Table 6.
Ljung-Box Q(18) | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
# | Location | DV | Model type | St. R 2 | R 2 | RMSE | MAPE | Statistic | df | p | Outliers |
1 | Atlantacc | WBGT | Simple Seasonal | 0.72 | 0.95 | 1.70 | 214.65 | 15.78 | 16 | 0.468 | 0 |
Level 0 | Winters' Additive | 0.74 | 0.96 | 2.56 | 21.52 | 23.03 | 15 | 0.084 | 0 | ||
Level 1 | Simple Seasonal | 0.74 | 0.71 | 3.13 | 59.17 | 16.84 | 16 | 0.396 | 0 | ||
Level 2 | Simple Seasonal | 0.76 | 0.86 | 3.31 | 44.21 | 20.99 | 16 | 0.179 | 0 | ||
Level 3 | Simple Seasonal | 0.65 | 0.46 | 2.64 | 89.96 | 46.84 | 16 | 0.000 | 0 | ||
Level 4 | Simple Seasonal | 0.78 | 0.05 | 0.25 | 87.73 | 8.54 | 16 | 0.931 | 0 | ||
2 | Boston | WBGT | Simple Seasonal | 0.71 | 0.97 | 1.56 | 66.39 | 17.40 | 16 | 0.360 | 0 |
Level 0 | Winters' Additive | 0.65 | 0.94 | 2.33 | 20.99 | 32.03 | 15 | 0.006 | 0 | ||
Level 1 | Simple Seasonal | 0.68 | 0.88 | 2.27 | 35.72 | 24.94 | 16 | 0.071 | 0 | ||
Level 2 | Simple Seasonal | 0.69 | 0.67 | 2.13 | 64.97 | 8.24 | 16 | 0.941 | 0 | ||
Level 3 | Winters’ Additive | 0.77 | 0.20 | 0.45 | 65.18 | 13.51 | 15 | 0.563 | 0 | ||
3 | Dallascc | WBGT | Simple Seasonal | 0.71 | 0.96 | 1.53 | 24.49 | 18.01 | 16 | 0.323 | 0 |
Level 0 | Winters’ Additive | 0.76 | 0.97 | 2.37 | 20.01 | 15.57 | 15 | 0.411 | 0 | ||
Level 1 | Simple Seasonal | 0.71 | 0.67 | 2.68 | 58.21 | 17.79 | 16 | 0.336 | 0 | ||
Level 2 | Winters’ Additive | 0.71 | 0.71 | 3.30 | 63.79 | 21.05 | 15 | 0.135 | 0 | ||
Level 3 | Simple Seasonal | 0.73 | 0.76 | 3.40 | 78.80 | 8.28 | 16 | 0.940 | 0 | ||
Level 4 | ARIMA(0,0,1)(0,1,1) | 0.47 | 0.52 | 3.24 | 93.97 | 6.67 | 16 | 0.979 | 0 | ||
4 | Houstoncc | WBGT | Simple Seasonal | 0.71 | 0.95 | 1.44 | 7.42 | 15.28 | 16 | 0.504 | 0 |
Level 0 | Simple Seasonal | 0.72 | 0.92 | 3.10 | 28.20 | 17.62 | 16 | 0.347 | 0 | ||
Level 1 | Simple Seasonal | 0.71 | 0.61 | 3.13 | 67.61 | 20.59 | 16 | 0.195 | 0 | ||
Level 2 | Simple Seasonal | 0.72 | 0.73 | 3.36 | 64.91 | 21.66 | 16 | 0.154 | 0 | ||
Level 3 | Simple Seasonal | 0.66 | 0.84 | 3.86 | 50.95 | 23.28 | 16 | 0.106 | 0 | ||
Level 4 | ARIMA(0,0,1)(1,1,1) | 0.42 | 0.51 | 2.95 | 85.73 | 24.75 | 15 | 0.053 | 0 | ||
5 | Kansas City | WBGT | Simple Seasonal | 0.72 | 0.96 | 1.92 | 64.88 | 21.98 | 16 | 0.144 | 0 |
Level 0 | Simple Seasonal | 0.74 | 0.95 | 2.69 | 22.48 | 19.72 | 16 | 0.233 | 0 | ||
Level 1 | Simple Seasonal | 0.76 | 0.71 | 2.72 | 56.67 | 27.82 | 16 | 0.033 | 0 | ||
