Results: monthly_temp_trend_less2.sas

The Print Procedure

Data Set WORK.BBB

Obs time temp x1 x2 xsin1 xcos1 xsin2 xcos2 xsin3 xcos3 xsin4 xcos4 xsin5 xcos5 xcos6
1 1 2.7 0.08333 0.00694 0.50000 0.86603 0.86603 0.5 1 0 0.86603 -0.5 0.50000 -0.86603 -1
2 2 5.9 0.16667 0.02778 0.86603 0.50000 0.86603 -0.5 0 -1 -0.86603 -0.5 -0.86603 0.50000 1
3 3 5.1 0.25000 0.06250 1.00000 0.00000 0.00000 -1.0 -1 -0 -0.00000 1.0 1.00000 0.00000 -1
4 4 9.9 0.33333 0.11111 0.86603 -0.50000 -0.86603 -0.5 -0 1 0.86603 -0.5 -0.86603 -0.50000 1
5 5 10.7 0.41667 0.17361 0.50000 -0.86603 -0.86603 0.5 1 0 -0.86603 -0.5 0.50000 0.86603 -1
6 6 13.1 0.50000 0.25000 0.00000 -1.00000 -0.00000 1.0 0 -1 -0.00000 1.0 0.00000 -1.00000 1
7 7 16.3 0.58333 0.34028 -0.50000 -0.86603 0.86603 0.5 -1 -0 0.86603 -0.5 -0.50000 0.86603 -1
8 8 14.7 0.66667 0.44444 -0.86603 -0.50000 0.86603 -0.5 -0 1 -0.86603 -0.5 0.86603 -0.50000 1
9 9 14.0 0.75000 0.56250 -1.00000 -0.00000 0.00000 -1.0 1 0 -0.00000 1.0 -1.00000 0.00000 -1
10 10 9.8 0.83333 0.69444 -0.86603 0.50000 -0.86603 -0.5 0 -1 0.86603 -0.5 0.86603 0.50000 1
11 11 8.1 0.91667 0.84028 -0.50000 0.86603 -0.86603 0.5 -1 0 -0.86603 -0.5 -0.50000 -0.86603 -1
12 12 3.1 1.00000 1.00000 -0.00000 1.00000 -0.00000 1.0 -0 1 -0.00000 1.0 -0.00000 1.00000 1

The Print Procedure

Data Set WORK.BBB

Obs time temp x1 x2 xsin1 xcos1 xsin2 xcos2 xsin3 xcos3 xsin4 xcos4 xsin5 xcos5 xcos6
289 289 3.7 24.0833 580.007 0.50000 0.86603 0.86603 0.5 1 0 0.86603 -0.5 0.50000 -0.86603 -1
290 290 2.9 24.1667 584.028 0.86603 0.50000 0.86603 -0.5 0 -1 -0.86603 -0.5 -0.86603 0.50000 1
291 291 3.7 24.2500 588.063 1.00000 0.00000 0.00000 -1.0 -1 0 -0.00000 1.0 1.00000 0.00000 -1
292 292 6.7 24.3333 592.111 0.86603 -0.50000 -0.86603 -0.5 0 1 0.86603 -0.5 -0.86603 -0.50000 1
293 293 13.0 24.4167 596.174 0.50000 -0.86603 -0.86603 0.5 1 0 -0.86603 -0.5 0.50000 0.86603 -1
294 294 16.4 24.5000 600.250 -0.00000 -1.00000 0.00000 1.0 0 -1 0.00000 1.0 0.00000 -1.00000 1
295 295 15.2 24.5833 604.340 -0.50000 -0.86603 0.86603 0.5 -1 0 0.86603 -0.5 -0.50000 0.86603 -1
296 296 16.0 24.6667 608.444 -0.86603 -0.50000 0.86603 -0.5 -0 1 -0.86603 -0.5 0.86603 -0.50000 1
297 297 14.4 24.7500 612.563 -1.00000 0.00000 -0.00000 -1.0 1 0 0.00000 1.0 -1.00000 0.00000 -1
298 298 10.7 24.8333 616.694 -0.86603 0.50000 -0.86603 -0.5 0 -1 0.86603 -0.5 0.86603 0.50000 1
299 299 7.8 24.9167 620.840 -0.50000 0.86603 -0.86603 0.5 -1 -0 -0.86603 -0.5 -0.50000 -0.86603 -1
300 300 4.3 25.0000 625.000 0.00000 1.00000 0.00000 1.0 -0 1 0.00000 1.0 -0.00000 1.00000 1
301 301 . 25.0833 629.174 0.50000 0.86603 0.86603 0.5 1 0 0.86603 -0.5 0.50000 -0.86603 -1
302 302 . 25.1667 633.361 0.86603 0.50000 0.86603 -0.5 -0 -1 -0.86603 -0.5 -0.86603 0.50000 1
303 303 . 25.2500 637.563 1.00000 0.00000 0.00000 -1.0 -1 0 -0.00000 1.0 1.00000 -0.00000 -1
304 304 . 25.3333 641.778 0.86603 -0.50000 -0.86603 -0.5 -0 1 0.86603 -0.5 -0.86603 -0.50000 1
305 305 . 25.4167 646.007 0.50000 -0.86603 -0.86603 0.5 1 0 -0.86603 -0.5 0.50000 0.86603 -1
306 306 . 25.5000 650.250 0.00000 -1.00000 -0.00000 1.0 0 -1 -0.00000 1.0 0.00000 -1.00000 1
307 307 . 25.5833 654.507 -0.50000 -0.86603 0.86603 0.5 -1 -0 0.86603 -0.5 -0.50000 0.86603 -1
308 308 . 25.6667 658.778 -0.86603 -0.50000 0.86603 -0.5 -0 1 -0.86603 -0.5 0.86603 -0.50000 1
309 309 . 25.7500 663.063 -1.00000 -0.00000 0.00000 -1.0 1 0 -0.00000 1.0 -1.00000 0.00000 -1
310 310 . 25.8333 667.361 -0.86603 0.50000 -0.86603 -0.5 0 -1 0.86603 -0.5 0.86603 0.50000 1
311 311 . 25.9167 671.674 -0.50000 0.86603 -0.86603 0.5 -1 -0 -0.86603 -0.5 -0.50000 -0.86603 -1
312 312 . 26.0000 676.000 -0.00000 1.00000 -0.00000 1.0 -0 1 -0.00000 1.0 -0.00000 1.00000 1
313 313 . 26.0833 680.340 0.50000 0.86603 0.86603 0.5 1 -0 0.86603 -0.5 0.50000 -0.86603 -1
314 314 . 26.1667 684.694 0.86603 0.50000 0.86603 -0.5 -0 -1 -0.86603 -0.5 -0.86603 0.50000 1
315 315 . 26.2500 689.063 1.00000 -0.00000 -0.00000 -1.0 -1 -0 0.00000 1.0 1.00000 0.00000 -1
316 316 . 26.3333 693.444 0.86603 -0.50000 -0.86603 -0.5 -0 1 0.86603 -0.5 -0.86603 -0.50000 1
317 317 . 26.4167 697.840 0.50000 -0.86603 -0.86603 0.5 1 0 -0.86603 -0.5 0.50000 0.86603 -1
318 318 . 26.5000 702.250 0.00000 -1.00000 -0.00000 1.0 0 -1 -0.00000 1.0 0.00000 -1.00000 1
319 319 . 26.5833 706.674 -0.50000 -0.86603 0.86603 0.5 -1 -0 0.86603 -0.5 -0.50000 0.86603 -1
320 320 . 26.6667 711.111 -0.86603 -0.50000 0.86603 -0.5 -0 1 -0.86603 -0.5 0.86603 -0.50000 1
321 321 . 26.7500 715.563 -1.00000 -0.00000 0.00000 -1.0 1 0 -0.00000 1.0 -1.00000 0.00000 -1
322 322 . 26.8333 720.028 -0.86603 0.50000 -0.86603 -0.5 0 -1 0.86603 -0.5 0.86603 0.50000 1
323 323 . 26.9167 724.507 -0.50000 0.86603 -0.86603 0.5 -1 -0 -0.86603 -0.5 -0.50000 -0.86603 -1
324 324 . 27.0000 729.000 -0.00000 1.00000 -0.00000 1.0 0 1 -0.00000 1.0 -0.00000 1.00000 1

