ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.2587 | 0.1164 | -0.0671 | -0.7971 | -0.1851 | 0.0216 | -0.3475 |
(p-val) | (0.0127 ) | (0.1227 ) | (0.3092 ) | (0 ) | (0.3097 ) | (0.8341 ) | (0.0468 ) |
Estimates ( 2 ) | 0.2574 | 0.1157 | -0.0677 | -0.7961 | -0.2167 | 0 | -0.3171 |
(p-val) | (0.0128 ) | (0.1241 ) | (0.3026 ) | (0 ) | (0.0338 ) | (NA ) | (0.0016 ) |
Estimates ( 3 ) | 0.2982 | 0.1332 | 0 | -0.8457 | -0.2188 | 0 | -0.3057 |
(p-val) | (4e-04 ) | (0.058 ) | (NA ) | (0 ) | (0.0346 ) | (NA ) | (0.0022 ) |
Estimates ( 4 ) | 0.2237 | 0 | 0 | -0.7549 | -0.2633 | 0 | -0.2664 |
(p-val) | (0.0178 ) | (NA ) | (NA ) | (0 ) | (0.0096 ) | (NA ) | (0.0105 ) |
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 |
-0.656990933343972 |
4.61808218473808 |
-11.4263017891713 |
29.4620382828066 |
3.72466328750952 |
-8.76227009325033 |
31.3672318821654 |
44.2744462478504 |
26.6861771275328 |
-13.0966487041475 |
-50.1504675592563 |
-8.4943580298465 |
-5.98603116196058 |
-19.6770354975098 |
-4.39011159648926 |
-2.36656132893969 |
-19.1504179856945 |
55.9554254200251 |
11.9016209025914 |
19.9951014662507 |
12.2868981338496 |
4.27487175837824 |
-54.698359656732 |
-17.7514197698862 |
7.77206631806027 |
-19.9077054014667 |
-11.5755495704973 |
4.18526692153476 |
8.8387301368519 |
1.91102962452912 |
107.831216450327 |
-30.2896748789055 |
3.17326365524866 |
3.66120150624875 |
-64.2761668277399 |
-10.177876101399 |
5.42479581684195 |
-23.8363277384117 |
41.3147000376104 |
-9.17039052327146 |
39.9375208812449 |
47.2774761868046 |
-18.1694973575618 |
-14.9910371747949 |
29.2037108884316 |
-27.1845008663402 |
-12.8757345703579 |
5.93463241470508 |
-3.28128908361297 |
-6.40105107712333 |
3.01793136507954 |
-33.3028431519423 |
-24.9479910754706 |
-13.5867805885001 |
-25.5283597237332 |
15.8615781044328 |
26.7379030570632 |
-5.18897750391652 |
-4.89570987661133 |
-8.53847967515325 |
-36.0169599308262 |
-10.8531663307452 |
73.284571012226 |
-9.62553043472616 |
90.6293092946066 |
16.7336703812365 |
65.9473509016827 |
188.145475615412 |
32.0977670089277 |
-76.0410425492689 |
-38.1142550125321 |
-117.879120213034 |
24.943521037171 |
-5.38054463010785 |
-40.6234055352097 |
57.5850433476406 |
74.0274943141993 |
31.8491919121464 |
78.5371007337999 |
139.147345846882 |
11.6236300404331 |
3.2783575599013 |
-166.501979994641 |
-87.7298536305348 |
13.7542319584685 |
25.5949692316182 |
-15.2509584543682 |
0.0767946167357352 |
-77.0858194609672 |
103.977036443423 |
31.1810068131805 |
9.24964057403925 |
34.4800021468036 |
71.6045646091383 |
-111.575911695394 |
-68.9534060627172 |
-2.00481840056466 |
49.3643935691246 |
-30.627987231422 |
-9.91468555849304 |
-39.9847063054785 |
59.0926252655152 |
29.8452478464981 |
83.1977133654352 |
80.7646984345121 |
-79.4539964345832 |
-81.1703794512673 |
-9.58897962186132 |
7.97414292832104 |
-112.568220083704 |
0.767879570934309 |
24.3313093887466 |
-14.0401617227936 |
124.326127871063 |
-40.0280624766656 |
-11.6427164726611 |
-60.6720566997844 |
-12.9264155735568 |
-51.9504734699666 |
-48.3595373342663 |
-77.0570482792421 |
-78.1442838089351 |
21.5443815299001 |
70.0447226703943 |
-61.3435572422359 |
-94.4745065015076 |
49.9641557433105 |
58.4101364530709 |
-6.79489283077686 |
48.5292838788972 |
-7.61814340561318 |
-58.9912836217598 |
85.5038670113413 |
36.0385245084679 |
-11.0885027519255 |
29.3347234726818 |
100.526144669913 |
-114.477690910056 |
39.5900683018999 |
74.5500785794449 |
-9.45449832931692 |
-26.2881838449418 |
-11.0149991402369 |
-24.6864901136839 |
47.3273280919597 |
24.0695090048939 |
-18.8132171424096 |
53.9587350547906 |
46.7828812300588 |
90.9153121870857 |
42.9006395254216 |
159.599886296417 |
-17.5634339006591 |
56.7893272823216 |
-132.570642936257 |
-80.8902676876358 |
-19.5891220236278 |
29.4827261001042 |
30.8746933168054 |
-64.4598156201494 |
8.79386227754977 |
111.745031622037 |
51.1176336447485 |
100.409140930492 |
-8.18186750998099 |
