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1475
3) „µ¦ž¦³¤µ–‡nµ‹µ„˜´ ªÂš¸ÉÁ®¤µ³¤Äœ o° 2 ‹³ž¦³¤µ–‡nµ¡µ¦µ¤· Á˜°¦r —oª¥ª·›¸ „ε¨´Š°Š
œo°¥» — ‡nµ¡µ¦µ¤·Á˜°¦r—Š—´Š˜µ¦µŠš¸É 1 ˜´ªÂ¡¥µ„¦–r‡º° t t 1 t-1 ˆY Y 45.126241 0.427354e
˜µ¦µŠš¸É 1 ‡nµž¦³¤µ– °Š´¤ž¦³·š›·Í˜´ªÂ ARIMA (0,1,1)
¡µ¦µ¤·Á˜°¦r ‡nµž¦³¤µ– SE ‡nµ™·˜· t P-Value
Constant 45.126241 26.604255 1.6962039 0.00938
MA1 0.427354 0.102630 4.1460394 0.00007
4) ˜¦ª‹°‡ªµ¤Á®¤µ³¤ °Š˜´ªÂ Á¤ºÉ °š—°‡nµ‡ªµ¤‡¨µ—Á‡¨ºÉ°œÃ—¥¡·‹µ¦–µ‹µ„„¦µ¢
‡ªµ¤‡¨µ—Á‡¨ºÉ°œ„´Áª¨µ —´Š£µ¡š¸É 3 ¡ªnµ‡nµ‡ªµ¤‡¨µ—Á‡¨ºÉ °œ„¦³‹µ¥°¥¼n¦° Ç ‡nµ«¼œ¥r —Šªnµ‡nµ‡ªµ¤
‡¨µ—Á‡¨ºÉ°œ¤¸‡nµÁŒ¨¸É¥Ášnµ„´«¼œ¥r ¨³‡ªµ¤Âž¦ž¦ªœ‡Šš¸É
Sequence number
SEP 2551 APR 2551 NOV 2550 JUN 2550 JAN 2550 AUG 2549 MAR 2549 OCT 2548 MAY 2548 DEC 2547 JUL 2547 FEB 2547 SEP 2546 APR 2546 NOV 2545 JUN 2545 JAN 2545 Error for TUNA from ARIMA, MOD_7 CON
2000
1000
0
-1000
-2000
£µ¡š¸É 3 „¦µ¢‡ªµ¤‡¨µ—Á‡¨ºÉ °œ‹µ„ª·›¸„µ¦ °Šp °„Žr-Á‹œ„·œr
‹µ„œ´Êœ¡·‹µ¦–µ„¦µ¢ ACF °Š‡ªµ¤‡¨µ—Á‡¨ºÉ°œ—´Š£µ¡š¸É 4 ¡ªnµ¢{ Š„r´œ®´¤¡´ œ›rĜ˜´ªÁ°Š °Š‡ªµ¤
‡¨µ—Á‡¨ºÉ°œ‹³˜„°¥¼nĜ °Á ˜‡ªµ¤ÁºÉ°¤´Éœ¦o °¥¨³ 95 š»„‡nµ lag —Šªnµ‡nµ‡ªµ¤‡¨µ—Á‡¨ºÉ°œÅ¤n¤¸ ®´¤¡´ œ›r
¨³‹µ„‡nµ™·˜· Q 宦´‡nµ K=6, 12, 18 ¨³ 24 Ášnµ„´ 4.577, 16.560, 18.984 ¨³ 34.423 ˜µ¤¨Îµ—´ Ž¹ÉŠ‡nµ™·˜·
Q ¤¸‡nµœo °¥„ªnµ‡nµÅ‡Â‡ª¦r 2 F š» „‡nµ lag —Šªnµ˜´ªÂp°„Žr -Á‹œ„·œr š¸ÉÁ¨º°„¤µœ´Êœ¤¸‡ªµ¤Á®¤µ³¤Â¨oª
Error for TUNA from ARIMA, MOD_7 CON
Lag Number
23 21 19 17 15 13 11 9 7 5 3 1 ACF
1.0
.5
0.0
-.5
-1.0
Confidence Limits
Coefficient
£µ¡š¸É 4 „¦µ¢ ACF °Š‡ªµ¤‡¨µ—Á‡¨ºÉ°œ‹µ„ª· ›¸„µ¦ °Šp°„Žr -Á‹œ„·œr