The ARIMA Procedure

The Arima Procedure

Estimation 1

Maximum Likelihood Estimation

Maximum Likelihood Estimation
Parameter Estimate Standard
Error
t Value Approx
Pr > |t|
Lag Variable Shift
MU 9.78647 0.23837 41.06 <.0001 0 temp 0
NUM1 -0.03917 0.04387 -0.89 0.3720 0 x1 0
NUM2 0.0008569 0.0016939 0.51 0.6129 0 x2 0
NUM3 -4.06074 0.11164 -36.37 <.0001 0 xsin1 0
NUM4 -5.00481 0.11160 -44.85 <.0001 0 xcos1 0
NUM5 0.22838 0.11160 2.05 0.0407 0 xsin2 0
NUM6 -0.13188 0.11160 -1.18 0.2373 0 xcos2 0
NUM7 0.08652 0.11160 0.78 0.4382 0 xsin3 0
NUM8 -0.06520 0.11160 -0.58 0.5590 0 xcos3 0
NUM9 0.15157 0.11159 1.36 0.1744 0 xsin4 0
NUM10 0.09080 0.11160 0.81 0.4158 0 xcos4 0
NUM11 0.08283 0.11159 0.74 0.4579 0 xsin5 0
NUM12 -0.02566 0.11160 -0.23 0.8181 0 xcos5 0
NUM13 0.0020697 0.07891 0.03 0.9791 0 xcos6 0

Fit Statistics

Constant Estimate 9.786474
Variance Estimate 1.867893
Std Error Estimate 1.366709
AIC 1052.469
SBC 1104.322
Number of Residuals 300

