ARIMA Parameter Estimation and Backward Selection | |||
Iteration | ar1 | ar2 | ar3 |
Estimates ( 1 ) | 0.4724 | -0.0932 | 0.0787 |
(p-val) | (0 ) | (0.1101 ) | (0.1425 ) |
Estimates ( 2 ) | 0.4669 | -0.0575 | 0 |
(p-val) | (0 ) | (0.2788 ) | (NA ) |
Estimates ( 3 ) | 0.4419 | 0 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.254999841102132 |
22.5732468268588 |
8.5596147852741 |
31.5510083806896 |
17.7834394335301 |
5.21813736680485 |
-11.2987244182141 |
-4.38255223982964 |
-3.24547348619006 |
-3.59637919863388 |
-9.07894978141803 |
-0.240418731932607 |
-3.79241620359034 |
-1.29009140859819 |
-1.24114931369547 |
-10.9930520256625 |
0.0533448917191777 |
-6.76872604779652 |
-1.69512986831029 |
-12.8732240859462 |
-1.75363551253247 |
-1.33476612315008 |
0.671372163460262 |
-1.33278905946827 |
-3.65139472031865 |
-2.17856424173738 |
-5.33294663057808 |
-0.467425303785319 |
-0.668340508115875 |
5.38586532584151 |
19.6963007334884 |
16.5983676600472 |
-0.354630141180735 |
1.38695359583159 |
2.63317728837711 |
0.274066203587665 |
-12.5865552508293 |
11.2711571593877 |
-10.2989185160563 |
-1.70966970674186 |
4.07208645067777 |
-3.5385607901714 |
8.08888004582155 |
-6.45388800250976 |
-9.15584403400885 |
-0.942309262784647 |
-11.6777735377835 |
-3.69598005363599 |
0.482149923961288 |
-14.6227228969566 |
1.59394840539613 |
-0.629037738450194 |
-1.84237428178946 |
2.18169872445679 |
-4.06309575283458 |
0.0507237791042883 |
-0.348455776255946 |
0.728212556173162 |
-3.43851206571190 |
10.5170926019946 |
-6.18613664041561 |
12.7579321519268 |
-4.32620511098639 |
0.441912325372527 |
0.423179474917333 |
-2.01620175989382 |
-2.03082275269890 |
2.55052017276307 |
-2.17372669913826 |
-1.57158383748575 |
0.0933780839712028 |
0.787962152262793 |
1.41479754768844 |
0.835013716313426 |
-0.449295204669227 |
-4.10137984997564 |
1.52580596598852 |
-0.848990819362086 |
-0.949477138008746 |
2.06097456418360 |
-2.97510654911395 |
2.11343937071442 |
1.80659486457100 |
-3.26306870137677 |
5.56518989002774 |
3.31912172018303 |
-4.51496872411559 |
2.34344167877362 |
0.706594864571002 |
2.95052555121936 |
0.840587219131635 |
-1.61931725883983 |
1.76483409103309 |
0.252774570294264 |
-1.44546272927766 |
1.56534477190945 |
-0.53015450071274 |
2.05750057701476 |
-0.533807731992965 |
-0.87176039236897 |
-0.403476676396906 |
0.827522631185332 |
0.0205476053899361 |
-5.31132087129157 |
1.24515027628610 |
1.36128163871888 |
-1.68259494501393 |
-7.22315511268755 |
23.8785995200561 |
73.9733470195563 |
-17.6059726437038 |
-11.5005404547868 |
0.447958059877863 |
-1.77007884631439 |
-6.03015987916899 |
-10.2756036246731 |
-13.7165520212557 |
6.67505798383115 |
3.26672526270409 |
-2.37860489851249 |
-2.61285560314889 |
-6.48709836161976 |
-2.08971124737377 |
-7.23959290883658 |
-5.73310689091602 |
2.73515246282636 |
-2.95653062894957 |
-8.3740391521298 |
8.2564657691214 |
4.02131932557023 |
-14.7639324920197 |
2.87085008485235 |
10.8573950604115 |
-4.59398083531022 |
-6.05931533194951 |
10.7521253020815 |
-5.76891351876901 |
-0.216818598192447 |
6.79685476036809 |
-7.28105483470029 |
3.26419020127651 |
0.832534039439565 |
3.05139472031863 |
1.65870656133524 |
2.57196937716634 |
7.1688268267626 |
-5.18450177041126 |
8.71298010352564 |
1.17677986830756 |
-1.40413417147067 |
5.88924122327245 |
-8.08504219197363 |
-4.44521577693325 |
-2.90210489410561 |
-11.1183310162291 |
9.35819872886356 |
-4.3637309340877 |
5.92930969384327 |
-9.75613971081265 |
3.13109137804486 |
5.15463804968846 |
1.39090916400977 |
6.18382798079216 |
-6.0709075178151 |
1.50339488120437 |
0.43812921525938 |
-8.74495204840122 |
3.59743314947747 |
0.0980066417727699 |
2.39023822279552 |
