LAMPIRAN. Langkah-Langkah Penggunaan Program Minitab: nama kolom tepat diantara C1 dan angka penjualan pertama Jakarta Muscat

L1 LAMPIRAN Langkah-Langkah Penggunaan Program Minitab: 1. Aktifakan program minitab kemudian copy yang diinginkan pada kolom C1. Beri nama kolom tepat diantara C1 dan angka penjualan pertama Jakarta Muscat Enter. Setelah itu save file di folder yang diinginkan dengan format Jakarta Muscat.MTW 2. Save file

L2 3. Uji Korelasi lakukan identifikasi data untuk melihat pola data apakah perlu dilakukan proses differencing dengan melihat hasil autokorelasi nya. Langkahnya sebagai berikut Stat Time series Autocorrelation

L3 Kemudian pilih: Di dapatkan Hasil autokorelasi yaitu

L4 Tidak ada proses differensiasi jadi nilai tengah ARIMA 0 1. Proses ARIMA (1,0,0)

L5

L6

L7 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 51201.0 0.100 99.575 1 46516.6-0.050 116.604 2 43584.0-0.200 132.434 3 42505.4-0.313 143.526 4 42363.7-0.353 147.223 5 42343.4-0.368 148.616 6 42340.4-0.374 149.154 7 42340.0-0.376 149.363 8 42339.9-0.377 149.445 9 42339.9-0.377 149.477 Relative change in each estimate less than 0.0010 Final Estimates of Parameters Type Coef SE Coef T P AR 1-0.3774 0.2763-1.37 0.199 Constant 149.48 16.99 8.80 0.000 Mean 108.52 12.33 Number of observations: 13 Residuals: SS = 41272.2 (backforecasts excluded) MS = 3752.0 DF = 11 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48

L8 Chi-Square 15.1 * * * DF 10 * * * P-Value 0.130 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 107.580-12.502 227.662 2. Proses ARIMA (0,0,1)

L9

L10

L11 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 45519.6 0.100 110.638 1 43944.5 0.250 109.554 2 43853.0 0.277 108.284 3 43846.2 0.286 108.031 4 43845.5 0.288 107.952 5 43845.5 0.289 107.926 6 43845.4 0.289 107.918 Relative change in each estimate less than 0.0010 Final Estimates of Parameters Type Coef SE Coef T P MA 1 0.2894 0.2939 0.98 0.346 Constant 107.92 12.41 8.69 0.000 Mean 107.92 12.41 Number of observations: 13 Residuals: SS = 43128.6 (backforecasts excluded) MS = 3920.8 DF = 11 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 14.9 * * * DF 10 * * * P-Value 0.137 * * *

L12 Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 100.595-22.157 223.348 3. ARIMA (1,0,1)

L13

L14 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 47875.4 0.100 0.100 99.575 1 43932.6-0.021 0.221 112.676 2 43263.0-0.171 0.082 129.121 3 42696.2-0.321-0.058 145.543 4 42254.6-0.471-0.191 161.731 5 41983.9-0.541-0.216 168.661 6 41938.9-0.568-0.227 171.414 7 41929.6-0.583-0.235 172.960 8 41927.5-0.590-0.239 173.733 9 41927.0-0.594-0.242 174.134 10 41926.9-0.596-0.243 174.340 11 41926.8-0.597-0.244 174.447 12 41926.8-0.597-0.244 174.501 13 41926.8-0.598-0.244 174.529 Relative change in each estimate less than 0.0010 Final Estimates of Parameters Type Coef SE Coef T P AR 1-0.5976 0.7375-0.81 0.437 MA 1-0.2444 0.8906-0.27 0.789 Constant 174.53 22.21 7.86 0.000 Mean 109.24 13.90 Number of observations: 13 Residuals: SS = 40770.9 (backforecasts excluded) MS = 4077.1 DF = 10

L15 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 14.1 * * * DF 9 * * * P-Value 0.117 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 118.509-6.666 243.685 4. ARIMA (2,0,0)

L16

L17 ARIMA Model: Jakarta-Muscat Estimates at each iteration

L18 Iteration SSE Parameters 0 49298.6 0.100 0.100 88.511 1 44531.9-0.050 0.139 102.228 2 42016.9-0.200 0.170 115.455 3 41537.4-0.270 0.180 121.073 4 41469.7-0.295 0.185 122.978 5 41458.8-0.304 0.188 123.585 6 41457.0-0.308 0.189 123.759 7 41456.6-0.309 0.190 123.798 8 41456.5-0.310 0.191 123.800 9 41456.5-0.310 0.191 123.795 10 41456.5-0.310 0.191 123.789 Relative change in each estimate less than 0.0010 Final Estimates of Parameters Type Coef SE Coef T P AR 1-0.3099 0.3168-0.98 0.351 AR 2 0.1912 0.3458 0.55 0.592 Constant 123.79 17.87 6.93 0.000 Mean 110.65 15.98 Number of observations: 13 Residuals: SS = 40351.8 (backforecasts excluded) MS = 4035.2 DF = 10 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 12.9 * * * DF 9 * * * P-Value 0.169 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 127.632 3.102 252.162

5. ARIMA (0,0,2) L19

L20

L21 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 47470.9 0.100 0.100 110.638 1 43196.0 0.227-0.050 109.686 2 40552.1 0.283-0.200 110.283 3 38111.7 0.320-0.350 111.246 4 35913.5 0.372-0.500 112.103

L22 5 34040.5 0.444-0.636 112.667 6 32743.7 0.516-0.731 113.169 7 32194.8 0.579-0.776 113.862 8 32113.8 0.603-0.796 114.063 9 32111.8 0.609-0.797 114.045 10 32111.6 0.608-0.798 114.039 11 32111.6 0.609-0.797 114.036 Relative change in each estimate less than 0.0010 Final Estimates of Parameters Type Coef SE Coef T P MA 1 0.6087 0.2545 2.39 0.038 MA 2-0.7974 0.2584-3.09 0.012 Constant 114.04 18.50 6.16 0.000 Mean 114.04 18.50 Number of observations: 13 Residuals: SS = 30356.0 (backforecasts excluded) MS = 3035.6 DF = 10 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 9.3 * * * DF 9 * * * P-Value 0.409 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 130.914 22.904 238.924

6. ARIMA (1,0,2) L23

L24 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 49993.7 0.100 0.100 0.100 99.575 1 47477.5-0.050 0.008 0.059 116.102 2 46882.8-0.200-0.129 0.057 132.703 3 46530.9-0.350-0.272 0.062 149.299 4 46240.8-0.500-0.416 0.069 165.887 5 45963.2-0.650-0.560 0.079 182.468 6 45623.7-0.800-0.698 0.090 199.023 7 44072.1-0.803-0.548 0.214 197.303 8 43831.0-0.819-0.543 0.207 197.215 9 43647.0-0.737-0.459 0.182 188.002 10 43268.4-0.587-0.309 0.117 172.042 11 43058.3-0.439-0.159 0.065 156.142 12 42799.4-0.293-0.009 0.011 140.435 13 42462.8-0.149 0.141-0.048 124.920 14 41708.9-0.010 0.291-0.132 110.127 15 39799.0-0.160 0.157-0.233 127.864 16 38797.8-0.022 0.307-0.306 112.933 17 37099.5 0.113 0.457-0.417 98.644 18 34341.7 0.177 0.544-0.567 92.467 19 31515.7 0.275 0.674-0.717 82.192 20 31416.1 0.312 0.747-0.867 78.951 21 30509.1 0.285 0.737-0.808 82.927 22 30453.0 0.315 0.716-0.816 79.550 23 30433.1 0.313 0.734-0.808 80.138 24 30421.6 0.328 0.730-0.815 78.322 25 30416.1 0.328 0.737-0.810 78.381 ** Convergence criterion not met after 25 iterations ** Final Estimates of Parameters

L25 Type Coef SE Coef T P AR 1 0.3284 0.4409 0.74 0.475 MA 1 0.7370 0.3976 1.85 0.097 MA 2-0.8099 0.2984-2.71 0.024 Constant 78.38 16.81 4.66 0.001 Mean 116.70 25.02 Number of observations: 13 Residuals: SS = 29646.8 (backforecasts excluded) MS = 3294.1 DF = 9 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 7.8 * * * DF 8 * * * P-Value 0.451 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 141.817 29.302 254.333 7. ARIMA (2,0,1)

L26 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 46174.3 0.100 0.100 0.100 88.511 1 45243.6 0.216 0.114 0.250 74.263 2 42440.1 0.066 0.194 0.218 82.870 3 41553.3 0.111 0.277 0.368 68.754

