ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | 0.9761 | 0.2762 | -0.3088 | -0.532 | -0.6389 | 0.1796 |
(p-val) | (0.0484 ) | (0.6505 ) | (0.0715 ) | (0.2809 ) | (0.0897 ) | (0.276 ) |
Estimates ( 2 ) | 1.1889 | 0 | -0.236 | -0.7578 | -0.4695 | 0.2194 |
(p-val) | (0 ) | (NA ) | (0.0018 ) | (0 ) | (0 ) | (0.0689 ) |
Estimates ( 3 ) | -0.5756 | 0 | 0.1638 | 1.0461 | 0.3775 | 0 |
(p-val) | (0.3768 ) | (NA ) | (0.0846 ) | (0.1095 ) | (0.2345 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0.0997 | 0.4721 | 0.1049 | 0 |
(p-val) | (NA ) | (NA ) | (0.0998 ) | (0 ) | (0.0852 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0.468 | 0.0622 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.2312 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0.4498 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.299899816626506 |
35.5382224980615 |
18.8292184863357 |
8.5004017806915 |
-9.43701476398098 |
-3.611847812671 |
-4.22252842509065 |
-3.9991224166767 |
-9.46568227245765 |
-0.621209750484842 |
-4.72034668436637 |
-1.35220897223016 |
-1.67347577852579 |
-11.1326764287123 |
-0.0857440811112724 |
-7.86723170886256 |
-1.71276902820767 |
-13.6089430385182 |
-1.92439659490441 |
-2.65266946704418 |
0.461189870262274 |
-1.55079806778866 |
-3.60291400091972 |
-2.31733595788802 |
-5.69131555415089 |
-0.692264038166911 |
-1.22192208145628 |
5.31493494085709 |
19.5886130638131 |
17.1017715419687 |
1.57756058032345 |
3.09767744531797 |
2.75212363023689 |
0.51926737693708 |
-12.3142476096669 |
11.3308105047484 |
-11.5367118130924 |
-0.605739213753111 |
3.00126591199552 |
-3.66691741422494 |
8.42940295754198 |
-6.81685072801798 |
-8.33413693622686 |
-1.57546745003941 |
-12.5441513741986 |
-3.83126586631306 |
-0.726494888612592 |
-15.0216282798336 |
1.57538297002918 |
-2.10268767143793 |
-1.71394898549715 |
2.03295759319025 |
-4.24479591925083 |
0.260097497740077 |
-0.757628981085986 |
0.738390987381308 |
-3.4984327022932 |
10.5913403107917 |
-6.53912873311424 |
13.8013791822717 |
-4.95225746887553 |
1.75899860722166 |
-0.0151047533504425 |
-1.90237021235293 |
-2.00874327942483 |
2.3584593995364 |
-2.37879091742820 |
-1.33345207454707 |
-0.127938233839615 |
0.642838757090772 |
1.40710877255464 |
0.901472022746532 |
-0.309438383229065 |
-4.01126830724121 |
1.49654205766581 |
-1.25081937938145 |
-0.807721559599827 |
1.95583895854432 |
-3.06508667417998 |
2.31278687748920 |
1.50830633335673 |
-3.04978770483092 |
5.73347095432257 |
3.00646050199595 |
-3.96375399506525 |
2.66800048665169 |
0.297977150158829 |
3.194550985565 |
0.88639803241881 |
-1.31359266347454 |
1.85961781154606 |
0.111418902561809 |
-1.26784400169350 |
1.58642398912758 |
-0.663571620204323 |
2.21185194693669 |
-0.593870338526074 |
-0.659680672755712 |
-0.454318054620273 |
0.753665919443108 |
-0.0244524732731861 |
-5.23544683975109 |
1.2517316435854 |
0.83991737840097 |
-1.57096349009134 |
-7.1170397225805 |
23.7285437162694 |
73.2377451760514 |
-15.3518753603738 |
-4.17187979865218 |
-0.992398536050246 |
-2.47599238237365 |
-6.07948167423712 |
-10.5007296265213 |
-14.3073700681786 |
5.6492290328386 |
1.84629702628337 |
-1.81555153338303 |
-2.36518526983559 |
-6.68012588985431 |
-2.32651977120918 |
-7.89556315722433 |
-5.96009586026582 |
1.98058578388185 |
-3.556103949136 |
-8.1589547213486 |
7.9396732729253 |
3.19182501655337 |
-13.9877682276913 |
3.24774688524059 |
9.45031577094522 |
-4.32485046961284 |
-5.06392108032748 |
10.3390139785037 |
-6.32363928233639 |
0.816228189808953 |
6.21143862780843 |
-7.25776151289182 |
3.91020577902623 |
0.121562720524025 |
3.39982759004300 |
1.70130369620756 |
2.89225653377207 |
7.3405625443342 |
-4.91535995073997 |
9.44370187899767 |
0.686127399164036 |
-0.508667487522246 |
5.9953697765439 |
-8.17420962234155 |
-3.84744968383882 |
-3.69080467165389 |
-11.5333124106993 |
9.0272669649084 |
-5.50723142690737 |
6.81575873917973 |
-10.2471602258307 |
3.77165758814829 |