Correlations of Parameter Estimates

Correlations of Parameter Estimates
Variable
Parameter
temp
MU
x1
NUM1
x2
NUM2
xsin1
NUM3
xcos1
NUM4
xsin2
NUM5
xcos2
NUM6
xsin3
NUM7
xcos3
NUM8
xsin4
NUM9
xcos4
NUM10
xsin5
NUM11
xcos5
NUM12
xcos6
NUM13
temp MU 1.000 -0.868 0.748 -0.018 0.004 -0.008 0.004 -0.005 0.005 -0.003 0.005 -0.001 0.005 0.003
x1 NUM1 -0.868 1.000 -0.968 0.008 -0.001 0.004 -0.002 0.002 -0.002 0.001 -0.002 0.001 -0.002 -0.001
x2 NUM2 0.748 -0.968 1.000 -0.000 -0.001 -0.000 -0.000 -0.000 -0.000 -0.000 -0.000 -0.000 -0.000 0.000
xsin1 NUM3 -0.018 0.008 -0.000 1.000 -0.000 0.000 -0.000 0.000 -0.000 0.000 -0.000 0.000 -0.000 -0.000
xcos1 NUM4 0.004 -0.001 -0.001 -0.000 1.000 -0.000 0.000 -0.000 0.000 -0.000 0.000 -0.000 0.000 0.000
xsin2 NUM5 -0.008 0.004 -0.000 0.000 -0.000 1.000 -0.000 0.000 -0.000 0.000 -0.000 0.000 -0.000 -0.000
xcos2 NUM6 0.004 -0.002 -0.000 -0.000 0.000 -0.000 1.000 -0.000 0.000 -0.000 0.000 -0.000 0.000 0.000
xsin3 NUM7 -0.005 0.002 -0.000 0.000 -0.000 0.000 -0.000 1.000 -0.000 0.000 -0.000 0.000 -0.000 -0.000
xcos3 NUM8 0.005 -0.002 -0.000 -0.000 0.000 -0.000 0.000 -0.000 1.000 -0.000 0.000 -0.000 0.000 0.000
xsin4 NUM9 -0.003 0.001 -0.000 0.000 -0.000 0.000 -0.000 0.000 -0.000 1.000 -0.000 0.000 -0.000 -0.000
xcos4 NUM10 0.005 -0.002 -0.000 -0.000 0.000 -0.000 0.000 -0.000 0.000 -0.000 1.000 -0.000 0.000 0.000
xsin5 NUM11 -0.001 0.001 -0.000 0.000 -0.000 0.000 -0.000 0.000 -0.000 0.000 -0.000 1.000 -0.000 -0.000
xcos5 NUM12 0.005 -0.002 -0.000 -0.000 0.000 -0.000 0.000 -0.000 0.000 -0.000 0.000 -0.000 1.000 0.000
xcos6 NUM13 0.003 -0.001 0.000 -0.000 0.000 -0.000 0.000 -0.000 0.000 -0.000 0.000 -0.000 0.000 1.000

Autocorrelation Check of Residuals

Autocorrelation Check of Residuals
To Lag Chi-Square DF Pr > ChiSq Autocorrelations
6 34.55 6 <.0001 0.294 0.130 0.083 0.058 -0.023 -0.001
12 40.80 12 <.0001 0.043 0.059 0.067 0.050 -0.023 -0.085
18 48.81 18 0.0001 -0.003 -0.129 -0.077 -0.028 0.015 0.041
24 58.06 24 0.0001 0.107 0.059 0.055 -0.082 -0.057 -0.023
30 59.73 30 0.0010 0.034 -0.021 0.014 0.044 0.033 -0.014
36 78.25 36 <.0001 0.005 -0.098 -0.125 -0.009 -0.092 -0.143
42 91.66 42 <.0001 -0.135 -0.059 -0.027 -0.022 -0.036 -0.120
48 93.95 48 <.0001 -0.032 0.052 -0.015 -0.036 0.024 -0.024

Residual Correlation Panel

Residual Correlation Diagnostics for temp

Residual Normality Panel

Residual Normality Diagnostics for temp

Model Filters

Model for variable temp

Model for variable temp
Estimated Intercept 9.786474

Input Number 1

Input Number 1
Input Variable x1
Overall Regression Factor -0.03917

Input Number 2

Input Number 2
Input Variable x2
Overall Regression Factor 0.000857

Input Number 3

Input Number 3
Input Variable xsin1
Overall Regression Factor -4.06074

Input Number 4

Input Number 4
Input Variable xcos1
Overall Regression Factor -5.00481

Input Number 5

Input Number 5
Input Variable xsin2
Overall Regression Factor 0.228379

Input Number 6

Input Number 6
Input Variable xcos2
Overall Regression Factor -0.13188

Input Number 7

Input Number 7
Input Variable xsin3
Overall Regression Factor 0.086521

Input Number 8

Input Number 8
Input Variable xcos3
Overall Regression Factor -0.0652

Input Number 9

Input Number 9
Input Variable xsin4
Overall Regression Factor 0.151567

Input Number 10

Input Number 10
Input Variable xcos4
Overall Regression Factor 0.090804

Input Number 11

Input Number 11
Input Variable xsin5
Overall Regression Factor 0.082827

Input Number 12

Input Number 12
Input Variable xcos5
Overall Regression Factor -0.02566

Input Number 13

Input Number 13
Input Variable xcos6
Overall Regression Factor 0.00207

Estimation 2

Maximum Likelihood Estimation

Maximum Likelihood Estimation
Parameter Estimate Standard
Error
t Value Approx
Pr > |t|
Lag Variable Shift
MU 9.77313 0.32073 30.47 <.0001 0 temp 0
AR1,1 0.29334 0.05660 5.18 <.0001 1 temp 0
NUM1 -0.03712 0.05905 -0.63 0.5296 0 x1 0
NUM2 0.0007915 0.0022792 0.35 0.7284 0 x2 0
NUM3 -4.05990 0.14061 -28.87 <.0001 0 xsin1 0
NUM4 -5.00734 0.14025 -35.70 <.0001 0 xcos1 0
NUM5 0.22934 0.12004 1.91 0.0561 0 xsin2 0
NUM6 -0.13412 0.11990 -1.12 0.2633 0 xcos2 0
NUM7 0.08731 0.10254 0.85 0.3945 0 xsin3 0
NUM8 -0.06722 0.10254 -0.66 0.5121 0 xcos3 0
NUM9 0.15210 0.09098 1.67 0.0945 0 xsin4 0
NUM10 0.08890 0.09105 0.98 0.3289 0 xcos4 0
NUM11 0.08309 0.08462 0.98 0.3261 0 xsin5 0
NUM12 -0.02750 0.08473 -0.32 0.7455 0 xcos5 0
NUM13 0.0011604 0.05845 0.02 0.9842 0 xcos6 0