L27 4 41331.4-0.039 0.250 0.218 88.433 5 41232.6-0.010 0.291 0.279 80.522 6 41194.6-0.051 0.291 0.242 85.038 7 41192.4-0.099 0.283 0.197 91.318 8 41185.4-0.086 0.289 0.217 89.094 9 41185.0-0.083 0.291 0.221 88.491 10 41185.0-0.078 0.293 0.225 87.787 11 41185.0-0.080 0.293 0.223 87.982 12 41185.0-0.080 0.293 0.223 88.012 13 41185.0-0.080 0.293 0.223 88.042 14 41185.0-0.080 0.293 0.223 88.026 Relative change in each estimate less than 0.0010 Final Estimates of Parameters Type Coef SE Coef T P AR 1-0.0802 1.5272-0.05 0.959 AR 2 0.2929 0.5883 0.50 0.631 MA 1 0.2227 1.5899 0.14 0.892 Constant 88.03 14.82 5.94 0.000 Mean 111.80 18.82 Number of observations: 13 Residuals: SS = 40124.3 (backforecasts excluded) MS = 4458.3 DF = 9 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 12.5 * * * DF 8 * * * P-Value 0.131 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 128.805-2.090 259.701

8. ARIMA (2,0,2) L28

L29 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 47875.4 0.100 0.100 0.100 0.100 88.511 1 42328.2 0.004 0.185 0.199 0.027 90.547 2 41870.5-0.146 0.050 0.057-0.088 122.137 3 40921.5-0.182-0.085 0.041-0.238 140.991 4 39480.6-0.057-0.155 0.191-0.364 134.753 5 37996.4-0.030-0.266 0.237-0.514 143.880 6 36045.3 0.098-0.280 0.387-0.624 131.121 7 34131.3 0.228-0.210 0.537-0.672 109.531 8 31936.4 0.344-0.193 0.687-0.793 95.444 9 30644.1 0.292-0.043 0.711-0.805 85.934 10 30410.5 0.286 0.022 0.718-0.811 80.047 11 30357.4 0.294 0.045 0.730-0.811 77.111 12 30333.6 0.307 0.052 0.736-0.813 74.981 13 30320.8 0.315 0.057 0.742-0.813 73.608 14 30313.5 0.323 0.059 0.745-0.814 72.514 15 30309.4 0.328 0.061 0.749-0.813 71.757 16 30307.1 0.333 0.063 0.751-0.814 71.153 17 30305.8 0.336 0.064 0.753-0.814 70.725 18 30305.0 0.338 0.064 0.754-0.814 70.383 19 30304.6 0.340 0.065 0.755-0.814 70.138 20 30304.3 0.341 0.065 0.756-0.814 69.943 Unable to reduce sum of squares any further Final Estimates of Parameters

L30 Type Coef SE Coef T P AR 1 0.3414 0.4672 0.73 0.486 AR 2 0.0652 0.4654 0.14 0.892 MA 1 0.7560 0.4048 1.87 0.099 MA 2-0.8141 0.4005-2.03 0.077 Constant 69.94 18.04 3.88 0.005 Mean 117.88 30.41 Number of observations: 13 Residuals: SS = 29381.2 (backforecasts excluded) MS = 3672.7 DF = 8 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 7.5 * * * DF 7 * * * P-Value 0.383 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 145.736 26.931 264.541 9. ARIMA (3,0,0)

L31 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 48928.3 0.100 0.100 0.100 77.447 1 43733.2-0.050 0.147 0.169 82.919 2 40855.0-0.200 0.194 0.239 87.669 3 40226.5-0.286 0.224 0.277 90.010 4 40182.0-0.306 0.234 0.279 90.905

L32 5 40174.5-0.311 0.237 0.275 91.554 6 40172.1-0.312 0.238 0.271 92.010 7 40171.1-0.313 0.238 0.268 92.336 8 40170.7-0.314 0.238 0.266 92.564 9 40170.6-0.314 0.238 0.265 92.720 10 40170.5-0.314 0.238 0.264 92.825 11 40170.5-0.314 0.238 0.264 92.895 12 40170.4-0.314 0.238 0.263 92.941 13 40170.4-0.314 0.238 0.263 92.972 Relative change in each estimate less than 0.0010 Final Estimates of Parameters Type Coef SE Coef T P AR 1-0.3145 0.3339-0.94 0.371 AR 2 0.2379 0.3597 0.66 0.525 AR 3 0.2632 0.3745 0.70 0.500 Constant 92.97 18.90 4.92 0.001 Mean 114.31 23.23 Number of observations: 13 Residuals: SS = 39339.2 (backforecasts excluded) MS = 4371.0 DF = 9 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 11.5 * * * DF 8 * * * P-Value 0.175 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 114.335-15.274 243.944

10. ARIMA (0,0,3) L33

L34 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 47378.1 0.100 0.100 0.100 110.638 1 44171.1 0.250 0.034 0.044 108.408 2 42167.2 0.313-0.111 0.115 107.842 3 41168.7 0.380-0.216 0.121 108.012 4 40216.9 0.402-0.316 0.124 108.706 5 38607.1 0.414-0.399 0.073 109.823 6 35730.3 0.402-0.487-0.018 111.395 7 31855.7 0.388-0.581-0.168 112.821 8 31461.2 0.390-0.602-0.234 114.323 9 31355.3 0.431-0.591-0.208 114.607 10 31336.6 0.406-0.588-0.228 114.346 11 31330.7 0.415-0.583-0.224 114.464 12 31329.3 0.409-0.582-0.229 114.399 13 31328.8 0.411-0.581-0.228 114.432 14 31328.7 0.409-0.581-0.230 114.414 15 31328.6 0.410-0.580-0.229 114.423 16 31328.6 0.410-0.580-0.230 114.418 17 31328.6 0.410-0.580-0.230 114.421 Relative change in each estimate less than 0.0010 Final Estimates of Parameters Type Coef SE Coef T P MA 1 0.4099 0.3448 1.19 0.265 MA 2-0.5803 0.3311-1.75 0.114 MA 3-0.2297 0.3405-0.67 0.517 Constant 114.42 22.03 5.19 0.001 Mean 114.42 22.03

L35 Number of observations: 13 Residuals: SS = 29358.3 (backforecasts excluded) MS = 3262.0 DF = 9 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 8.3 * * * DF 8 * * * P-Value 0.405 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 129.801 17.834 241.767 11. ARIMA (1,0,3)

L36 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 49984.2 0.100 0.100 0.100 0.100 99.575 1 48916.7 0.231 0.250 0.090 0.080 84.910 2 48022.5 0.368 0.400 0.079 0.062 69.597

L37 3 47073.5 0.506 0.550 0.065 0.046 54.388 4 46104.6 0.642 0.700 0.048 0.031 39.364 5 41431.0 0.658 0.850-0.087 0.118 36.936 6 38258.0 0.508 0.810-0.165 0.224 52.304 7 38120.3 0.508 0.856-0.184 0.265 51.690 8 35844.0 0.358 0.858-0.226 0.279 67.566 9 35268.2 0.285 0.881-0.316 0.429 74.233 10 34230.5 0.229 0.933-0.370 0.403 81.071 11 33902.9 0.225 0.939-0.364 0.428 81.416 12 33083.7 0.143 0.912-0.359 0.488 89.986 13 30255.0 0.042 0.928-0.286 0.585 101.054 14 29495.0 0.031 0.940-0.275 0.585 102.469 15 29127.8 0.024 0.948-0.267 0.587 103.321 16 28913.2 0.020 0.953-0.262 0.588 103.867 17 28505.7-0.007 0.982-0.230 0.600 107.239 18 26153.3-0.045 1.012-0.187 0.616 112.223 19 25843.4-0.053 1.019-0.178 0.619 113.351 20 24506.4-0.096 1.048-0.128 0.643 119.022 21 24335.8-0.097 1.049-0.127 0.643 119.153 22 24308.6-0.098 1.050-0.126 0.644 119.274 23 24280.2-0.099 1.051-0.126 0.644 119.390 24 24252.6-0.100 1.052-0.125 0.644 119.502 25 24225.9-0.100 1.053-0.124 0.644 119.611 ** Convergence criterion not met after 25 iterations ** Final Estimates of Parameters Type Coef SE Coef T P AR 1-0.1003 0.8292-0.12 0.907 MA 1 1.0528 0.7742 1.36 0.211 MA 2-0.1245 0.9826-0.13 0.902 MA 3 0.6440 0.4622 1.39 0.201 Constant 119.611 0.069 1737.48 0.000 Mean 108.704 0.063 Number of observations: 13 Residuals: SS = 21987.5 (backforecasts excluded) MS = 2748.4 DF = 8 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 10.9 * * * DF 7 * * * P-Value 0.142 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 102.569-0.205 205.344

