ARIMA Parameter Estimation and Backward Selection | |||
Iteration | ar1 | ar2 | ar3 |
Estimates ( 1 ) | 0.472 | -0.0926 | 0.0788 |
(p-val) | (0 ) | (0.1119 ) | (0.1417 ) |
Estimates ( 2 ) | 0.4664 | -0.0569 | 0 |
(p-val) | (0 ) | (0.2834 ) | (NA ) |
Estimates ( 3 ) | 0.4417 | 0 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.254999841149589 |
22.5766185386395 |
8.56515337806722 |
31.5452103054886 |
17.7906436509351 |
5.21119570659613 |
-11.3107360258947 |
-4.39651392060296 |
-3.24651650131062 |
-3.59496635814503 |
-9.07800360360409 |
-0.242308633239247 |
-3.78789669910873 |
-1.28958736455934 |
-1.23947889419389 |
-10.9921184957860 |
0.0490481926026973 |
-6.7640100564588 |
-1.69603769325795 |
-12.8705956588003 |
-1.75763720014032 |
-1.32974283028813 |
0.674368882023771 |
-1.33052948618842 |
-3.65157876376395 |
-2.17975494157304 |
-5.33231994204067 |
-0.468345572143846 |
-0.665761394427761 |
5.38708121928886 |
19.6997754332403 |
16.6062858743919 |
-0.355074933803905 |
1.37592524053889 |
2.62895253974557 |
0.273169339231572 |
-12.5882132269202 |
11.2640852176488 |
-10.2888619412429 |
-1.71654567294149 |
4.07378160360582 |
-3.53432446736787 |
8.08652256146956 |
-6.44908731048611 |
-9.16160293820366 |
-0.945807877855884 |
-11.6739170805695 |
-3.69913454826758 |
0.485810303372716 |
-14.6183263948954 |
1.58831357738728 |
-0.622160493958205 |
-1.84012684513021 |
2.18183406802459 |
-4.06095918197511 |
0.0483786870314304 |
-0.347153954962039 |
0.728752958942181 |
-3.43776303946609 |
10.5152755204117 |
-6.17975207031725 |
12.7515222859533 |
-4.31950151179672 |
0.435453043677796 |
0.422651413295682 |
-2.0161404120787 |
-2.03201370819306 |
2.55020119480349 |
-2.17130771357614 |
-1.57306954882992 |
0.0931081638109958 |
0.78893234765954 |
1.41559568286536 |
0.83554157340825 |
-0.449553243867285 |
-4.10226401526245 |
1.52366970191923 |
-0.846669898267095 |
-0.949624413670392 |
2.06082733965363 |
-2.97357172883861 |
2.11143799002767 |
1.80843673071209 |
-3.2625040764982 |
5.5626359188197 |
3.32263328998195 |
-4.51496928656417 |
2.33898434021427 |
0.708436730712037 |
2.95054997785576 |
0.841507845411968 |
-1.62028760763161 |
1.76301675379170 |
0.253842779026456 |
-1.44581893520620 |
1.56425198314582 |
-0.528988022986596 |
2.05688658754661 |
-0.532825553370685 |
-0.872791935580778 |
-0.404115143633135 |
0.827620951310962 |
0.0212843416200599 |
-5.31148053923232 |
1.24241241502773 |
1.36388507677992 |
-1.68131795940985 |
-7.22437069934483 |
23.8754444118443 |
73.988105250424 |
-17.5772342367028 |
-11.5420359492181 |
0.432093267411688 |
-1.76781896624431 |
-6.02933680603883 |
-10.2772238103463 |
-13.7186996038384 |
6.67372149115295 |
3.27792460445102 |
-2.37579319489652 |
-2.61536061882094 |
-6.48825234480341 |
-2.09168748558045 |
-7.23749249218054 |
-5.73428478941906 |
2.73611128857789 |
-2.9511519482661 |
-8.37471423375462 |
8.25354417120786 |
4.02919027172481 |
-14.7631840793542 |
2.86102748052247 |
10.8632405571649 |
-4.58711746591644 |
-6.06536929878456 |
10.7487490247186 |
-5.76114119953019 |
-0.222430277857313 |
6.79722330744403 |
-7.27708909676898 |
3.25827178253604 |
0.835616174532674 |
3.05157876376398 |
1.65960260758425 |
2.57131821086091 |
7.16871590983112 |
-5.18257474339907 |
8.70693858010134 |
1.18131033338085 |
-1.40644326273519 |
5.88649050954973 |
-8.08243946975625 |
-4.45142879812875 |
-2.90237430294889 |
-11.1167954289784 |
9.35525295997218 |
-4.35377237260974 |
5.92623995102923 |
-9.75255450318286 |
3.12451016769529 |
5.1588869181661 |
1.39388033103972 |
6.18248908492438 |
-6.06952068904519 |
1.49734122115950 |
0.439688768961162 |
-8.744583705852 |
3.59295189559867 |
0.103029116527694 |
2.39068025430726 |
-8.88991858436327 |
