| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
| Estimates ( 1 ) | -0.2829 | -0.4572 | -0.349 | 0.4281 | 0.583 | 0.6241 |
| (p-val) | (0.0544 ) | (2e-04 ) | (0.0137 ) | (6e-04 ) | (0 ) | (0 ) |
| Estimates ( 2 ) | 0 | -0.5012 | -0.553 | 0.1594 | 0.5507 | 0.7547 |
| (p-val) | (NA ) | (0 ) | (0 ) | (1e-04 ) | (0 ) | (0 ) |
| 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 |
| 0.0872799521090836 |
| -1.31480486620473e-05 |
| -0.183280605991190 |
| -0.139000526066112 |
| 0.679066638163622 |
| 3.0188126125286 |
| -0.514344715185369 |
| -0.636576022886359 |
| -1.05963882623273 |
| 0.131796708552596 |
| -0.232486913842555 |
| -0.596832078423372 |
| -1.05743629666867 |
| 0.0282230211330588 |
| -0.0679923270641796 |
| -0.203881849950177 |
| -0.635933172279192 |
| -0.327794829237567 |
| -0.0759994113357783 |
| -0.0820024342751496 |
| -0.803872079702718 |
| -1.13843878877712 |
| -0.635525173869014 |
| -0.334336975526891 |
| -0.490968747298524 |
| -1.67327707230214 |
| -9.22438997324471 |
| 0.887048607629718 |
| 2.27332794152403 |
| 4.92283706988024 |
| -0.690517172089548 |
| 0.749689906801288 |
| 3.55533631476567 |
| 2.59629673836159 |
| 0.464971030791149 |
| -0.80720503527678 |
| -0.0767027804023043 |
| 0.0562594369163964 |
| -0.0519135275408431 |
| 2.26874468583897 |
| -1.95455309835930 |
| -0.911089337356488 |
| -0.50663500545772 |
| -0.0678536889796436 |
| -1.01298123943329 |
| -1.23572132974818 |
| -1.00065762224004 |
| 3.42977423875058 |
| -0.668284410574636 |
| -1.32210604649209 |
| -1.51272748855046 |
| 0.277334041055866 |
| -0.115727693938220 |
| -0.96397068484294 |
| -1.52239120269169 |
| -0.703892457957662 |
| -0.244553003071831 |
| 4.1847098905787 |
| 1.49221725538504 |
| -1.63755139495444 |
| -1.73078725060353 |
| -0.0471445514307201 |
| 4.33081667282615 |
| -0.703920548777757 |
| -2.06334511006064 |
| -1.68136256416081 |
| 0.644189222847902 |
| -0.250844332540948 |
| -1.26508476397744 |
| 5.16112691445154 |
| -2.10168479282946 |
| -0.988923730689082 |
| -1.95452083139881 |
| -0.199373143666626 |
| -1.10426123637347 |
| 2.07356921613748 |
| -1.098515612733 |
| -1.27521383787933 |
| -1.43141797928656 |
| -0.600531941572836 |
| 2.95629644618347 |
| 0.073174195528246 |
| -0.937618195861684 |
| -1.90608394312384 |
| 0.586175920466839 |
| -0.874491239085535 |
| -0.782610024576096 |
| -0.585869116235247 |
| -0.0243593108722761 |
| -0.247491413393856 |
| -1.45399346496491 |
| 1.40628950737205 |
| 0.407915762277748 |
| -1.22783348683868 |
| -0.98483551456647 |
| 0.977043917580074 |
| -1.14290829390619 |
| -1.52622979965436 |
| 1.25793504089723 |
| -3.01881533474672 |
| -2.13434996905215 |
| 1.81975106541564 |
| -1.58394438303236 |
| -1.50768272074057 |
| 1.44050256940971 |
| -1.57713513072431 |
| 3.77314558921929 |
| -0.906772353779546 |
| 5.60422505279004 |
| 8.11142459022249 |
| 13.7766483366578 |
| -2.2124748826589 |
| -0.679838921348716 |
| -2.00756596849267 |
| 1.69163436711956 |
| -1.25873732454560 |
| -2.5272238229692 |
| -2.19628415109042 |
| 2.55155874137103 |
| -0.895122497229715 |
| -1.76167851961975 |
| -2.63830253201474 |
| -0.568095698633491 |
| -0.206090674163812 |
| -0.989145668113579 |
| -1.99886244783459 |
| -1.28284229931600 |
| -0.294514434037566 |
| -0.295718974003033 |
| 1.30727582659663 |
| 0.987886089208111 |
| -1.20535051775398 |
| 0.238349930881455 |
| 2.06119179434717 |
| -1.71643365194706 |
| 0.643090439889162 |
| -1.09634819375609 |
| -0.899320695130476 |
| -1.34248805532645 |
| -1.06465662795847 |
| -1.34356065700745 |
| 1.81025307088981 |
| 4.21128538425738 |
| -2.11468795881856 |
| -0.556593605931389 |
| -3.31033022020313 |
| 0.847253431429387 |
| 6.76190394933054 |
| -2.64912138420380 |
| -0.352116950371629 |
| -1.34165207158486 |
| 0.56828018444627 |
| -1.17193078515010 |
| -0.671441073760199 |
| -0.210752473597408 |
| -0.982618599911028 |
| -1.14452893705867 |
| -1.66798720193302 |
| 2.09649409238032 |
| 2.11584751646006 |
| -1.87742757508351 |
| -2.12970817255565 |
| -1.26478557428127 |
| -0.292521993893288 |
| 6.81441459181041 |
| -2.20343820588120 |
| -2.13657633640910 |
| -2.1228260952343 |
| 0.897320089164736 |
