ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.289 | 0.2676 | 0.0213 | 0.7755 | 0.6638 | 0.0708 | -0.6887 |
(p-val) | (0 ) | (0 ) | (0.6653 ) | (0 ) | (0 ) | (0.6306 ) | (0 ) |
Estimates ( 2 ) | -0.3215 | 0.2804 | 0 | 0.81 | 0.8183 | 0.0639 | -0.8438 |
(p-val) | (0.0457 ) | (0.006 ) | (NA ) | (0 ) | (0 ) | (0.2781 ) | (0 ) |
Estimates ( 3 ) | -0.332 | 0.2999 | 0 | 0.8224 | -0.9979 | 0 | 0.9891 |
(p-val) | (0.0191 ) | (0.0012 ) | (NA ) | (0 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.254999837514634 |
22.3226561141259 |
8.4237121927371 |
31.4840967891282 |
16.5161163829024 |
6.10629223042067 |
-12.7918432975015 |
-3.8888687922972 |
-4.5147400268326 |
-2.49899167140276 |
-9.65172800263859 |
0.630780336137417 |
-4.29202525286443 |
0.144093452694747 |
-1.80994365970992 |
-9.54016368517427 |
0.0709092051393568 |
-6.60695825215738 |
-1.44072814974947 |
-13.2867838967999 |
-1.04914047601546 |
-2.20174739282080 |
1.48095864724017 |
-2.08000212982048 |
-3.50015185059558 |
-3.61431620744694 |
-5.35375790479499 |
-2.28735695644625 |
-1.35003115372179 |
5.10303935720208 |
20.0833965881239 |
16.4033902060373 |
-0.0212652321290263 |
1.14865841876686 |
2.37164085497488 |
0.260574971410166 |
-13.0376189881084 |
10.7361767260307 |
-11.5669480927834 |
-0.786199330695074 |
1.61312176254781 |
-1.80558096741588 |
8.18005223910157 |
-4.93724873583824 |
-8.78531748551356 |
-1.04392609510290 |
-11.2962438947210 |
-3.18048133791269 |
-0.302304985521730 |
-14.1610036518591 |
1.45262072957604 |
-1.66493215893700 |
-1.40312765594212 |
1.44044165697868 |
-3.94174676213769 |
-0.257042482620874 |
-0.462315180358159 |
1.01225225939854 |
-3.7239133363085 |
10.6454102952348 |
-6.15682156664977 |
12.4414513125185 |
-5.28648924851091 |
1.66226586866823 |
-2.05037777282935 |
-0.537310887205521 |
-3.97973775485266 |
3.65961394085734 |
-2.43056190259458 |
-0.516016129310074 |
-0.161820894523965 |
1.78860855446208 |
1.27931309839162 |
1.35584501959290 |
-0.521915300599316 |
-4.20548225481622 |
0.919568715268673 |
-1.02446830651914 |
-1.22627907305345 |
2.14453507119079 |
-2.47221940864232 |
2.29255357486522 |
2.19054966368731 |
-3.28711713368396 |
6.12371463600336 |
2.41261011582007 |
-3.66397984638235 |
1.64802758920126 |
0.23925091815541 |
3.13555609634777 |
0.29962961369995 |
-1.30597505012642 |
1.95748824814583 |
0.476178838572573 |
-0.799517469300704 |
1.10947279764473 |
0.0442829008006028 |
1.60979309656664 |
-0.355706999776107 |
-0.747608782537832 |
-0.953871088989577 |
1.05702558257425 |
-0.270478963253514 |
-5.25857208708511 |
1.82064767825495 |
1.20474253524657 |
-0.98644112184596 |
-7.4837703860611 |
24.2434463672049 |
72.4526493311843 |
-16.960601635877 |
-9.81037132629332 |
-4.35922956655178 |
0.609716438537836 |
-7.99574687712668 |
-8.74106937035226 |
-14.4716529247682 |
7.89289529025737 |
2.55704276009891 |
-1.12267051719415 |
-2.90057413222877 |
-4.58190220187591 |
-2.53363606566828 |
-7.26897611583327 |
-6.00705181747068 |
2.64109706329254 |
-3.26101731942921 |
-7.92632724347435 |
7.96483178670047 |
4.00146352678407 |
-13.6946064012130 |
2.8358574496412 |
9.31838147415543 |
-7.75740740275121 |
-4.93474062568563 |
10.5300537220615 |
-6.10460178775547 |
0.478325079015789 |
5.89851351973811 |
-6.19532720175236 |
4.17217359734448 |
0.214884498245079 |
3.41992934169412 |
1.42850058200830 |
2.63791355728564 |
3.75813112294628 |
-4.05093410530075 |
9.55955069097943 |
0.584823390755441 |
-0.84609369463096 |
5.52216318329243 |
-7.11437981640872 |
-3.89918448184312 |
-3.75535414167073 |
-9.8169202873852 |
9.46609377229282 |
-5.59428783689482 |
4.95656906900365 |
-9.92596800001966 |
4.80136941933775 |
3.9341658856551 |
2.69578613885881 |
5.21710027881483 |
-4.66737674628199 |
1.26821045123126 |
-0.268232283381645 |
