SalesDW Example 1 The REG Procedure Model: MODEL1 Dependent Variable: sales Monthly Sales Number of Observations Read 35 Number of Observations Used 35 Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model 1 65875 65875 1615.72 <.0001 Error 33 1345.45355 40.77132 Corrected Total 34 67221 Root MSE 6.38524 R-Square 0.9800 Dependent Mean 77.72286 Adj R-Sq 0.9794 Coeff Var 8.21540 Parameter Estimates Parameter Standard Variable Label DF Estimate Error t Value Intercept Intercept 1 0.40151 2.20571 0.18 t Month Number 1 4.29563 0.10687 40.20 Parameter Estimates Variable Label DF Pr > |t| Intercept Intercept 1 0.8567 t Month Number 1 <.0001 SalesDW Example 2 The REG Procedure Model: MODEL1 Dependent Variable: sales Monthly Sales Durbin-Watson D 0.821 Number of Observations 35 1st Order Autocorrelation 0.590 SalesDW Example 3 The AUTOREG Procedure Dependent Variable sales Monthly Sales Ordinary Least Squares Estimates SSE 1345.45355 DFE 33 MSE 40.77132 Root MSE 6.38524 SBC 234.156237 AIC 231.045541 MAE 4.85208163 AICC 231.420541 MAPE 13.8946717 HQC 232.119353 Durbin-Watson 0.8207 Regress R-Square 0.9800 Total R-Square 0.9800 Parameter Estimates Standard Approx Variable Variable DF Estimate Error t Value Pr > |t| Label Intercept 1 0.4015 2.2057 0.18 0.8567 t 1 4.2956 0.1069 40.20 <.0001 Month Number Estimates of Autocorrelations Lag Covariance Correlation 0 38.4415 1.000000 1 22.6661 0.589624 Estimates of Autocorrelations Lag -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1 0 | |********************| 1 | |************ | Preliminary MSE 25.0771 SalesDW Example 4 The AUTOREG Procedure Estimates of Autoregressive Parameters Standard Lag Coefficient Error t Value 1 -0.589624 0.142779 -4.13 Yule-Walker Estimates SSE 877.685377 DFE 32 MSE 27.42767 Root MSE 5.23714 SBC 223.18683 AIC 218.520786 MAE 4.07427092 AICC 219.29498 MAPE 12.142864 HQC 220.131504 Durbin-Watson 1.8217 Regress R-Square 0.9412 Total R-Square 0.9869 Parameter Estimates Standard Approx Variable Variable DF Estimate Error t Value Pr > |t| Label Intercept 1 0.4058 3.9970 0.10 0.9198 t 1 4.2959 0.1898 22.63 <.0001 Month Number