Time Series Analysis - Moving Averages by Aniakor Blessing NASSON FPN - NATIONAL ASSOCAITION OF STATISTICS STUDENTS OF NIGERIA FPN CHAPTER

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Sunday, 29 July 2018

Time Series Analysis - Moving Averages by Aniakor Blessing NASSON FPN

 

Income
Feeding Expenses
School Expenses
903
159
114
1190
165
204
856
164
231
1183
143
117
857
156
279
1086
121
296
1006
182
280
1087
157
218
1182
167
106
1010
164
235
995
151
207
1049
163
198
1028
127
114
909
170
297
1199
163
220
821
174
190
1033
152
239
835
135
284
1138
190
82
1156
155
179
797
139
93
858
137
213
738
136
283
863
182
258

Moving Averages


Summary statistics:














Variable
Observations
Obs. with missing data
Obs. without missing data
Minimum
Maximum
Mean
Std. deviation
Income
24
0
24
738.000
1199.000
990.792
142.948
















Goodness of fit statistics (Income):












Statistic
Value






Observations
24






DF
24






SSE
405910.372






MSE
16912.932






RMSE
130.050






MAPE
11.145






MPE
-2.188






MAE
107.954






0.136








Series before and after smoothing (Income):










Income
MA(Income)
Residuals
Lower bound (95%)
Upper bound (95%)

1
903.000
997.800
-94.800



2
1190.000
1012.500
177.500



3
856.000
1011.571
-155.571



4
1183.000
1021.000
162.000



5
857.000
1038.889
-181.889



6
1086.000
1050.778
35.222



7
1006.000
1029.111
-23.111



8
1087.000
1050.556
36.444



9
1182.000
1033.333
148.667



10
1010.000
1039.111
-29.111



11
995.000
1051.667
-56.667



12
1049.000
1031.111
17.889



13
1028.000
1025.111
2.889



14
909.000
986.556
-77.556



15
1199.000
1000.778
198.222



16
821.000
1018.667
-197.667



17
1033.000
990.667
42.333



18
835.000
971.778
-136.778



19
1138.000
952.778
185.222



20
1156.000
915.444
240.556



21
797.000
927.250
-130.250



22
858.000
912.143
-54.143



23
738.000
925.000
-187.000



24
863.000
882.400
-19.400


0
25

814.000

559.107
1068.893

26

818.250

563.357
1073.143

27

808.313

553.420
1063.205

28

825.891

570.998
1080.783

29

816.613

561.720
1071.506

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