| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | 0.5337 | 0.1848 | -0.0277 | -0.4471 | -0.7213 |
| (p-val) | (0.058 ) | (0.0052 ) | (0.7696 ) | (0.1048 ) | (0 ) |
| Estimates ( 2 ) | 0.4617 | 0.1882 | 0 | -0.3767 | -0.7209 |
| (p-val) | (0.0078 ) | (0.0044 ) | (NA ) | (0.0307 ) | (0 ) |
| Estimates ( 3 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0447136184731888 |
| -0.0688691361564592 |
| 0.199720049237803 |
| 0.369884625273303 |
| 1.52700334031997 |
| -0.36352513234531 |
| 0.455818469918245 |
| -0.563740077014399 |
| -0.369588354080514 |
| 1.2808662378678 |
| -1.36163615781075 |
| -0.369943100003946 |
| 0.181198664827045 |
| -0.864076212057988 |
| -0.562057401950143 |
| -0.727479940935351 |
| -0.40737958612277 |
| -0.0483915625403397 |
| -0.780468994636472 |
| -0.838734248979087 |
| 0.716260524316739 |
| -0.701746708745324 |
| 0.890863862669053 |
| -0.0832797592733262 |
| -1.58685553577673 |
| -1.08248447240573 |
| 0.423977519191422 |
| 0.0334778538136879 |
| 0.157084940458252 |
| 0.371834374355486 |
| -0.249301411718668 |
| 0.323052432316567 |
| 0.872588338798482 |
| 0.12073692516261 |
| 0.0933609092695955 |
| -1.1969579406562 |
| -0.181614290284593 |
| -0.0597053320551366 |
| -0.361861546128006 |
| 0.591834105671231 |
| 0.492182837246146 |
| -0.320119536084172 |
| 0.106969439063089 |
| 0.579563558829838 |
| -0.49785827677913 |
| -0.421237034822167 |
| -0.110180370862872 |
| -0.121502950664406 |
| 0.515727390673425 |
| -0.995384116325225 |
| 0.336662573298493 |
| 0.86198492182072 |
| -0.469704043680899 |
| -0.411104599067494 |
| -0.0656253240673568 |
| 0.30362512477139 |
| 0.871245792056299 |
| 0.465329953108138 |
| 0.823865292319332 |
| 0.921593569172809 |
| 1.20314402861716 |
| 0.417773176976382 |
| 0.275249655457015 |
| -0.217629109044653 |
| -0.24536821260355 |
| -1.10814129358522 |
| -0.0382001113257676 |
| 0.545767328244698 |
| 0.087890657846837 |
| -0.8881021380452 |
| -0.327023405077393 |
| -0.410226158567968 |
| -0.342132252288231 |
| -0.446058214082303 |
| -0.0143550948882287 |
| 0.519683079860843 |
| -0.700138656069014 |
| -0.0484940058232523 |
| -0.504120159199541 |
| 0.579726668983658 |
| -0.330408887255077 |
| 0.657244314281641 |
| 0.064898474652166 |
| -0.0459150581992619 |
| -0.845022884351417 |
| -0.111305561054054 |
| 0.737502405778816 |
| -0.515884533049813 |
| 1.02068929592885 |
| 0.418704046323062 |
| -0.609300728915372 |
| -0.987734482097807 |
| -0.245815374613049 |
| 0.249326437970084 |
| 0.995594151570643 |
| 0.00502916807311283 |
| -0.537877273174329 |
| -0.551770970421952 |
| -0.27174774254129 |
| 0.304460021822383 |
| 0.637207012274805 |
| 0.628745042294872 |
| -0.703460035945848 |
| -0.155535036843733 |
| 0.370184736492193 |
| 0.503518873510722 |
| 0.832495440232408 |
| 0.18962677404977 |
| 0.724068554558658 |
| 1.1866001732546 |
| 0.160913418289714 |
| 0.0110306700439101 |
| -0.49441475160446 |
| -0.319960082395007 |
| 0.131972397983834 |
| -0.177377659310184 |
| -1.04990867969744 |
| -0.176759275538194 |
| -0.955673658751551 |
| 0.682056905409583 |
| -0.394199538774913 |
| -0.322008774181261 |
| -0.403559129158196 |
| -1.11478345074653 |
| 0.0806109524596702 |
| 0.628329039478654 |
| 0.0954054133065545 |
| 0.327357352417814 |
| 0.162482381888351 |
| 0.600537616748603 |
| 0.0154771760588101 |
| -0.884330358038313 |
| -0.445586105346277 |
| -0.755198123599552 |
| 1.40523011951137 |
| -0.34537639046027 |
| -0.284204581189466 |
| 1.09149652738041 |
| -0.345682580410226 |
| 0.284260811953271 |
| -0.55855848087137 |
| 0.916841271039006 |
| 0.102566968846081 |
| 0.813037238919333 |
| -0.0537366793643418 |
| 0.329370791309689 |
| -0.489524303885672 |
| -0.277979185794977 |
| 0.0246805296623736 |
| 0.150418469819422 |
| -0.28559725537209 |
| -0.423157297952037 |
| -0.214579405675702 |
| -0.1837110719847 |
| -0.700984796735585 |
| -0.0553246862129025 |
| -0.226207654049844 |
| -0.400645172547096 |
| 0.090834076137266 |
| 0.151330836917193 |
| 0.82206369380053 |
| -0.697470201422813 |
| -0.479146503824475 |
| 1.07571755088357 |
| -0.2087635072815 |
| -0.549935763662079 |
| 0.561825488661085 |
| -0.292498132927339 |
| 0.323890422318032 |
| 0.488396642732748 |
| -0.813640599338993 |
| -0.0553107122815419 |
