| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
| Estimates ( 1 ) | 1.0048 | 0.2453 | -0.3054 | -0.56 | -0.6212 | 0.19 |
| (p-val) | (0.036 ) | (0.6829 ) | (0.0795 ) | (0.2406 ) | (0.0962 ) | (0.2198 ) |
| Estimates ( 2 ) | 1.1898 | 0 | -0.2371 | -0.7431 | -0.4657 | 0.2168 |
| (p-val) | (0 ) | (NA ) | (0.0014 ) | (0 ) | (0 ) | (0.0635 ) |
| Estimates ( 3 ) | -0.5483 | 0 | 0.1655 | 1.0206 | 0.3686 | 0 |
| (p-val) | (0.4076 ) | (NA ) | (0.0863 ) | (0.1249 ) | (0.257 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0 | 0.1026 | 0.474 | 0.1079 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0862 ) | (0 ) | (0.0724 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.471 | 0.0651 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.2063 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.4526 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| 0.280199828223704 |
| 17.7910026027855 |
| 30.9190868084164 |
| 19.4012264067382 |
| 8.16895023633064 |
| -9.4098807396458 |
| -3.59956881740647 |
| -4.19189859655881 |
| -3.99117970798696 |
| -9.44715864070972 |
| -0.590349220059257 |
| -4.70687436778417 |
| -1.34453145057442 |
| -1.66025630661340 |
| -11.1304494614246 |
| -0.0492401659399775 |
| -7.85215677985866 |
| -1.69826834878808 |
| -13.5888647895721 |
| -1.88880166545272 |
| -2.62563021276162 |
| 0.459696140744995 |
| -1.54558407957649 |
| -3.60192700897250 |
| -2.30279342086749 |
| -5.68083320525335 |
| -0.674287973984917 |
| -1.21254486139105 |
| 5.31503299087262 |
| 19.5754541188943 |
| 17.0335259196109 |
| 1.50239838411818 |
| 3.08336869318725 |
| 2.74985656836378 |
| 0.504018193198874 |
| -12.3164327922979 |
| 11.3684766353350 |
| -11.5529203944577 |
| -0.598485964454994 |
| 3.03405423727116 |
| -3.69013682974361 |
| 8.4405969501301 |
| -6.83544608926479 |
| -8.32989231645416 |
| -1.53142790574719 |
| -12.5363469722947 |
| -3.79542118621549 |
| -0.696097943178586 |
| -15.0250220412899 |
| 1.62241116609846 |
| -2.08598171061158 |
| -1.72308750223775 |
| 2.04741757695842 |
| -4.25219345228228 |
| 0.269572246936889 |
| -0.750134131890263 |
| 0.735777908835502 |
| -3.49772875929847 |
| 10.5995985597235 |
| -6.56490661038094 |
| 13.802115851849 |
| -4.97366830182742 |
| 1.74410966368447 |
| 0.00230045737498585 |
| -1.91463416455213 |
| -1.99831806235403 |
| 2.36590116398702 |
| -2.38428677239381 |
| -1.33098480140649 |
| -0.117849576057012 |
| 0.64216357889083 |
| 1.40520048764287 |
| 0.896313748132684 |
| -0.313667894903972 |
| -4.01061071197159 |
| 1.50950078652519 |
| -1.24989403400497 |
| -0.809550783909032 |
| 1.96268951346215 |
| -3.07176079521457 |
| 2.3190806469205 |
| 1.50765334526687 |
| -3.06111965077986 |
| 5.74369367015112 |
| 2.99389802815787 |
| -3.98413128781709 |
| 2.68168870900746 |
| 0.296257618658046 |
| 3.18586475408739 |
| 0.880104866393594 |
| -1.32196367812912 |
| 1.86537243217532 |