Fit Statistics

Constant Estimate 6.906252
Variance Estimate 1.712458
Std Error Estimate 1.308609
AIC 1027.444
SBC 1083.001
Number of Residuals 300

Correlations of Parameter Estimates

Correlations of Parameter Estimates
Variable
Parameter
temp
MU
temp
AR1,1
x1
NUM1
x2
NUM2
xsin1
NUM3
xcos1
NUM4
xsin2
NUM5
xcos2
NUM6
xsin3
NUM7
xcos3
NUM8
xsin4
NUM9
xcos4
NUM10
xsin5
NUM11
xcos5
NUM12
xcos6
NUM13
temp MU 1.000 0.000 -0.866 0.746 -0.019 -0.003 -0.011 -0.000 -0.007 0.002 -0.005 0.003 -0.002 0.004 0.003
temp AR1,1 0.000 1.000 -0.001 0.001 0.000 0.000 0.000 -0.000 0.000 -0.000 0.000 -0.000 0.000 -0.000 -0.000
x1 NUM1 -0.866 -0.001 1.000 -0.968 0.010 0.007 0.006 0.003 0.005 0.001 0.003 -0.001 0.002 -0.002 -0.001
x2 NUM2 0.746 0.001 -0.968 1.000 -0.002 -0.009 -0.003 -0.005 -0.003 -0.003 -0.002 -0.001 -0.001 -0.000 -0.000
xsin1 NUM3 -0.019 0.000 0.010 -0.002 1.000 -0.001 0.001 -0.001 0.001 -0.001 0.000 -0.002 0.000 -0.002 -0.001
xcos1 NUM4 -0.003 0.000 0.007 -0.009 -0.001 1.000 -0.002 -0.003 -0.002 -0.001 -0.001 -0.000 -0.001 0.000 0.000
xsin2 NUM5 -0.011 0.000 0.006 -0.003 0.001 -0.002 1.000 -0.002 0.001 -0.002 0.000 -0.002 0.000 -0.002 -0.001
xcos2 NUM6 -0.000 -0.000 0.003 -0.005 -0.001 -0.003 -0.002 1.000 -0.002 -0.000 -0.001 0.000 -0.001 0.001 0.001
xsin3 NUM7 -0.007 0.000 0.005 -0.003 0.001 -0.002 0.001 -0.002 1.000 -0.002 0.000 -0.002 0.000 -0.002 -0.001
xcos3 NUM8 0.002 -0.000 0.001 -0.003 -0.001 -0.001 -0.002 -0.000 -0.002 1.000 -0.001 0.001 -0.001 0.002 0.001
xsin4 NUM9 -0.005 0.000 0.003 -0.002 0.000 -0.001 0.000 -0.001 0.000 -0.001 1.000 -0.001 0.000 -0.001 -0.001
xcos4 NUM10 0.003 -0.000 -0.001 -0.001 -0.002 -0.000 -0.002 0.000 -0.002 0.001 -0.001 1.000 -0.001 0.002 0.002
xsin5 NUM11 -0.002 0.000 0.002 -0.001 0.000 -0.001 0.000 -0.001 0.000 -0.001 0.000 -0.001 1.000 -0.001 -0.001
xcos5 NUM12 0.004 -0.000 -0.002 -0.000 -0.002 0.000 -0.002 0.001 -0.002 0.002 -0.001 0.002 -0.001 1.000 0.002
xcos6 NUM13 0.003 -0.000 -0.001 -0.000 -0.001 0.000 -0.001 0.001 -0.001 0.001 -0.001 0.002 -0.001 0.002 1.000

Autocorrelation Check of Residuals

Autocorrelation Check of Residuals
To Lag Chi-Square DF Pr > ChiSq Autocorrelations
6 2.25 5 0.8130 -0.014 0.034 0.038 0.050 -0.046 -0.008
12 7.00 11 0.7992 0.033 0.035 0.044 0.045 -0.016 -0.093
18 14.14 17 0.6568 0.065 -0.128 -0.040 -0.013 0.013 0.010
24 22.47 23 0.4923 0.095 0.019 0.072 -0.097 -0.034 -0.020
30 25.05 29 0.6759 0.055 -0.040 0.009 0.038 0.029 -0.029
36 37.82 35 0.3416 0.042 -0.078 -0.114 0.059 -0.061 -0.097
42 46.15 41 0.2679 -0.095 -0.019 -0.006 -0.006 0.002 -0.120
48 50.58 47 0.3341 -0.017 0.077 -0.023 -0.046 0.048 -0.035

Residual Correlation Panel

Residual Correlation Diagnostics for temp

Residual Normality Panel

Residual Normality Diagnostics for temp

Model Filters

Model for variable temp

Model for variable temp
Estimated Intercept 9.773133

Autoregressive Factors

Autoregressive Factors
Factor 1: 1 - 0.29334 B**(1)

