| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ar2 | ar3 | ma1 |
| Estimates ( 1 ) | -0.3015 | 0.2725 | 0.0243 | 0.7824 |
| (p-val) | (0.138 ) | (0.019 ) | (0.7094 ) | (1e-04 ) |
| Estimates ( 2 ) | -0.3297 | 0.2843 | 0 | 0.8154 |
| (p-val) | (0.0212 ) | (0.0019 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.25499983903465 |
| 22.427807894276 |
| 8.4847994143567 |
| 31.3364924688527 |
| 16.4357499827975 |
| 5.83652278384234 |
| -13.5134916030078 |
| -4.34460963948948 |
| -4.65924721058084 |
| -2.36686209380693 |
| -9.66236183756452 |
| 0.608718148402432 |
| -4.36155805499243 |
| -0.149832923871975 |
| -1.91301949000311 |
| -10.1698178382622 |
| -0.265070999079293 |
| -6.68684310251592 |
| -0.997811192600674 |
| -13.2721929606129 |
| -0.827444225762344 |
| -2.09289553831178 |
| 2.06225769595769 |
| -1.98152560389728 |
| -2.84974345913207 |
| -2.73606259623018 |
| -4.88703149248984 |
| -0.56490753191202 |
| -0.505778836215177 |
| 5.64686017156283 |
| 19.601796547482 |
| 16.6615640235598 |
| -0.326624828612682 |
| 0.627358145726964 |
| 1.69674167406256 |
| 0.371008560869868 |
| -12.8782910759785 |
| 11.4386296758132 |
| -11.0663956400722 |
| 0.0106110995767519 |
| 2.16569851251143 |
| -1.77695579689673 |
| 7.1805485465226 |
| -6.05949190790727 |
| -9.0184275190604 |
| -1.48309468599923 |
| -11.3450640068823 |
| -3.20896365704063 |
| 0.160632000268311 |
| -13.7143835122939 |
| 1.66433462226119 |
| -0.928384696696551 |
| -0.689103260904857 |
| 1.61578364942718 |
| -3.568058022984 |
| -0.0700678113063271 |
| -0.427608288077993 |
| 0.981886792250674 |
| -3.56345809618724 |
| 10.7361038018704 |
| -6.62401624092283 |
| 13.6646648606668 |
| -5.88218322407669 |
| 2.17040929029946 |
| -1.68433416835512 |
| -0.439993266495548 |
| -3.24194441487771 |
| 3.44057280197779 |
| -2.86579932591363 |
| -0.763794732695175 |
| -0.645814492729358 |
| 1.39479459593863 |
| 1.06064840361302 |
| 1.16825935496706 |
| -0.707130915166488 |
| -3.96383171940178 |
| 1.37180663818359 |
| -0.88129015041173 |
| -0.643063430498415 |
| 1.83896152347774 |
| -2.81281800602395 |
| 2.16021388749434 |
| 1.57452852614060 |
| -2.92745008453662 |
| 5.34874210409765 |
| 3.18303260095931 |
| -4.17799352655027 |
| 1.99966233250166 |
| 0.50296887901618 |
| 3.27929588484295 |
| 0.510909077087149 |
| -1.36167927507404 |
| 1.41519559411034 |
| 0.317171756032963 |
| -1.41412571467055 |
| 1.49789363987719 |
| -0.59251195328352 |
| 2.2177439525114 |
| -0.75645923941704 |
| -0.632665546581052 |
| -0.70379092076405 |
| 1.01776713931525 |
| -0.108071410182561 |
| -5.14184649137303 |
| 1.16130700610421 |
| 1.23959290973090 |
| -1.28484446717829 |
| -7.3970278651633 |
| 24.0088658790835 |
| 73.388438212952 |
| -17.0671819675569 |
| -10.6565377284572 |
| -5.21050761477193 |
| 1.05851526281157 |
| -7.8647234718091 |
| -8.58070839249513 |
| -14.8891844869847 |
| 7.89677475306303 |
| 2.57905085819255 |
| -0.593066457121552 |
| -3.75671745452132 |
| -5.81932984555402 |
| -2.56924143567119 |
| -6.8497307012305 |
| -5.55660282010325 |
| 2.79088740221613 |
| -2.67617035200334 |
| -7.9182713444585 |
| 8.02002115569928 |
| 4.01760051091571 |
| -14.0411564216673 |
| 2.42882070049751 |
| 10.3802375943841 |
| -3.64002592006779 |
| -6.23905924886861 |
| 10.2946253959821 |
| -5.76871240721999 |
| 0.5299695467329 |
| 5.63670174121842 |
| -6.38838194807022 |
| 2.94847755995249 |
| 0.485828400529158 |
| 3.63126493838053 |
| 1.14375470616710 |
| 2.95515112342952 |
| 6.67442739170241 |
| -5.01206289275734 |
| 8.63629256490066 |
| 0.474882822506174 |
| -0.564238753930283 |
| 4.86922284229365 |
| -7.6866673200015 |
| -4.50453519987252 |
| -3.34564955018033 |
| -10.5705303894188 |
| 9.41287908687377 |
| -4.51433081463773 |
| 7.13025190422394 |
| -11.0689718205136 |
| 4.56957954093946 |
| 3.44422665898156 |
| 3.1463718839297 |
| 4.98420612929834 |
| -5.46988354034426 |
| 1.07222546528089 |
| 0.149638246918073 |
| -8.34624625667766 |
| 3.43600007141845 |
| -0.10436346449967 |
| 3.11773244081644 |
| -9.45470837747337 |
