ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ar3 | ma1 |
Estimates ( 1 ) | -0.2903 | 0.2668 | 0.0254 | 0.7709 |
(p-val) | (0.2163 ) | (0.0412 ) | (0.7074 ) | (8e-04 ) |
Estimates ( 2 ) | -0.3276 | 0.2831 | 0 | 0.8127 |
(p-val) | (0.0266 ) | (0.0025 ) | (NA ) | (0 ) |
Estimates ( 3 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.254999839094220 |
22.4319591650934 |
8.48842388782407 |
31.3463855898503 |
16.4307531043167 |
5.83896338062774 |
-13.5110600811090 |
-4.38191112466065 |
-4.64342627735144 |
-2.39790452591552 |
-9.62528652477005 |
0.570943887624659 |
-4.32575439695619 |
-0.182017814293898 |
-1.87574824595658 |
-10.2057603789681 |
-0.230847339674417 |
-6.72183403274037 |
-0.96877058596556 |
-13.2888545772784 |
-0.821710152105348 |
-2.09225227224809 |
2.05576265908427 |
-1.95834748421589 |
-2.87374391592999 |
-2.70981140864819 |
-4.91585677432382 |
-0.539200028910704 |
-0.528445392880883 |
5.66770512150502 |
19.5912064655249 |
16.6782556422981 |
-0.324432057346130 |
0.62863975961177 |
1.67963822390779 |
0.371340804566055 |
-12.8775776267713 |
11.4296276252202 |
-11.0611990322411 |
0.00346328867632788 |
2.18399002373965 |
-1.81094647485137 |
7.2296368391813 |
-6.10745133373262 |
-8.97418755942159 |
-1.52360381634567 |
-11.3245326707611 |
-3.22215742294171 |
0.171025586455974 |
-13.7240838626719 |
1.68089407031351 |
-0.94630970938392 |
-0.673915406733183 |
1.61835126513499 |
-3.57605895217995 |
-0.0575932817974939 |
-0.440928918848127 |
0.992017595010534 |
-3.56777889753950 |
10.7375768084468 |
-6.62119014859055 |
13.6618109739571 |
-5.87101523414179 |
2.14938460627729 |
-1.65327811554391 |
-0.488459649838376 |
-3.18696521674349 |
3.38241859572378 |
-2.81052544916736 |
-0.812910071103062 |
-0.600537523143146 |
1.35092036766434 |
1.10239545083985 |
1.13316315085206 |
-0.675343428807992 |
-3.99146903039653 |
1.39269826726442 |
-0.90092720976628 |
-0.626701935247837 |
1.82936219704021 |
-2.80759897669694 |
2.15856170667811 |
1.57510009493382 |
-2.92835941879108 |
5.35302577308198 |
3.17663069263514 |
-4.17017197516196 |
1.99673634478671 |
0.498077315788521 |
3.2825787596509 |
0.513265327558997 |
-1.36585663352099 |
1.42035493594449 |
0.308147398087385 |
-1.40531621594590 |
1.49082091133204 |
-0.58837224346479 |
2.21474580717279 |
-0.752160866253178 |
-0.637666510531062 |
-0.698260228519075 |
1.00930004135398 |
-0.0991070280523445 |
-5.14956559619407 |
1.16743922929851 |
1.23142783859339 |
-1.27752055255331 |
-7.39744426593012 |
24.0037804465778 |
73.3978643036192 |
-17.0433483598236 |
-10.6407324782818 |
-5.24835613292333 |
1.00883588565796 |
-7.7930224578501 |
-8.65869573424078 |
-14.8149852556135 |
7.81840437562465 |
2.65222440129133 |
-0.647340822637602 |
-3.69233717574662 |
-5.88508052671949 |
-2.51422788586342 |
-6.90087179738498 |
-5.51390227135977 |
2.75612305239525 |
-2.64823208977958 |
-7.93323676440247 |
8.03325803078184 |
4.00373005119076 |
-14.0223031447819 |
2.41932644884906 |
10.3738756815349 |
-3.63274781939742 |
-6.22829796179849 |
10.2774044702253 |
-5.76086113841342 |
0.529405854740503 |
5.64083374504918 |
-6.40265452447846 |
2.97145576456347 |
0.460132043966041 |
3.6499869957272 |
1.13728684737345 |
2.95590401278167 |
6.67892004013754 |
-5.01859228943829 |
8.64429877520325 |
0.465446667362301 |
-0.560051354013069 |
4.8738848077146 |
-7.70236535273841 |
-4.48757050657264 |
-3.36655882488708 |
-10.5615123520445 |
9.40929040052248 |
-4.51199964639466 |
7.13394406654271 |
-11.0588878377847 |
4.54713641036335 |
3.4727849377918 |
3.10971865952314 |
5.03617525011884 |
-5.5224494609264 |
1.11979949631387 |
0.103175300488147 |
-8.3123529619366 |
3.41207082967645 |
-0.0913309850903374 |
3.10947484518960 |
