::Free Statistics and Forecasting Software::

All rights reserved. The non-commercial (academic) use of this software is free of charge. The only thing that is asked in return is to cite this software when results are used in publications.

Server date: February 4, 2012, 1:10 am

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Cannot compute SMP for non-positive observations.

Note: these SMP calculations are always applied to the untransformed and undifferenced (original) time series.

SMP of Airline.ds
L = 1, d = D = 0
Section	Mean(k)	SE(k)
1	0	0
2	0	0

Regression: S.E.(k) = alpha + beta * Mean(k)
alpha	0
beta
S.E.	0
T-Stat
There is no relationship between the mean level and the standard error of this time series. This implies that a transformation is not needed to induce stationarity of the variance: Lambda = 1.

Regression: ln S.E.(k) = NAN + NAN * ln Mean(k)
alpha	NAN
beta	NAN
S.E.	NAN
T-Stat	NAN
Lambda	NAN

To cite Wessa.net in publications use:
Wessa, P. (2012), Free Statistics Software, Office for Research Development and Education,
version 1.1.23-r7, URL http://www.wessa.net/

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Software Version : 1.1.23-r7
Algorithms & Software : Patrick Wessa, PhD
Server : www.wessa.net

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