Input Number 1

Input Number 1
Input Variable x1
Overall Regression Factor -0.03712

Input Number 2

Input Number 2
Input Variable x2
Overall Regression Factor 0.000792

Input Number 3

Input Number 3
Input Variable xsin1
Overall Regression Factor -4.0599

Input Number 4

Input Number 4
Input Variable xcos1
Overall Regression Factor -5.00734

Input Number 5

Input Number 5
Input Variable xsin2
Overall Regression Factor 0.229339

Input Number 6

Input Number 6
Input Variable xcos2
Overall Regression Factor -0.13412

Input Number 7

Input Number 7
Input Variable xsin3
Overall Regression Factor 0.087314

Input Number 8

Input Number 8
Input Variable xcos3
Overall Regression Factor -0.06722

Input Number 9

Input Number 9
Input Variable xsin4
Overall Regression Factor 0.152104

Input Number 10

Input Number 10
Input Variable xcos4
Overall Regression Factor 0.088905

Input Number 11

Input Number 11
Input Variable xsin5
Overall Regression Factor 0.083095

Input Number 12

Input Number 12
Input Variable xcos5
Overall Regression Factor -0.0275

Input Number 13

Input Number 13
Input Variable xcos6
Overall Regression Factor 0.00116

Estimation 3

Maximum Likelihood Estimation

Maximum Likelihood Estimation
Parameter Estimate Standard
Error
t Value Approx
Pr > |t|
Lag Variable Shift
MU 9.47361 0.10618 89.22 <.0001 0 temp 0
AR1,1 0.29100 0.05581 5.21 <.0001 1 temp 0
NUM1 -4.05520 0.13992 -28.98 <.0001 0 xsin1 0
NUM2 -5.00804 0.13962 -35.87 <.0001 0 xcos1 0
NUM3 0.23096 0.11997 1.93 0.0542 0 xsin2 0

Fit Statistics

Constant Estimate 6.716803
Variance Estimate 1.705269
Std Error Estimate 1.30586
AIC 1016.526
SBC 1035.045
Number of Residuals 300

Correlations of Parameter Estimates

Correlations of Parameter Estimates
Variable
Parameter
temp
MU
temp
AR1,1
xsin1
NUM1
xcos1
NUM2
xsin2
NUM3
temp MU 1.000 -0.001 -0.001 -0.003 -0.001
temp AR1,1 -0.001 1.000 -0.001 -0.001 0.068
xsin1 NUM1 -0.001 -0.001 1.000 -0.001 0.000
xcos1 NUM2 -0.003 -0.001 -0.001 1.000 -0.002
xsin2 NUM3 -0.001 0.068 0.000 -0.002 1.000

Autocorrelation Check of Residuals

Autocorrelation Check of Residuals
To Lag Chi-Square DF Pr > ChiSq Autocorrelations
6 2.25 5 0.8136 -0.012 0.027 0.054 0.044 -0.039 0.007
12 5.65 11 0.8957 0.034 0.036 0.059 0.038 -0.018 -0.056
18 12.23 17 0.7862 0.056 -0.124 -0.024 -0.011 0.023 0.030
24 21.56 23 0.5467 0.098 0.016 0.090 -0.098 -0.034 0.011
30 24.07 29 0.7255 0.054 -0.045 0.019 0.038 0.029 -0.010
36 34.08 35 0.5122 0.043 -0.079 -0.097 0.055 -0.061 -0.072
42 40.86 41 0.4769 -0.089 -0.026 0.001 -0.008 0.004 -0.104
48 44.38 47 0.5816 -0.014 0.070 -0.014 -0.051 0.041 -0.018

Residual Correlation Panel

Residual Correlation Diagnostics for temp

Residual Normality Panel

Residual Normality Diagnostics for temp

Model Filters

Model for variable temp

Model for variable temp
Estimated Intercept 9.473607

Autoregressive Factors

Autoregressive Factors
Factor 1: 1 - 0.291 B**(1)

Input Number 1

Input Number 1
Input Variable xsin1
Overall Regression Factor -4.0552

Input Number 2

Input Number 2
Input Variable xcos1
Overall Regression Factor -5.00804

Input Number 3

Input Number 3
Input Variable xsin2
Overall Regression Factor 0.230964

Estimation 4

Maximum Likelihood Estimation

Maximum Likelihood Estimation
Parameter Estimate Standard
Error
t Value Approx
Pr > |t|
Lag Variable Shift
MU 9.47387 0.10710 88.46 <.0001 0 temp 0
AR1,1 0.29392 0.05553 5.29 <.0001 1 temp 0
NUM1 -4.05530 0.14097 -28.77 <.0001 0 xsin1 0
NUM2 -5.00756 0.14066 -35.60 <.0001 0 xcos1 0

Fit Statistics

Constant Estimate 6.689294
Variance Estimate 1.720925
Std Error Estimate 1.31184
AIC 1018.285
SBC 1033.1
Number of Residuals 300

Correlations of Parameter Estimates

Correlations of Parameter Estimates
Variable
Parameter
temp
MU
temp
AR1,1
xsin1
NUM1
xcos1
NUM2
temp MU 1.000 -0.001 -0.001 -0.003
temp AR1,1 -0.001 1.000 -0.001 -0.000
xsin1 NUM1 -0.001 -0.001 1.000 -0.001
xcos1 NUM2 -0.003 -0.000 -0.001 1.000

Autocorrelation Check of Residuals

Autocorrelation Check of Residuals
To Lag Chi-Square DF Pr > ChiSq Autocorrelations
6 1.52 5 0.9110 -0.009 0.019 0.041 0.037 -0.033 0.020
12 3.81 11 0.9752 0.039 0.027 0.046 0.034 -0.009 -0.042
18 11.82 17 0.8110 0.060 -0.130 -0.038 -0.018 0.030 0.045
24 21.03 23 0.5793 0.104 0.009 0.075 -0.103 -0.025 0.024
30 23.82 29 0.7378 0.058 -0.051 0.005 0.032 0.036 0.004
36 33.97 35 0.5175 0.048 -0.086 -0.109 0.049 -0.052 -0.058
42 39.73 41 0.5272 -0.082 -0.032 -0.010 -0.013 0.011 -0.092
48 43.26 47 0.6284 -0.009 0.064 -0.024 -0.054 0.046 -0.009