12. ARIMA (3,0,1) L38

L39 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 45921.9 0.100 0.100 0.100 0.100 77.447 1 45044.8-0.050 0.112 0.121-0.032 90.626 2 43951.6-0.200 0.123 0.149-0.153 103.210 3 40297.1-0.349 0.165 0.270-0.093 103.873 4 40077.8-0.499 0.160 0.307-0.216 117.237 5 40037.3-0.421 0.187 0.313-0.109 104.669 6 40035.4-0.523 0.167 0.325-0.218 117.276 7 40022.7-0.445 0.187 0.320-0.127 106.620 8 40021.5-0.503 0.174 0.324-0.194 114.345 9 40017.9-0.452 0.186 0.320-0.137 107.645 10 40017.3-0.492 0.177 0.323-0.182 112.851 11 40015.9-0.457 0.186 0.320-0.143 108.206 12 40015.6-0.485 0.179 0.323-0.175 112.011 13 40015.0-0.460 0.185 0.320-0.146 108.630 14 40014.8-0.481 0.180 0.322-0.171 111.480 15 40014.5-0.462 0.185 0.320-0.149 108.954 16 40014.4-0.479 0.181 0.322-0.168 111.117 17 40014.2-0.464 0.184 0.320-0.151 109.204 18 40014.1-0.477 0.182 0.321-0.165 110.857 19 40014.0-0.466 0.184 0.320-0.153 109.397 20 40014.0-0.475 0.182 0.321-0.164 110.665 21 40013.9-0.467 0.184 0.321-0.154 109.546 22 40013.9-0.474 0.182 0.321-0.163 110.521 23 40013.9-0.468 0.184 0.321-0.155 109.662 24 40013.9-0.473 0.182 0.321-0.162 110.412 25 40013.8-0.468 0.184 0.321-0.156 109.751 ** Convergence criterion not met after 25 iterations ** Final Estimates of Parameters

L40 Type Coef SE Coef T P AR 1-0.4683 1.4113-0.33 0.749 AR 2 0.1836 0.5778 0.32 0.759 AR 3 0.3206 0.4633 0.69 0.509 MA 1-0.1560 1.4409-0.11 0.916 Constant 109.75 23.20 4.73 0.001 Mean 113.84 24.07 Number of observations: 13 Residuals: SS = 39183.4 (backforecasts excluded) MS = 4897.9 DF = 8 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 11.0 * * * DF 7 * * * P-Value 0.139 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 108.080-29.119 245.278 13. ARIMA (2,0,3)

L41 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 48156.7 0.100 0.100 0.100 0.100 0.100 88.511 1 47036.5 0.155 0.250 0.171 0.246 0.092 65.767

L42 2 45907.3 0.233 0.400 0.266 0.391 0.082 40.518 3 44919.5 0.229 0.549 0.286 0.541 0.070 24.462 4 42928.5 0.147 0.679 0.260 0.691 0.054 19.012 5 42293.8 0.141 0.676 0.273 0.692 0.058 20.150 6 41149.2 0.113 0.640 0.301 0.673 0.053 27.381 7 38993.2 0.064 0.545 0.353 0.591 0.028 42.363 8 37334.0 0.185 0.478 0.503 0.487 0.043 36.763 9 36480.7 0.239 0.494 0.578 0.487 0.037 29.262 10 34903.1 0.238 0.491 0.596 0.500 0.058 29.644 11 34464.1 0.238 0.489 0.601 0.507 0.068 29.935 12 33956.9 0.239 0.486 0.604 0.517 0.083 30.203 13 33375.6 0.239 0.486 0.619 0.522 0.091 30.252 14 32858.6 0.238 0.490 0.655 0.520 0.091 29.854 15 31945.4 0.237 0.493 0.663 0.520 0.091 29.580 16 31909.9 0.237 0.494 0.666 0.521 0.092 29.516 17 31662.3 0.237 0.494 0.672 0.521 0.092 29.476 18 31645.0 0.237 0.495 0.672 0.521 0.092 29.468 Relative change in each estimate less than 0.0010 Final Estimates of Parameters Type Coef SE Coef T P AR 1 0.2369 1.9008 0.12 0.904 AR 2 0.4945 2.0184 0.25 0.813 MA 1 0.6719 1.8418 0.36 0.726 MA 2 0.5215 2.9403 0.18 0.864 MA 3 0.0917 0.9625 0.10 0.927 Constant 29.4678 0.0371 793.70 0.000 Mean 109.740 0.138 Number of observations: 13 Residuals: SS = 30857.1 (backforecasts excluded) MS = 4408.2 DF = 7 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 12.0 * * * DF 6 * * * P-Value 0.061 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual Period Forecast Lower Upper Actual 14 127.266-2.892 257.424

L43 14. ARIMA (3,0,2) ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 47940.3 0.100 0.100 0.100 0.100 0.100 77.447 1 46716.9 0.004-0.041 0.107 0.021-0.050 102.899 2 45686.9-0.059-0.184 0.112-0.029-0.200 125.122 3 44649.0-0.106-0.324 0.115-0.064-0.350 145.483 4 43473.7-0.122-0.460 0.117-0.062-0.500 161.878 5 41735.0-0.173-0.585 0.121-0.082-0.650 180.820 6 38105.1-0.323-0.570 0.156-0.153-0.701 191.974 7 36082.2-0.473-0.566 0.209-0.250-0.733 202.681 8 34751.1-0.580-0.709 0.227-0.340-0.883 228.945 9 30947.0-0.708-0.702 0.287-0.490-0.897 236.037 10 29355.4-0.735-0.714 0.290-0.559-0.972 239.767 11 27697.3-0.767-0.697 0.295-0.565-1.005 247.683 12 26923.7-0.769-0.694 0.294-0.574-1.054 248.461 13 26288.3-0.774-0.692 0.293-0.591-1.064 251.011 14 26117.9-0.774-0.691 0.291-0.600-1.096 252.650 15 25720.8-0.774-0.691 0.291-0.601-1.123 255.138 16 25455.7-0.774-0.691 0.291-0.612-1.136 255.122 17 24968.4-0.774-0.691 0.291-0.609-1.143 255.804 18 24937.2-0.774-0.691 0.291-0.609-1.143 256.035 Relative change in each estimate less than 0.0010 * ERROR * Model cannot be estimated with these data.

15. ARIMA (3,0,3) L44

L45 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 47875.4 0.100 0.100 0.100 0.100 0.100 0.100 77.447 1 42329.9-0.050 0.073 0.054 0.176-0.013-0.044 102.568 2 41360.8-0.193-0.077-0.020 0.046-0.140-0.102 143.082 3 41028.7-0.343-0.118-0.078-0.101-0.149-0.169 170.548 4 40491.3-0.237-0.234-0.086 0.010-0.299-0.144 172.389 5 40447.8-0.387-0.223-0.133-0.140-0.253-0.213 193.038 6 40269.9-0.537-0.236-0.188-0.288-0.231-0.286 217.067 7 40031.1-0.687-0.254-0.254-0.435-0.219-0.372 243.008 8 37896.8-0.714-0.361-0.330-0.441-0.369-0.498 266.107 9 35992.9-0.619-0.211-0.228-0.326-0.307-0.496 228.216 10 34707.7-0.667-0.079-0.258-0.355-0.236-0.646 223.174 11 31908.2-0.541 0.071-0.115-0.214-0.184-0.651 177.423 12 29970.8-0.435 0.213-0.005-0.064-0.200-0.731 139.565 13 29659.1-0.541 0.285 0.063-0.120-0.147-0.758

L46 138.729 14 29431.5-0.480 0.265 0.134-0.091-0.193-0.714 125.412 15 29361.5-0.495 0.272 0.126-0.100-0.185-0.722 127.762 16 29335.4-0.505 0.275 0.124-0.106-0.181-0.728 129.040 17 29322.4-0.532 0.277 0.124-0.126-0.172-0.743 132.154 18 29318.4-0.524 0.261 0.142-0.116-0.185-0.730 130.676 19 29300.8-0.544 0.264 0.135-0.134-0.177-0.745 133.498 20 29300.3-0.537 0.252 0.147-0.127-0.185-0.736 132.594 21 29289.8-0.551 0.254 0.142-0.140-0.180-0.746 134.582 22 29289.7-0.547 0.246 0.150-0.135-0.185-0.740 134.010 23 29284.4-0.555 0.247 0.147-0.143-0.182-0.746 135.270 24 29284.2-0.553 0.242 0.152-0.141-0.185-0.743 135.014 25 29282.1-0.559 0.242 0.150-0.146-0.183-0.747 135.823 ** Convergence criterion not met after 25 iterations ** Final Estimates of Parameters Type Coef SE Coef T P AR 1-0.5587 1.2020-0.46 0.658 AR 2 0.2421 0.6523 0.37 0.723 AR 3 0.1496 0.5433 0.28 0.792 MA 1-0.1457 1.3770-0.11 0.919 MA 2-0.1832 1.0852-0.17 0.871 MA 3-0.7468 1.2454-0.60 0.571 Constant 135.82 38.66 3.51 0.013 Mean 116.39 33.13 Number of observations: 13 Residuals: SS = 27017.6 (backforecasts excluded) MS = 4502.9 DF = 6 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 7.6 * * * DF 5 * * * P-Value 0.180 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 122.862-8.689 254.412

