ARIMA Parameter Estimation and Backward Selection | |||
Iteration | ar1 | ar2 | ar3 |
Estimates ( 1 ) | 0.4726 | -0.0929 | 0.0783 |
(p-val) | (0 ) | (0.1115 ) | (0.1452 ) |
Estimates ( 2 ) | 0.4671 | -0.0574 | 0 |
(p-val) | (0 ) | (0.28 ) | (NA ) |
Estimates ( 3 ) | 0.4422 | 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 |
0.254999841063108 |
22.5704753263939 |
8.5538361276542 |
31.5450569410545 |
17.7736759247198 |
5.20794122567446 |
-11.3052664161448 |
-4.38296417522781 |
-3.24357293509183 |
-3.59447173306194 |
-9.07717546139503 |
-0.237510304276952 |
-3.79048250331749 |
-1.28852818788073 |
-1.2399931014466 |
-10.9922476455895 |
0.0560904973877996 |
-6.76674336635801 |
-1.69291819053285 |
-12.8714759696248 |
-1.75007656277450 |
-1.33194181337876 |
0.672892629138289 |
-1.33229303718508 |
-3.65101185050935 |
-2.17754119053706 |
-5.33177317864391 |
-0.465645476982843 |
-0.667109095500052 |
5.38651311005367 |
19.6954267063271 |
16.5933386489706 |
-0.361836397163017 |
1.38280885962979 |
2.63138432097463 |
0.272808587270220 |
-12.5872796121033 |
11.2735640269813 |
-10.2992951132404 |
-1.7085590804204 |
4.07370279814512 |
-3.53862284993835 |
8.08923392754014 |
-6.45520490970472 |
-9.15565711986153 |
-0.939743014941143 |
-11.6757529197378 |
-3.69262184697271 |
0.485197738791726 |
-14.6213410836070 |
1.59751217358615 |
-0.626785308677057 |
-1.84150297701851 |
2.18241341786734 |
-4.06315161747463 |
0.0513749895540627 |
-0.347879046826392 |
0.728515407183465 |
-3.43853551602373 |
10.5177493347235 |
-6.18784054750446 |
12.7576961791155 |
-4.32851885018044 |
0.440890604368121 |
0.423039430394397 |
-2.01632938316357 |
-2.03047231271751 |
2.55126452711210 |
-2.17380463739528 |
-1.57137413037469 |
0.0939665308068811 |
0.788313296091303 |
1.41475271210706 |
0.834615671861229 |
-0.449754651540275 |
-4.1015330040992 |
1.52666896409127 |
-0.848622420348676 |
-0.94927845995636 |
2.06130776447975 |
-2.97533764149449 |
2.11380636203364 |
1.80653278930436 |
-3.26365093758582 |
5.56549479058071 |
3.31833254575224 |
-4.51644846879719 |
2.34353271113162 |
0.706532789304333 |
2.95017855297516 |
0.839749048035571 |
-1.62007196939965 |
1.76481821254305 |
0.252544854608573 |
-1.44574488336582 |
1.56551791910800 |
-0.53029246469373 |
2.05743158727449 |
-0.534235437383586 |
-0.871983912927703 |
-0.403333190136834 |
0.827748905133888 |
0.0204958708345089 |
-5.31141952197032 |
1.24624161337965 |
1.36189700860291 |
-1.68274739529039 |
-7.2229957634371 |
23.8803434597941 |
73.9695439298158 |
-17.6253153765693 |
-11.5106912889837 |
0.448004867503585 |
-1.76877569056848 |
-6.02920649055676 |
-10.2738217328283 |
-13.7131613847645 |
6.68018085815362 |
3.26844101119627 |
-2.37925748565709 |
-2.61297565459682 |
-6.48639402442012 |
-2.08780794288577 |
-7.23785031479434 |
-5.73071033303427 |
2.73789672279941 |
-2.95557652099058 |
-8.37330790738145 |
8.25874710948699 |
4.02115450053952 |
-14.7655702092570 |
2.87297478285814 |
10.8588858806508 |
-4.59592687933798 |
-6.06007628413528 |
10.7534946476790 |
-5.77011175121089 |
-0.21696488434128 |
6.79729972094361 |
-7.28227723680078 |
3.26468203147641 |
0.832638227897121 |
3.05101185050933 |
1.65781182175209 |
2.57100840123263 |
7.16776513510786 |
-5.18665273411739 |
8.71265100231483 |
1.17524427448558 |
-1.40568498643461 |
5.88882453144083 |
-8.0863101335026 |
-4.44446111287237 |
-2.90017122483209 |
-11.1165442749530 |
9.36149967869227 |
-4.36352667175754 |
5.92950283411682 |
-9.75702822426956 |
3.13234273723674 |
5.15527688538396 |
1.38981713856879 |
6.18262830965676 |
-6.07282324355629 |
1.50344106248133 |
0.438358258097253 |
-8.74504517680077 |
3.59921640251747 |
0.0986785956436051 |
2.39018027761352 |
