006 -0.010 37.179 0.003 18 -0.237 -0.286 43.348 0.001 19 -0.152 -0.024 45.904 0.001 20 0.044 0.046 46.126 0.001 21 -0.080 0.081 46.866 0.001 22 -0.205 -0.030 51.770 0.000 23 -0.017 -0.011 51.803 0.001 24 0118 0 202 53 493 0 000EViews File Edit Object View Proc Quick Options Add-ins Window Help Command Is venta t car(3) ma(3) Command Capture Workfile: VEHICULOS - (\\fileserv\\alumnos\\ sd.camposb\\documents\\vehiculos.wf1) View Proc Object Sa E Equation: UNTITLED Workfile: VEHICULOS:Untitled\\ O X Range: 2013M01 20 View Proc Object Print Name Freeze Estimate Forecast Stats Resids Sample: 2013M01 20 Dependent Variable: VENTA B ar3 Method: ARMA Maximum Likelihood (BFGS) Date: 05/01/22 Time: 12:28 a ma3 Sample: 2013M01 2019M12 resid Included observations: 84 Convergence achieved after 14 iterations venta Coefficient covariance computed using outer product of gradients Variable Coefficient Std. Error t-Statistic Prob. -20.92138 5.835514 -3.585182 0.0006 c 14100.18 299.9616 47.00664 0.0000 AR(3) -0.376122 0.258708 -1.453847 0.1500 MA(3) 0.737246 0.202056 3.648715 0.0005 SIGMASQ 1209333. 215702.9 5.606477 0.0000 R-squared 0.266154 Mean dependent var 13210.43 Adjusted R-squared 0.228997 S.D. dependent var 1291.431 S.E. of regression 1133.964 Akaike info criterion 16.97276 Sum squared resid 1.02E+08 Schwarz criterion 17.11746 Log likelihood -707.8561 Hannan-Quinn criter. 17.03093 F-statistic 7.163002 Durbin-Watson stat 1.772606 Prob(F-statistic) 0.000057 Inverted AR Roots 36-.63 36+.631 -.72 Inverted MA Roots 45+.78i 45-.78i -.90Is venta t car(3) ma(3) Command Capture Workfile: VEHICULOS - (\\fileserv\\alumnos\\sd.camposb\\ documents\\vehiculos.wf1) View Proc Object Sa = Equation: UNTITLED Workfile: VEHICULOS:Untitled\\ X Range: 2013M01 20 View Proc Object Print Name Freeze Estimate Forecast Stats Resids Sample: 2013M01 20 Correlogram of Residuals @ ar3 B C Date: 05/01/22 Time: 12:31 ma3 Sample: 2013M01 2020M06 resid Included observations: 84 Q-statistic probabilities adjusted for 2 ARMA terms venta Autocorrelation Partial Correlation AC PAC Q-Stat Prob* 0.051 0.051 0.2290 2 -0.038 -0.041 0.3583 -0.023 -0.019 0.4059 0.524 4 0.088 0.089 1.1016 0.576 5 -0.029 -0.041 1.1808 0.758 6 0.059 0.070 1.5062 0.826 7 -0.116 -0.125 2.7745 0.735 8 0.099 0.114 3.7082 0.716 9 0.067 0.053 4.1423 0.763 10 -0.090 -0.113 4.9380 0.764 11 -0.026 0.027 5.0073 0.834 12 0.116 0.082 6.3577 0.784 13 -0.134 -0.150 8.1895 0.696 14 -0.012 0.014 8.2053 0.769 15 -0.059 -0.058 8.5637 0.805 16 -0.075 -0.080 9.1572 0.821 17 -0.037 -0.033 9.3088 0.861 18 -0.199 -0.237 13.655 0.624 19 -0.109 -0.017 14.980 0.597 20 0.096 0.040 16.011 0.592 21 -0.088 -0.133 16.892 0.597 22 -0.180 -0.104 20.683 0.416 23 -0.058 -0.090 21.079 0.454 24 0.153 0.173 23.916 0.352 25 -0.039 -0.075 24.101 0.398 26 0.029 0.030 24.205 0.450 27 -0.091 -0.005 25.249 0.448 28 0.088 0.028 26.240 0.450 29 -0.027 -0.076 26.336 0.500 30 -0.181 -0.180 30.724 0.329Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started