16. ARIMA (4,0,0) L47

L48 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 50411.7 0.100 0.100 0.100 0.100 66.383 1 43520.5-0.050 0.174 0.164 0.007 80.246 2 39949.8-0.200 0.241 0.232-0.095 94.160 3 39226.2-0.264 0.255 0.261-0.162 102.784 4 38989.6-0.279 0.245 0.266-0.208 109.137 5 38832.0-0.284 0.233 0.268-0.244 114.062 6 38715.3-0.285 0.221 0.269-0.274 118.011 7 38626.8-0.285 0.212 0.271-0.300 121.258 8 38558.7-0.286 0.203 0.273-0.322 123.976 9 38505.6-0.286 0.196 0.275-0.342 126.286 10 38464.0-0.285 0.190 0.276-0.359 128.210 11 38430.3-0.286 0.184 0.278-0.373 130.023 12 38403.6-0.285 0.180 0.279-0.386 131.517 13 38381.7-0.286 0.176 0.281-0.398 132.766 14 38364.1-0.286 0.172 0.282-0.408 133.984 15 38349.6-0.286 0.169 0.283-0.418 135.043 16 38337.6-0.286 0.166 0.284-0.426 135.990 17 38326.9-0.286 0.164 0.285-0.434 136.892 18 38318.6-0.286 0.161 0.286-0.440 137.649 19 38311.4-0.286 0.159 0.287-0.446 138.390 20 38305.4-0.286 0.157 0.288-0.452 138.991 21 38300.3-0.286 0.155 0.288-0.457 139.549 22 38295.7-0.286 0.153 0.289-0.461 140.150 23 38292.0-0.286 0.152 0.289-0.466 140.571 24 38288.7-0.286 0.151 0.290-0.470 140.997 25 38285.8-0.286 0.150 0.291-0.473 141.390

L49 ** Convergence criterion not met after 25 iterations ** * WARNING * Back forecasts not dying out rapidly Back forecasts (after differencing) Lag -95 - -90 106.511 107.389 107.501 106.364 107.998 106.720 Lag -89 - -84 106.902 108.024 106.090 107.848 107.253 106.243 Lag -83 - -78 108.457 106.143 107.290 108.057 105.613 108.550 Lag -77 - -72 106.693 106.339 108.924 105.317 108.056 107.781 Lag -71 - -66 105.199 109.492 105.690 106.856 109.227 104.281 Lag -65 - -60 109.324 106.958 105.080 110.579 104.140 108.059 Lag -59 - -54 109.069 103.205 111.160 105.299 105.628 111.554 Lag -53 - -48 102.033 110.246 108.000 102.457 113.491 102.519 Lag -47 - -42 107.368 111.915 99.563 113.667 105.423 102.685 Lag -41 - -36 115.966 98.441 110.954 110.847 97.278 118.372 Lag -35 - -30 100.659 104.887 117.793 93.200 117.049 107.176 Lag -29 - -24 96.261 123.974 93.121 110.402 117.557 87.521 Lag -23 - -18 126.077 99.413 98.283 129.299 82.649 120.836 Lag -17 - -12 113.158 83.203 137.850 85.892 105.611 131.527 Lag -11 - -6 69.639 137.687 102.561 85.187 153.013 66.633 Lag -5-0 119.769 120.764 47.119 152.587 81.188 113.145 Back forecast residuals Lag -95 - -90-0.140 0.020 0.122-0.211 0.192-0.065 Lag -89 - -84-0.110 0.242-0.253 0.126 0.083-0.267 Lag -83 - -78 0.321-0.203-0.038 0.282-0.394 0.300 Lag -77 - -72-0.031-0.282 0.469-0.416 0.128 0.259 Lag -71 - -66-0.540 0.551-0.259-0.204 0.600-0.704 Lag -65 - -60 0.429 0.110-0.640 0.869-0.641 0.037 Lag -59 - -54 0.647-1.040 0.898-0.247-0.605 1.205 Lag -53 - -48-1.200 0.531 0.495-1.349 1.542-0.902 Lag -47 - -42-0.297 1.450-1.915 1.369-0.014-1.481 Lag -41 - -36 2.305-1.937 0.465 1.408-2.686 2.608 Lag -35 - -30-1.082-1.189 3.026-3.374 1.891 0.776 Lag -29 - -24-3.279 4.217-2.912-0.112 3.388-5.103 Lag -23 - -18 4.158-0.873-3.292 5.971-5.633 2.264 Lag -17 - -12 2.952-6.680 7.364-4.160-2.423 6.855 Lag -11 - -6-9.601 6.529 1.948-5.416 13.627-8.320 Lag -5-0 -1.640-0.440-24.550 3.360-1.962 15.644 Final Estimates of Parameters Type Coef SE Coef T P AR 1-0.2864 0.3378-0.85 0.421 AR 2 0.1495 0.3667 0.41 0.694 AR 3 0.2906 0.3713 0.78 0.456 AR 4-0.4732 0.3933-1.20 0.263 Constant 141.39 19.11 7.40 0.000 Mean 107.16 14.48 Number of observations: 13 Residuals: SS = 36565.4 (backforecasts excluded) MS = 4570.7 DF = 8 Modified Box-Pierce (Ljung-Box) Chi-Square statistic

L50 Lag 12 24 36 48 Chi-Square 4.9 * * * DF 7 * * * P-Value 0.674 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 56.820-75.716 189.357 17. ARIMA (0,0,4)

L51 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 45603.9 0.100 0.100 0.100 0.100 110.638 1 38348.2 0.250 0.028 0.044 0.242 107.449

L52 2 33526.6 0.385-0.049 0.004 0.392 105.962 3 30688.7 0.480-0.193-0.062 0.528 104.832 4 29753.0 0.523-0.258-0.088 0.577 104.743 5 29397.7 0.556-0.290-0.112 0.597 104.745 6 29238.3 0.587-0.305-0.133 0.604 104.778 7 29133.3 0.611-0.314-0.155 0.608 104.717 8 29058.2 0.632-0.317-0.176 0.613 104.738 9 29003.7 0.646-0.317-0.199 0.619 104.661 10 28962.4 0.657-0.313-0.220 0.628 104.688 11 28927.6 0.661-0.307-0.243 0.636 104.606 12 28894.5 0.666-0.297-0.266 0.648 104.628 13 28859.1 0.664-0.284-0.291 0.659 104.543 14 28818.1 0.664-0.269-0.318 0.673 104.553 15 28768.0 0.659-0.251-0.347 0.687 104.459 16 28706.8 0.656-0.231-0.379 0.705 104.450 17 28635.2 0.648-0.209-0.414 0.722 104.340 18 28563.6 0.644-0.186-0.449 0.741 104.311 19 28509.5 0.640-0.167-0.482 0.756 104.196 20 28482.5 0.641-0.154-0.505 0.768 104.182 21 28473.3 0.641-0.148-0.520 0.773 104.101 22 28470.5 0.645-0.146-0.527 0.777 104.124 23 28469.6 0.646-0.145-0.532 0.778 104.068 24 28469.3 0.648-0.145-0.533 0.780 104.104 25 28469.2 0.647-0.145-0.535 0.779 104.057 ** Convergence criterion not met after 25 iterations ** Final Estimates of Parameters Type Coef SE Coef T P MA 1 0.6474 0.3929 1.65 0.138 MA 2-0.1455 0.4951-0.29 0.776 MA 3-0.5349 0.5212-1.03 0.335 MA 4 0.7793 0.4157 1.87 0.098 Constant 104.057 6.207 16.76 0.000 Mean 104.057 6.207 Number of observations: 13 Residuals: SS = 22261.7 (backforecasts excluded) MS = 2782.7 DF = 8 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 12.4 * * * DF 7 * * * P-Value 0.087 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 62.429-40.984 165.843

