ARIMA Parameter Estimation and Backward Selection | |||
Iteration | ar1 | ar2 | ar3 |
Estimates ( 1 ) | 0.4703 | -0.1022 | 0.0705 |
(p-val) | (0 ) | (0.0802 ) | (0.1897 ) |
Estimates ( 2 ) | 0.4652 | -0.0713 | 0 |
(p-val) | (0 ) | (0.1827 ) | (NA ) |
Estimates ( 3 ) | 0.4351 | 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 |
0.280199826458316 |
17.7002710495545 |
30.6669796537540 |
18.1219915799852 |
5.82091029633369 |
-10.7817640944772 |
-4.12248576884656 |
-3.31756677868253 |
-3.71111206652705 |
-9.17933301621855 |
-0.345682324367885 |
-3.96191696578347 |
-1.37285354281033 |
-1.32471958603116 |
-11.0472537970176 |
-0.00273619032424222 |
-6.94393320148697 |
-1.78429603418527 |
-13.001349035849 |
-1.85334212643016 |
-1.55515088809329 |
0.547689841944532 |
-1.39522474854135 |
-3.66636728709699 |
-2.20653007627919 |
-5.39935142731224 |
-0.535912511384709 |
-0.771130261547682 |
5.33421948607742 |
19.6778535990377 |
16.7002597966603 |
-0.005476473386409 |
1.77337194140313 |
2.79093065017798 |
0.349114241917221 |
-12.5236639367694 |
11.2789428382264 |
-10.4543369421821 |
-1.64383415647620 |
3.96628514066805 |
-3.60860746327677 |
8.1127273597425 |
-6.47419342838606 |
-9.06548142539572 |
-1.00364111133854 |
-11.8399695279715 |
-3.80077012534537 |
0.274655314931294 |
-14.7639516125807 |
1.52215081529943 |
-0.854263946026464 |
-1.92238477034138 |
2.14549897219698 |
-4.09725939533868 |
0.060267761042013 |
-0.398214919224046 |
0.704550446689979 |
-3.45030576721356 |
10.5172778064324 |
-6.21539151991445 |
12.8795499583164 |
-4.33205779191974 |
0.601616580817904 |
0.438913878709684 |
-2.01121090430104 |
-2.02691045577865 |
2.52074234790518 |
-2.21171003634376 |
-1.55592414017326 |
0.0701431941044746 |
0.754606647882127 |
1.40317115488554 |
0.844781817690773 |
-0.423077163594996 |
-4.07888890138386 |
1.52171585073810 |
-0.90643565284239 |
-0.95635469039749 |
2.04772138550243 |
-2.99059893772764 |
2.13053013983600 |
1.77780299616666 |
-3.24520558560980 |
5.59474359544606 |
3.29601834753703 |
-4.44483683489892 |
2.41592327588074 |
0.67780299616669 |
2.96654827129981 |
0.864445042683997 |
-1.56683487558189 |
1.79689742693301 |
0.245256188480823 |
-1.42595493189339 |
1.57596731251971 |
-0.543713891421021 |
2.07134828401115 |
-0.530461558017464 |
-0.843395743581084 |
-0.399276063188552 |
0.815105995998067 |
0.0103059832866848 |
-5.30389509169709 |
1.24060453604886 |
1.28726585795232 |
-1.69737179772306 |
-7.20976303067806 |
23.8503169638558 |
73.8992985708354 |
-17.1844921934062 |
-10.3045868632399 |
0.719074291087622 |
-1.87076829314196 |
-6.08951981481567 |
-10.3321298220720 |
-13.8402269566637 |
6.45532143442034 |
2.99246595769563 |
-2.3961228872505 |
-2.5640077101545 |
-6.50059355547961 |
-2.14585652626567 |
-7.35835908123937 |
-5.82638106778052 |
2.58858776458050 |
-3.09441317059822 |
-8.39706043218831 |
8.19869370435123 |
3.89352160695739 |
-14.6992186780123 |
2.93939836577641 |
10.6860360067929 |
-4.62001054842295 |
-5.91895156518967 |
10.7454045487602 |
-5.84604084443998 |
-0.113202810898144 |
6.76941925729295 |
-7.29145325587092 |
3.34285171060691 |
0.774494677644043 |
3.06636728709697 |
1.68566854368447 |
2.62872708011253 |
7.22104929910284 |
-5.1157725476333 |
8.83266491200982 |
1.17149331031902 |
-1.29086078075699 |
5.95637945165021 |
-8.06979920464619 |
-4.37393374608797 |
-2.98909604689658 |
-11.2294577992292 |
9.25252581255086 |
-4.5449864827807 |
5.9730457236555 |
-9.77580430726431 |
3.18517952791831 |
5.05116116572253 |
1.39146790084692 |
6.26374586712518 |
-6.00401869072363 |
1.60550489020972 |
0.400405788971568 |
-8.7468850463066 |
3.59013576357989 |
-0.0203681024916023 |
2.38536837479205 |
-8.8810607118183 |