Level 2 | Simple Seasonal | 0.71 | 0.81 | 2.65 | 55.44 | 16.65 | 16 | 0.409 | 0 | ||
Level 3 | Simple Seasonal | 0.66 | 0.63 | 1.84 | 74.10 | 24.74 | 16 | 0.075 | 0 | ||
Level 4 | ARIMA(0,0,1)(1,0,1) | 0.27 | 0.27 | 0.86 | 79.33 | 15.03 | 15 | 0.449 | 0 | ||
6 | Los Angelescc | WBGT | Simple Seasonal | 0.67 | 0.93 | 1.16 | 7.91 | 30.10 | 16 | 0.018 | 0 |
Level 0 | Simple Seasonal | 0.67 | 0.83 | 3.75 | 22.96 | 39.74 | 16 | 0.000 | 0 | ||
Level 1 | Simple Seasonal | 0.69 | 0.81 | 3.46 | 56.80 | 29.99 | 16 | 0.018 | 0 | ||
Level 2 | Simple Seasonal | 0.73 | 0.33 | 1.75 | 74.27 | 13.93 | 16 | 0.604 | 0 | ||
Level 3 | Simple Seasonal | 0.75 | 0.03 | 0.16 | 95.13 | 28.76 | 16 | 0.026 | 0 | ||
7 | Miami | WBGT | Simple Seasonal | 0.67 | 0.91 | 0.90 | 2.86 | 41.27 | 16 | 0.000 | 0 |
Level 0 | Winters’ Additive | 0.72 | 0.56 | 2.47 | 78.91 | 26.30 | 15 | 0.035 | 0 | ||
Level 1 | Simple Seasonal | 0.73 | 0.75 | 3.48 | 57.10 | 32.72 | 16 | 0.008 | 0 | ||
Level 2 | Simple Seasonal | 0.69 | 0.68 | 4.98 | 62.75 | 16.85 | 16 | 0.396 | 0 | ||
Level 3 | ARIMA (0,0,1)(0,1,1) | 0.39 | 0.84 | 4.56 | 45.93 | 8.75 | 16 | 0.923 | 0 | ||
Level 4 | ARIMA (1,0,0)(0,1,1) | 0.50 | 0.72 | 3.12 | 104.87 | 27.38 | 16 | 0.037 | 0 | ||
8 | New York | WBGT | Simple Seasonal | 0.72 | 0.97 | 1.71 | 68.15 | 14.46 | 16 | 0.565 | 0 |
Level 0 | Winters’ Additive | 0.71 | 0.94 | 2.41 | 19.70 | 15.87 | 15 | 0.391 | 0 | ||
Level 1 | Winters’ Additive | 0.72 | 0.86 | 2.43 | 42.38 | 9.15 | 15 | 0.870 | 0 | ||
Level 2 | Simple Seasonal | 0.65 | 0.73 | 2.26 | 64.11 | 9.22 | 16 | 0.904 | 0 | ||
Level 3 | Simple Seasonal | 0.72 | 0.27 | 0.53 | 52.85 | 7.61 | 16 | 0.960 | 0 | ||
9 | Philadelphia | WBGT | Simple Seasonal | 0.72 | 0.97 | 1.70 | 151.63 | 11.79 | 16 | 0.758 | 0 |
Level 0 | Winters’ Additive | 0.74 | 0.96 | 2.30 | 15.57 | 29.87 | 15 | 0.012 | 0 | ||
Level 1 | Simple Seasonal | 0.73 | 0.79 | 2.69 | 50.10 | 11.64 | 16 | 0.768 | 0 | ||
Level 2 | Simple Seasonal | 0.75 | 0.85 | 2.14 | 49.19 | 17.85 | 16 | 0.333 | 0 | ||
Level 3 | (0,0,1)(0,1,1) | 0.50 | 0.50 | 1.09 | 65.57 | 11.88 | 16 | 0.752 | 0 | ||
Level 4 | (0,0,0)(1,0,0) | 0.13 | 0.13 | 0.19 | 85.54 | 0.73 | 17 | 1 | 0 | ||
10 | San Francisco | WBGT | Simple Seasonal | 0.67 | 0.92 | 1.09 | 9.06 | 26.70 | 16 | 0.045 | 0 |
Level 0 | Simple Seasonal | 0.68 | 0.47 | 1.99 | 4.81 | 22.45 | 16 | 0.129 | 0 | ||
Level 1 | Simple Seasonal | 0.69 | 0.48 | 1.89 | 76.67 | 22.74 | 16 | 0.121 | 0 | ||
Level 2 | Simple Seasonal | 0.75 | 0.05 | 0.32 | 90.04 | 21.55 | 16 | 0.158 | 0 | ||
