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Microsoft Word - JSM2025_Proceedings.doc
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2026 2,166 1,156 4,057 0.040
2027 2,256 1,127 4,519 0.042
2028 2,354 1,125 4,924 0.043
2029 2,459 1,141 5,296 0.044
2030 2,571 1,170 5,649 0.045
2031 2,690 1,207 5,993 0.046
2032 2,816 1,252 6,335 0.047 [...] series in its original scale:
1 expt t tS S u (ARIMA(0,1,0)),
and, after including the moving average component:
1 1expt t t tS S u u (ARIMA(0,1,1)).
Key Properties
Mean
For both [...] (Phases)
Phases ma1 Drift sig^2 AIC RMSE logLikeli.L-B (p) mean auto.arima
all ARIMA(0,1,1) 0.3438 0.0066 0.00197-2191.27 0.0443 1098.63 0.062 0.0066 yes
(0.0389) (0.0023)
1 ARIMA(0,1,1) 0.5438 0.0251 0 …