Residual Correlation Panel

Residual Correlation Diagnostics for temp

Residual Normality Panel

Residual Normality Diagnostics for temp

Model Filters

Model for variable temp

Model for variable temp
Estimated Intercept 9.473868

Autoregressive Factors

Autoregressive Factors
Factor 1: 1 - 0.29392 B**(1)

Input Number 1

Input Number 1
Input Variable xsin1
Overall Regression Factor -4.0553

Input Number 2

Input Number 2
Input Variable xcos1
Overall Regression Factor -5.00756

Estimation 5

Maximum Likelihood Estimation

Maximum Likelihood Estimation
Parameter Estimate Standard
Error
t Value Approx
Pr > |t|
Lag Variable Shift
MU 9.47335 0.10056 94.20 <.0001 0 temp 0
MA1,1 0.05633 0.05915 0.95 0.3410 12 temp 0
AR1,1 0.29188 0.05590 5.22 <.0001 1 temp 0
NUM1 -4.05418 0.13249 -30.60 <.0001 0 xsin1 0
NUM2 -5.00823 0.13218 -37.89 <.0001 0 xcos1 0
NUM3 0.23175 0.11355 2.04 0.0413 0 xsin2 0

Fit Statistics

Constant Estimate 6.708298
Variance Estimate 1.705576
Std Error Estimate 1.305977
AIC 1017.6
SBC 1039.823
Number of Residuals 300

Correlations of Parameter Estimates

Correlations of Parameter Estimates
Variable
Parameter
temp
MU
temp
MA1,1
temp
AR1,1
xsin1
NUM1
xcos1
NUM2
xsin2
NUM3
temp MU 1.000 -0.002 -0.001 -0.001 -0.003 -0.001
temp MA1,1 -0.002 1.000 -0.006 0.015 0.002 0.004
temp AR1,1 -0.001 -0.006 1.000 -0.001 -0.001 0.072
xsin1 NUM1 -0.001 0.015 -0.001 1.000 -0.001 0.000
xcos1 NUM2 -0.003 0.002 -0.001 -0.001 1.000 -0.002
xsin2 NUM3 -0.001 0.004 0.072 0.000 -0.002 1.000

Autocorrelation Check of Residuals

Autocorrelation Check of Residuals
To Lag Chi-Square DF Pr > ChiSq Autocorrelations
6 2.23 4 0.6933 -0.011 0.021 0.057 0.046 -0.036 0.010
12 5.09 10 0.8851 0.038 0.039 0.068 0.035 -0.021 -0.001
18 11.77 16 0.7599 0.059 -0.125 -0.020 -0.006 0.023 0.031
24 21.16 22 0.5106 0.103 0.014 0.089 -0.094 -0.039 0.006
30 23.87 28 0.6883 0.051 -0.053 0.018 0.037 0.030 -0.012
36 33.31 34 0.5012 0.048 -0.075 -0.093 0.046 -0.061 -0.073
42 39.88 40 0.4755 -0.086 -0.027 0.001 -0.005 0.003 -0.103
48 43.25 46 0.5882 -0.015 0.066 -0.021 -0.049 0.039 -0.023

Residual Correlation Panel

Residual Correlation Diagnostics for temp

Residual Normality Panel

Residual Normality Diagnostics for temp

Model Filters

Model for variable temp

Model for variable temp
Estimated Intercept 9.473352

Autoregressive Factors

Autoregressive Factors
Factor 1: 1 - 0.29188 B**(1)

Moving Average Factors

Moving Average Factors
Factor 1: 1 - 0.05633 B**(12)

Input Number 1

Input Number 1
Input Variable xsin1
Overall Regression Factor -4.05418

Input Number 2

Input Number 2
Input Variable xcos1
Overall Regression Factor -5.00823

Input Number 3

Input Number 3
Input Variable xsin2
Overall Regression Factor 0.231749

Estimation 6

Maximum Likelihood Estimation

Maximum Likelihood Estimation
Parameter Estimate Standard
Error
t Value Approx
Pr > |t|
Lag Variable Shift
MU 9.47334 0.10084 93.95 <.0001 0 temp 0
AR1,1 0.29195 0.05589 5.22 <.0001 1 temp 0
AR2,1 -0.05664 0.05904 -0.96 0.3374 12 temp 0
NUM1 -4.05459 0.13284 -30.52 <.0001 0 xsin1 0
NUM2 -5.00840 0.13254 -37.79 <.0001 0 xcos1 0
NUM3 0.23165 0.11385 2.03 0.0419 0 xsin2 0

Fit Statistics

Constant Estimate 7.087549
Variance Estimate 1.705506
Std Error Estimate 1.30595
AIC 1017.589
SBC 1039.811
Number of Residuals 300

Correlations of Parameter Estimates

Correlations of Parameter Estimates
Variable
Parameter
temp
MU
temp
AR1,1
temp
AR2,1
xsin1
NUM1
xcos1
NUM2
xsin2
NUM3
temp MU 1.000 -0.001 0.003 -0.001 -0.003 -0.001
temp AR1,1 -0.001 1.000 -0.001 -0.001 -0.001 0.072
temp AR2,1 0.003 -0.001 1.000 -0.011 -0.002 -0.004
xsin1 NUM1 -0.001 -0.001 -0.011 1.000 -0.001 0.000
xcos1 NUM2 -0.003 -0.001 -0.002 -0.001 1.000 -0.002
xsin2 NUM3 -0.001 0.072 -0.004 0.000 -0.002 1.000

