ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.1963 | 0.2219 | -0.0543 | -0.1794 | -0.1143 | -0.5556 |
(p-val) | (0.6559 ) | (0.0292 ) | (0.9062 ) | (0.1063 ) | (0.192 ) | (0 ) |
Estimates ( 2 ) | 0.1449 | 0.2317 | 0 | -0.1792 | -0.114 | -0.5569 |
(p-val) | (0.0056 ) | (0 ) | (NA ) | (0.1054 ) | (0.1923 ) | (0 ) |
Estimates ( 3 ) | 0.1371 | 0.2435 | 0 | -0.0797 | 0 | -0.6535 |
(p-val) | (0.008 ) | (0 ) | (NA ) | (0.2973 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0.135 | 0.2464 | 0 | 0 | 0 | -0.6953 |
(p-val) | (0.0089 ) | (0 ) | (NA ) | (NA ) | (NA ) | (0 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.535784830976893 |
1.76903397227865 |
5.14628253013313 |
9.49265200355335 |
48.0757459969738 |
-5.06528498961868 |
20.7584381737384 |
-26.5568571300198 |
-16.8988462782495 |
44.4013025873562 |
-42.7178616188292 |
-7.6046343705088 |
24.7143880979605 |
-30.843319045089 |
-31.1643180595545 |
-32.4428235132068 |
-16.043978357463 |
2.40363873297069 |
-32.5951123990017 |
-28.793772531391 |
26.8164130088406 |
-25.6849589408358 |
25.9796571080212 |
-5.07605047310217 |
-65.1521495947919 |
-34.7982371819217 |
23.5996906930481 |
5.70418786667835 |
-0.151767940317036 |
-0.290378098345003 |
-12.5624234835455 |
20.2266249698893 |
28.7044304637456 |
-3.2056622588414 |
4.39937534659601 |
-33.8742686598118 |
-18.777737931679 |
-1.22402049034109 |
-1.72395530801212 |
24.5398041176846 |
12.2257481743511 |
-18.2527616473361 |
2.89326439374012 |
26.7848754017316 |
-11.9243674405096 |
-10.9010323569902 |
-2.47663537622365 |
-5.02404132762478 |
3.63602627104891 |
-29.1234513027972 |
17.7788338485692 |
30.7382194085083 |
-14.8383568430113 |
-18.6503909453147 |
0.145804331456799 |
17.3503595238599 |
21.6610148888475 |
8.86165761812378 |
21.0871971153439 |
28.2567763538243 |
50.7247607334886 |
19.6870387956374 |
9.31026529327663 |
-8.58112936619393 |
-10.4056201839713 |
-27.2704222277366 |
3.2859572431396 |
14.0389278770537 |
1.89952483260812 |
-36.2758718327419 |
-0.559609456639805 |
-9.7949959377219 |
-4.3769230756925 |
-17.7030834216455 |
-6.60867563660563 |
14.8051720354668 |
-27.9044534192279 |
1.5652823466917 |
-16.024976388632 |
16.4239315994581 |
-11.5878786907283 |
18.0459864755058 |
2.69788310062733 |
-3.59338080945144 |
-29.5675322418258 |
-3.14406117652208 |
25.2046569197605 |
-20.3477913473601 |
32.9065928605094 |
18.748848430057 |
-24.4104892471743 |
-32.604883239576 |
-3.61178732066801 |
12.0439965547518 |
29.3551015010704 |
-2.72090261484127 |
-19.2438099235226 |
-16.8799372255207 |
-7.66028529093605 |
10.3942325198732 |
21.4753586627294 |
21.6114008778531 |
-25.8554797650492 |
-6.34672784342176 |
14.6502264057434 |
14.7866001570839 |
30.6062985181836 |
6.94023464636988 |
40.4509362472628 |
53.4787344624977 |
-1.78205619025549 |
-3.67951359322828 |
-19.0815509144494 |
5.02229115021545 |
5.97739597740971 |
-19.7534101622974 |
-43.2839411569461 |
-5.3187978517091 |
-25.4529954282085 |
28.2020581400635 |
-7.35727841311224 |
-17.7582030972174 |
-23.2668327065729 |
-46.8985450900698 |
4.60337282203455 |
24.4938073768057 |
-0.0894167363469146 |
8.20648203540893 |
5.12216481176799 |
18.57021975774 |
2.3058771605726 |
-32.9871626986048 |
-12.5892511982692 |
-31.6654165993567 |
54.5593575364762 |
-18.9454764177384 |
-14.0400568593801 |
47.1473332974794 |
-16.5698046774058 |
8.9478123803275 |
-16.4609937292951 |
33.8648377176061 |
9.2003872577496 |
31.1289624416014 |
9.01529323007429 |
14.5687893975848 |
-23.6105418898683 |
-15.5372206222382 |
2.54721910018683 |
17.4907170629945 |
-16.7186104578694 |
-24.2798602908509 |
-7.24693153018722 |
-6.97498058934199 |
-23.0880477948946 |
-1.0282487286023 |
-7.11048750323727 |
-19.7532631620859 |
-0.0748883951987563 |
7.27389010981082 |
30.3974478258777 |
-33.347652329249 |
-17.3800821379349 |
44.7726767603902 |