-9.43880474905006 |
7.33708759080986 |
-7.29690796370653 |
2.41419798633649 |
-7.21410758532448 |
-3.84827202332542 |
-0.924185322709377 |
3.49974864183110 |
-4.53162555512853 |
-2.55673855178179 |
5.72239639604123 |
0.201539059408447 |
-6.29990285494819 |
0.658831637876347 |
5.21044964047462 |
-5.47131995573022 |
4.669422609305 |
-5.90409140906638 |
-4.81211872408119 |
-2.02477104940002 |
-7.71856688045722 |
1.71213817310903 |
-0.494466601578836 |
11.0101336050544 |
-4.19573686002042 |
2.38720522299124 |
1.77400696597917 |
1.18084487092162 |
0.115962558837481 |
-5.05502919303578 |
1.3549066876015 |
-7.80519635946473 |
5.86148679398352 |
2.80288446242383 |
3.92184270041065 |
-2.97155245575783 |
-0.591913069507683 |
0.0493835548839172 |
2.26700538036749 |
5.1129096245939 |
71.6779060930572 |
78.4842263418149 |
-49.6216172308631 |
4.53492158396637 |
-2.83881740520457 |
-6.61345814434947 |
2.9620228701109 |
-15.6324006306163 |
-5.48245600735038 |
2.50348712788991 |
-0.547677980896651 |
0.089588994507892 |
-2.98666970367879 |
4.03012614950143 |
-7.03593057019492 |
-9.83165168817243 |
0.082603741685773 |
-4.10915839553894 |
-14.4381632324365 |
9.13395706651778 |
-5.83706702731951 |
1.13687335117464 |
-8.80988353119693 |
4.49732810453395 |
-7.16807660046874 |
5.21324959008388 |
-7.86574850569718 |
5.3896132292204 |
-8.44005784869063 |
6.98699339274236 |
-3.78989137616418 |
3.83316463307244 |
17.2353073687647 |
30.1941905689489 |
4.0429685831125 |
24.3341333654459 |
3.79350558313359 |
-2.07653575627290 |
-8.55656690022442 |
-19.0161709248054 |
0.51076949159301 |
-11.0420299816847 |
-6.26308903035226 |
-0.304817714625699 |
8.71519507527108 |
-10.6432589448967 |
-3.51198394753857 |
-7.0223128642038 |
3.59201097571020 |
-7.24377623420821 |
-4.12662549500368 |
-9.13153341869616 |
3.95448295599766 |
-3.92274329264029 |
1.73683486695643 |
-1.34426605242237 |
6.01810308301884 |
-4.03107698390414 |
4.45433041803705 |
-9.84720403070321 |
4.59456284541989 |
-0.870304656100984 |
-2.38196981887972 |
9.50934761306826 |
-18.3335741237702 |
8.63832372936247 |
16.5733848323495 |
6.6285220869159 |
-10.7074793143504 |
-2.06927970568887 |
-4.30185257639516 |
-6.80308899070047 |
5.38020455302103 |
-1.10923286304018 |
-9.84876422483933 |
2.35939559544693 |
-7.05095932093792 |
1.04138421349944 |
1.52763905341652 |
-0.513961678924147 |
-1.24827048781736 |
-6.92985985249669 |
0.344841816875828 |
6.8191645989325 |
-8.42108577452404 |
-1.81630737900798 |
-0.756283541847381 |
0.484156868238983 |
-2.67346792333416 |
-5.9026415734678 |
5.41887486133697 |
-0.43995039193112 |
-8.49340295481375 |
15.3965838085419 |
-2.67682314713255 |
-7.12072796741182 |
6.03870055644524 |
-6.46442221965043 |
1.93511147939154 |
-5.44253386004891 |
4.10865883397503 |
-5.94929346164577 |
19.2667520816755 |
-16.5301888092306 |
7.28203173165411 |
3.73916675853980 |
-7.85468628859752 |
1.37014389955289 |
1.77304625226162 |
-2.94870949202556 |
1.07385936190718 |
-9.70530090925843 |
0.264771017551993 |
10.5735938764548 |
-2.19779779987260 |
-3.85651070556673 |
8.8300821162079 |
-6.08351849470188 |
-5.64313118255961 |
-5.53805464550231 |
16.8332320492933 |
-6.90371041075633 |
1.71293184398468 |
-5.16217198919259 |
-3.10090218561851 |
1.30797461935060 |
27.9742776052329 |
-24.3288098893009 |
15.2118504993314 |
15.5901488769643 |
2.02380488267653 |
3.384926182708 |
-11.2461179802918 |
18.5414705615909 |
-11.5305501167771 |
4.13259590400349 |
-18.0283962985412 |
3.71625167708868 |
-0.739661045093044 |
-3.37774192252505 |
13.8478240145191 |
-6.33330862787614 |
7.08016552623405 |
-22.986270650001 |
10.2772361566453 |
1.11229753328581 |
-1.34567404518049 |
-4.24061525181133 |
4.75973021928405 |