Autocorrelation Check of Residuals

Autocorrelation Check of Residuals
To Lag Chi-Square DF Pr > ChiSq Autocorrelations
6 2.23 4 0.6934 -0.011 0.022 0.056 0.046 -0.036 0.010
12 5.11 10 0.8836 0.037 0.039 0.068 0.035 -0.021 0.000
18 11.81 16 0.7571 0.059 -0.125 -0.020 -0.006 0.022 0.032
24 21.20 22 0.5084 0.103 0.013 0.089 -0.094 -0.039 0.003
30 23.92 28 0.6858 0.051 -0.053 0.018 0.036 0.030 -0.012
36 33.36 34 0.4989 0.048 -0.075 -0.093 0.046 -0.061 -0.073
42 39.93 40 0.4733 -0.086 -0.026 0.001 -0.005 0.003 -0.104
48 43.29 46 0.5863 -0.015 0.066 -0.022 -0.048 0.040 -0.023

Residual Correlation Panel

Residual Correlation Diagnostics for temp

Residual Normality Panel

Residual Normality Diagnostics for temp

Model Filters

Model for variable temp

Model for variable temp
Estimated Intercept 9.473342

Autoregressive Factors

Autoregressive Factors
Factor 1: 1 - 0.29195 B**(1)
Factor 2: 1 + 0.05664 B**(12)

Input Number 1

Input Number 1
Input Variable xsin1
Overall Regression Factor -4.05459

Input Number 2

Input Number 2
Input Variable xcos1
Overall Regression Factor -5.0084

Input Number 3

Input Number 3
Input Variable xsin2
Overall Regression Factor 0.231647

Estimation 7

Maximum Likelihood Estimation

Maximum Likelihood Estimation
Parameter Estimate Standard
Error
t Value Approx
Pr > |t|
Lag Variable Shift
MU 9.47351 0.09990 94.83 <.0001 0 temp 0
AR1,1 0.29020 0.05583 5.20 <.0001 1 temp 0
AR1,2 -0.04605 0.05646 -0.82 0.4148 12 temp 0
NUM1 -4.05431 0.13235 -30.63 <.0001 0 xsin1 0
NUM2 -5.00859 0.13207 -37.92 <.0001 0 xcos1 0
NUM3 0.23089 0.11455 2.02 0.0438 0 xsin2 0

Fit Statistics

Constant Estimate 7.160537
Variance Estimate 1.707004
Std Error Estimate 1.306524
AIC 1017.84
SBC 1040.063
Number of Residuals 300

Correlations of Parameter Estimates

Correlations of Parameter Estimates
Variable
Parameter
temp
MU
temp
AR1,1
temp
AR1,2
xsin1
NUM1
xcos1
NUM2
xsin2
NUM3
temp MU 1.000 -0.001 0.002 -0.001 -0.003 -0.001
temp AR1,1 -0.001 1.000 0.017 0.000 -0.001 0.067
temp AR1,2 0.002 0.017 1.000 -0.015 -0.001 0.018
xsin1 NUM1 -0.001 0.000 -0.015 1.000 -0.001 0.000
xcos1 NUM2 -0.003 -0.001 -0.001 -0.001 1.000 -0.002
xsin2 NUM3 -0.001 0.067 0.018 0.000 -0.002 1.000

Autocorrelation Check of Residuals

Autocorrelation Check of Residuals
To Lag Chi-Square DF Pr > ChiSq Autocorrelations
6 2.27 4 0.6854 -0.011 0.023 0.057 0.047 -0.035 0.011
12 5.09 10 0.8849 0.038 0.039 0.065 0.036 -0.019 -0.010
18 11.93 16 0.7490 0.071 -0.121 -0.019 -0.006 0.023 0.032
24 21.29 22 0.5029 0.101 0.014 0.090 -0.095 -0.039 0.003
30 23.83 28 0.6906 0.050 -0.051 0.017 0.036 0.028 -0.012
36 33.53 34 0.4905 0.048 -0.075 -0.094 0.049 -0.063 -0.074
42 40.16 40 0.4632 -0.086 -0.026 0.000 -0.006 0.004 -0.104
48 43.61 46 0.5728 -0.015 0.066 -0.021 -0.050 0.039 -0.025

Residual Correlation Panel

Residual Correlation Diagnostics for temp

Residual Normality Panel

Residual Normality Diagnostics for temp

Model Filters

Model for variable temp

Model for variable temp
Estimated Intercept 9.473507

Autoregressive Factors

Autoregressive Factors
Factor 1: 1 - 0.2902 B**(1) + 0.04605 B**(12)

Input Number 1

Input Number 1
Input Variable xsin1
Overall Regression Factor -4.05431

Input Number 2

Input Number 2
Input Variable xcos1
Overall Regression Factor -5.00859

Input Number 3

Input Number 3
Input Variable xsin2
Overall Regression Factor 0.230887

The ARIMA Procedure

The Arima Procedure

Estimation 1

Maximum Likelihood Estimation

Maximum Likelihood Estimation
Parameter Estimate Standard
Error
t Value Approx
Pr > |t|
Lag Variable Shift
MU 9.47361 0.10618 89.22 <.0001 0 temp 0
AR1,1 0.29100 0.05581 5.21 <.0001 1 temp 0
NUM1 -4.05520 0.13992 -28.98 <.0001 0 xsin1 0
NUM2 -5.00804 0.13962 -35.87 <.0001 0 xcos1 0
NUM3 0.23096 0.11997 1.93 0.0542 0 xsin2 0

