| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ar2 | ar3 | ma1 |
| Estimates ( 1 ) | -0.3049 | 0.2561 | 0.0092 | 0.7814 |
| (p-val) | (0.15 ) | (0.0312 ) | (0.892 ) | (2e-04 ) |
| Estimates ( 2 ) | -0.3166 | 0.2606 | 0 | 0.7947 |
| (p-val) | (0.0538 ) | (0.0102 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.1117 | 0 | 0.4867 |
| (p-val) | (NA ) | (0.0586 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | 0.4498 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) |
| 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 |
| 0.299899812188875 |
| 35.1158479949783 |
| 17.6958673414598 |
| 6.34433450410502 |
| -11.2873428264445 |
| -4.16314083790895 |
| -3.99374476507493 |
| -3.41880184081738 |
| -9.21026357377827 |
| -0.125069753736144 |
| -4.24384424614576 |
| -0.942713537301115 |
| -1.51587246071497 |
| -10.8602413014214 |
| 0.175993355322484 |
| -7.34570670701513 |
| -1.22187311657464 |
| -13.3450184270107 |
| -1.30201273790276 |
| -2.10254124585825 |
| 1.06126958562489 |
| -1.52520440898148 |
| -3.45718800845309 |
| -2.24989562727427 |
| -5.42482910104508 |
| -0.40192391796694 |
| -0.922746951460738 |
| 5.53991872239476 |
| 19.5158844495207 |
| 16.5768207116984 |
| 0.275500776734816 |
| 1.79569342958047 |
| 2.22008318492561 |
| 0.372341337566866 |
| -12.5613666769152 |
| 11.4902826018774 |
| -11.2635287839635 |
| -0.443358834602293 |
| 2.99741939044947 |
| -3.16703083875240 |
| 8.21806660832004 |
| -6.8429030864346 |
| -8.44003510078807 |
| -1.44608791459041 |
| -11.8679034335579 |
| -3.36509225040857 |
| -0.121270710813576 |
| -14.446685855235 |
| 1.89967685171882 |
| -1.48263739640203 |
| -1.26425817689324 |
| 1.97213705966436 |
| -4.0695152731825 |
| 0.257801269420071 |
| -0.645819427203179 |
| 0.892979699226913 |
| -3.5341163454199 |
| 10.6753867237961 |
| -6.63838270369828 |
| 13.6259338904965 |
| -5.33073912752857 |
| 1.62151494783870 |
| -0.412018741768748 |
| -1.63296952480931 |
| -2.16106620749349 |
| 2.55278162176131 |
| -2.31861580483201 |
| -1.31669263430763 |
| -0.102839314627886 |
| 0.806875396812501 |
| 1.40779055203353 |
| 0.858998212661334 |
| -0.407899892077978 |
| -4.08013532072746 |
| 1.56346622255472 |
| -1.10312185220155 |
| -0.718446476145118 |
| 1.93899728631746 |
| -2.99854732605743 |
| 2.29189702632101 |
| 1.53019282736417 |
| -3.05640609360825 |
| 5.61956065958083 |
| 3.01062150829742 |
| -4.15658184013523 |
| 2.40886182196738 |
| 0.373266151700193 |
| 3.20666922549583 |
| 0.694155410744997 |
| -1.42866339615807 |
| 1.72733954646662 |
| 0.137468876249272 |
| -1.31206715080646 |
| 1.53808588428046 |
| -0.625756541842748 |
| 2.19289279851182 |
| -0.667279230617055 |
| -0.698560567835102 |
| -0.504676082158767 |
| 0.834955400741819 |
| -0.0170422068707126 |
| -5.24753678452907 |
| 1.32047337026268 |
| 1.03797125083008 |
| -1.47118489348537 |
| -7.20680411868369 |
| 23.9303746655414 |
| 73.1240720706958 |
| -17.4561766406797 |
| -7.67256993315505 |
| -2.44367965056864 |
| -1.25135849941847 |
| -6.25548132037216 |
| -10.0981423088547 |
| -13.8701062246859 |
| 6.55801274531797 |
| 2.59680383117416 |
| -1.67403629240522 |
| -2.68723256679351 |
| -6.52512852999627 |
| -2.07807146297239 |
| -7.50647105224272 |
| -5.52129674844156 |
| 2.43683767399557 |
| -3.09171522950584 |
| -8.05010343176986 |
| 8.15296640070443 |
| 3.51508309329148 |
| -14.1462716903164 |
| 3.0703399689516 |
| 9.9456170321945 |
| -4.19437060136789 |
| -5.58639358083087 |
| 10.3853947111926 |
| -6.128757806502 |
| 0.62306100176761 |
| 6.09774906027144 |
| -7.10027611565158 |
| 3.66339185248574 |
| 0.197178451673096 |
| 3.50353721572736 |
| 1.42733750390727 |
| 2.79216496024191 |
| 7.07256946258337 |
| -5.17769755742916 |
| 9.13735204383698 |
| 0.498018975529362 |
| -0.691019894937199 |
| 5.600339199855 |
| -8.17034573201869 |
| -3.97114112130095 |
| -3.46427157950711 |
| -10.9988059827571 |
| 9.42308493451543 |
| -5.07876539353106 |
| 6.89217894131411 |
| -10.5310933114651 |
| 3.98949532838725 |
| 4.18461766528475 |
| 1.93034727183709 |
| 6.16869061183627 |
| -6.13778041918545 |
| 1.92745230038901 |
| -0.136600992681565 |
| -8.41118391703372 |
| 3.63788549976738 |