Level 3 | Simple Seasonal | 0.76 | 0.02 | 0.09 | 97.65 | 0.34 | 16 | 1 | 0 | ||
11 | Seattle | WBGT | Simple Seasonal | 0.70 | 0.94 | 1.24 | 37.39 | 20.60 | 16 | 0.194 | 0 |
Level 0 | Simple Seasonal | 0.73 | 0.64 | 1.88 | 3.92 | 22.41 | 16 | 0.131 | 0 | ||
Level 1 | Simple Seasonal | 0.75 | 0.66 | 1.79 | 67.96 | 21.63 | 16 | 0.156 | 0 | ||
Level 2 | Simple Seasonal | 0.81 | 0.13 | 0.40 | 74.00 | 30.44 | 16 | 0.016 | 0 | ||
Level 3 | Simple Seasonal | 0.76 | 0.02 | 0.05 | 97.67 | 0.36 | 16 | 1 | 0 | ||
12 | Guadalajara | WBGT | Simple Seasonal | 0.67 | 0.92 | 0.82 | 4.25 | 36.92 | 16 | 0.002 | 0 |
Level 0 | Simple Seasonal | 0.59 | 0.92 | 3.38 | 36.25 | 25.04 | 16 | 0.069 | 0 | ||
Level 1 | Simple Seasonal | 0.58 | 0.92 | 3.38 | 32.48 | 27.11 | 16 | 0.040 | 0 | ||
Level 2 | ARIMA(0,0,11)(1,1,1) | 0.50 | 0.29 | 0.50 | 73.95 | 4.71 | 15 | 0.994 | 0 | ||
13 | Guadalupe | WBGT | Simple Seasonal | 0.68 | 0.95 | 1.14 | 5.90 | 18.41 | 16 | 0.300 | 0 |
Level 0 | Simple Seasonal | 0.67 | 0.95 | 2.93 | 27.55 | 39.44 | 16 | 0.000 | 0 | ||
Level 1 | Simple Seasonal | 0.67 | 0.67 | 3.88 | 69.16 | 27.42 | 16 | 0.037 | 0 | ||
Level 2 | Winters’ Additive | 0.69 | 0.92 | 3.22 | 39.74 | 22.11 | 15 | 0.105 | 0 | ||
Level 3 | ARIMA(0,0,2)(1,0,1) | 0.25 | 0.25 | 1.65 | 72.12 | 7.30 | 14 | 0.922 | 0 | ||
Level 4 | Simple Seasonal | 0.51 | 0.02 | 0.05 | 97.67 | 0.00 | 16 | 1 | 0 | ||
14 | Mexico City | WBGT | Simple Seasonal | 0.68 | 0.89 | 0.79 | 6.47 | 44.00 | 16 | 0.000 | 0 |
Level 0 | Winters’ Multiplicative | 0.81 | 0.98 | 0.13 | 0.13 | 42.66 | 15 | 0.000 | 0 | ||
15 | Toronto | WBGT | Simple Seasonal | 0.63 | 0.97 | 1.60 | 53.76 | 62.75 | 16 | 0.000 | 0 |
Level 0 | ARIMA(1,0,0)(0,1,1) | 0.40 | 0.84 | 3.15 | 19.33 | 19.93 | 16 | 0.223 | 0 | ||
Level 1 | ARIMA(1,0,0)(0,1,1) | 0.37 | 0.78 | 2.91 | 58.92 | 19.00 | 16 | 0.269 | 0 | ||
Level 2 | ARIMA(1,0,0)(0,1,1) | 0.40 | 0.45 | 1.99 | 70.05 | 14.49 | 16 | 0.562 | 0 | ||
Level 3 | Simple Seasonal | 0.70 | 0.05 | 0.22 | 89.51 | 12.76 | 16 | 0.690 | 0 | ||
16 | Toronto | WBGT | Simple Seasonal | 0.68 | 0.95 | 1.52 | 842.07 | 33.31 | 16 | 0.007 | 0 |
Level 0 | Simple Seasonal | 0.72 | 0.46 | 1.39 | 2.29 | 17.44 | 16 | 0.357 | 0 | ||
Level 1 | Simple Seasonal | 0.71 | 0.45 | 1.32 | 57.60 | 14.37 | 16 | 0.571 | 0 | ||
Level 2 | Simple Seasonal | 0.79 | 0.05 | 0.23 | 94.04 | 26.73 | 16 | 0.045 | 0 | ||
Level 3 | Simple Seasonal | 0.76 | 0.02 | 0.05 | 97.67 | 0.36 | 16 | 1 | 0 |