| 0.107438275404036 |
| -1.27205105578440 |
| 1.59216718007411 |
| -0.667126054353957 |
| 2.21057160979615 |
| -0.597790904111832 |
| -0.662348000801899 |
| -0.449101299555309 |
| 0.754658160915028 |
| -0.0262205444648203 |
| -5.23678175701809 |
| 1.26833802037487 |
| 0.843528650193548 |
| -1.57989458026452 |
| -7.11075555486644 |
| 23.7521701217122 |
| 73.1751909700449 |
| -15.6133958679770 |
| -4.20985754636757 |
| -0.900558099072327 |
| -2.50173518058432 |
| -6.0630007357467 |
| -10.4813271366776 |
| -14.2683484683185 |
| 5.70307176190573 |
| 1.84268060835711 |
| -1.83923972539111 |
| -2.35364869087800 |
| -6.67163943855161 |
| -2.30428710435496 |
| -7.88027541918274 |
| -5.93820862276112 |
| 2.01006415373325 |
| -3.56017294020268 |
| -8.15395161481655 |
| 7.97246313659952 |
| 3.17567201530022 |
| -14.0148550139979 |
| 3.29452956661697 |
| 9.46064932430573 |
| -4.37064962263122 |
| -5.05727239192419 |
| 10.3666303597435 |
| -6.35363944604535 |
| 0.817772152505427 |
| 6.22846759516142 |
| -7.28697638239379 |
| 3.9268087694191 |
| 0.124813074857798 |
| 3.3855548419337 |
| 1.69720869628225 |
| 2.8801629040359 |
| 7.33288747249634 |
| -4.94145300631874 |
| 9.45011598737449 |
| 0.670517056917276 |
| -0.531078855750252 |
| 6.00649481908755 |
| -8.19460547148691 |
| -3.83122785207394 |
| -3.66190220711826 |
| -11.5257365935452 |
| 9.06726567828446 |
| -5.5204815691954 |
| 6.80993320660366 |
| -10.2482052813629 |
| 3.78375149415848 |
| 4.18498735597439 |
| 1.68244378621478 |
| 6.63507026670982 |
| -5.93478914331087 |
| 2.16342907711135 |
| -0.132633570382097 |
| -8.57837736046798 |
| 3.64922568813137 |
| -0.760362722710283 |
| 2.72056278240655 |
| -8.9319369477916 |
| 7.0300015498679 |
| -7.22975848322784 |
| 1.64767394731638 |
| -6.4053931605535 |
| -5.19020142339701 |
| -0.338284979784646 |
| 1.89724820248398 |
| -4.17161845687889 |
| -2.95860341129389 |
| 5.96515653845222 |
| -0.617089835859645 |
| -5.79770079995023 |
| 0.871010981710867 |
| 4.76719652690775 |
| -5.80215405478623 |
| 5.12256353421208 |
| -5.93508143666088 |
| -5.13796119884466 |
| -1.69351092730679 |
| -8.96781386848903 |
| 1.63427944656689 |
| -1.38592764047510 |
| 10.5464000777625 |
| -3.87733826791833 |
| 2.63967989085523 |
| 2.7090918475576 |
| 0.452105654062279 |
| 1.11067306670412 |
| -5.35258407597254 |
| 1.748865590636 |
| -8.2752702952333 |
| 5.58396071100029 |
| 2.60860380899555 |
| 3.40774958690875 |
| -1.87495316453715 |
| -0.738721056518244 |
| 0.570021865912139 |
| 1.67960266430720 |
| 5.47176153134171 |
| 71.6133379496375 |
| 79.8124183253436 |
| -44.4556759435520 |
| 14.9433261484363 |
| -0.94431562768625 |
| -10.5280962795755 |
| 6.62042775166475 |
| -18.8329226108399 |
| -4.16033390789079 |
| 0.785723178977491 |
| -1.7992322730791 |
| -0.00367959516228211 |
| -3.08112746513262 |
| 3.85151338640213 |
| -7.11354388522392 |
| -10.0001294004230 |
| 0.0733934097960969 |