6.7677825367964 |
-6.44507412391238 |
1.00758335757297 |
-5.81626726533904 |
-5.35484501726125 |
0.133144777502594 |
2.31081739233741 |
-4.17963759944809 |
-3.16485083165549 |
6.29765840200503 |
-0.34296411299124 |
-6.32366393676938 |
0.894512008372146 |
5.2772532612529 |
-5.86866947886324 |
4.67077948978425 |
-5.40584209736272 |
-5.59295959503575 |
-1.24250438717718 |
-8.54870845294568 |
1.67776358993794 |
-0.664494565189386 |
10.3656365679803 |
-3.73792573090083 |
1.74825206110310 |
3.07350211549809 |
0.285668543684437 |
0.880050170724786 |
-5.36228442889188 |
1.64013016525874 |
-7.8168102179476 |
5.37885627746036 |
3.30606798249701 |
2.94184224987907 |
-2.09081696019112 |
-0.996735502043208 |
0.744188262211111 |
1.75358932448347 |
5.42319634828453 |
71.5046078318662 |
79.7828473089211 |
-49.8886082270644 |
8.35007726269316 |
3.41521839838236 |
-11.5458171200369 |
6.48062229892321 |
-17.8578520865259 |
-4.85605796983873 |
2.29179595772666 |
-1.48243450891994 |
-0.180343557312028 |
-2.94910745961198 |
3.83165986561903 |
-6.8448683784568 |
-10.3699948338251 |
0.602107642952944 |
-4.76198554760191 |
-14.9794454186029 |
8.99917927178359 |
-5.8533949829071 |
-0.34632411475053 |
-7.51536234432461 |
3.09731441254684 |
-6.1130522898876 |
3.65552954784397 |
-6.5790508262736 |
3.82316372436094 |
-7.0184390757733 |
5.31639086436559 |
-2.2517784020892 |
2.09689742693297 |
18.8056869547781 |
29.1956339858466 |
5.12661060848541 |
24.6230427005394 |
6.69312625586167 |
-2.92860532021803 |
-5.6804805137121 |
-19.7882719847087 |
1.19668145083853 |
-11.6647824570739 |
-7.62872266577546 |
0.113992961560029 |
7.44886338829332 |
-10.5623957509106 |
-4.22920253126819 |
-5.95960799171195 |
2.20220206638976 |
-6.65855804438979 |
-5.38997620665822 |
-8.27009495920151 |
2.74387452870826 |
-3.45779028701247 |
0.424999408007920 |
-0.44509996553063 |
5.04717843289382 |
-3.28305153804979 |
3.70770254226238 |
-8.82051754313648 |
3.54961778829704 |
0.318545776218116 |
-3.87931945160813 |
10.5853863537395 |
-18.8902729272169 |
8.38084602332628 |
17.8002191028291 |
4.79239424914249 |
-9.39663979100385 |
-1.87551308140837 |
-3.33430163250631 |
-7.8838834629085 |
5.77416188482812 |
-1.61132900862498 |
-10.2999314181815 |
2.67065352278956 |
-7.12564926829822 |
0.185741539840024 |
2.11423811324431 |
-1.47945661524511 |
-0.788720513880492 |
-7.19166686399734 |
0.396659057553848 |
6.79283362804102 |
-8.86604127658632 |
-1.93418352818236 |
-0.148277902721475 |
-0.386891612538648 |
-2.38460061741478 |
-6.3152251806876 |
5.59659047573535 |
-0.605142921803974 |
-9.00112972578307 |
15.8188560613873 |
-2.56393018529957 |
-8.09353280359971 |
7.54590368080289 |
-7.1352425114157 |
1.71136604688559 |
-4.87028714004674 |
3.22255218993388 |
-5.21483737066353 |
18.2183637116496 |
-15.3041479916899 |
5.53793821514563 |
6.54618016880823 |
-10.5250173869555 |
3.23825066104598 |
1.07256565092575 |
-2.94760898311802 |
0.962783560934554 |
-9.47105489742393 |
-0.241100334120119 |
11.0693877137351 |
-3.0944175849354 |
-3.70594879780742 |
9.39612288725044 |
-6.19260774290666 |
-6.04119917189399 |
-4.6889588832596 |
16.0189875230847 |
-6.53287507180249 |
0.513258035343142 |
-3.21390768839649 |
-4.64675466497476 |
2.44184666421614 |
26.9506867949324 |
-23.6150699237408 |
13.9188236447006 |
19.1122113291178 |
-1.35452783542473 |
6.20759142748062 |
-11.6125080496765 |
19.235622458769 |
-10.9704714582211 |
2.68426232989611 |
-15.6497189940391 |
1.36455399673457 |
1.29957494447842 |
-6.07425081356223 |
15.3769340330473 |
-7.2222509406759 |
7.02483090804992 |
-21.8160288959598 |
8.89259309793061 |
3.02334008698995 |
-4.28250858544124 |
-2.13030641543293 |
3.46420667330489 |
-5.68018055205664 |