(1) ==ALLMACRO INPUT VARIABLE IS Z. 17.0 16.6 16.3 16.1 17.1 16.9 16.8 17.4 17.1 17.0 16.7 17.4 17.2 17.4 17.4 17.0 17.3 17.2 17.4 16.8 17.1 17.4 17.4 17.5 17.4 17.6 17.4 17.3 17.0 17.8 17.5 18.1 17.5 17.4 17.4 17.1 17.6 17.7 17.4 17.8 17.6 17.5 16.5 17.8 17.3 17.3 17.1 17.4 16.9 17.3 17.6 16.9 16.7 16.8 16.8 17.2 16.8 17.6 17.2 16.6 17.1 16.9 16.6 18.0 17.2 17.3 17.0 16.9 17.3 16.8 17.3 17.4 17.7 16.8 16.9 17.0 16.9 17.0 16.6 16.7 16.8 16.7 16.4 16.5 16.4 16.6 16.5 16.7 16.4 16.4 16.2 16.4 16.3 16.4 17.0 16.9 17.1 17.1 16.7 16.9 16.5 17.2 16.4 17.0 17.0 16.7 16.2 16.6 16.9 16.5 16.6 16.6 17.0 17.1 17.1 16.7 16.8 16.3 16.6 16.8 16.9 17.1 16.8 17.0 17.2 17.3 17.2 17.3 17.2 17.2 17.5 16.9 16.9 16.9 17.0 16.5 16.7 16.8 16.7 16.7 16.6 16.5 17.0 16.7 16.7 16.9 17.4 17.1 17.0 16.8 17.2 17.2 17.4 17.2 16.9 16.8 17.0 17.4 17.2 17.2 17.1 17.1 17.1 17.4 17.2 16.9 16.9 17.0 16.7 16.9 17.3 17.8 17.8 17.6 17.5 17.0 16.9 17.1 17.2 17.4 17.5 17.9 17.0 17.0 17.0 17.2 17.3 17.4 17.4 17.0 18.0 18.2 17.6 17.8 17.7 17.2 17.4 END OF DATA CALL ANALYSIS RETURN ==ANALYSIS DIFF OLD Z. NEW DZ. DFOR 1. GRAPH Z,DZ. TYPE TPLOT. IDEN Z. IDEN DZ. EACF Z. EACF DZ. SCAN Z. SCAN DZ. UTSMODEL NAME IS M1. MODEL IS (1-PHI*B)Z=C+(1-TH*B)NOISE. ESTI M1. METHOD IS EXACT. HOLD RESI(R1). OUTPUT LEVEL(DETAILED). IDEN R1. EACF R1. UFORECAST M1. ORIG 190. NOFS 10.@ HOLD FORE(F1),STD_(S1). U1=F1+1.96*S1. L1=F1-1.96*S1. PRINT L1,F1,U1. MTSPLOT F1,U1,L1. SYMB 'F','+','-'. UTSMODEL NAME IS M2. MODEL IS Z((1-B))=(1-THETA*B)NOISE. ESTI M2. METHOD IS EXACT. HOLD RESI(R2). OUTPUT LEVEL(DETAILED). IDEN R2. EACF R2. UFORECAST M2. ORIG 190. NOFS 10.@ HOLD FORE(F2),STD_(S2). U2=F2+1.96*S2. L2=F2-1.96*S2. PRINT L2,F2,U2. MTSPLOT F2,U2,L2. SYMB 'F','+','-'. RETURN (2) ==ALLMACRO INPUT VARIABLE Z. 226705 206998 233202 218260 222989 223850 215966 231139 227034 243624 255703 274755 269679 241588 285170 271828 283323 275758 291888 313815 306543 337649 342701 366698 373499 342117 364302 343677 348255 342601 318590 349833 336575 371337 371025 376397 382966 337531 368615 350038 336575 371337 371025 376397 382966 337531 368615 350038 353502 336454 346738 365611 349416 373400 362110 370140 377395 334631 364840 339673 354958 342003 351529 361280 358349 385891 376232 429165 419325 379322 413931 382444 389134 403207 390373 396642 386770 389306 402078 448236 448025 428626 446652 399422 402203 395718 393719 418405 398758 401902 392840 422170 409234 361229 400510 388159 392716 379395 397140 411181 425239 422936 405604 454618 465083 407799 440558 418149 425788 417154 400512 433831 412572 432379 439149 451799 473874 428516 455636 447072 449772 437582 445563 451678 433395 461069 462409 497878 487303 440832 468165 442546 457999 462126 460533 450313 445164 458087 461694 481664 500828 450747 497278 457820 460504 462007 458618 480103 473550 484278 483624 511386 501665 