| 0.29876792154787 |
| 0.326794647452868 |
| -0.363014667733227 |
| -0.381647413863305 |
| 0.156487399954246 |
| 0.183823316802429 |
| 0.27477825646875 |
| -0.548989488956649 |
| -0.0724036723789373 |
| -0.255643806829908 |
| -0.0105235116548243 |
| 0.221121985031404 |
| -0.504786425044616 |
| 1.11862876554492 |
| -1.13139667717053 |
| 0.303824228119016 |
| 0.19244425286755 |
| 0.0681824224795155 |
| -0.707678498996967 |
| 0.0933231674386991 |
| -0.301150797763588 |
| 0.524678109272938 |
| -0.608317070795131 |
| 0.519176930358839 |
| -0.269922114018435 |
| 0.629906754293615 |
| -0.525481751802929 |
| -0.195687501939265 |
| -0.0415241281660368 |
| -0.0904124946052268 |
| -0.235725641021313 |
| -0.426178720502384 |
| -0.265285230399778 |
| -0.449160590285465 |
| 0.5500827668549 |
| 0.312819400777474 |
| 0.66180739005486 |
| 0.4216341131039 |
| -0.452887819701735 |
| -0.166669010736859 |
| -0.139866344372233 |
| 0.18001141592347 |
| -0.37570259494587 |
| 0.20433924206211 |
| -0.0874845417507762 |
| -0.00941118980159067 |
| -0.0273745084389758 |
| 0.0287897854627805 |
| -0.321662437381796 |
| 1.52971202000861 |
| 0.236064696578788 |
| -0.55329204130218 |
| 0.597037501349289 |
| 0.332855363361619 |
| -0.996055473878949 |
| -0.75004580302487 |
| -0.338961306639215 |
| 0.75090684044246 |
| -0.268454852130147 |
| -0.473396999423603 |
| -0.0835337937615711 |
| 1.6896421180525 |
| 0.109195620052607 |
| -0.89590147695519 |
| 0.08687836983179 |
| -0.113451998196991 |
| -0.219509597856425 |
| -0.382305187284288 |
| 0.089842855299747 |
| 0.0409808833294104 |
| 0.252823451717823 |
| 0.390429049718841 |
| -0.384795298516376 |
| 0.462561215476148 |
| 0.609379767216593 |
| -0.18419061791475 |
| 0.712926234709516 |
| -0.298553956767952 |
| -0.95910476366668 |
| -0.0400912390800441 |
| 0.989485723325219 |
| 0.81384726413759 |
| 0.279175119469468 |
| 0.146362969610687 |
| -0.137739114841749 |
| 0.169012427731683 |
| 0.53069440100064 |
| 0.01800513547112 |
| 0.351720473969818 |
| -0.00873807204775537 |
| 0.496007261703869 |
| 0.122675832039694 |
| -0.118246508009615 |
| -0.50089263348314 |
| -0.0902197263745315 |
| -0.244433047299048 |
| -0.132224193088114 |
| -0.40046464122934 |
| 0.60295778991539 |
| 0.331296571381383 |
| -0.356231806773947 |
| -0.481917343653801 |
| 0.300600188336704 |
| -0.0586663022067286 |
| -0.000783243055225478 |
| -0.367517952927265 |
| 0.159109708758428 |
| -0.214935321556822 |
| -0.227886783088746 |
| -0.278803681844659 |
| 0.264239553422249 |
| 0.156586052882187 |
| -0.154170959394508 |
| -0.125179998008418 |
| -0.84537669675417 |
| -0.0787181956532863 |
| -0.105461895486927 |
| 0.320310362995694 |
| -0.154314917909772 |
| 0.164996680819778 |
| -0.242423954550078 |
| -0.179082766454653 |
| 0.0555650798412117 |
| -0.00330761958024145 |
| 0.274640620096172 |
| -0.658136967314377 |
| 0.60162749914626 |
| 0.31520945275704 |
| 0.549444667879584 |
| -0.100977210820649 |
| -0.459996800017905 |
| -0.199064416952461 |
| 0.391879889976933 |
| 0.184576610722168 |
| 0.32821786325616 |
| -0.158180121465448 |
| 0.877685013929322 |
| 0.0717592040332637 |
| 0.818664823573648 |
| 0.81846334798647 |
| 1.7561918338059 |
| -0.558666389352778 |
| 0.157462781741194 |
| -0.255138785743859 |
| 0.0187592888451426 |
| -1.17023293884596 |
| -0.0820927700788914 |
| 0.0770457185907574 |
| -0.227323060091709 |
| 0.0538039200591301 |
| -0.543793526839038 |
| -0.0973708644856482 |
| -0.410090800115218 |
| -0.357959758800816 |
| -0.24506180846509 |
| -0.0187868370150921 |
| -0.402350963742194 |
| 0.302450990924227 |
| 0.593801802667415 |
| 0.346325690682931 |
| -0.571266887884467 |
| 0.0597896258443859 |
| 0.11642056147126 |
| -0.224360676806376 |
| -0.670834229761189 |
| 0.4454226171365 |
| -0.273713725599355 |
| -0.830875979540574 |
| 0.0537944146879465 |
| 0.266374913637773 |
| -0.407473110355912 |
| 0.445617447907658 |
| -0.308047438455055 |
| 0.0206344333145843 |
| -0.123503055000252 |
| -0.918254446753227 |
| 0.14976447190054 |
| -0.283925077749898 |
| 0.308117693859332 |
| -0.219971308703024 |
| 0.299239174365883 |
| -0.613156202772519 |
| 0.844474325811503 |
| -0.325178656797374 |
| -0.0453713647379114 |
| -0.215913616803606 |
| -0.0152353801015679 |
| 0.517732810261644 |