4.17239471270329 |
1.71264186746777 |
6.63888355493424 |
-5.91357947453719 |
2.15452888673354 |
-0.140404126093415 |
-8.56833823512517 |
3.61875243485872 |
-0.760496021297286 |
2.73076794743935 |
-8.93069479687404 |
7.00970157754739 |
-7.22492925742893 |
1.64517476925596 |
-6.42043632763415 |
-5.1975673810137 |
-0.368058326372250 |
1.89562889389862 |
-4.1642625682988 |
-2.96904828128129 |
5.94861377036091 |
-0.599250555857964 |
-5.78965214335739 |
0.846864074658754 |
4.76387792865296 |
-5.78220332034567 |
5.10970120110414 |
-5.93161052370817 |
-5.14189164760558 |
-1.72452798128245 |
-8.97300179027886 |
1.60669576196295 |
-1.39366848424686 |
10.5522789859476 |
-3.85179960957902 |
2.64612855867324 |
2.70124785514372 |
0.47117138073321 |
1.11142683990502 |
-5.34946703921406 |
1.73442276028052 |
-8.27889004167085 |
5.56664374497996 |
2.6098744241647 |
3.43222935109046 |
-1.86867529788188 |
-0.738994797685706 |
0.562115585956747 |
1.68290553865791 |
5.4774203600627 |
71.6318400963717 |
80.0352215484165 |
-44.1135125066195 |
14.8657653149903 |
-1.01263584762364 |
-10.4509829592208 |
6.55410526062826 |
-18.8171208456400 |
-4.2012869453838 |
0.736960678711682 |
-1.78350986774268 |
-0.0111615201408881 |
-3.08381205279608 |
3.84393094317278 |
-7.1071102464719 |
-10.0130008256288 |
0.0283066619556394 |
-5.59027057208863 |
-14.8854919206578 |
8.6142792549436 |
-7.1053895630169 |
0.489397990010957 |
-8.08696550154917 |
3.15428376503098 |
-6.77307228616394 |
3.97357571206129 |
-7.13825048624517 |
4.19350684736639 |
-7.61845892079106 |
5.70456292062772 |
-2.89576223117945 |
2.60030867328618 |
18.5632101422172 |
29.3505596662701 |
6.60887552296441 |
26.9809210761431 |
6.96163663728578 |
-0.836741176320515 |
-5.24153263314901 |
-19.9948821612744 |
0.783797180139288 |
-13.3228022846511 |
-7.41364003255302 |
-0.901484112115497 |
6.88315130940686 |
-10.5652551682803 |
-3.58366564403764 |
-6.86549342080275 |
1.93604295564933 |
-7.17892676927227 |
-5.16068768097784 |
-8.83812731256654 |
2.35736088722007 |
-4.1533742588569 |
0.697128450015896 |
-0.767849198613135 |
5.11598341484427 |
-3.34652778800137 |
4.14788832095928 |
-9.13301819085916 |
3.91622102214768 |
-0.464579932239531 |
-3.52622952791813 |
10.5791943615546 |
-19.2317149496948 |
9.34231653145571 |
16.1242942196333 |
5.57251589613861 |
-8.01116226486602 |
-1.49744788300899 |
-4.10075930368441 |
-7.98766162214253 |
5.49339413355915 |
-2.27396376740376 |
-9.7775572715529 |
2.5174151269689 |
-7.96983194644145 |
0.473288012489775 |
1.47435688838254 |
-1.41945145936188 |
-0.627420773709161 |
-7.31805078662802 |
0.363913480536098 |
6.18499286109324 |
-8.81724320474194 |
-1.35830511255330 |
-0.91572689088025 |
-0.486926689331881 |
-2.41514272645941 |
-6.33940840963061 |
5.41713126452572 |
-1.14082150816887 |
-8.50312759717144 |
15.7504763798416 |
-3.34224907588066 |
-6.71575845771963 |
7.25094621660378 |
-7.77563901722579 |
2.38789968937374 |
-5.53377118371202 |
3.4412597648157 |
-5.66622984311817 |
18.5377142397923 |
-15.8231904175663 |
7.15195947850401 |
5.13732262234555 |
-9.94925992647705 |
3.73666599971511 |
0.170236508555718 |
-2.61215484650808 |
1.01190745534797 |
-9.7110568150328 |
-0.118143810719801 |
10.259482845379 |
-3.09412891974699 |
-2.79024754302696 |
9.09835399041452 |
-6.48446612675491 |
-5.23131427882623 |
-5.24828091133031 |
15.5816924195602 |
-6.96576370722784 |
1.8905622411217 |
-3.85140311272681 |
-4.51515254039475 |
2.15273169456867 |
26.5734312916403 |
-23.4704094019707 |
16.2309321282775 |
16.9641123544951 |
-0.0491101362955533 |
7.66753063425404 |
-11.7853798610249 |
19.8385560587707 |
-12.0512755991098 |
4.40575385318976 |
-16.7121185833965 |
1.74722707582907 |
-0.0779344784751856 |
-5.872233259729 |
15.4530777429696 |
-7.76675118824693 |
8.3734296167736 |
-22.5355763623269 |
9.62577269634966 |
1.09719133597559 |
-3.4123749390169 |
-1.97125848671311 |
3.13486405578112 |
-5.84448362020271 |