-8.89094982078495 |
6.74466126841133 |
-6.34346604100335 |
0.973569128028544 |
-5.75177757077120 |
-5.32663716754075 |
0.231167794781186 |
2.42833769736893 |
-4.13766725884244 |
-3.17871643439094 |
6.35138665263429 |
-0.283689393455859 |
-6.3865552508293 |
0.876353190209443 |
5.35936405640899 |
-5.85038965311116 |
4.61016630065865 |
-5.36189245774221 |
-5.62382336467385 |
-1.17578286878449 |
-8.4359369883283 |
1.75697644999781 |
-0.520115389658969 |
10.4050330812558 |
-3.73803935238249 |
1.60810190415148 |
3.0571447780201 |
0.258706561335231 |
0.825634789561434 |
-5.39110470266661 |
1.62738942230527 |
-7.74917006347349 |
5.40159975086215 |
3.41106854049093 |
2.90905286844321 |
-2.16426661801282 |
-1.06580672832641 |
0.747915354693589 |
1.77280880557964 |
5.41863271230818 |
71.4677567405503 |
79.5712963916553 |
-51.108057464799 |
6.77650422717727 |
3.44702182336465 |
-11.5400928328006 |
6.4530405064121 |
-17.7220519557424 |
-4.85077567443415 |
2.53997924851291 |
-1.30393799199487 |
-0.144264812641495 |
-2.92422788812797 |
3.84809190957691 |
-6.8045711248389 |
-10.3940273521839 |
0.700187470972423 |
-4.57204784231180 |
-14.8984489735973 |
9.11431407744664 |
-5.61323512355438 |
-0.357633785894848 |
-7.4561234162673 |
3.14305076063675 |
-5.99711246962494 |
3.6735420765707 |
-6.50040721268226 |
3.81885261319462 |
-6.9413475415804 |
5.31136421729474 |
-2.17132279818179 |
2.06483409103305 |
18.8127034104953 |
29.1406851496928 |
4.79128362842471 |
24.058088923041 |
6.34202908053061 |
-3.40380891315755 |
-5.96429431028963 |
-19.8363475310577 |
1.30633398444371 |
-11.3383185754643 |
-7.48172023828175 |
0.333384383941961 |
7.64589225578044 |
-10.5004261964558 |
-4.29990792953726 |
-5.8435829553381 |
2.32976089334772 |
-6.52864950954142 |
-5.35799496334579 |
-8.16326139162874 |
2.87977038523445 |
-3.29225863248047 |
0.460102705856173 |
-0.393407824657118 |
5.06358207148128 |
-3.28138896069345 |
3.64290663566749 |
-8.81152178840455 |
3.52184028171678 |
0.421186116690194 |
-3.87927315049865 |
10.5801639925995 |
-18.8566964269204 |
8.28186119238052 |
17.9993377672890 |
4.74625596328286 |
-9.68682182776615 |
-2.05786508451285 |
-3.26517359548234 |
-7.8071623375912 |
5.86428560178632 |
-1.47536156914271 |
-10.3203683612785 |
2.69099047756004 |
-6.9765675534631 |
0.228587338941338 |
2.22189771467959 |
-1.43853642794164 |
-0.80416660138468 |
-7.17996576471461 |
0.426159075755095 |
6.90464754157517 |
-8.83298459812511 |
-2.00601378623350 |
-0.0580436878053092 |
-0.312754824182832 |
-2.35384734573461 |
-6.29686013882434 |
5.64652743703368 |
-0.505133219402865 |
-9.03465253886247 |
15.8195642111842 |
-2.46303025218748 |
-8.26140677991458 |
7.50965024132603 |
-7.04067928959427 |
1.66539080714085 |
-4.80247967687393 |
3.24182848177094 |
-5.14865669336893 |
18.2118775873992 |
-15.2701547814083 |
5.32753828491178 |
6.64853219299221 |
-10.5500284756603 |
3.14627177618598 |
1.17188822279275 |
-2.94147537200422 |
0.948629641911054 |
-9.4388705539347 |
-0.222603775036134 |
11.2072523596447 |
-3.04677976783421 |
-3.84173103285195 |
9.37860489851244 |
-6.15547145882641 |
-6.14242633629601 |
-4.64284161666268 |
16.1391668715575 |
-6.4421241585747 |
0.336007385789344 |
-3.21323845360138 |
-4.63552708641794 |
2.49930200732786 |
27.0368771957075 |
-23.6579756571066 |
13.5590178918654 |
19.2516070351631 |
-1.48872532311651 |
5.87281892167323 |
-11.7503084987377 |
19.1288667211998 |
-10.8816819482691 |
2.48517207080658 |
-15.6012520195517 |
1.39031953634566 |
1.52253353675172 |
-5.99343218688688 |
15.3907922496751 |
-7.16318244484108 |
6.85047080748473 |
-21.8131025554932 |
8.84561712951688 |
3.28850052541611 |
-4.28399646799113 |
-2.184618684746 |
3.50191220385364 |