Fit Statistics

Constant Estimate 6.716803
Variance Estimate 1.705269
Std Error Estimate 1.30586
AIC 1016.526
SBC 1035.045
Number of Residuals 300

Correlations of Parameter Estimates

Correlations of Parameter Estimates
Variable
Parameter
temp
MU
temp
AR1,1
xsin1
NUM1
xcos1
NUM2
xsin2
NUM3
temp MU 1.000 -0.001 -0.001 -0.003 -0.001
temp AR1,1 -0.001 1.000 -0.001 -0.001 0.068
xsin1 NUM1 -0.001 -0.001 1.000 -0.001 0.000
xcos1 NUM2 -0.003 -0.001 -0.001 1.000 -0.002
xsin2 NUM3 -0.001 0.068 0.000 -0.002 1.000

Autocorrelation Check of Residuals

Autocorrelation Check of Residuals
To Lag Chi-Square DF Pr > ChiSq Autocorrelations
6 2.25 5 0.8136 -0.012 0.027 0.054 0.044 -0.039 0.007
12 5.65 11 0.8957 0.034 0.036 0.059 0.038 -0.018 -0.056
18 12.23 17 0.7862 0.056 -0.124 -0.024 -0.011 0.023 0.030
24 21.56 23 0.5467 0.098 0.016 0.090 -0.098 -0.034 0.011
30 24.07 29 0.7255 0.054 -0.045 0.019 0.038 0.029 -0.010
36 34.08 35 0.5122 0.043 -0.079 -0.097 0.055 -0.061 -0.072
42 40.86 41 0.4769 -0.089 -0.026 0.001 -0.008 0.004 -0.104
48 44.38 47 0.5816 -0.014 0.070 -0.014 -0.051 0.041 -0.018

Residual Correlation Panel

Residual Correlation Diagnostics for temp

Residual Normality Panel

Residual Normality Diagnostics for temp

Residual Plot

Residuals for temp

Model Filters

Model for variable temp

Model for variable temp
Estimated Intercept 9.473607

Autoregressive Factors

Autoregressive Factors
Factor 1: 1 - 0.291 B**(1)

Input Number 1

Input Number 1
Input Variable xsin1
Overall Regression Factor -4.0552

Input Number 2

Input Number 2
Input Variable xcos1
Overall Regression Factor -5.00804

Input Number 3

Input Number 3
Input Variable xsin2
Overall Regression Factor 0.230964

Forecast 1

Forecasts for temp

Forecasts for variable temp
Obs Forecast Std Error 95% Confidence Limits
301 3.2608 1.3059 0.7013 5.8202
302 3.6437 1.3600 0.9781 6.3093
303 5.4143 1.3645 2.7399 8.0887
304 8.2645 1.3649 5.5894 10.9397
305 11.5827 1.3649 8.9075 14.2579
306 14.4815 1.3649 11.8063 17.1568
307 16.0383 1.3649 13.3631 18.7135
308 15.6895 1.3649 13.0143 18.3648
309 13.5288 1.3649 10.8536 16.2040
310 10.2815 1.3649 7.6063 12.9567
311 6.9641 1.3649 4.2889 9.6393
312 4.4656 1.3649 1.7904 7.1408
313 3.3089 1.3649 0.6337 5.9841
314 3.6577 1.3649 0.9825 6.3329
315 5.4184 1.3649 2.7432 8.0936
316 8.2657 1.3649 5.5905 10.9409
317 11.5831 1.3649 8.9079 14.2583
318 14.4816 1.3649 11.8064 17.1569
319 16.0383 1.3649 13.3631 18.7135
320 15.6896 1.3649 13.0143 18.3648
321 13.5288 1.3649 10.8536 16.2040
322 10.2815 1.3649 7.6063 12.9567
323 6.9641 1.3649 4.2889 9.6393
324 4.4656 1.3649 1.7904 7.1408
325 3.3089 1.3649 0.6337 5.9841
326 3.6577 1.3649 0.9825 6.3329
327 5.4184 1.3649 2.7432 8.0936
328 8.2657 1.3649 5.5905 10.9409
329 11.5831 1.3649 8.9079 14.2583
330 14.4816 1.3649 11.8064 17.1569
331 16.0383 1.3649 13.3631 18.7135
332 15.6896 1.3649 13.0143 18.3648
333 13.5288 1.3649 10.8536 16.2040
334 10.2815 1.3649 7.6063 12.9567
335 6.9641 1.3649 4.2889 9.6393
336 4.4656 1.3649 1.7904 7.1408
337 3.3089 1.3649 0.6337 5.9841
338 3.6577 1.3649 0.9825 6.3329
339 5.4184 1.3649 2.7432 8.0936
340 8.2657 1.3649 5.5905 10.9409
341 11.5831 1.3649 8.9079 14.2583
342 14.4816 1.3649 11.8064 17.1569
343 16.0383 1.3649 13.3631 18.7135
344 15.6896 1.3649 13.0143 18.3648
345 13.5288 1.3649 10.8536 16.2040
346 10.2815 1.3649 7.6063 12.9567
347 6.9641 1.3649 4.2889 9.6393
348 4.4656 1.3649 1.7904 7.1408

Forecasts Only Plot

Forecasts Only Plot

The SGPlot Procedure

The SGPlot Procedure

The SGPlot Procedure