| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
| Estimates ( 1 ) | 1.0086 | 0.2746 | -0.3401 | -0.5622 | -0.6414 | 0.2148 |
| (p-val) | (0.0159 ) | (0.6073 ) | (0.0403 ) | (0.1762 ) | (0.0532 ) | (0.1223 ) |
| Estimates ( 2 ) | 1.2103 | 0 | -0.2582 | -0.7808 | -0.4713 | 0.2421 |
| (p-val) | (0 ) | (NA ) | (2e-04 ) | (0 ) | (0 ) | (0.0365 ) |
| Estimates ( 3 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| 0.254999833678585 |
| 22.0637261808084 |
| 8.36506702663681 |
| 30.7736225164389 |
| 16.2536172739003 |
| 6.31978649995719 |
| -12.541117501616 |
| -2.71828068186466 |
| -1.95485182804324 |
| 0.795323839092208 |
| -6.27025377287568 |
| 3.35942030976075 |
| -1.50205913407284 |
| 2.18998540092784 |
| 0.286527874254407 |
| -8.33192720797185 |
| 1.33542284983531 |
| -5.34660777953769 |
| 0.364188612555605 |
| -12.3214965463108 |
| -0.213044567062289 |
| -1.73356760237912 |
| 2.29142250093452 |
| -2.02682736956204 |
| -3.29373825168995 |
| -3.23571182705352 |
| -5.615995118748 |
| -1.23778396837417 |
| -1.42061601175765 |
| 4.78655450552501 |
| 18.4793975643124 |
| 15.9725830862441 |
| -0.815453366740222 |
| 0.0128967393884164 |
| 1.50544251506978 |
| 1.00271938473857 |
| -11.8529674379466 |
| 12.1980261840451 |
| -9.68599559713978 |
| 1.13547342393710 |
| 2.97921792827975 |
| -0.785621719367919 |
| 8.0612033007036 |
| -5.3827839300902 |
| -8.17937461872397 |
| -1.32446661791628 |
| -10.6659441156235 |
| -3.02656088860777 |
| 0.132458876970117 |
| -13.8069274078262 |
| 0.845394639204114 |
| -1.98702099406847 |
| -1.68051929598893 |
| 0.0920394990564467 |
| -5.16130221400508 |
| -1.81108668490266 |
| -2.30834063101787 |
| -0.750037072168237 |
| -5.3947253707732 |
| 8.7899235566845 |
| -8.22983416568617 |
| 11.8176501211661 |
| -7.38155547009886 |
| 0.66017315673276 |
| -3.1132813129022 |
| -1.74260226748968 |
| -4.22016188206140 |
| 2.07668572745188 |
| -3.68932481139297 |
| -2.05347410919604 |
| -1.70755960864552 |
| 0.0829944172946436 |
| 0.0525549970276853 |
| -0.109176343264101 |
| -1.75225518561125 |
| -5.21419429128494 |
| 0.207419244972166 |
| -2.04931938452986 |
| -1.67050644923471 |
| 0.600794441571788 |
| -3.91634951705187 |
| 0.914568891401787 |
| 0.377723332076606 |
| -3.99940809812258 |
| 4.10028250058595 |
| 2.13034996185799 |
| -5.01697363654706 |
| 0.88039167914142 |
| -0.413243946878691 |
| 2.57141732481777 |
| -0.160150074002167 |
| -1.98942813155873 |
| 0.7674956209968 |
| -0.213395806083973 |
| -1.80123192327119 |
| 0.992418294813898 |
| -0.95211431483235 |
| 1.83819052465494 |
| -1.06894403308982 |
| -0.967855575986486 |
| -1.04385118507898 |
| 0.68556571118867 |
| -0.333611701816567 |
| -5.42973137859667 |
| 0.726314763980147 |
| 0.836961921847186 |
| -1.54679449185316 |
| -7.8797704326756 |
| 23.2308862131186 |
| 73.4327268612729 |
| -14.6645292085857 |
| -9.62846152611605 |
| -4.66720646366489 |
| 3.8925108206267 |
| -4.05357962489037 |
| -5.35670102610004 |
| -11.4983109457654 |
| 10.2692632816308 |
| 5.63923822623881 |
| 1.78510286719011 |
| -1.64736847168137 |
| -4.37111600313939 |
| -0.876583756406526 |
| -5.5740602532695 |
| -4.21723385655859 |
| 3.50567394001677 |
| -1.73390387012663 |
| -7.46542812892844 |
| 8.0054837398301 |
| 4.18546728005985 |
| -13.7313182373306 |
| 1.82878940228257 |
| 10.0155579065071 |
| -3.37214346334616 |
| -6.48996798141223 |
| 9.6473667518257 |
| -5.69796739984453 |
| 0.371151024442422 |
| 5.30635805916157 |
| -6.30971196519032 |
| 2.80333497540805 |
| 0.270046937839979 |
| 3.77981376962364 |
| 1.15533503538918 |
| 3.07905278265261 |
| 6.8737812354031 |
| -4.5358851269508 |
| 9.01702970670762 |
| 1.16292889183652 |
| 0.43906294216717 |
| 5.71704440086086 |
| -6.48195048465036 |
| -3.3771192690953 |
| -2.46183738505908 |
| -9.4332170478525 |
| 10.0254880254123 |
| -3.6516456200049 |
| 7.693301985708 |
| -10.7057717832237 |
| 4.56866205647999 |
| 3.61676400060875 |
| 3.46179306421813 |
| 5.3878867826985 |
| -5.26297325753655 |
| 1.49032895923109 |
| 0.36686024838641 |
| -7.5732456232995 |
| 3.62764903211999 |
| 0.409731769739903 |