-8.89153343368889 |
6.74612856084042 |
-6.34357637808887 |
0.974324495936571 |
-5.75118910843588 |
-5.32524297943689 |
0.233320839029204 |
2.42958084289046 |
-4.13774588544686 |
-3.1781073061328 |
6.35264081171482 |
-0.284277809292234 |
-6.38727961210327 |
0.87743417109209 |
5.36016361804991 |
-5.85128506554213 |
4.61058363433875 |
-5.36222839592847 |
-5.62317561146097 |
-1.17388852831286 |
-8.43445032917299 |
1.75944681605193 |
-0.518841191004441 |
10.4054759767891 |
-3.74009509164728 |
1.60719815405301 |
3.05675500923681 |
0.257811821752085 |
0.824973207401172 |
-5.39155656221618 |
1.62831243063232 |
-7.74868921583325 |
5.40331609470385 |
3.41122172561381 |
2.90792357924266 |
-2.16566013326889 |
-1.06613029175844 |
0.748221647441056 |
1.77288400594657 |
5.41821949321303 |
71.4662783880632 |
79.5549725010292 |
-51.1375412245011 |
6.76911677168516 |
3.44734468294956 |
-11.5407219696333 |
6.45495826619629 |
-17.7217042226517 |
-4.84737887381539 |
2.54380522421502 |
-1.30255547479811 |
-0.143735687682749 |
-2.92393952341314 |
3.84883142999416 |
-6.80486360413863 |
-10.3930167377364 |
0.703368384852809 |
-4.57005342796754 |
-14.8967712392108 |
9.11848423600458 |
-5.61230581160271 |
-0.356868061776026 |
-7.45535559610681 |
3.1449844144106 |
-5.99641154316316 |
3.67482381604771 |
-6.50022092488376 |
3.82000258381765 |
-6.94118953802547 |
5.3125928300218 |
-2.17141520723459 |
2.06481821254300 |
18.8124095390010 |
29.1363832532801 |
4.78176225655341 |
24.0508556820117 |
6.33372390013318 |
-3.41028673977996 |
-5.96655090114672 |
-19.8355183549774 |
1.31150441673805 |
-11.3348630173189 |
-7.47806952131947 |
0.337272434910744 |
7.64794255026442 |
-10.5013505659781 |
-4.2987393580338 |
-5.84134022442765 |
2.33228715504117 |
-6.52769402488758 |
-5.35645866567666 |
-8.16100279772797 |
2.88285197558827 |
-3.2910023618586 |
0.461017454013984 |
-0.392924223627119 |
5.06380765708235 |
-3.28236716081273 |
3.64278933760926 |
-8.81207297148063 |
3.52322272141521 |
0.421718026038036 |
-3.87943733368087 |
10.5808572852408 |
-18.8583582518176 |
8.28434804777385 |
18.0001242658283 |
4.74205961652291 |
-9.69108311168003 |
-2.0578692920958 |
-3.26382216241785 |
-7.8056908685785 |
5.86678977436316 |
-1.47499245078251 |
-10.3204290753499 |
2.69324972880895 |
-6.97537268526014 |
0.230321626315401 |
2.22307118211342 |
-1.43857918298102 |
-0.804099692186355 |
-7.17966084866197 |
0.427888529197389 |
6.9058417059311 |
-8.83403246083247 |
-2.00515909479896 |
-0.0565459995913216 |
-0.311953885847061 |
-2.35348861458459 |
-6.29621374680664 |
5.64831760454734 |
-0.505107657549729 |
-9.03502506796053 |
15.8213557398931 |
-2.46493211798196 |
-8.26296244430984 |
7.5109699019107 |
-7.04100969000166 |
1.66614824009110 |
-4.80197744396412 |
3.2429315517702 |
-5.14853249633671 |
18.2127495495183 |
-15.2732942549455 |
5.3280314453076 |
6.64885714861879 |
-10.5516944616414 |
3.14727270727036 |
1.17250636156621 |
-2.94171198666396 |
0.94903181644787 |
-9.4386691069929 |
-0.220579761752106 |
11.2088845856022 |
-3.04851540090380 |
-3.84275688394104 |
9.37925748565704 |
-6.1568483762457 |
-6.14243741185368 |
-4.64102937553196 |
16.1414302993900 |
-6.4443026561782 |
0.335124317113298 |
-3.21315291252324 |
-4.63477239135773 |
2.50086245915588 |
27.0373477026365 |
-23.6638000377407 |
13.5594654663338 |
19.2508834397348 |
-1.49414134958647 |
5.8693219696836 |
-11.7527830258758 |
19.1300201025607 |
-10.8842812522893 |
2.48489950708358 |
-15.6010105554607 |
1.39361286785356 |
1.52483632438538 |
-5.99296789058445 |
15.3920532922301 |
-7.1654982335778 |
6.84978710520852 |
-21.8142594250902 |
8.84930847447771 |
3.28990377053418 |
-4.28486705341533 |
-2.18441658045606 |