18. ARIMA (1,0,4) L53

L54 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 48342.5 0.100 0.100 0.100 0.100 0.100 99.575 1 46979.9 0.228 0.250 0.093 0.077 0.095 85.158 2 45337.1 0.349 0.400 0.079 0.052 0.096 71.673 3 41529.2 0.420 0.550 0.021 0.018 0.144 63.366 4 35969.9 0.272 0.514-0.096-0.002 0.294 78.766 5 31551.1 0.173 0.574-0.243-0.040 0.444 88.287 6 29941.7 0.111 0.624-0.333-0.050 0.509 94.033 7 29425.9 0.060 0.638-0.360-0.073 0.540 99.030 8 29212.9 0.015 0.639-0.355-0.104 0.568 103.547 9 29084.9-0.025 0.623-0.334-0.142 0.596 107.456 10 28971.5-0.062 0.604-0.303-0.183 0.628 111.177 11 28829.5-0.098 0.573-0.263-0.232 0.662 114.732 12 28627.2-0.134 0.540-0.214-0.286 0.702 118.367 13 28392.1-0.163 0.505-0.163-0.345 0.740 121.154 14 28263.6-0.168 0.500-0.134-0.389 0.765 121.547 15 28204.8-0.153 0.517-0.132-0.417 0.771 119.850 16 28163.8-0.145 0.536-0.132-0.439 0.778 119.037 17 28133.1-0.139 0.550-0.134-0.458 0.781 118.350 18 28111.3-0.136 0.565-0.136-0.472 0.786 118.018 19 28096.4-0.134 0.573-0.138-0.485 0.788 117.668 20 28086.7-0.132 0.584-0.139-0.494 0.793 117.535 21 28080.6-0.131 0.588-0.141-0.502 0.794 117.348 22 28076.9-0.131 0.595-0.142-0.508 0.797 117.301 23 28074.6-0.131 0.597-0.144-0.513 0.798 117.196 24 28073.3-0.130 0.602-0.144-0.516 0.800 117.183 25 28072.5-0.130 0.603-0.145-0.519 0.800 117.121

L55 ** Convergence criterion not met after 25 iterations ** Final Estimates of Parameters Type Coef SE Coef T P AR 1-0.1302 0.6211-0.21 0.840 MA 1 0.6028 0.6765 0.89 0.402 MA 2-0.1450 0.7086-0.20 0.844 MA 3-0.5189 0.7766-0.67 0.525 MA 4 0.7998 0.4870 1.64 0.145 Constant 117.121 6.172 18.98 0.000 Mean 103.630 5.461 Number of observations: 13 Residuals: SS = 21862.3 (backforecasts excluded) MS = 3123.2 DF = 7 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 12.4 * * * DF 6 * * * P-Value 0.053 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 61.675-47.883 171.232 19. ARIMA (2,0,4)

L56 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 46614.1 0.100 0.100 0.100 0.100 0.100 0.100 88.511

L57 1 44535.2 0.211 0.196 0.250 0.193 0.084 0.098 65.382 2 43202.1 0.333 0.121 0.400 0.102 0.072 0.102 60.090 3 42227.0 0.466 0.006 0.550-0.035 0.069 0.106 58.049 4 41191.8 0.598-0.113 0.700-0.183 0.071 0.112 56.440 5 39903.2 0.716-0.224 0.842-0.333 0.078 0.123 55.542 6 38222.9 0.814-0.323 0.971-0.483 0.093 0.140 55.394 7 36258.2 0.906-0.403 1.102-0.633 0.125 0.155 54.012 8 34451.6 1.002-0.465 1.240-0.783 0.181 0.148 50.174 9 32974.5 1.090-0.519 1.361-0.933 0.258 0.123 46.464 10 31637.8 1.164-0.565 1.469-1.083 0.353 0.087 43.302 11 30402.6 1.228-0.605 1.565-1.233 0.463 0.041 40.669 12 29235.6 1.285-0.642 1.655-1.383 0.585-0.011 38.427 13 28089.7 1.340-0.680 1.742-1.533 0.713-0.069 36.465 14 26928.7 1.393-0.717 1.829-1.683 0.845-0.128 34.686 15 25768.7 1.443-0.753 1.915-1.833 0.978-0.188 33.014 16 24528.1 1.491-0.788 2.002-1.983 1.114-0.249 31.411 17 23215.9 1.536-0.824 2.089-2.133 1.252-0.312 30.078 18 21536.4 1.587-0.875 2.175-2.283 1.394-0.378 29.760 19 20581.6 1.611-0.915 2.175-2.267 1.372-0.373 31.937 20 19976.9 1.629-0.940 2.181-2.261 1.350-0.363 32.484 21 19557.9 1.639-0.958 2.186-2.257 1.333-0.354 33.190 22 19288.6 1.646-0.973 2.185-2.241 1.304-0.341 33.940 23 19038.4 1.649-0.984 2.184-2.219 1.264-0.323 34.770 24 18960.5 1.644-0.991 2.185-2.181 1.190-0.292 36.127 25 18793.2 1.637-0.995 2.234-2.166 1.040-0.214 37.177 ** Convergence criterion not met after 25 iterations ** * WARNING * Back forecasts not dying out rapidly Back forecasts (after differencing) Lag -95 - -90 87.915 103.823 119.749 129.957 130.743 121.781 Lag -89 - -84 106.257 89.731 78.153 75.715 83.338 98.320 Lag -83 - -78 115.298 128.166 132.270 126.091 111.808 94.531 Lag -77 - -72 80.469 74.701 79.344 92.772 110.187 125.335 Lag -71 - -66 132.749 129.722 117.299 99.911 83.799 74.774

L58 Lag -65 - -60 76.118 87.394 104.585 121.526 132.112 132.502 Lag -59 - -54 122.510 105.686 88.062 75.981 73.821 82.404 Lag -53 - -48 98.688 116.841 130.334 134.284 127.225 111.650 Lag -47 - -42 93.132 78.327 72.585 78.016 92.713 111.426 Lag -41 - -36 127.430 134.950 131.237 117.578 98.849 81.773 Lag -35 - -30 72.508 74.428 86.891 105.456 123.463 134.423 Lag -29 - -24 134.356 123.236 105.019 86.235 73.647 71.819 Lag -23 - -18 81.457 99.141 118.538 132.669 136.418 128.390 Lag -17 - -12 111.421 91.585 76.013 70.335 76.640 92.711 Lag -11 - -6 112.804 129.699 137.296 132.815 117.817 97.656 Lag -5-0 79.571 70.087 72.658 86.413 127.801 67.605 Back forecast residuals Lag -95 - -90 0.050 0.229 0.547 0.896 1.094 0.987 Lag -89 - -84 0.539-0.133-0.798-1.211-1.207-0.773 Lag -83 - -78-0.057 0.686 1.188 1.265 0.887 0.187 Lag -77 - -72-0.583-1.147-1.300-0.985-0.314 0.473 Lag -71 - -66 1.094 1.323 1.077 0.441-0.356-1.028 Lag -65 - -60-1.333-1.160-0.567 0.232 0.951 1.331 Lag -59 - -54 1.233 0.691-0.103-0.864-1.316-1.297 Lag -53 - -48-0.810-0.030 0.765 1.288 1.349 0.925 Lag -47 - -42 0.165-0.657-1.247-1.390-1.033-0.302 Lag -41 - -36 0.541 1.193 1.418 1.133 0.439-0.416 Lag -35 - -30-1.125-1.433-1.225-0.575 0.285 1.046 Lag -29 - -24 1.434 1.307 0.709-0.147-0.954-1.421 Lag -23 - -18-1.379-0.839 0.005 0.852 1.395 1.438 Lag -17 - -12 0.963 0.140-0.738-1.354-1.485-1.082 Lag -11 - -6-0.287 0.615 1.299 1.519 1.192 0.434 Lag -5-0 -0.483-1.231-1.538-1.293 20.772-44.868 Final Estimates of Parameters Type Coef SE Coef T P AR 1 1.6369 0.2187 7.49 0.000 AR 2-0.9955 0.1610-6.18 0.001 MA 1 2.2343 1.1927 1.87 0.110 MA 2-2.1661 1.0676-2.03 0.089 MA 3 1.0399 0.9040 1.15 0.294 MA 4-0.2144 0.9982-0.21 0.837 Constant 37.177 2.386 15.58 0.000 Mean 103.673 6.654 Number of observations: 13 Residuals: SS = 16258.5 (backforecasts excluded) MS = 2709.7 DF = 6 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 13.9 * * * DF 5 * * * P-Value 0.016 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual

L59 14 122.609 20.560 224.658 20. ARIMA (3,0,4) ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 46217.9 0.100 0.100 0.100 0.100 0.100 0.100 0.100 77.447 1 45108.1 0.232 0.120 0.039 0.250 0.114 0.030 0.109 67.339 2 44009.5 0.364 0.124-0.041 0.400 0.107-0.059 0.121 60.969 3 42693.0 0.492 0.131-0.127 0.550 0.097-0.155 0.138 55.444 4 40990.9 0.612 0.147-0.224 0.700 0.085-0.264 0.163 51.164 5 38180.6 0.709 0.132-0.307 0.850 0.014-0.363 0.217 51.015 6 34289.4 0.720 0.072-0.313 0.934-0.136-0.380 0.306 56.694 7 30866.4 0.772 0.020-0.337 1.056-0.286-0.405 0.383 59.106 8 27523.4 0.684 0.170-0.445 1.041-0.220-0.548 0.497 63.883 9 25447.2 0.586 0.320-0.537 0.995-0.126-0.681 0.596 68.072 10 23654.6 0.517 0.470-0.638 1.035-0.147-0.756

L60 0.722 69.837 11 22785.5 0.545 0.466-0.662 1.074-0.191-0.693 0.666 68.406 12 22200.7 0.547 0.512-0.731 1.128-0.239-0.680 0.677 70.753 13 21652.5 0.665 0.403-0.721 1.233-0.385-0.546 0.557 67.808 14 21423.1 0.568 0.551-0.811 1.168-0.247-0.696 0.655 72.197 15 20950.3 0.670 0.443-0.783 1.282-0.397-0.571 0.566 69.568 16 20302.7 0.599 0.580-0.889 1.253-0.323-0.650 0.611 73.470 17 19447.4 0.662 0.525-0.886 1.391-0.473-0.550 0.535 72.248 18 18307.5 0.658 0.562-0.931 1.422-0.482-0.559 0.508 72.532 19 16220.9 0.663 0.582-0.964 1.572-0.534-0.604 0.506 73.442 20 15984.8 0.681 0.587-0.966 1.699-0.602-0.674 0.478 70.166 21 14515.1 0.683 0.587-0.965 1.782-0.644-0.688 0.506 70.254 22 13570.1 0.676 0.570-0.962 1.748-0.636-0.585 0.416 71.874 23 12808.7 0.683 0.575-0.961 1.848-0.741-0.536 0.378 71.675 24 12471.0 0.677 0.590-0.966 1.841-0.713-0.545 0.372 70.874 25 12361.9 0.637 0.576-0.975 1.839-0.672-0.617 0.407 76.433 ** Convergence criterion not met after 25 iterations ** * ERROR * Model cannot be estimated with these data. 21. ARIMA (4,0,4)

L61 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 47876.6 0.100 0.100 0.100 0.100 0.100 0.100 0.100 0.100 66.383 1 41454.5 0.084 0.227 0.250 0.062 0.228 0.164 0.203 0.179 41.470 2 39977.9 0.060 0.203 0.133 0.174 0.222 0.128 0.075 0.329 47.281 3 38432.6 0.110 0.233-0.003 0.198 0.301 0.129-0.075 0.398 50.868 4 35999.7 0.213 0.294-0.106 0.110 0.451 0.135-0.198 0.385 53.805 5 33651.5 0.323 0.379-0.210 0.016 0.601 0.158-0.325 0.363 54.111 6 31243.0 0.426 0.416-0.330-0.018 0.751 0.124-0.464 0.398 55.519 7 28076.1 0.516 0.370-0.450 0.012 0.901-0.025-0.592 0.519 60.416 8 24439.5 0.553 0.351-0.479-0.032 1.025-0.175-0.644 0.606 65.982 9 21094.9 0.480 0.415-0.407-0.182 1.050-0.228-0.612 0.608 74.672 10 18266.9 0.379 0.513-0.360-0.332 1.062-0.233-0.625 0.630 84.785 11 15821.2 0.303 0.575-0.306-0.482 1.104-0.241-0.646 0.647 95.090 12 13176.0 0.240 0.616-0.248-0.632 1.186-0.251-0.686 0.665 105.305 13 12040.9 0.186 0.677-0.253-0.673 1.172-0.132-0.836 0.750 109.071 14 11216.7 0.138 0.727-0.239-0.727 1.200-0.025-0.986 0.837 112.861 15 8344.5 0.123 0.710-0.161-0.816 1.296 0.005-1.136 0.837 116.813 16 7725.3 0.125 0.709-0.159-0.826 1.334 0.037-1.196 0.846 117.264 17 7022.8 0.118 0.687-0.141-0.843 1.391 0.084-1.317 0.884 119.822 18 6947.9 0.118 0.680-0.141-0.843 1.391 0.084-1.317 0.884 120.462 19 6933.4 0.118 0.677-0.141-0.843 1.392 0.089-1.316 0.886 120.761 20 6854.9 0.118 0.676-0.141-0.843 1.395 0.097-1.316 0.894 120.846 21 6827.2 0.118 0.676-0.141-0.843 1.395 0.099-1.316 0.896 120.857 22 6818.7 0.118 0.676-0.141-0.843 1.396 0.100-1.315 0.897 120.866 23 6812.5 0.118 0.676-0.141-0.843 1.396 0.101-1.315 0.897 120.873 24 6807.1 0.118 0.676-0.141-0.843 1.396 0.101-1.315 0.898 120.881 25 6802.2 0.118 0.676-0.141-0.843 1.397 0.102-1.315 0.899 120.888 ** Convergence criterion not met after 25 iterations **

L62 * ERROR * Model cannot be estimated with these data. 22. ARIMA (4,0,1)

L63 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 47596.1 0.100 0.100 0.100 0.100 0.100 66.383 1 46476.8-0.050 0.108 0.121 0.105-0.035 79.251 2 45625.8-0.200 0.112 0.144 0.114-0.175 92.148 3 44904.4-0.350 0.114 0.167 0.123-0.314 105.109 4 44233.3-0.500 0.113 0.195 0.132-0.450 118.034 5 43058.1-0.650 0.107 0.237 0.145-0.559 130.201 6 41807.7-0.563 0.103 0.260 0.145-0.409 119.523 7 41555.2-0.713 0.085 0.294 0.169-0.545 131.742 8 41003.6-0.603 0.101 0.297 0.154-0.395 119.740 9 40817.8-0.753 0.077 0.330 0.176-0.533 133.384 10 40610.1-0.626 0.106 0.318 0.151-0.383 120.266 11 40519.2-0.776 0.076 0.351 0.177-0.527 134.150 12 40434.3-0.639 0.110 0.329 0.147-0.377 120.597 13 40382.6-0.789 0.076 0.363 0.175-0.522 134.594 14 40334.0-0.649 0.115 0.338 0.143-0.372 120.821 15 40303.6-0.799 0.078 0.373 0.173-0.520 134.877 16 40288.9-0.654 0.118 0.342 0.139-0.370 121.073 17 40267.6-0.804 0.079 0.377 0.171-0.518 135.146 18 40261.5-0.658 0.120 0.345 0.136-0.368 121.307 19 40245.6-0.808 0.080 0.380 0.169-0.516 135.383 20 40243.6-0.660 0.122 0.347 0.133-0.366 121.522 21 40231.1-0.810 0.081 0.382 0.167-0.515 135.595 22 40230.2-0.662 0.123 0.348 0.131-0.365 121.761 23 40220.3-0.812 0.081 0.383 0.165-0.514 135.829 24 40213.0-0.666 0.125 0.350 0.126-0.364 122.368 25 40206.1-0.816 0.082 0.385 0.161-0.514 136.443 ** Convergence criterion not met after 25 iterations **

L64 Final Estimates of Parameters Type Coef SE Coef T P AR 1-0.8162 10.8537-0.08 0.942 AR 2 0.0816 3.2632 0.02 0.981 AR 3 0.3854 2.6275 0.15 0.888 AR 4 0.1608 2.6689 0.06 0.954 MA 1-0.5137 10.8553-0.05 0.964 Constant 136.44 32.80 4.16 0.004 Mean 114.81 27.60 Number of observations: 13 Residuals: SS = 39410.1 (backforecasts excluded) MS = 5630.0 DF = 7 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 11.6 * * * DF 6 * * * P-Value 0.071 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 116.651-30.445 263.746 23. ARIMA (4,0,2)