| -0.421425433231775 |
| 2.84977240347996 |
| -9.13164699754884 |
| 7.15404322789419 |
| -7.12206662413502 |
| 1.83131704217362 |
| -6.48881966838962 |
| -4.79673532626191 |
| -0.184291819055488 |
| 2.39416034373880 |
| -4.10791622331618 |
| -2.95700774588863 |
| 6.10765939381912 |
| -0.436613458596639 |
| -5.96764900269079 |
| 0.781125304708951 |
| 5.05630275103277 |
| -5.74874003090088 |
| 4.96192768199649 |
| -5.92414787470022 |
| -5.01821035949393 |
| -1.62215743066895 |
| -8.461862787553 |
| 1.92086300133730 |
| -1.0070920269429 |
| 10.7916394639481 |
| -4.11828767628216 |
| 2.38774316100711 |
| 2.42622482162534 |
| 0.551664613691997 |
| 0.818354279289082 |
| -5.41045100648859 |
| 1.76576868394145 |
| -8.12341860501951 |
| 5.83182525702972 |
| 2.73262208331369 |
| 3.46904257511048 |
| -2.31319374720417 |
| -0.832482525056378 |
| 0.516334844385881 |
| 1.80502762784755 |
| 5.41032820555813 |
| 71.4546388317525 |
| 78.4196092032173 |
| -48.6632815233162 |
| 10.1660310932332 |
| -1.50214213876495 |
| -9.17957864023651 |
| 5.71037406522055 |
| -18.0626103763198 |
| -3.98760136960334 |
| 1.37202630640655 |
| -0.960817564375247 |
| -0.0643810092947206 |
| -2.9788396868106 |
| 3.93912891537309 |
| -7.05985123335421 |
| -9.93196568431284 |
| 0.348023372151033 |
| -4.90660491406163 |
| -14.5424808024575 |
| 9.07012121649188 |
| -6.46032851714165 |
| 0.699075742527953 |
| -8.19358991616434 |
| 3.64463746296656 |
| -6.64704409388156 |
| 4.30210868054456 |
| -7.14619089468113 |
| 4.46638315978663 |
| -7.63730939948448 |
| 5.99424391390488 |
| -2.93625307720072 |
| 2.76108227933594 |
| 18.3343470869207 |
| 29.098027556475 |
| 5.14942890488408 |
| 25.1282722237115 |
| 5.36934714687385 |
| -2.07528852533380 |
| -6.42320721605574 |
| -19.8316459613177 |
| 1.33269138555329 |
| -12.3362152625843 |
| -6.60217796441145 |
| -0.401118624305013 |
| 7.71383313020635 |
| -10.5736720042718 |
| -3.62377656699095 |
| -6.61000878590704 |
| 2.62155182644068 |
| -6.94861292090843 |
| -4.85062182015912 |
| -8.59106784797945 |
| 3.0192304692805 |
| -3.76300674187405 |
| 0.965943570113382 |
| -0.768139252400715 |
| 5.29668145019099 |
| -3.49972707031111 |
| 4.06733481185933 |
| -9.26790628326779 |
| 4.08686178890105 |
| -0.362770515813565 |
| -3.31227362757249 |
| 10.4227510736789 |
| -19.1819263999275 |
| 9.34203315791342 |
| 16.3723448704029 |
| 5.61992997537527 |
| -9.29030041553682 |
| -1.90819321463295 |
| -3.87996915855979 |
| -7.5644761167706 |
| 5.77343554357759 |
| -1.89330234910943 |
| -9.7460248499517 |
| 2.56571524922759 |
| -7.47627614696665 |
| 0.784355163067744 |
| 1.64455690717722 |
| -1.15425105263904 |
| -0.772221816822082 |
| -7.24599653961548 |
| 0.560615829214441 |
| 6.48694939615012 |
| -8.71103973537089 |
| -1.51915201034529 |
| -0.701821571745654 |
| -0.0889456061834153 |
| -2.4222191457298 |
| -6.20944538649991 |
| 5.62362082425631 |
| -0.899543708199076 |
| -8.51901635413049 |
| 15.734536250137 |
| -3.18652352114009 |
| -7.05557185905099 |
| 6.94312287794202 |
| -7.3640768235444 |
| 2.34860703502767 |
| -5.50708558014185 |
| 3.76962423811591 |
| -5.68752731219513 |
| 18.7564527212804 |
| -16.1374363682760 |
| 6.95631273834118 |
| 4.95183616696886 |
| -9.6105510204473 |
| 3.23997955403814 |
| 0.515907685452873 |
| -2.48409441574131 |
| 0.863845677758832 |
| -9.56360944203766 |
| 0.0769338111456932 |
| 10.6121831863216 |
| -2.95129419320079 |
| -3.23556669473271 |
| 8.98492168453566 |
| -6.37096970453393 |
| -5.44788841192513 |
| -5.18052709489126 |
| 16.1811592212088 |
| -6.9708920321948 |
| 1.56344870157051 |
| -4.16092927499864 |
| -4.13021396619627 |
| 2.18982419741116 |
| 26.9265213018819 |
| -23.9827846264886 |
| 15.5240184924571 |
| 16.7615926480152 |
| -0.028324935869648 |
| 6.13438366325602 |
| -12.1793953882671 |
| 19.7562392106773 |
| -12.1997144579642 |
| 4.28498768217321 |
| -17.0946816998486 |
| 2.51996837448655 |
| 0.193134713379891 |
| -5.24635643981082 |
| 15.286896353534 |
| -7.69247856732807 |
| 8.02581055334866 |
| -22.9056596106788 |
| 10.1116910003538 |
| 1.41140015688273 |
| -2.94226239502922 |
| -2.53698535872127 |
| 3.49157239564096 |
| -5.80852709295465 |
