Audit Trail - Statistics

Accuracy Measures	Value		Forecast Statistics	Value
AIC	309.51		Durbin Watson(4)	1.01
BIC	313.82		Mean	61.54
Mean Absolute Percentage Error (MAPE)	3.11	%	Standard Deviation	12.70
R-Square	95.64	%	Variance	161.41
Adjusted R-Square	95.57	%	Ljung-Box	58.17
Root Mean Square Error	2.63
Theil	0.29

Method Statistics	Value
Method Selected	Decomposition
Basic Method	Trend (Linear) Regression
Decomposition Type	Multiplicative

Components of Decomposition

Date	Original Data	Forecasted Data	Centered Moving Average	CMA Trend	Seasonal Indices	Cycle Factors
Sep-1998	56.60				0.90
Oct-1998	49.10				1.09
Nov-1998	58.50	58.93	55.21	62.51	1.07	0.88
Dec-1998	57.50	54.10	57.63	62.45	0.94	0.92
Jan-1999	54.90	55.26	61.16	62.40	0.90	0.98
Feb-1999	70.10	66.69	61.16	62.35	1.09	0.98
Mar-1999	65.80	64.10	60.05	62.29	1.07	0.96
Apr-1999	50.20	55.93	59.58	62.24	0.94	0.96
May-1999	53.30	53.27	58.96	62.19	0.90	0.95
Jun-1999	67.90	64.62	59.26	62.13	1.09	0.95
Jul-1999	63.10	65.27	61.15	62.08	1.07	0.99
Aug-1999	55.30	60.18	64.10	62.03	0.94	1.03
Sep-1999	63.30	61.55	68.13	61.97	0.90	1.10
Oct-1999	81.50	78.71	72.19	61.92	1.09	1.17
Nov-1999	81.70	79.51	74.49	61.87	1.07	1.20
Dec-1999	69.20	70.60	75.20	61.82	0.94	1.22
Jan-2000	67.80	67.77	75.01	61.76	0.90	1.21
Feb-2000	82.70	81.01	74.30	61.71	1.09	1.20
Mar-2000	79.00	78.17	73.24	61.66	1.07	1.19
Apr-2000	66.20	67.71	72.13	61.60	0.94	1.17
May-2000	62.30	64.50	71.39	61.55	0.90	1.16
Jun-2000	79.30	77.40	70.99	61.50	1.09	1.15
Jul-2000	76.50	75.12	70.38	61.44	1.07	1.15
Aug-2000	65.50	64.11	68.29	61.39	0.94	1.11
Sep-2000	58.10	58.80	65.09	61.34	0.90	1.06
Oct-2000	66.80	67.90	62.28	61.28	1.09	1.02
Nov-2000	63.40	64.39	60.33	61.23	1.07	0.99
Dec-2000	56.10	56.10	59.05	61.18	0.94	0.97

Consider the time series decomposition output for Mobile Home Sales above.

Multiple Choice

• The effect of cycle is not accounted for in time series decomposition.

• There is no effect of cycle in this model.

• The effect of cycle is dramatic in this model.

• There is no way to determine the effect of cycle from the data displayed.