L65 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 49808.3 0.100 0.100 0.100 0.100 0.100 0.100 66.383 1 47674.2-0.050 0.008 0.111 0.098-0.021-0.004 92.321 2 45766.8-0.200-0.133 0.122 0.104-0.147-0.153 122.976 3 44244.9-0.323-0.278 0.129 0.111-0.252-0.303 150.992 4 42569.3-0.462-0.423 0.138 0.122-0.369-0.453 180.225 5 39861.5-0.612-0.550 0.159 0.146-0.472-0.591 206.170 6 35046.4-0.762-0.611 0.252 0.240-0.482-0.707 210.892 7 33227.0-0.820-0.579 0.316 0.339-0.533-0.760 198.792 8 30822.6-0.869-0.538 0.374 0.450-0.613-0.796 184.412 9 26691.4-0.967-0.532 0.378 0.556-0.763-0.853 185.966 10 23868.7-1.027-0.516 0.385 0.615-0.913-0.915 184.508 11 21165.0-1.089-0.490 0.423 0.674-1.063-1.004 175.998 12 20304.8-1.086-0.491 0.424 0.677-1.079-1.009 175.899 13 19461.5-1.086-0.491 0.423 0.677-1.103-1.063 176.464 14 19079.5-1.086-0.491 0.423 0.677-1.109-1.089 177.077 15 18436.3-1.086-0.491 0.423 0.677-1.122-1.119 177.254 16 18282.8-1.086-0.491 0.423 0.677-1.122-1.124 177.766 17 18193.3-1.086-0.491 0.423 0.677-1.123-1.128 177.871 18 18126.4-1.086-0.491 0.423 0.677-1.125-1.132 177.925 19 18109.1-1.086-0.491 0.423 0.677-1.146-1.156 177.016 20 17683.8-1.086-0.491 0.423 0.677-1.155-1.164 177.113 21 17449.6-1.086-0.491 0.423 0.677-1.176-1.181 177.384 22 17284.0-1.086-0.491 0.423 0.677-1.176-1.182 179.124 23 17268.5-1.086-0.491 0.423 0.677-1.176-1.182 179.124 Relative change in each estimate less than 0.0010 * ERROR * Model cannot be estimated with these data.

L66 24. ARIMA (4,0,3) ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 49651.5 0.100 0.100 0.100 0.100 0.100 0.100 0.100 66.383 1 48515.3-0.050 0.078 0.131 0.092-0.036 0.072 0.124 82.855 2 47645.6-0.200 0.036 0.177 0.088-0.176 0.028 0.163 99.496 3 46871.0-0.350-0.028 0.216 0.086-0.318-0.035 0.197 118.938 4 46159.5-0.500-0.122 0.232 0.086-0.462-0.126 0.208 144.209 5 45488.5-0.640-0.272 0.186 0.089-0.595-0.272 0.160 180.969 6 44903.9-0.766-0.422 0.130 0.092-0.717-0.418 0.103 217.169 7 44257.4-0.902-0.572 0.069 0.096-0.849-0.565 0.040 254.895 8 43296.4-1.051-0.722 0.006 0.107-0.992-0.711-0.030 293.723 9 40530.5-1.201-0.844 0.009 0.159-1.118-0.826-0.062 317.926 10 32847.0-1.312-0.897 0.146 0.309-1.166-0.862

L67-0.004 304.781 11 30941.0-1.300-0.907 0.152 0.340-1.132-0.867-0.008 303.019 12 28795.8-1.307-0.901 0.142 0.357-1.112-0.914-0.044 306.306 13 27183.9-1.330-0.886 0.133 0.444-1.198-1.064-0.158 304.032 14 23774.4-1.363-0.868 0.133 0.498-1.309-1.214-0.258 305.348 15 21794.6-1.391-0.835 0.141 0.580-1.438-1.364-0.326 305.475 16 20021.5-1.389-0.829 0.143 0.579-1.426-1.370-0.308 300.759 17 19331.4-1.387-0.828 0.140 0.578-1.426-1.382-0.290 300.854 18 19152.3-1.387-0.828 0.140 0.578-1.431-1.391-0.264 301.355 19 18998.2-1.386-0.828 0.140 0.578-1.432-1.394-0.265 300.777 20 18896.1-1.386-0.828 0.140 0.578-1.433-1.396-0.265 300.394 21 18818.9-1.386-0.828 0.140 0.578-1.433-1.399-0.265 300.126 22 18757.2-1.386-0.828 0.139 0.578-1.434-1.400-0.265 299.925 23 18704.9-1.386-0.828 0.139 0.578-1.435-1.402-0.265 299.768 24 18658.6-1.386-0.828 0.139 0.578-1.436-1.403-0.265 299.641 Relative change in each estimate less than 0.0010 * ERROR * Model cannot be estimated with these data. 25. ARIMA (5,0,0)

L68

L69 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 53150.1 0.100 0.100 0.100 0.100 0.100 55.319 1 43003.8-0.033 0.163 0.179 0.031-0.050 80.820 2 36221.2-0.143 0.219 0.247-0.031-0.200 102.849 3 31661.1-0.228 0.266 0.299-0.083-0.350 122.798 4 28398.1-0.284 0.298 0.330-0.124-0.500 141.321 5 25735.9-0.314 0.314 0.339-0.153-0.650 158.928 6 23799.3-0.315 0.316 0.329-0.173-0.768 172.546 7 22323.1-0.310 0.275 0.303-0.224-0.863 190.314 8 21508.6-0.314 0.279 0.293-0.234-0.914 197.526 9 21056.9-0.309 0.276 0.288-0.246-0.945 201.467 10 20727.9-0.300 0.272 0.283-0.259-0.966 204.311 11 20462.7-0.294 0.270 0.275-0.271-0.979 206.756 12 20323.5-0.294 0.265 0.266-0.282-0.986 209.534 13 20236.3-0.301 0.252 0.251-0.293-0.989 213.833 14 20158.3-0.311 0.234 0.234-0.304-0.990 219.176 15 20106.8-0.321 0.218 0.218-0.315-0.990 223.930 16 20077.7-0.329 0.206 0.205-0.322-0.990 227.634 17 20061.0-0.334 0.196 0.196-0.328-0.991 230.524 18 20051.4-0.339 0.188 0.188-0.333-0.991 232.756 19 20046.1-0.342 0.183 0.183-0.337-0.991 234.427 20 20043.4-0.345 0.178 0.179-0.339-0.991 235.641 21 20042.0-0.347 0.175 0.176-0.341-0.991 236.505 22 20041.4-0.348 0.173 0.174-0.342-0.991 237.111 23 20041.0-0.349 0.172 0.172-0.343-0.991 237.532 24 20040.9-0.349 0.171 0.171-0.344-0.991 237.824 25 20040.8-0.350 0.170 0.171-0.344-0.991 238.025 ** Convergence criterion not met after 25 iterations ** * WARNING * Back forecasts not dying out rapidly Back forecasts (after differencing) Lag -94 - -89 97.836 94.637 7.715 115.597 45.460 113.542 Lag -88 - -83 130.270 173.790 89.143 175.649 63.905 70.810 Lag -82 - -77 49.977 94.093 28.515 165.633 114.707 150.194 Lag -76 - -71 131.285 153.000 27.896 110.680 34.982 65.444 Lag -70 - -65 78.291 163.113 84.291 194.113 121.712 109.318 Lag -64 - -59 62.231 104.787-5.505 109.459 86.991 128.149 Lag -58 - -53 125.724 200.529 73.126 137.966 65.682 56.098 Lag -52 - -47 27.583 129.100 47.381 164.667 147.057 152.286 Lag -46 - -41 93.978 153.167 11.326 76.663 55.019 87.372 Lag -40 - -35 73.967 200.562 101.573 165.864 120.324 99.049 Lag -34 - -29 16.810 111.073 11.721 101.784 120.098 161.916 Lag -28 - -23 105.966 204.217 70.304 90.856 55.076 69.816 Lag -22 - -17 10.174 155.158 88.980 157.590 153.458 164.364 Lag -16 - -11 48.693 132.582 17.627 52.426 64.773 133.861 Lag -10 - -5 73.899 212.467 126.434 133.023 91.159 103.651 Lag -4-0 -16.244 104.828 52.421 108.711 130.655 Back forecast residuals Lag -94 - -89 0.090-0.465-1.844-0.660-0.768-0.090 Lag -88 - -83 0.905 1.632 0.511 1.066-0.230-1.138 Lag -82 - -77-1.289-0.681-1.176 0.703 1.040 1.099

