| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ar2 | ma1 | sma1 |
| Estimates ( 1 ) | 0.4619 | 0.1882 | -0.3768 | -0.721 |
| (p-val) | (0.0077 ) | (0.0044 ) | (0.0306 ) | (0 ) |
| Estimates ( 2 ) | 0.1094 | 0.2417 | 0 | -0.724 |
| (p-val) | (0.0348 ) | (0 ) | (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 |
| -0.0447135975563754 |
| -0.0688510773371363 |
| 0.199758860044668 |
| 0.36923771854977 |
| 1.52891008582121 |
| -0.362461383728246 |
| 0.456332846551667 |
| -0.580190970124052 |
| -0.364333252566302 |
| 1.27450372562042 |
| -1.35440590228669 |
| -0.363598697892761 |
| 0.165785245479883 |
| -0.850601443381676 |
| -0.559434617578944 |
| -0.731897929685193 |
| -0.402813851620158 |
| -0.0477724393926766 |
| -0.776849659719344 |
| -0.839353538148865 |
| 0.708971127756123 |
| -0.699689662443406 |
| 0.895086298870522 |
| -0.0956342525971721 |
| -1.57974818082311 |
| -1.09723588083731 |
| 0.417039933755797 |
| 0.0439997586358202 |
| 0.167496311961932 |
| 0.365238293646528 |
| -0.251725164421644 |
| 0.318837141008799 |
| 0.865734156897206 |
| 0.124189179989358 |
| 0.0903329557718262 |
| -1.20515699966855 |
| -0.183214650334194 |
| -0.0632739917527146 |
| -0.348733259666055 |
| 0.593474101120229 |
| 0.492799630370638 |
| -0.314844128424003 |
| 0.100870213882383 |
| 0.573039262465596 |
| -0.494356778318471 |
| -0.421225791561678 |
| -0.119085783643399 |
| -0.11701280593626 |
| 0.520332372628229 |
| -0.993117055676768 |
| 0.337983590246786 |
| 0.853117145061822 |
| -0.457610017301283 |
| -0.413607276948185 |
| -0.0766437063370465 |
| 0.306427995917046 |
| 0.875079154540586 |
| 0.46863723308168 |
| 0.823142611378267 |
| 0.915708764413595 |
| 1.20366939825228 |
| 0.416221221675754 |
| 0.273455917532051 |
| -0.224500131058835 |
| -0.243846205053668 |
| -1.10646962222807 |
| -0.0326091552420104 |
| 0.549057328741296 |
| 0.103171731616491 |
| -0.884283826308935 |
| -0.333679106856095 |
| -0.414771400310296 |
| -0.335151159773555 |
| -0.445011430699749 |
| -0.0128575803428709 |
| 0.519556851467222 |
| -0.696980776543239 |
| -0.0498598988496553 |
| -0.514252271806842 |
| 0.583668608805387 |
| -0.33331912268081 |
| 0.662837243255079 |
| 0.0561917843531383 |
| -0.0411524988783707 |
| -0.853189729429448 |
| -0.11309147244877 |
| 0.734507297070408 |
| -0.506413554077716 |
| 1.0234265491194 |
| 0.411021441055682 |
| -0.600246450481634 |
| -0.99896682505811 |
| -0.252766410112452 |
| 0.252299554016176 |
| 1.00571064234172 |
| 0.010224691390479 |
| -0.537293110285251 |
| -0.563639188482655 |
| -0.275112654692135 |
| 0.307454959289824 |
| 0.64264543457022 |
| 0.633466901617811 |
| -0.703923160578168 |
| -0.161817893587373 |
| 0.360736549247296 |
| 0.511094850147124 |
| 0.835857699547514 |
| 0.189891890381882 |
| 0.722949814938076 |
| 1.18106818342907 |
| 0.164913912888807 |
| 0.0100164911171993 |
| -0.502761819772201 |
| -0.318345596277904 |
| 0.134347356689117 |
| -0.168654846277167 |
| -1.04340733884281 |
| -0.178322272031546 |
| -0.957227809693615 |
| 0.690930423786887 |
| -0.395368903395507 |
| -0.311809593233093 |
| -0.415378679943547 |
| -1.11444294807947 |
| 0.0777377628864085 |
| 0.626822820272136 |
| 0.105795346797318 |
| 0.325709217207496 |
| 0.154354363564152 |
| 0.598011483866889 |
| 0.0114304215592837 |
| -0.884708349666059 |
| -0.452863222883427 |
| -0.758032195821606 |
| 1.41250623844311 |
| -0.340443068695051 |
| -0.272356294025885 |
| 1.07383377974078 |
| -0.341684612404454 |
| 0.288713147933651 |
| -0.570178375885347 |
| 0.920864593251684 |
| 0.0990618268165434 |
| 0.823573065885147 |
| -0.0609090710142616 |
| 0.332837290159821 |
| -0.497230844234429 |
| -0.274357415417183 |
| 0.0211320082408941 |
| 0.156660836239269 |
| -0.28069499902652 |
| -0.422116334194435 |
| -0.21695256857078 |
| -0.182930098018099 |
| -0.698085770741611 |
| -0.0555192211993102 |
| -0.227526605773121 |
| -0.395395304251476 |
| 0.087790467737873 |
| 0.150835186621549 |
| 0.824188996848891 |
| -0.699442819319935 |
| -0.480703403915358 |
| 1.06253285111481 |
| -0.201920243239259 |
| -0.54300264574833 |
| 0.549311529872812 |
| -0.291324700943185 |
| 0.330625072619694 |
| 0.482571357488207 |
| -0.808521163363471 |
| -0.0584059785953535 |
| 0.291289144182766 |