-8.80525880357053 |
-25.2655604761234 |
24.1784712836098 |
-13.7923839729302 |
13.7297547763953 |
20.5006351175741 |
-37.6508806806012 |
1.64465281617452 |
15.1939533291524 |
10.0938344249334 |
-15.6373793727741 |
-13.4181636086922 |
10.1268172950124 |
4.82628047665877 |
11.8459605274143 |
-23.4412367893122 |
-1.06481124240051 |
-9.3267249799236 |
-1.08399437769448 |
10.8874757041562 |
-21.9468469603492 |
43.6235103487871 |
-45.0012271710408 |
10.7284057078018 |
12.79746659283 |
-0.130451952152958 |
-27.3045708860367 |
4.12396240823972 |
-15.2500150124336 |
19.4598642606457 |
-21.4119587021847 |
22.8614865380575 |
-11.1308182341244 |
18.1385240599144 |
-16.6410192702149 |
-5.19213267764322 |
3.61920514499317 |
-3.51670901020345 |
-12.9163478709701 |
-13.8986630504489 |
-17.4708894675947 |
-15.992124551179 |
26.4551794709707 |
14.8901898374325 |
19.3873080921798 |
3.02768759224793 |
-8.7393442383244 |
-1.12049362927471 |
-0.117355769233654 |
6.04001412290092 |
-15.7537444243682 |
6.64251571667578 |
-9.09564937923625 |
-1.96304268827042 |
6.43794298919587 |
4.25793207736192 |
-9.0283577729078 |
42.8760019882803 |
12.1252464495125 |
-19.5294307137052 |
23.9583301428304 |
12.3156680537885 |
-35.1272701203884 |
-21.2696664459149 |
-12.0628842814285 |
26.8579776504759 |
-8.89306794486682 |
-15.2686500179984 |
-0.74995979815041 |
48.771101580622 |
5.04418414154849 |
-31.2546807585302 |
8.13922854140066 |
-1.76178330797422 |
-8.40063166974397 |
-11.3759090906409 |
-1.23156783736944 |
1.2042236292775 |
11.1883200911526 |
13.4407481811129 |
-13.0538309977548 |
6.24340716971526 |
26.3225338565802 |
-5.70089842055033 |
23.4176610242604 |
-10.7875527758078 |
-29.6493947847487 |
3.63544391603635 |
35.7096772929491 |
27.0722935338354 |
7.74179441801332 |
3.3065555220022 |
-5.30560188364578 |
19.8293487449645 |
19.4895777318455 |
-5.66462878937472 |
13.7111366857855 |
0.432176554605127 |
25.6187628041619 |
5.80702630274991 |
12.9268532729038 |
-18.8094612479499 |
-10.6617626861724 |
-16.8439761475778 |
-7.19959128979126 |
4.59881898682605 |
18.4753306881762 |
2.75714356920745 |
-20.8493504170184 |
-19.2612052481709 |
20.570922673535 |
-3.71716445866468 |
9.34079933936325 |
-17.6920487229254 |
0.282780710100171 |
-15.6000550703771 |
-11.5268418994056 |
2.45322208737918 |
4.71093551228783 |
-0.747657471474505 |
-10.8720240825322 |
-5.15363348206877 |
-33.1092733985189 |
-1.88675374488191 |
-1.69643564360718 |
12.1289352267875 |
-10.8487629660401 |
4.42844003168581 |
-9.40630504020734 |
-5.85987915750308 |
-0.942332889732387 |
-1.90340973291787 |
10.329443990337 |
-25.5527503328062 |
23.4879231871282 |
12.4579953672968 |
23.1729726653318 |
-3.03145701898758 |
-22.2223306436755 |
-5.8832240951219 |
18.4007181898971 |
14.2110504133912 |
8.92875458488969 |
-11.6405367482212 |
40.2495539628274 |
1.74539418673394 |
41.9303686503475 |
40.4142332098069 |
115.312864583795 |
-28.912923601311 |
0.519131292012153 |
-19.0273754408539 |
0.562758779672345 |
-15.610241338737 |
-12.4343120314861 |
-11.8776795996696 |
-12.5002436047567 |
0.844933556449264 |
-22.5899116564899 |
-4.91822524408087 |
-4.13095373462869 |
-21.8240050316229 |
-23.8100331665787 |
-8.95917809565889 |
-24.6994337889395 |
35.8657236269142 |
22.4770304202162 |
4.03655966038977 |
-34.0667326636697 |
4.29015385237357 |
10.4161002153031 |
-15.4465226006002 |
-31.1435878263477 |
28.8663626073109 |
-23.871227216927 |
-49.9583288833138 |
4.78041794293965 |
28.6551580575108 |
-29.5952751741205 |
17.8411657778917 |
-16.8698451722489 |
-0.586197656479925 |
-3.65875659641111 |
-47.7168811108488 |
5.75713702052684 |
-12.6426986466299 |
14.2909648601011 |
-10.3054161093803 |
13.7088308788342 |
-31.809142071495 |
40.732918586246 |
-17.5152459193213 |
-2.61849115326816 |
-7.46245914653196 |
-1.88121643307853 |
24.4223848586479 |