6.73928350809837 |
-6.33726505416513 |
0.969517257723965 |
-5.74965303426899 |
-5.32883462603007 |
0.230935307116738 |
2.43173952626535 |
-4.13501496750871 |
-3.18119661437311 |
6.35105558918571 |
-0.278630559970793 |
-6.38821322692013 |
0.872326002199657 |
5.36193072668635 |
-5.84686584442824 |
4.60550033862251 |
-5.3584175534636 |
-5.6273963845513 |
-1.17712058862332 |
-8.43348057027043 |
1.75477940056203 |
-0.515240037170656 |
10.4061015456465 |
-3.73239167190931 |
1.60245309878104 |
3.05726742251863 |
0.259602607584213 |
0.82429609822043 |
-5.3915346486894 |
1.62411120940956 |
-7.74656667654412 |
5.39819904686297 |
3.41674161910262 |
2.91025580716288 |
-2.16469692195747 |
-1.06892578459829 |
0.747289228604785 |
1.77371749976618 |
5.41950438305253 |
71.469684023221 |
79.6039161938235 |
-51.0977418097444 |
6.70549043026955 |
3.44797972874568 |
-11.5380301554304 |
6.44616484700259 |
-17.7151263181630 |
-4.85981192228587 |
2.54386095047033 |
-1.29738033904277 |
-0.143626089746874 |
-2.92357697748099 |
3.84701161535577 |
-6.80142774419403 |
-10.3982019181188 |
0.697131143071374 |
-4.56650913576573 |
-14.8983623810388 |
9.10952674920424 |
-5.60185189175706 |
-0.360396329448065 |
-7.45479696381028 |
3.14038689513103 |
-5.99231101062588 |
3.67106215224698 |
-6.49635498445582 |
3.81543941465299 |
-6.93730760336962 |
5.30769318408181 |
-2.16639884807927 |
2.06301675379166 |
18.8139189460208 |
29.1493281170420 |
4.79800904653433 |
24.0451929455468 |
6.3444940559906 |
-3.41357339096908 |
-5.9745606334771 |
-19.8414185522951 |
1.29847722017752 |
-11.3288745072998 |
-7.48322920023338 |
0.335424219758352 |
7.65168884812948 |
-10.4942869153546 |
-4.30722592724868 |
-5.84301725669388 |
2.3302161863773 |
-6.52373744040108 |
-5.36036427752816 |
-8.1632728124057 |
2.87918215182663 |
-3.28610624325637 |
0.459624162219200 |
-0.391737660813988 |
5.06391369737844 |
-3.27860193937227 |
3.63946839690919 |
-8.80948363993406 |
3.51642565135666 |
0.425680529823467 |
-3.87881888010293 |
10.5779539884359 |
-18.8501767689127 |
8.26927589110238 |
18.0087317038885 |
4.75511999751967 |
-9.69194390093895 |
-2.06843753319566 |
-3.264878379447 |
-7.8067565625463 |
5.86262885285618 |
-1.46848504049439 |
-10.3213875633430 |
2.68595683768666 |
-6.97120106053194 |
0.226304054868820 |
2.22491885987944 |
-1.43604375341698 |
-0.805247151264268 |
-7.18012527926027 |
0.423114475421073 |
6.90785288361548 |
-8.8281838038381 |
-2.0125337510313 |
-0.0569257054299896 |
-0.310654765448646 |
-2.35304905716259 |
-6.29757209049626 |
5.64450203876413 |
-0.49939879297608 |
-9.03557362532808 |
15.8146777447091 |
-2.45194279887414 |
-8.26687164410305 |
7.50391632621614 |
-7.03428191816323 |
1.66063901952151 |
-4.79992539887564 |
3.23991333572087 |
-5.14515705566384 |
18.2091028049621 |
-15.2595466898391 |
5.31396988464087 |
6.65357909438342 |
-10.5468978963481 |
3.13818012106572 |
1.17595289443000 |
-2.94046856221883 |
0.94670195018682 |
-9.43755659602016 |
-0.227097216667232 |
11.2107648498142 |
-3.03924095889374 |
-3.84679047991733 |
9.37579319489646 |
-6.14952881797637 |
-6.14827127060079 |
-4.6451494296349 |
16.1399167670421 |
-6.43086490069999 |
0.328148320596881 |
-3.21343488932581 |
-4.63695119428854 |
2.49834481779050 |
27.0405857125479 |
-23.6444461210189 |
13.5369031058933 |
19.2616880366129 |
-1.48161768735946 |
5.86300645982789 |
-11.7515005279974 |
19.1194980804755 |
-10.8693791128254 |
2.47436621408889 |
-15.5991030564132 |
1.38275676095412 |
1.52914065655671 |
-5.99001837476487 |
15.3881281285110 |
-7.15338447167426 |
6.84223116085906 |
-21.8097507558983 |
8.83273758370564 |
3.30003128853343 |
-4.28168829709711 |
-2.18832694592783 |
3.50160556704139 |
-5.63192860978387 |