| -0.498434370793504 |
| 0.824724835509585 |
| 2.41588084668365 |
| -1.16283347802059 |
| -0.80758402509447 |
| -1.17557105753453 |
| -0.7193046882973 |
| -1.24595509470208 |
| 2.10984399946963 |
| -0.931176492313227 |
| -1.21051223945318 |
| -0.276308839115401 |
| -3.14828825444312 |
| -1.10256512740197 |
| -0.425362467152191 |
| -0.209278481270928 |
| -0.768961144920091 |
| -3.79751138155541 |
| -2.7490304766567 |
| 0.395311148499197 |
| 0.227588677346894 |
| -0.735551476835639 |
| -1.22872171989302 |
| -0.287933381937336 |
| 0.232755665960610 |
| -0.194697906538416 |
| 2.21047640794547 |
| -0.292009883661066 |
| -0.619546755877657 |
| -0.580605482217322 |
| 6.75566931942145 |
| -1.4045632511167 |
| -0.970047134326634 |
| -1.46755429137441 |
| 0.757853888218946 |
| 0.123097750453390 |
| 6.67960116084409 |
| 17.6931618585974 |
| -4.18828605326878 |
| -2.48797222069598 |
| -0.49189994096902 |
| 2.47442520988773 |
| 20.1638822918728 |
| 9.72738701554829 |
| -2.32232966099610 |
| -3.46201586984245 |
| -1.24333998446238 |
| 1.66297654423558 |
| -1.24317147129577 |
| -4.3202226351696 |
| -0.931036561924614 |
| 5.23743272815614 |
| -2.60813350666403 |
| -3.15889850369678 |
| -5.09851732737052 |
| 1.07110475791545 |
| -1.53774299437409 |
| 0.467358002668291 |
| -2.0269449730754 |
| -5.85961900348256 |
| 4.21395586424151 |
| 0.246547628745958 |
| -2.98551348256817 |
| -0.875980081509468 |
| -0.487283751217774 |
| 4.27142828371557 |
| 15.2874723098257 |
| -1.50366665359779 |
| 0.302481317733637 |
| -1.64634259644488 |
| -4.45158157760314 |
| -3.42767357171326 |
| 19.1855528134051 |
| 40.9191547374879 |
| -17.0922025537027 |
| 19.8745881235432 |
| -6.32223556742781 |
| -29.7016609858046 |
| -5.21530894132488 |
| -1.15717120867537 |
| -1.77686670459588 |
| -6.44800881442714 |
| 6.1738990171788 |
| -0.181473495171232 |
| 9.09573770850974 |
| -18.2442113660538 |
| 3.17283386640654 |
| -11.8494391020533 |
| 5.30211830389582 |
| -1.46312732226967 |
| -0.745989751140115 |
| -11.0002028852552 |
| 1.81826515332575 |
| 6.78743705243457 |
| 1.82829456460055 |
| -4.87876503770468 |
| -4.08013812165935 |
| 3.61563183097302 |
| 0.970709348355797 |
| -2.50612047007687 |
| -2.41918448584225 |
| -5.32382241471828 |
| 0.473221277208069 |
| -3.21887104116804 |
| -0.0423620075753064 |
| 7.62087608392768 |
| 12.0229612854636 |
| -11.3223368512491 |
| -5.94958706624854 |
| 1.33243109661042 |
| 0.5483848687944 |
| -0.905848684792431 |
| -8.00493200960378 |
| -0.213048521521813 |
| -1.62270824116419 |
| 1.81906604139964 |
| -0.73323459567142 |
| 0.122445557986310 |
| -1.68161736005754 |
| -1.57718074612421 |
| -5.91817988915223 |
| 0.902665511591742 |
| 3.27496527285253 |
| 4.46454053104396 |
| -12.4014507407186 |
| 0.160562951680376 |
| 1.37512543767632 |
| 4.23525356193056 |
| -8.17305680165724 |
| 2.13147997817895 |
| -1.24020251420048 |
| 5.57844815355238 |
| -3.24470389702012 |
| 4.31439782577231 |
| 1.16678841886911 |
| -4.21033130496129 |
| -2.63355054818096 |
| -6.43337034889177 |
| -0.134564732491349 |
| 6.29838978364753 |
| -0.3187533031155 |
| 1.74900257001750 |
| -8.77856810913894 |
| 6.6763135493527 |
| -1.10531533659494 |
| -2.10907318737041 |
| -0.0890429851771941 |
| 2.24952647056974 |
| -2.53253247722461 |
| 4.4354997941475 |
| -4.6716127570411 |
| 1.25848743092396 |
| -1.61142220647625 |
| 2.55204535055172 |
| 0.397045918153637 |
| 6.10678795923619 |
| -1.38276955133199 |
| 2.69996312542165 |
| -3.15791265005706 |
| 2.84153386748521 |
| 4.71579137565783 |
| -8.58699081276275 |
| 0.777558556391071 |
| 6.84445276696886 |
| 0.256323139928725 |
| 6.75015694528538 |
| 6.48884380330055 |
| -0.026388823136827 |
| 13.1806971315401 |
| 11.8555564971506 |
| -9.72336766436311 |
| -4.8121132234422 |
| -5.87382471874274 |
| -4.27566705804031 |
| 1.28602359524923 |
| -6.04398251671887 |
| 9.47900422431155 |
| 2.9899513108316 |
| 0.905609086928237 |
| 12.4109992347029 |
| -11.4416287459231 |
| -4.59094204877927 |
| 1.38813298357246 |
| 0.0348552157759343 |
| -7.50682378430106 |
| 0.41124218460007 |
| 6.2528470362661 |
| -2.07923866651731 |
| -2.24632143702425 |
| 10.4923672941219 |