L70 Lag -76 - -71 1.021 0.953-1.043-0.736-1.230-1.245 Lag -70 - -65-0.500 1.060 0.509 1.601 1.147 0.095 Lag -64 - -59-0.809-0.584-1.941-0.757 0.017 0.553 Lag -58 - -53 0.956 1.993 0.326 0.182-0.560-1.386 Lag -52 - -47-1.710-0.135-0.472 0.901 1.585 1.298 Lag -46 - -41 0.280 0.557-1.391-1.431-1.056-0.598 Lag -40 - -35-0.291 1.725 1.065 1.154 0.786-0.206 Lag -34 - -29-1.712-0.788-1.499-0.630 0.637 1.419 Lag -28 - -23 0.834 1.800 0.174-0.751-1.126-1.185 Lag -22 - -17-1.789 0.313 0.535 1.116 1.586 1.429 Lag -16 - -11-0.535-0.229-1.453-1.732-0.942 0.400 Lag -10 - -5 0.145 1.934 1.503 0.646-0.088-0.429 Lag -4-0 -2.238-1.057-0.713-0.079 0.946 Final Estimates of Parameters Type Coef SE Coef T P AR 1-0.3497 0.2641-1.32 0.227 AR 2 0.1702 0.2817 0.60 0.565 AR 3 0.1707 0.2872 0.59 0.571 AR 4-0.3439 0.3137-1.10 0.309 AR 5-0.9909 0.2720-3.64 0.008 Constant 238.03 15.36 15.50 0.000 Mean 101.566 6.553 Number of observations: 13 Residuals: SS = 19932.5 (backforecasts excluded) MS = 2847.5 DF = 7 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 10.3 * * * DF 6 * * * P-Value 0.114 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 78.682-25.928 183.293

26. ARIMA (0,0,5) L71

L72 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 43260.0 0.100 0.100 0.100 0.100 0.100 110.638 1 35171.1 0.250 0.025 0.019 0.158 0.245 108.620 2 29590.9 0.365-0.125-0.046 0.186 0.373 108.197 3 26002.2 0.444-0.275-0.067 0.158 0.488 107.792 4 25031.4 0.588-0.341-0.047 0.037 0.503 106.215 5 24939.3 0.579-0.388-0.019 0.013 0.560 106.557 6 24793.1 0.602-0.375-0.031-0.026 0.548 105.670 7 24766.8 0.582-0.371-0.018-0.020 0.576 106.313 8 24730.1 0.576-0.355-0.034-0.041 0.573 105.851 9 24709.5 0.568-0.346-0.030-0.041 0.595 106.291 10 24680.2 0.554-0.331-0.044-0.059 0.598 105.937 11 24652.2 0.548-0.318-0.044-0.064 0.619 106.249 12 24614.1 0.531-0.302-0.056-0.082 0.628 105.966 13 24570.3 0.524-0.285-0.059-0.091 0.650 106.201 14 24514.0 0.504-0.266-0.072-0.110 0.662 105.957 15 24450.9 0.495-0.246-0.077-0.123 0.686 106.148 16 24382.4 0.475-0.226-0.089-0.144 0.701 105.920 17 24323.2 0.467-0.207-0.094-0.156 0.723 106.104 18 24279.6 0.451-0.192-0.105-0.174 0.733 105.883 19 24257.3 0.449-0.180-0.106-0.180 0.749 106.095 20 24246.7 0.438-0.173-0.113-0.191 0.751 105.858 21 24245.1 0.443-0.168-0.111-0.191 0.761 106.111 22 24243.5 0.433-0.167-0.116-0.198 0.757 105.828 23 24238.4 0.437-0.165-0.114-0.196 0.761 105.982 24 24238.2 0.436-0.165-0.115-0.198 0.762 105.961 25 24238.2 0.436-0.164-0.115-0.198 0.763 106.003 ** Convergence criterion not met after 25 iterations **

L73 Final Estimates of Parameters Type Coef SE Coef T P MA 1 0.4364 0.4686 0.93 0.383 MA 2-0.1638 0.5346-0.31 0.768 MA 3-0.1146 0.6272-0.18 0.860 MA 4-0.1978 0.6100-0.32 0.755 MA 5 0.7629 0.4865 1.57 0.161 Constant 106.003 7.857 13.49 0.000 Mean 106.003 7.857 Number of observations: 13 Residuals: SS = 19877.5 (backforecasts excluded) MS = 2839.6 DF = 7 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 8.2 * * * DF 6 * * * P-Value 0.224 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 115.899 11.433 220.365 27. ARIMA (1,0,5)

L74

L75 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 46079.6 0.100 0.100 0.100 0.100 0.100 0.100 99.575 1 42669.0 0.192 0.250 0.083 0.064 0.103 0.137 88.968 2 34172.0 0.141 0.378-0.021-0.016 0.163 0.287 93.713 3 28592.9 0.062 0.403-0.171-0.071 0.186 0.419 101.726 4 25735.0 0.104 0.553-0.312-0.063 0.129 0.474 96.825 5 24827.1 0.132 0.703-0.418-0.033 0.044 0.477 92.660 6 24525.7 0.238 0.803-0.556 0.049 0.053 0.455 81.467 7 23915.2 0.355 0.953-0.681 0.105 0.088 0.359 68.899 8 23322.0 0.490 1.103-0.827 0.183 0.137 0.285 54.875 9 22898.5 0.615 1.251-0.977 0.265 0.173 0.207 41.748 10 22739.7 0.694 1.344-1.088 0.355 0.164 0.181 33.695 11 22710.5 0.707 1.350-1.109 0.387 0.137 0.191 32.410 12 22697.2 0.727 1.375-1.133 0.405 0.135 0.188 30.304 13 22693.7 0.733 1.374-1.135 0.409 0.129 0.191 29.708 14 22689.4 0.743 1.386-1.143 0.415 0.131 0.189 28.682 15 22688.5 0.745 1.385-1.143 0.415 0.129 0.191 28.373 16 22686.4 0.751 1.391-1.148 0.418 0.129 0.190 27.758 17 22686.2 0.753 1.390-1.147 0.417 0.129 0.190 27.557 18 22684.6 0.759 1.396-1.151 0.421 0.130 0.190 26.993 19 22684.5 0.760 1.396-1.151 0.421 0.129 0.190 26.857 20 22683.4 0.763 1.399-1.154 0.423 0.129 0.190 26.521 21 22683.4 0.764 1.399-1.154 0.423 0.129 0.190 26.426 22 22682.6 0.766 1.402-1.155 0.424 0.130 0.190 26.166 23 22682.5 0.767 1.402-1.156 0.424 0.130 0.190 26.063 24 22681.8 0.769 1.404-1.157 0.425 0.130 0.189 25.839 25 22681.4 0.771 1.406-1.158 0.426 0.131 0.189 25.599 ** Convergence criterion not met after 25 iterations **

L76 Final Estimates of Parameters Type Coef SE Coef T P AR 1 0.7715 1.0542 0.73 0.492 MA 1 1.4056 1.3431 1.05 0.336 MA 2-1.1580 0.9747-1.19 0.280 MA 3 0.4255 1.1782 0.36 0.730 MA 4 0.1308 0.8621 0.15 0.884 MA 5 0.1887 0.5422 0.35 0.740 Constant 25.599 3.340 7.67 0.000 Mean 112.03 14.62 Number of observations: 13 Residuals: SS = 20872.3 (backforecasts excluded) MS = 3478.7 DF = 6 Modified Box-Pierce (Ljung-Box) Chi-Square statistic Lag 12 24 36 48 Chi-Square 7.1 * * * DF 5 * * * P-Value 0.215 * * * Forecasts from period 13 95% Limits Period Forecast Lower Upper Actual 14 127.926 12.300 243.551 28. ARIMA (2,0,5)

L77

L78 ARIMA Model: Jakarta-Muscat Estimates at each iteration Iteration SSE Parameters 0 44232.6 0.100 0.100 0.100 0.100 0.100 0.100 0.100 88.511 1 42268.5 0.219 0.021 0.250 0.012 0.083 0.097 0.126 83.936 2 40054.4 0.329-0.056 0.400-0.083 0.069 0.098 0.157 79.949 3 37587.8 0.430-0.126 0.550-0.187 0.062 0.102 0.191 76.382 4 35404.1 0.533-0.198 0.700-0.306 0.063 0.105 0.219 73.003 5 32960.9 0.621-0.261 0.850-0.437 0.070 0.110 0.247 70.211 6 28894.4 0.622-0.259 0.978-0.587 0.071 0.137 0.301 69.837 7 26514.5 0.472-0.188 0.852-0.566 0.047 0.164 0.359 78.021 8 25148.6 0.527-0.215 1.002-0.687 0.034 0.132 0.394 74.870 9 24731.6 0.483-0.183 1.010-0.780 0.009 0.157 0.462 76.102 10 21250.8 0.504-0.202 1.048-0.812-0.005 0.148 0.449 73.929 11 19952.1 0.531-0.258 1.113-0.962 0.016 0.183 0.478 76.769 12 19300.0 0.533-0.265 1.120-0.987 0.016 0.190 0.484 77.086 13 18754.6 0.534-0.270 1.126-1.010 0.016 0.198 0.490 77.329 14 18313.4 0.535-0.275 1.133-1.030 0.015 0.206 0.495 77.536