468958 519319 482456 481817 497593 503168 515626 489971 521223 535843 556692 560572 522916 545742 516294 536430 541045 539120 566032 539487 569215 570595 579917 617474 587046 586097 540829 567503 603869 611445 639375 562923 634066 622171 648651 650387 613735 634894 621336 632423 646633 717611 699046 638600 642998 632139 709500 689626 616488 676767 612048 624052 651663 698192 715772 651048 652476 END OF DATA. CALL ANALYSIS RETURN ==ANALYSIS Z=Z/1000 LNPOWER=LN(Z). IDEN LNPOWER. SPAN 1,180. maxl 36. IDEN LNPOWER. DFORDER IS 1. SPAN 1,180. maxl 36 IDEN LNPOWER. DFORDER IS 12 . SPAN 1,180. maxl 36. IDEN LNPOWER. DFORDER IS 1,12. SPAN 1,180. maxl 36. EACF LNPOWER. EACF LNPOWER. DFORDER IS 1,12.maxl ar(12),ma(18).@ span 1,180 TSMODEL NAME IS POWERM1. MODEL IS @ (1-PHI1*B-PHI2*B**2)LNPOWER(12)=NOISE. ESTIM POWERM1. SPAN 1,180. ESTIM POWERM1.METHOD EXACT.HOLD RESI(RESIM1).SPAN 1,180. ACF RESIM1. MAXLAG 36 EACF RESIM1. TSMODEL NAME IS POWERM3. MODEL IS LNPOWER(1,12) @ =(1-THETA1*B)(1-THETA12*B**12)NOISE. ESTIM POWERM3. SPAN 1,180. ESTIM POWERM3.METHOD EXACT.HOLD RESI(RESIM3).SPAN 1,180. ACF RESIM3. MAXLAG 36. EACF RESIM3. FORECAST POWERM3. NOFS 12. ORIGINS 180. RETURN (3) ==ALLMACRO INPUT VARIABLE IS LINDCTR. 10.01 10.07 10.32 9.75 10.33 10.13 10.36 10.32 10.13 10.16 10.58 10.62 10.86 11.20 10.74 10.56 10.48 10.77 11.33 10.96 11.16 11.70 11.39 11.42 11.94 11.24 11.59 10.96 11.40 11.02 11.01 11.23 11.33 10.83 10.84 11.14 10.38 10.90 11.05 11.11 11.01 11.22 11.21 11.91 11.69 10.93 10.99 11.01 10.84 10.76 10.77 10.88 10.49 10.50 11.00 10.98 10.61 10.48 10.53 11.07 10.61 10.86 10.34 10.78 10.80 10.33 10.44 10.50 10.75 10.40 10.40 10.34 10.55 10.46 10.82 10.91 10.87 10.67 11.11 10.88 11.28 11.27 11.44 11.52 12.10 11.83 12.62 12.41 12.43 12.73 13.01 12.74 12.73 12.76 12.92 12.64 12.79 13.05 12.69 13.01 12.90 13.12 12.47 12.47 12.94 13.10 12.91 13.39 13.13 13.34 13.34 13.14 13.49 13.87 13.39 13.59 13.27 13.70 13.20 13.32 13.15 13.30 12.94 13.29 13.26 13.08 13.24 13.31 13.52 13.02 13.25 13.12 13.26 13.11 13.30 13.06 13.32 13.10 13.27 13.64 13.58 13.87 13.53 13.41 13.25 13.50 13.58 13.51 13.77 13.40 END OF DATA INPUT VARIABLE IS SALES. 200.1 199.5 199.4 198.9 199.0 200.2 198.6 200.0 200.3 201.2 201.6 201.5 201.5 203.5 204.9 207.1 210.5 210.5 209.8 208.8 209.5 213.2 213.7 215.1 218.7 219.8 220.5 223.8 222.8 223.8 221.7 222.3 220.8 219.4 220.1 220.6 218.9 217.8 217.7 215.0 215.3 215.9 216.7 216.7 217.7 218.7 222.9 224.9 222.2 220.7 220.0 218.7 217.0 215.9 215.8 214.1 212.3 213.9 214.6 213.6 212.1 211.4 213.1 212.9 213.3 211.5 212.3 213.0 211.0 210.7 210.1 211.4 210.0 209.7 208.8 208.8 208.8 210.6 211.9 212.8 212.5 214.8 215.3 217.5 218.8 220.7 222.2 226.7 228.4 233.2 235.7 237.1 240.6 243.8 245.3 246.0 246.3 247.7 247.6 247.8 249.4 249.0 249.9 250.5 251.5 249.0 247.6 248.8 250.4 250.7 253.0 253.7 255.0 256.2 