ARIMA Parameter Estimation and Backward Selection | |||
Iteration | ar1 | ar2 | ar3 |
Estimates ( 1 ) | 0.1173 | -0.0323 | 0.0805 |
(p-val) | (0.0275 ) | (0.5446 ) | (0.1287 ) |
Estimates ( 2 ) | 0.1135 | 0 | 0.0768 |
(p-val) | (0.0317 ) | (NA ) | (0.1448 ) |
Estimates ( 3 ) | 0.1132 | 0 | 0 |
(p-val) | (0.0328 ) | (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 |
0.087279955507039 |
-1.01552634391862e-05 |
-0.189432548192249 |
-0.147866828014645 |
0.689303164197493 |
3.06851186442667 |
-0.372351964836668 |
-0.438039124784098 |
-0.946051524240175 |
-0.522535448696956 |
-0.430789778737392 |
-0.472231227296348 |
-0.636168165476789 |
-0.124143235618718 |
-0.346310182394888 |
-0.274721510012384 |
-0.297655644078247 |
-0.266873252125478 |
-0.252215589665553 |
-0.26602223868251 |
-0.666422446958734 |
-1.00253892560541 |
-0.728622831961204 |
-0.604025107177591 |
-0.538472788201062 |
-1.47181060745162 |
-9.14769603612145 |
0.420732894420865 |
1.49387438765727 |
4.46452880975761 |
1.46204728226100 |
1.68088424457957 |
3.25534801311599 |
0.92873727827805 |
0.946876954911943 |
0.325548877770828 |
-0.0514731379999489 |
-1.10454842492237 |
-0.575943619434696 |
2.87001759163195 |
-1.38305336748719 |
-1.02218106337354 |
-0.819506607870295 |
-0.708440215910187 |
-0.707936426884046 |
-0.950986302422194 |
-0.93639139757515 |
2.98741525144179 |
-0.671568275854597 |
-0.853272467579089 |
-0.921816004532317 |
-0.593105472244417 |
-0.62222884032748 |
-0.808469311292612 |
-0.785709109463866 |
-0.842237524141382 |
-0.791603445951736 |
3.97422226904594 |
2.07720525683862 |
-0.990672962366133 |
-1.36131003562699 |
-1.02487044691848 |
3.53080128061401 |
-0.352451428620739 |
-0.96870622514676 |
-1.25877024596002 |
-0.768219146776531 |
-0.927183130313693 |
-0.717963135297609 |
6.13470564650358 |
-2.25151551412551 |
-1.3401007626872 |
-1.52595834038669 |
-0.990602821716351 |
-1.19407440703883 |
1.95176064874464 |
-0.445147784770867 |
-1.23815292916967 |
-1.33193392588375 |
-1.31870013726530 |
2.87705238939418 |
0.329201955375837 |
-0.313868333604688 |
-1.61762673887110 |
-0.204147785552294 |
-1.36411891417404 |
-0.665521062503231 |
0.102074003841295 |
-0.226791829855514 |
-0.539216311017952 |
-1.51389025116607 |
1.69664806415211 |
0.420723320211891 |
-1.35922869574443 |
-0.713170599911706 |
0.814832908640767 |
-1.41839809387000 |
-1.51813468056586 |
1.56844955482211 |
-3.24180410164302 |
-2.29417689972303 |
1.88699725948454 |
-1.965818362042 |
-1.23640444114737 |
1.88176284553825 |
-1.92155286410181 |
3.62133264211528 |
-0.532185176591682 |
5.73585783740641 |
8.73341362418336 |
13.5892036909944 |
-0.686109944680496 |
0.101231105560331 |
-2.280743400668 |
-1.59017609520183 |
-1.44510758665065 |
-1.54414475852602 |
-0.852758473705606 |
1.30300252967805 |
-1.77101345884407 |
-1.29614341293824 |
-1.32008228820538 |
-1.23131768211852 |
-1.15418428463379 |
-1.17632147905567 |
-1.00787519217846 |
-1.05218563022157 |
-0.899914669727735 |
-0.809232381616454 |
1.70867754394375 |
1.56988337755170 |
-1.09749843753765 |
0.118003749471086 |
1.77967993387891 |
-1.84199562551208 |
1.00381751083617 |
-0.900535478467134 |
-1.45452477923787 |
-1.35447350846100 |
-1.22127120219386 |
-1.18902869702502 |
1.65169202725443 |
4.28500877983846 |
-1.80802199620106 |
0.127179011473984 |
-3.37042492698586 |
-0.436147755782116 |
6.55568283214416 |
-2.19086342825067 |
1.08023430100727 |
-1.11913677321748 |
-1.31005386670928 |
-1.44264119241159 |
-0.153304815865809 |
0.667189408370405 |
-1.56889363204996 |
-1.53650648207555 |
-1.64045101413031 |
2.30954505907907 |
2.10954765688535 |
-1.80159368723886 |
-1.57013700206177 |
-1.47611341779148 |
-1.20104776300579 |
6.5839449631486 |
-1.41980828033411 |
-1.20171398051858 |
-1.81287132570965 |
-1.04785021376190 |