-8.21594930846046 |
3.79242984764805 |
-1.27416664306343 |
1.02681700852295 |
-8.48967638083803 |
7.17702588148928 |
-6.95187743405821 |
2.29514045852033 |
-7.27397071937588 |
-2.86537653397430 |
-0.569932529838176 |
3.2052626309105 |
-4.03097085893049 |
-2.77265275116443 |
5.08814250442136 |
-1.92661151173972 |
-5.11666909832062 |
0.548680135960278 |
5.04919614917613 |
-5.76137329200494 |
4.14981931148726 |
-4.7821089575132 |
-4.62049100120712 |
-2.03070581161469 |
-6.85384251473393 |
1.09818058417373 |
-0.909764908286356 |
8.90902092825634 |
-2.72822062524603 |
1.71936538476131 |
2.49676946454193 |
0.630632229002130 |
0.275279926422537 |
-3.97455936891113 |
1.51451507305542 |
-8.15921358813922 |
6.75559136295738 |
2.46988393467057 |
3.12793414200261 |
-4.23715779809308 |
1.06070925786110 |
-0.516499652810004 |
2.46221833558508 |
5.03403027829766 |
71.4844071027844 |
79.0524206915954 |
-49.0912847618688 |
6.3061687863089 |
-0.404029568809419 |
-7.52779045968901 |
2.94873544948417 |
-17.7252793101866 |
-3.9367082690942 |
1.95208754732007 |
-0.946582111483964 |
0.221127338808001 |
-1.48765632455776 |
7.3704127489538 |
-8.14004475951385 |
-9.38316791053028 |
0.919923280592839 |
-4.85945297235531 |
-15.1119414044598 |
7.40325396687636 |
-4.93474520745709 |
0.539207785802948 |
-8.83637810588702 |
4.18458057985340 |
-10.5654982625789 |
3.06260802242072 |
-5.79749140225809 |
5.05702198886742 |
-7.7509878098133 |
6.90506631841106 |
-4.94251205026703 |
3.57745453770462 |
18.3956275381001 |
29.5857059354573 |
3.64454779079285 |
24.8295636711322 |
1.24995476313783 |
-3.59675650830131 |
-6.06052139569593 |
-18.2852934783964 |
0.941968239707111 |
-10.8262360030294 |
-6.65512589304183 |
-0.968305795186647 |
10.1893616925434 |
-10.5228260642072 |
-2.98075115994525 |
-6.6982230661012 |
1.67419643131223 |
-9.39138350750968 |
-2.09333431367271 |
-9.6131907284719 |
4.8516441401251 |
-4.62584118542127 |
1.77126222962256 |
-2.31484236222084 |
6.73380530434685 |
-6.16260747486601 |
4.66006622690154 |
-11.4865003924453 |
3.0864620894709 |
-2.77267095044367 |
-0.255473337782472 |
10.0798414557549 |
-17.4909503149318 |
8.92339374265446 |
17.1597224651170 |
5.37638191852108 |
-10.178738036498 |
-2.85804248093819 |
-3.83735850666763 |
-8.0443496136725 |
3.87439732720614 |
-2.31391651363385 |
-7.94294868783184 |
3.86711687746704 |
-7.22045107676958 |
1.66341066697305 |
2.23349604388548 |
-1.04449094038480 |
-1.71731520709866 |
-7.60372080219845 |
0.265881681837865 |
6.28469584883362 |
-10.0554251334973 |
-2.51838912707073 |
0.86490142640502 |
0.922695872626507 |
-1.72368045898379 |
-5.85062092522044 |
5.0276071735365 |
-1.29331299868633 |
-8.35173971486375 |
14.9023761480082 |
-2.69437853902643 |
-6.90705612123262 |
4.55555896159441 |
-7.30487073786164 |
3.8970499981251 |
-5.04464358139872 |
5.23182681270826 |
-6.12836660918695 |
18.9383115228733 |
-17.2644801841216 |
7.5228648200599 |
4.11457624035634 |
-7.96523517509913 |
1.08176293248765 |
1.07778685272949 |
-3.85743187651715 |
3.06172624623370 |
-9.75823044648081 |
1.74750899634642 |
10.4761688095238 |
-2.44570328924164 |
-4.7424507371755 |
9.86297676006549 |
-6.96816752037334 |
-5.44475211454933 |
-5.33941934110629 |
15.7570757234023 |
-7.39645025410211 |
3.23546877599713 |
-4.8305810414608 |
-2.24966418478505 |
1.98738198031045 |
26.5680157175503 |
-24.4887809758514 |
16.1604048694183 |
14.6525010597846 |
2.15851354610615 |
3.53020999255791 |
-11.4191262136630 |
18.3851847266904 |
-10.3113940342463 |
4.66302463064978 |
-17.0357801855911 |
3.51383252006056 |
-1.01283815317372 |
-3.89651490897625 |
14.0786845186421 |
-6.47027754147334 |
7.82752479280979 |
-22.4278202700132 |
8.47752886542935 |
1.90459653732819 |
-1.17137243113781 |
-3.03898016895413 |
5.05056444082401 |
-6.76831985616553 |