| 3.59745812899038 |
| -9.0611941902361 |
| 7.31512435053738 |
| -6.99945832309867 |
| 2.50056869596632 |
| -7.1861942788887 |
| -4.05022671664802 |
| -1.21845103060777 |
| 3.03774182373883 |
| -4.7921212364757 |
| -3.42612756365544 |
| 4.87177621486511 |
| -0.571983040663883 |
| -6.99016600656002 |
| -0.578214274045576 |
| 4.27589152699226 |
| -6.22391088396299 |
| 3.63440273116448 |
| -6.89605965031704 |
| -5.80423260014768 |
| -3.30945017603603 |
| -8.89989135836323 |
| 0.260861313135902 |
| -2.08392600299732 |
| 9.42271343761112 |
| -5.77164971672163 |
| 0.584727813518678 |
| -0.0832801114183283 |
| -0.335508700929775 |
| -1.28959513732277 |
| -6.4970557028598 |
| -0.0303888613728142 |
| -9.1712080472086 |
| 4.44832241535643 |
| 1.41242818753703 |
| 2.72857369163921 |
| -4.33717329448005 |
| -2.06398916829018 |
| -1.28737940523640 |
| 1.03389998358603 |
| 4.07815747299849 |
| 70.680390149993 |
| 79.9818416960065 |
| -45.9300065960566 |
| 5.71397251462954 |
| -0.0749843966945638 |
| -0.266852026256099 |
| 9.10829932808554 |
| -9.21407413321306 |
| 0.820808807789241 |
| 7.95052153138217 |
| 5.57603449472473 |
| 5.34408631927167 |
| 2.12906752858874 |
| 8.6944001894836 |
| -2.20976120002873 |
| -5.42264607294396 |
| 4.1062779034885 |
| -0.0247656628911190 |
| -10.5163680477176 |
| 12.1087027909069 |
| -2.54802877509056 |
| 4.01787439149142 |
| -6.41629534761968 |
| 6.56002640103825 |
| -4.98879924592385 |
| 6.97282180701915 |
| -6.00931791282875 |
| 6.76746248482652 |
| -6.85198897035633 |
| 8.09124679413805 |
| -2.37194657629316 |
| 4.90013519294542 |
| 18.4881168353484 |
| 31.7957991454662 |
| 6.80941613821293 |
| 26.6385275415374 |
| 7.4239153957207 |
| 2.27603064636658 |
| -3.65879611664405 |
| -13.7690645412414 |
| 6.04069899429226 |
| -5.46277773511517 |
| -0.72506330358951 |
| 4.1800135357596 |
| 13.2068834623433 |
| -6.38897038378853 |
| -0.0712758329369337 |
| -3.93220420438954 |
| 6.6027471441143 |
| -4.21094573244433 |
| -1.64693460147216 |
| -6.94276544661195 |
| 5.67403414201086 |
| -2.03581550066680 |
| 3.11432108484884 |
| -0.0903742286704932 |
| 6.96735622389218 |
| -2.83373530847393 |
| 5.24744829558373 |
| -8.78199410466493 |
| 5.26489849727183 |
| 0.118882356783456 |
| -1.46603585678454 |
| 10.2970302433447 |
| -17.4202795266392 |
| 9.11687777733601 |
| 17.0394192801121 |
| 8.19516693723836 |
| -9.60063917927087 |
| -1.46068295426731 |
| -3.2289150706764 |
| -5.49455425461115 |
| 6.52874007680252 |
| 0.0700478921275509 |
| -8.70409015124608 |
| 2.70488454549233 |
| -6.44266317614946 |
| 1.37951957696978 |
| 1.67256111003965 |
| -0.366890497398470 |
| -1.30779836765487 |
| -7.2188499274107 |
| -0.0602583283628524 |
| 6.34987794214778 |
| -8.5365896870992 |
| -2.53689208377038 |
| -1.59455319589641 |
| -0.177706525718108 |
| -3.42697291271657 |
| -6.91410461247586 |
| 4.21920632827082 |
| -1.5051088470175 |
| -9.54557480984756 |
| 13.7444712278056 |
| -3.64399804965439 |
| -8.18429399897193 |
| 4.39036969183338 |
| -7.53658234508268 |
| 0.824813048826962 |
| -6.76172520478722 |
| 2.87625204867673 |
| -7.23222531133672 |
| 17.8281607190264 |
| -17.4243508125199 |
| 5.74006400880912 |
| 2.34880294646782 |
| -8.71705004163573 |
| 0.180515148654599 |
| 0.411888011590863 |
| -3.64129245468668 |
| -0.262849417281658 |
| -10.6960419754128 |
| -1.24558421319947 |
| 9.24870255625867 |
| -3.21841613993072 |
| -5.12513973971504 |
| 7.0970248582296 |
| -7.10456857488375 |
| -6.93165440219085 |
| -7.06770348981991 |
| 15.3750237413062 |
| -7.70558344110681 |
| 0.377896979993898 |
| -6.6757390204842 |
| -4.51572160727773 |
| -0.0505720049182764 |
| 26.5570261772454 |
| -24.6216484357648 |
| 13.5317069122056 |
| 14.5288769435857 |
| 2.13533498546174 |
| 3.33852898616035 |
| -11.4364766534799 |
| 18.9618532714349 |
| -10.6090984426418 |
| 5.33161028294894 |
| -17.2858133906791 |
| 4.52359461541178 |
| 0.089430796980405 |
| -2.47733269172918 |
| 14.3520865451798 |
| -5.75839557891212 |
| 7.64761494220882 |
| -22.7595213775452 |
| 10.3405975911693 |
| 1.3596072827078 |
| -0.636512109852905 |
| -4.17710009767726 |