256.0 257.4 260.4 260.0 261.3 260.4 261.6 260.8 259.8 259.0 258.9 257.4 257.7 257.9 257.4 257.3 257.6 258.9 257.8 257.7 257.2 257.5 256.8 257.5 257.0 257.6 257.3 257.5 259.6 261.1 262.9 263.3 262.8 261.8 262.2 262.7 END OF DATA CALL ANALYSIS RETURN ==ANALYSIS GRAPH LINDCTR,SALES. TYPE TPLOT. IDEN SALES. DFOR 1. SPAN 1,126. EACF SALES. DFOR 1. SPAN 1,126. TSMODEL ARIMAY. MODEL IS (1-PHI*B)SALES((1-B))= @ (1-THETA*B)NOISE. ESTIM ARIMAY. HOLD RESI(RY1). METHOD EXACT. SPAN 1,126. ACF RY1. MAXLAG 24. FORECAST ARIMAY. ORIGINS 126 TO 149. NOF 2. TSMODEL LTFMDL. MODEL IS @ SALES=CNST+(0 TO 10;V0 TO V10)LINDCTR+1/(1-PH1*B)NOISE. ESTIM LTFMDL. HOLD RESI(RYX),DIST(NS). SPAN 1,126. TSMODEL LTFMDL1. MODEL IS @ SALES(1)=CNST+(0 TO 10;V0 TO V10)LINDCTR(1)+1/(1-PH1*B)NOISE. ESTI LTFMDL1. HOLD RESI(R), DIST(NT). OUTPUT LEVEL(BRIEF). IDEN NT. MAXLAG 24. EACF NT. JOIN NEW-VAR IS ABC. OLD-VAR V0 TO V10. CORNER ABC. TSMODEL TFMDL2. MODEL IS SALES(1)=CNST+ @ (W3*B**3)/(1-D1*B)LINDCTR(1)+(1-THETA1*B)NOISE. ESTIM TFMDL2. METHOD EXACT. HOLD RESI(RYX1). SPAN 1,126. ACF RYX1. MAXLAG 24. RETURN END (4) ==ALLMACRO INPUT VARIABLE IS OSI. 112.7 115.0 121.4 118.4 122.7 128.8 135.7 148.5 165.4 178.5 187.3 195.9 205.2 191.5 183.0 184.5 181.1 173.7 185.4 201.8 198.0 168.0 161.6 170.2 184.5 211.0 218.3 231.7 247.4 301.9 323.8 314.1 321.0 312.9 323.7 349.3 310.4 295.8 301.2 285.8 271.7 283.6 295.7 309.3 295.7 342.0 335.1 344.4 360.9 346.5 340.6 340.3 323.3 345.6 349.3 359.7 320.0 299.9 318.5 343.1 360.8 397.8 END OF DATA INPUT VARIABLE IS CARPD. 105761 121874 126260 145248 160370 163648 178195 187197 195916 199253 227616 215363 231728 231767 211211 185200 152404 156163 151567 213683 244543 253111 266580 253543 261675 249407 246248 293062 285809 366265 374241 375764 354411 249527 206165 258410 279342 264824 312983 300932 323424 312780 363336 378275 414457 459158 460397 462279 434255 475890 439365 431666 399160 449564 437555 426616 399254 334587 367997 393808 375968 381692 END OF DATA INPUT VARIABLE IS CPI. 96.21 93.74 91.37 86.31 84.98 86.46 90.04 94.74 92.43 92.41 91.65 89.38 91.05 89.89 90.16 86.78 88.45 90.69 86.03 84.85 84.07 81.96 80.03 79.80 80.19 80.13 80.42 82.67 82.78 82.61 82.47 81.86 79.70 77.89 77.61 78.90 79.72 78.08 77.54 76.99 76.25 78.13 80.38 81.78 82.81 84.99 86.31 85.95 90.73 92.42 87.18 85.20 85.44 87.85 89.95 90.20 88.89 83.25 81.21 79.70 78.70 81.50 END OF DATA CALL ANALYSIS RETURN ==ANALYSIS GRAPH OSI,CARPD,CPI. TYPE TPLOT. MIDEN VARI OSI,CARPD,CPI.DESC.ARFIT ARE 1,2,3,4,5. @ RCCMS ARE 1,2. STANDARDIZED. ECCM VARI OSI,CARPD,CPI. SCAN VARI OSI,CARPD,CPI. MTSM CGKMDL. MODEL (1-P1*B)SERIES = C1+(1-T1*B)NOISE. @ SERIES OSI,CARPD,CPI. MEST MODEL CGKMDL. METHOD EXACT. HOLD RESI(R1,R2,R3). @ OUTPUT LEVEL(BRIEF). STOP LIKELI(0.0001), MAXIT(25). RETRUN END --

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