| 0.335777311933669 |
| -0.360563116352467 |
| -0.383946671904132 |
| 0.151464454186652 |
| 0.186525703326074 |
| 0.279324129308393 |
| -0.549542473924301 |
| -0.074331853752277 |
| -0.260815504403362 |
| -0.00535042548481961 |
| 0.220801673145021 |
| -0.502188957981608 |
| 1.11771421800838 |
| -1.13397643087592 |
| 0.310238693574404 |
| 0.176860486013815 |
| 0.0813948596781497 |
| -0.71142532810663 |
| 0.0913318659258747 |
| -0.304666277073196 |
| 0.531762512745846 |
| -0.609982159625018 |
| 0.522866801270252 |
| -0.277808945514797 |
| 0.636558928294153 |
| -0.531300722660161 |
| -0.191649864014867 |
| -0.0507802803048712 |
| -0.0853233865282239 |
| -0.234326630288585 |
| -0.426080253238712 |
| -0.266141479586712 |
| -0.449391879042413 |
| 0.552249716174346 |
| 0.313444850558047 |
| 0.667294122915503 |
| 0.415519847646124 |
| -0.453800040799769 |
| -0.173880805582889 |
| -0.145531265853721 |
| 0.184780483120188 |
| -0.372914392116789 |
| 0.207246918874904 |
| -0.0896899167839434 |
| -0.00469030893368804 |
| -0.0300931074983437 |
| 0.0294783225813145 |
| -0.32225068851016 |
| 1.52890778100781 |
| 0.237391405125333 |
| -0.544594142793075 |
| 0.581191327643956 |
| 0.330668950462775 |
| -0.986825042304288 |
| -0.754572167065651 |
| -0.344428453269353 |
| 0.759526019377999 |
| -0.260033467860636 |
| -0.467803398970105 |
| -0.0940196335824325 |
| 1.6886280636037 |
| 0.115040234642084 |
| -0.889880337073422 |
| 0.0676016731864127 |
| -0.117202655567668 |
| -0.209507138626528 |
| -0.38241050632908 |
| 0.0910559714101356 |
| 0.0417472951304564 |
| 0.256954005992646 |
| 0.389318399853475 |
| -0.384469281428512 |
| 0.458532146600365 |
| 0.604655485126501 |
| -0.17724828416432 |
| 0.709930417259947 |
| -0.30339437692803 |
| -0.95385300629152 |
| -0.0482991207836124 |
| 0.991525874424292 |
| 0.825956138926677 |
| 0.284996452574077 |
| 0.139735055722216 |
| -0.144410003517006 |
| 0.166306724001155 |
| 0.530924856146391 |
| 0.0237506509885344 |
| 0.353800139209895 |
| -0.0112804039785091 |
| 0.499744150914677 |
| 0.121930578700587 |
| -0.114215564175415 |
| -0.504280760192632 |
| -0.0904212266656877 |
| -0.243343898134012 |
| -0.125828499555998 |
| -0.400377279177997 |
| 0.604748668457267 |
| 0.332080861381028 |
| -0.350557375504458 |
| -0.48856167669871 |
| 0.295154745994051 |
| -0.0565870548862424 |
| 0.00478840221845962 |
| -0.371090500023273 |
| 0.158928092206783 |
| -0.216648970939356 |
| -0.224067997219291 |
| -0.282626423263178 |
| 0.264514943631371 |
| 0.157522198279435 |
| -0.151106223822044 |
| -0.128481389806176 |
| -0.848383716102376 |
| -0.0795563831878318 |
| -0.107817655685065 |
| 0.328071235241063 |
| -0.154768162708847 |
| 0.165799027192829 |
| -0.247712618997008 |
| -0.178864229114114 |
| 0.0510925314736864 |
| -0.0018931710165511 |
| 0.275780381046859 |
| -0.658673635496858 |
| 0.601320874032054 |
| 0.310561088202804 |
| 0.558385654117761 |
| -0.106050297172753 |
| -0.461152113053405 |
| -0.205809007023439 |
| 0.392378615834678 |
| 0.190088475528501 |
| 0.332604768811689 |
| -0.160478794581049 |
| 0.876919262320868 |
| 0.0698071133104919 |
| 0.824301473679013 |
| 0.811798314285586 |
| 1.76116716988745 |
| -0.560099459451128 |
| 0.15742846038906 |
| -0.271266441076903 |
| 0.0298150089006276 |
| -1.16844648059996 |
| -0.0760071758948753 |
| 0.0762442180067965 |
| -0.213133096648745 |
| 0.0554242325054169 |
| -0.545106021668063 |
| -0.0970187825674411 |
| -0.414561793489955 |
| -0.3541642272954 |
| -0.247488453879097 |
| -0.0173177706182127 |
| -0.401574770741385 |
| 0.302548944571315 |
| 0.590591902273397 |
| 0.350161203024818 |
| -0.574360264097611 |
| 0.0527131229411632 |
| 0.110062420831778 |
| -0.218477278123741 |
| -0.671792342940494 |
| 0.443222996035537 |
| -0.272979855535611 |
| -0.823082143797428 |
| 0.046480262185613 |
| 0.266124407078502 |
| -0.400171439089707 |
| 0.443833900250728 |
| -0.312784943982657 |
| 0.0242214757972601 |
| -0.13072888053403 |
| -0.915920746463421 |
| 0.146465384764294 |
| -0.285944693672895 |
| 0.31685027587315 |
| -0.223099239196909 |
| 0.301762330419675 |
| -0.618747380878247 |
| 0.84544589076605 |
| -0.330790135656626 |
| -0.0371750233168321 |
| -0.226828455001578 |
| -0.0121392875472843 |
| 0.516891082298516 |