| 7.3574823064252 |
| -7.3164759959447 |
| 2.43702366531926 |
| -7.24499162044333 |
| -3.80706032164062 |
| -0.969242398217261 |
| 3.54937036755001 |
| -4.58597011822957 |
| -2.5107309908355 |
| 5.68267256076388 |
| 0.23869461985970 |
| -6.33913809028405 |
| 0.691671416485235 |
| 5.19097013409248 |
| -5.45794299300678 |
| 4.65297092909066 |
| -5.88910204107793 |
| -4.81909340307118 |
| -2.02348737286525 |
| -7.70743306089469 |
| 1.69633344133743 |
| -0.479142810601047 |
| 10.9943176766215 |
| -4.19434417927005 |
| 2.38673713505170 |
| 1.76943030784045 |
| 1.19795616566697 |
| 0.090706044742376 |
| -5.02648150490558 |
| 1.33057878563528 |
| -7.78027616904242 |
| 5.84301503045972 |
| 2.81405719443225 |
| 3.91414693390169 |
| -2.97964929419112 |
| -0.575837332387522 |
| 0.0342661517393026 |
| 2.28731826790934 |
| 5.09001052724673 |
| 71.696693330922 |
| 78.4422727857002 |
| -49.6369280284149 |
| 4.52400302971699 |
| -2.74789165553381 |
| -6.61401571607775 |
| 2.90730656172741 |
| -15.5446027322207 |
| -5.57550825332902 |
| 2.59445346025319 |
| -0.620940421824628 |
| 0.133496036587530 |
| -3.02399342268666 |
| 4.0605248952333 |
| -7.06175540681608 |
| -9.8095105322219 |
| 0.0661640710117126 |
| -4.0853518278962 |
| -14.464636783238 |
| 9.15472034940626 |
| -5.85040997188293 |
| 1.14213395190870 |
| -8.82834634960255 |
| 4.52888340098048 |
| -7.20617538399085 |
| 5.25454324232805 |
| -7.91421321397166 |
| 5.44184150400179 |
| -8.49672416671757 |
| 7.04731081647026 |
| -3.85430434392725 |
| 3.8985396582018 |
| 17.1647321377400 |
| 30.2604504644909 |
| 3.9604051292157 |
| 24.3958059783787 |
| 3.74258799303181 |
| -2.01513932223486 |
| -8.61312183226863 |
| -18.9322363130792 |
| 0.446693741467072 |
| -10.9740401435226 |
| -6.3228490093897 |
| -0.266824022660444 |
| 8.6926317336264 |
| -10.6444836957721 |
| -3.51183338288854 |
| -7.02325275539704 |
| 3.60864236794714 |
| -7.27134531397957 |
| -4.09863509672476 |
| -9.16318146137815 |
| 3.99395749827249 |
| -3.96504549262784 |
| 1.7734078231166 |
| -1.38690423666765 |
| 6.06128586662112 |
| -4.07763503286583 |
| 4.49756075633263 |
| -9.88856613708947 |
| 4.63960183300304 |
| -0.913672279846423 |
| -2.33699406706091 |
| 9.45767782298503 |
| -18.2819244516988 |
| 8.59141890889839 |
| 16.6154339990521 |
| 6.5985201233508 |
| -10.7167349749721 |
| -2.0446327035109 |
| -4.31113592323902 |
| -6.78253085420215 |
| 5.35531020990317 |
| -1.08349145786718 |
| -9.87849015383012 |
| 2.38133607421821 |
| -7.05977718712847 |
| 1.04717784250442 |
| 1.51642732700446 |
| -0.500020258996301 |
| -1.27156084998978 |
| -6.90530100095634 |
| 0.325282508582404 |
| 6.83868039773864 |
| -8.43981881945007 |
| -1.80825639472022 |
| -0.758073766117946 |
| 0.493292882452067 |
| -2.69117252358814 |
| -5.88490902992476 |
| 5.40335020978489 |
| -0.42441325193812 |
| -8.51114061074645 |
| 15.4077165959571 |
| -2.68060111920545 |
| -7.12503762660873 |
| 6.03563020047136 |
| -6.44187427631869 |
| 1.90733015782297 |
| -5.4199524121978 |
| 4.09786397381623 |
| -5.94969495401318 |
| 19.2749060020853 |
| -16.5516458058204 |
| 7.30750819634903 |
| 3.70710845801909 |
| -7.80246802255636 |
| 1.29812684133486 |
| 1.85634012414158 |
| -3.02444016171825 |
| 1.13313634150614 |
| -9.75156019224136 |
| 0.305944297253745 |
| 10.5406450516246 |
| -2.17060571940255 |
| -3.89393250827533 |
| 8.86470446895288 |
| -6.1045075161328 |
| -5.63138498373388 |
| -5.54596408008786 |
| 16.8539925814302 |
| -6.93269043003244 |
| 1.73217428266167 |
| -5.18671366111403 |
| -3.05804579303913 |
| 1.25981147541842 |
| 28.0264023278954 |
| -24.3919256869574 |
| 15.2620568779661 |
| 15.5470575671272 |
| 2.08449409097273 |
| 3.28891303528945 |
| -11.1371803287139 |
| 18.4540969090448 |
| -11.4527791590345 |
| 4.07078029710203 |
| -17.9904747349167 |
| 3.71766803686069 |
| -0.759946132364291 |
| -3.34106663460284 |
| 13.7881329172649 |
| -6.27081909810335 |
| 7.01442063103031 |
| -22.9327476768525 |
| 10.2523075622468 |
| 1.12538211575503 |
| -1.34133982056812 |
| -4.27887521851278 |
