Unistat Statistics Software

Box-Jenkins ARIMA in Excel with UNISTAT

The UNISTAT statistics add-in extends Excel with Box-Jenkins ARIMA capabilities.

For further information visit UNISTAT User's Guide section 9.1. Box-Jenkins ARIMA.

Here we provide a sample output from the UNISTAT Excel statistics add-in for data analysis.

Forecasts with Origin at 168

Row	Forecast	Lower 95%	Upper 95%
169	848.4627	812.5347	884.3908
170	790.4152	748.5739	832.2565
171	802.9863	761.1450	844.8277
172	897.2505	855.4092	939.0918
173	884.6228	842.7815	926.4642
174	1004.5412	962.6999	1046.3826
175	1172.1330	1130.2917	1213.9743
176	1198.5591	1156.7178	1240.4004
177	926.1231	884.2818	967.9644
178	926.0101	884.1688	967.8514
179	806.3858	764.5445	848.2271
180	911.1494	869.3081	952.9907
181	882.9764	838.7358	927.2169
182	824.0693	779.0048	869.1338
183	837.2795	792.2150	882.3440
184	934.0786	889.0141	979.1431
185	921.2332	876.1687	966.2976
186	1044.2033	999.1388	1089.2677
187	1216.0144	1170.9499	1261.0788
188	1243.1172	1198.0528	1288.1817
189	963.8793	918.8148	1008.9438
190	963.7683	918.7039	1008.8328
191	841.1561	796.0916	886.2206
192	948.5402	903.4758	993.6047

Parameter	Estimate	Standard Error	t Ratio
(AR) P(1)	0.5490	0.0292	18.7748
(MA) Q(1)	0.5969	0.0284	20.9931
(SAR) Ps(1)	1.0250	0.0099	103.7169
(SMA) Qs(1)	0.6250	0.0430	14.5430

	(AR) P(1)	(MA) Q(1)	(SAR) Ps(1)	(SMA) Qs(1)
(AR) P(1)	0.0009	-0.0001	0.0001	0.0008
(MA) Q(1)	-0.0001	0.0008	0.0001	0.0007
(SAR) Ps(1)	0.0001	0.0001	0.0001	0.0003
(SMA) Qs(1)	0.0008	0.0007	0.0003	0.0018

	(AR) P(1)	(MA) Q(1)	(SAR) Ps(1)	(SMA) Qs(1)
(AR) P(1)	1.0000	-0.1771	0.3616	0.6459
(MA) Q(1)	-0.1771	1.0000	0.3090	0.6118
(SAR) Ps(1)	0.3616	0.3090	1.0000	0.6802
(SMA) Qs(1)	0.6459	0.6118	0.6802	1.0000

() Two Standard Error Limits

Lag	Correlation	Standard Error	-1.0000 1.0000
1	-0.3762	0.0798	****(** )
2	0.1995	0.0795	( **)
3	-0.3327	0.0793	***(** )
4	0.0968	0.0790	( ***)
5	-0.2434	0.0788	(** )
6	0.1446	0.0785	( ****
7	-0.0753	0.0782	( *** )
8	0.1267	0.0780	( ****
9	-0.1371	0.0777	***** )
10	0.0799	0.0774	( ** )
11	-0.0426	0.0772	( *** )
12	0.0797	0.0769	( ** )
13	0.0177	0.0766	( * )
14	0.0482	0.0763	( ** )
15	-0.0214	0.0761	( ** )
16	-0.0176	0.0758	( ** )
17	0.0434	0.0755	( ** )
18	-0.2533	0.0752	*(** )
19	0.1797	0.0750	( **)
20	-0.0784	0.0747	( *** )
21	0.1364	0.0744	( ****
22	-0.1768	0.0741	(*** )
23	0.1528	0.0738	( ****
24	-0.1589	0.0736	***** )
25	0.1915	0.0733	( **)

Lag	Ljung Box	DoF
6	60.5684	2
12	69.6972	8
18	81.9477	14
25	113.6225	21

() Two Standard Error Limits

Lag	Correlation	Standard Error	-1.0000 1.0000
1	0.0190	0.0774	( * )
2	-0.0201	0.0774	( ** )
3	-0.2507	0.0774	*(** )
4	-0.0031	0.0822	( ** )
5	-0.2540	0.0822	(*** )
6	0.0029	0.0867	( * )
7	-0.2378	0.0867	(**** )
8	0.0042	0.0906	( * )
9	-0.2221	0.0906	(**** )
10	-0.0156	0.0938	( ** )
11	0.0232	0.0938	( * )
12	0.9027	0.0938	( **)****************
13	0.0270	0.1362	( * )
14	-0.0147	0.1363	( ** )
15	-0.2332	0.1363	(******* )
16	0.0039	0.1386	( * )
17	-0.2282	0.1386	(******* )
18	-0.0096	0.1409	( ** )
19	-0.2142	0.1409	(******* )
20	-0.0021	0.1428	( ** )
21	-0.2007	0.1428	( ****** )
22	-0.0241	0.1445	( ** )
23	0.0319	0.1445	( * )
24	0.8186	0.1446	( *****)***********
25	0.0353	0.1701	( * )

() Two Standard Error Limits

Lag	Correlation	Standard Error	-1.0000 1.0000
1	0.0190	0.0774	( * )
2	-0.0204	0.0774	( ** )
3	-0.2501	0.0774	*(** )
4	0.0052	0.0774	( * )
5	-0.2807	0.0774	*(** )
6	-0.0595	0.0774	( *** )
7	-0.3066	0.0774	**(** )
8	-0.1798	0.0774	(*** )
9	-0.4166	0.0774	*****(** )
10	-0.5227	0.0774	*******(** )
11	-0.7529	0.0774	*************(** )
12	0.5100	0.0774	( *)*******
13	-0.1686	0.0774	(*** )
14	-0.1999	0.0774	(*** )
15	-0.0377	0.0774	( ** )
16	-0.1073	0.0774	(**** )
17	0.0794	0.0774	( ** )
18	-0.0910	0.0774	(**** )
19	0.0306	0.0774	( * )
20	-0.0060	0.0774	( ** )
21	-0.0172	0.0774	( ** )
22	-0.0207	0.0774	( ** )
23	-0.0014	0.0774	( ** )
24	0.0452	0.0774	( ** )
25	-0.0021	0.0774	( ** )