-0.896392487514731 |
1.48498902336793 |
3.61748451486326 |
-1.48728368028962 |
-1.12349697979229 |
-1.25931529109093 |
-0.95489175825135 |
-1.27807887676987 |
2.02555275007037 |
-0.721142225100252 |
-1.08555906570371 |
0.00829755706079993 |
-3.71316150004456 |
-1.33554320594262 |
-0.448800674074484 |
-0.286348861355549 |
-0.443374751299743 |
-3.67438058244058 |
-2.86860762917198 |
-0.128936396021430 |
-0.204632286778406 |
-0.219185278548821 |
-0.455684788019163 |
-0.393413827525343 |
-0.381762397529947 |
-0.372497669500632 |
2.70175978468306 |
0.0704961801112347 |
-0.701382167854533 |
-0.620923734984572 |
6.34143515171394 |
-1.21273893749155 |
-0.449156373341644 |
-0.702058315467148 |
-0.715975118700428 |
-0.338065626107948 |
6.92486721092864 |
18.9328557275293 |
-3.36513000488731 |
-1.23312213028314 |
-0.453433633233914 |
-1.29916832510044 |
19.8098403895761 |
11.9007456669435 |
1.09590211486613 |
-2.07133509711052 |
-5.13968088475515 |
-1.70713141152854 |
-0.655578596296209 |
-1.66452631905962 |
-0.3925547891142 |
3.18767344279991 |
-3.56433890840871 |
-1.51631582414191 |
-3.67010268285945 |
-0.794882869221595 |
-2.93258692843736 |
0.770062079978828 |
0.00924734348707545 |
-6.0502312927693 |
3.30727390466230 |
-0.738314265842874 |
-2.40439365984172 |
0.884191684585147 |
-1.21060802674795 |
3.05746192154172 |
15.4258320137166 |
0.226146624468456 |
2.10353436172366 |
-1.45970259147911 |
-7.9127358634696 |
-4.12313192657263 |
19.5330946217181 |
42.3295701580895 |
-14.5642897138814 |
24.1816665929656 |
-6.09313054918687 |
-38.4828078412247 |
-4.11636179621468 |
-4.08497078038569 |
-2.16740667811534 |
-3.80568200753305 |
8.30597030531221 |
-0.616874180097156 |
7.42659916342967 |
-16.4230083541049 |
3.40692582560294 |
-12.2197873530995 |
0.891040261617462 |
1.03927256282223 |
-0.460159487906481 |
-8.15978438056426 |
-0.75994221399553 |
5.71066360466592 |
1.10995909416454 |
-1.21670540776982 |
-3.1884108439064 |
1.41749757160221 |
-1.51917418897773 |
-1.23850624334183 |
0.155245501643492 |
-5.86317193076991 |
-1.74695967795887 |
-3.91505960260699 |
0.905304727856844 |
9.03920672743972 |
11.5487300515875 |
-10.6363888091879 |
-4.71845509883011 |
0.728885913784367 |
-3.58351140496607 |
-0.285672007901582 |
-5.34311479611574 |
0.612214910157675 |
-3.86536254201891 |
0.0269246755009789 |
1.25995135711062 |
1.48692511221637 |
-1.60424899437396 |
-3.16494124828783 |
-6.07155651801877 |
1.04660680429963 |
3.42570429982336 |
4.03345958282033 |
-11.1200975060352 |
0.574711779506842 |
0.364056623357783 |
1.64812220751938 |
-5.932247296021 |
3.60778508047306 |
-1.33861457736732 |
2.68555640023962 |
-1.94144272679994 |
5.40832511262148 |
2.31940588463356 |
-6.17571932935179 |
-2.31250021656355 |
-6.8516388043503 |
-0.599283658014855 |
5.83780002917693 |
-0.085985389331718 |
3.50128334412789 |
-7.9284607969918 |
5.02959741604781 |
-2.11716833608232 |
-2.51583076743066 |
2.64159436112519 |
1.32073764389896 |
-3.35421166505981 |
4.16983021668379 |
-3.49786562176698 |
1.06606629406169 |
-1.56896958770754 |
1.19237147851471 |
1.35966645921282 |
6.30372259885953 |
-0.508167471239318 |
2.25379775811335 |
-2.79239989813696 |
1.78900285079921 |
5.05631149821249 |
-8.88955790872834 |
1.81589045481908 |
6.27255134603466 |
-1.27483385540076 |
8.26533149076147 |
8.17563661942184 |
-0.235165387695716 |
12.9621678822433 |
11.6572289983385 |
-9.09311895258182 |
-3.08447816587145 |
-7.59412443377217 |
-8.46015205600007 |
1.27504526955065 |
-4.22721379934677 |
11.0637438181247 |
2.65524286433697 |
0.00855329566608987 |
14.551867794723 |
-11.4371297003696 |
-4.98688799748736 |
0.681395984925942 |
-2.88030973875632 |
-6.13144257607516 |
1.94386291398799 |
6.2556424081459 |
-3.86932625252300 |
-1.09394951682989 |
11.8705496627223 |