-89.1471402530977 |
-88.2344473802579 |
28.0923934298737 |
-40.1729823258251 |
-145.510517314151 |
26.8329307441095 |
39.7745778370349 |
64.5553374754093 |
57.4497807607331 |
-29.7328587043498 |
-77.4714265480861 |
89.2484866186587 |
4.25980752356995 |
-58.3420935599432 |
-48.5309831504238 |
-50.5347387815618 |
22.7999667829315 |
105.752312701048 |
-22.58843466404 |
-150.088809280228 |
-45.4717355463418 |
-68.1618425155326 |
51.433579768999 |
48.316969326475 |
36.4972040271874 |
-15.5439325121733 |
3.95904508038777 |
-73.854439908573 |
-69.1896454812114 |
97.4312081776808 |
-62.8378747387393 |
-0.683636695063597 |
93.433224199841 |
-65.6098723191127 |
27.9234794687144 |
-38.0000010329902 |
-70.4479876544371 |
106.203968957204 |
-56.8622864152208 |
40.2536547435818 |
157.491873007074 |
-31.0885626142482 |
9.69031112219565 |
292.169361044445 |
-162.813381168051 |
-61.1671464135517 |
108.832847333758 |
203.094878341968 |
-9.47761816240326 |
18.2988914952151 |
-94.2526944520642 |
150.486711737332 |
-125.346564954622 |
-61.2877455792195 |
116.188321588847 |
45.4934510570835 |
116.830435075914 |
143.487396887471 |
122.202320958456 |
-79.4872417446849 |
136.570054491504 |
-268.18588777178 |
-162.713219853408 |
-8.83731503626997 |
-78.7208991000443 |
-45.7562459306963 |
137.812812617758 |
-56.9978591436986 |
185.30574038785 |
187.775735397703 |
60.3521286721169 |
90.5539616613054 |
-133.130069837592 |
-68.5228610203585 |
-133.036864688418 |
-130.174513646766 |
-27.2292921030202 |
163.367345585395 |
48.6931354347794 |
-196.8644298705 |
67.5119832719285 |
-0.76969482993178 |
296.915106294398 |
-224.688872278511 |
-372.55197531116 |
-16.335402061678 |
-173.837421420457 |
-53.7276014561376 |
103.854689282602 |
86.5631492727991 |
37.7052401232611 |
-143.382170836558 |
219.368002226276 |
-101.297852460191 |
117.069602801702 |
9.26986401852117 |
114.62810910344 |
-217.173507737613 |
53.0768234559807 |
64.4996236755946 |
-43.810631294011 |
-140.014334174929 |
-149.121774569949 |
184.639093537645 |
-74.0040721968381 |
220.832948973213 |
242.00092549439 |
-245.589286840943 |
-19.7337040713672 |
-111.095967156812 |
138.532895505704 |
12.4074583590576 |
17.4776466793872 |
-260.454775529849 |
117.294510907712 |
-61.2307626153305 |
88.4302167134899 |
-71.3775547778353 |
171.630884964859 |
105.764069277064 |
33.8918293364678 |
-119.888886037498 |
-30.1707338541714 |
96.8368334443351 |
-21.8327463145845 |
40.8365346145153 |
47.5541037907348 |
40.4863186025071 |
-179.902305180696 |
16.9996558681711 |
-47.6375634751911 |
166.750295033486 |
-91.6493239946087 |
-24.0248807231638 |
-159.329958137387 |
132.493159915651 |
-169.765284693922 |
98.4563948045842 |
185.382083841991 |
-117.804270479629 |
139.985685094866 |
87.1308426238702 |
72.7585108097097 |
-199.076332888521 |
69.0838285928292 |
-41.2170151828509 |
60.756068525713 |
-371.088451035866 |
132.316016740804 |
82.7908766497421 |
-100.843270113561 |
-88.2323807369536 |
33.0464319446179 |
115.984465134917 |
78.7820719962026 |
24.3466521632036 |
-259.981957893154 |
-198.337241072556 |
72.6236742037349 |
355.945302828037 |
14.1907267488681 |
-64.63663426264 |
-275.91343133516 |
180.735500347208 |
118.406582271007 |
55.1117916914224 |
165.159855305217 |
-108.428894866753 |
-548.537875400187 |
7.71556926885642 |
-89.4907916347827 |
-206.245911534621 |
-94.9994523570804 |
-243.823726758407 |
-115.104832165188 |
-70.9260997378442 |
-426.310797149648 |
-37.9597009614115 |
-310.647407579092 |
-7.47196592662283 |
-99.4448076010192 |
75.1926363126274 |
-38.8401002481728 |
-67.883085789119 |
-44.2614504290461 |
104.383198153033 |
133.893762176941 |
44.8615083395796 |
130.282880716463 |
96.7700423865272 |
172.877620336889 |
-147.820840097652 |
226.076907721603 |
-114.107523844283 |
-117.695247838553 |
-4.40662365829554 |
-39.440592794728 |
-1.15352733812375 |
45.3120471132719 |
279.42175386695 |
-13.2191883716464 |
-142.861740614826 |
-196.894309965146 |
131.449211689029 |