| -5.58350940274988 |
| -14.8748315786651 |
| 8.66986428061182 |
| -7.11525392547782 |
| 0.486976381953298 |
| -8.06613579541408 |
| 3.16760964448656 |
| -6.76686133912756 |
| 3.98110174286103 |
| -7.13462221411442 |
| 4.20136204663243 |
| -7.61442616181773 |
| 5.7130193934679 |
| -2.89520984761771 |
| 2.59175558920128 |
| 18.5677235065522 |
| 29.2854870844915 |
| 6.49708349514071 |
| 26.9331038821228 |
| 6.8909653110781 |
| -0.899270109540339 |
| -5.22506310256 |
| -19.98034164126 |
| 0.85132684727796 |
| -13.3001682267795 |
| -7.39077552586076 |
| -0.852884047530551 |
| 6.88290365948109 |
| -10.5864607052155 |
| -3.56167406364870 |
| -6.83314532981677 |
| 1.95043419090638 |
| -7.17382098242211 |
| -5.1479675248201 |
| -8.80814936240455 |
| 2.3839772857732 |
| -4.14944558968534 |
| 0.699264123827106 |
| -0.759217182270447 |
| 5.11208103661698 |
| -3.35846536233788 |
| 4.14908258697221 |
| -9.13564890450914 |
| 3.93294997039993 |
| -0.457721368268835 |
| -3.54045938811987 |
| 10.5974285615695 |
| -19.2611025110456 |
| 9.38242413195428 |
| 16.1346848940971 |
| 5.48939004390843 |
| -8.03606640699763 |
| -1.47223677431560 |
| -4.08335679499186 |
| -7.98080547142655 |
| 5.52496976219356 |
| -2.28278144214948 |
| -9.78446766212357 |
| 2.55730459837957 |
| -7.96752289143825 |
| 0.486371831902034 |
| 1.48963609841934 |
| -1.43331429294642 |
| -0.621862809648917 |
| -7.31377373527516 |
| 0.385422975332347 |
| 6.19462259984891 |
| -8.84288652177679 |
| -1.33812236234331 |
| -0.893999234060743 |
| -0.491789422914565 |
| -2.41015316400734 |
| -6.33275069683776 |
| 5.43976812698759 |
| -1.14994666548921 |
| -8.51250885850305 |
| 15.7844326502743 |
| -3.38058088411537 |
| -6.73532609975103 |
| 7.2925692330852 |
| -7.7964439935671 |
| 2.39749985044273 |
| -5.52168226998441 |
| 3.44473517550171 |
| -5.66305025828825 |
| 18.5431419173517 |
| -15.8655037298680 |
| 7.16572067912773 |
| 5.15772626840436 |
| -9.99591983285762 |
| 3.77248716390079 |
| 0.173867991397685 |
| -2.62750388499438 |
| 1.02628816537214 |
| -9.7123384838203 |
| -0.0921073412997657 |
| 10.2757081395605 |
| -3.13407127338075 |
| -2.79279055862361 |
| 9.11950559259793 |
| -6.51364780042991 |
| -5.2256663488709 |
| -5.21453233756176 |
| 15.5963690308135 |
| -7.00671449606028 |
| 1.88490064646970 |
| -3.83165309283766 |
| -4.51793013577031 |
| 2.17749769102153 |
| 26.5684949417670 |
| -23.5560689654665 |
| 16.2656414442147 |
| 16.9721739032565 |
| -0.153217561572376 |
| 7.66719187808457 |
| -11.8014283630027 |
| 19.8595392241749 |
| -12.0859133756637 |
| 4.39975229369128 |
| -16.6855172274796 |
| 1.77277190698294 |
| -0.0486978184672466 |
| -5.89247899832884 |
| 15.4786481706685 |
| -7.80712772140907 |
| 8.369575826762 |
| -22.5339561921372 |
| 9.66904970236453 |
| 1.11275819115122 |
| -3.45363716481995 |
| -1.94571285513797 |
| 3.14132013199674 |
| -5.85294978075291 |
