ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2394 | -0.0297 | -0.0181 | 0.2039 | 0.0428 | 0.0088 | -1 |
(p-val) | (0.8194 ) | (0.6292 ) | (0.7274 ) | (0.8457 ) | (0.3981 ) | (0.8647 ) | (0 ) |
Estimates ( 2 ) | -0.2411 | -0.0289 | -0.0176 | 0.2058 | 0.0426 | 0 | -1 |
(p-val) | (0.8208 ) | (0.6384 ) | (0.733 ) | (0.8466 ) | (0.3996 ) | (NA ) | (0 ) |
Estimates ( 3 ) | -0.0353 | -0.0217 | -0.0108 | 0 | 0.0425 | 0 | -1 |
(p-val) | (0.4565 ) | (0.6491 ) | (0.8214 ) | (NA ) | (0.4022 ) | (NA ) | (0 ) |
Estimates ( 4 ) | -0.0351 | -0.0214 | 0 | 0 | 0.0408 | 0 | -0.9999 |
(p-val) | (0.4591 ) | (0.6525 ) | (NA ) | (NA ) | (0.4159 ) | (NA ) | (0 ) |
Estimates ( 5 ) | -0.0343 | 0 | 0 | 0 | 0.0431 | 0 | -1 |
(p-val) | (0.467 ) | (NA ) | (NA ) | (NA ) | (0.3866 ) | (NA ) | (0 ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.0419 | 0 | -1 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.4002 ) | (NA ) | (0 ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1.0057 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
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 |
-0.00993423864586807 |
-0.202560292588012 |
-0.0963721339904587 |
0.107285969550433 |
0.0946024427630424 |
0.00190690391871371 |
0.0880182118238857 |
0.0117356078279427 |
-0.0973006758025772 |
-0.24025318909157 |
-0.153609997100261 |
-0.011510620229958 |
-0.0274459218711334 |
-0.0661988535036766 |
0.0328659418154597 |
0.0472143349216196 |
-0.00787126939482492 |
-0.0582869396962393 |
-0.0558799009572746 |
-0.086350093300645 |
-0.025571870568445 |
-0.111146759781997 |
-0.0436712697339857 |
0.0181797462195521 |
0.0596690354536358 |
-0.0691853754053261 |
-0.00552317276134422 |
-0.11523940328178 |
-0.0374375274770454 |
0.161227006030218 |
0.0383878845506228 |
0.0116051449743398 |
-0.00766197963660119 |
-0.0290069665486896 |
-0.0059901621665256 |
0.0457311642639868 |
0.0115445949512236 |
-0.0539787084493594 |
0.0123189038193232 |
0.036174085169642 |
0.0683810090349274 |
0.0711503135615645 |
0.00218112715558649 |
-0.0652724189662067 |
-0.0340676268792612 |
0.0498048003603734 |
-0.0628645431213868 |
-0.0292738758400948 |
-0.0286766248893409 |
0.0809687036124179 |
-0.0114239505511752 |
0.0763746299526295 |
0.0633357692645218 |
0.0278955594650771 |
0.0153440628964909 |
-0.208773195861869 |
0.107772766878261 |
0.0313834771760121 |
0.00815387377129665 |
-0.0652603178754819 |
0.0721139856403592 |
0.120582274926067 |
-0.0089278939951148 |
0.0596288381558516 |
0.0997257459139939 |
0.277212273596119 |
-0.049633686436176 |
0.0849949544760674 |
0.248921465012539 |
0.362335813863281 |
-0.0925670855819264 |
-0.274265442105772 |
-0.00322157205544742 |
-0.0223177650618738 |
0.334598482635981 |
-0.117813838685013 |
0.0689804760826361 |
0.0574907620020273 |
-0.062445019155717 |
-0.0111795950044936 |
-0.153348045110776 |
-0.235476941594827 |
-0.0852075439583325 |
0.126948870654182 |
-0.00283835565672035 |
0.0293746931125144 |
-0.188666043549241 |
-0.0378279742643767 |
0.0716219689857636 |
-0.112991578285002 |
-0.0342723062791803 |
-0.0818469504386844 |
-0.085588011050215 |
-0.0538371058948672 |
-0.145493918749073 |
-0.102709080156912 |
0.193703576056741 |
-0.22711832051396 |
0.0865187785319 |
0.0672498939957236 |
0.335214000686857 |
-0.0568677071347361 |
0.125411326690373 |
0.0245660202258441 |
-0.0239192435615006 |
0.16370647320944 |
-0.400456888181738 |
0.109797423950102 |
0.0747802562678372 |
0.0504970797516358 |
-0.0822367576202101 |
0.0831741150223539 |
-0.0685602653199185 |
-0.0790980985901407 |
-0.137814520006338 |
0.134135680886159 |
-0.129916210951308 |
-0.0645908759699381 |
-0.011468435821964 |
-0.00931533452504522 |
0.00407967055291443 |
0.0187539894899021 |
-0.0270708505440388 |
-0.105809211160464 |
-0.00484989425625711 |
0.0475090579985558 |
-0.076705167599774 |
-0.0162492501517027 |
-0.125308226910632 |
-0.0659885165010327 |
-0.00361015141215263 |
0.132539063286673 |
-0.041757852017001 |
-0.0937071274480736 |
0.0017688626723435 |
-0.0583870182589931 |
-0.00696191308567522 |
-0.138812311500331 |
-0.0528698909823009 |
-0.0782100141887284 |
-0.0551321741933327 |
0.0166425767901246 |
-0.164647670158102 |
0.103499316410866 |
-0.0935202706071876 |
0.0842060668661793 |
-0.0780021944116989 |
-0.0258014321107898 |
0.0502464284655951 |
0.144648018149612 |
-0.069640263808024 |
-0.124830602730742 |
-0.0605270561938714 |
-0.0813408499613678 |
0.0414562324412591 |
0.0438030668320185 |
0.123903887218633 |
-0.0144238646647399 |
-0.00920932036659053 |
0.0785362784949495 |
-0.119748265396545 |
0.0118198725529884 |
-0.0579626090615892 |
0.000232759268866499 |
-0.113294629361143 |
-0.0514148307926008 |
-0.0948067897250367 |
0.085034188281133 |
-0.0219563670460518 |
0.0440506554272887 |
0.0178291221316827 |
0.0323749507941193 |
-0.0511118829803063 |
-0.161444473698411 |
-0.0167082344460365 |
-0.0100745116161361 |
-0.0280550230731614 |
-0.0390742930693107 |
-0.0446564215739402 |
0.0322603167834276 |
-0.0430389356357961 |
-0.0197438815568626 |
0.0304231522753969 |
-0.117916682449522 |
0.0125595876328728 |
-0.0437728442458768 |
0.0167862967073388 |
0.0872333904480152 |
-0.123686822771547 |
0.00238337690686035 |
0.00114766536518629 |
-0.180506879772936 |
-0.0190775126178143 |
-0.0325204806791876 |
-0.0860655460162253 |
0.00862306022568138 |
0.0307456636996152 |
0.0613211266075566 |
-0.166754467576409 |
0.000873857714142122 |
0.00625839960142119 |
-0.141705073735253 |
0.0561806896239069 |
0.150180866596859 |
0.0148358859596284 |
0.00792171792257989 |
0.111355126911564 |
-0.0913214796711167 |
-0.0980017755933532 |
-0.0646220173873861 |
0.0340020207273637 |
-0.0017242324206671 |
-0.167105604815179 |
0.0458636160973149 |
0.0449518501466498 |
-0.0515427939829784 |
-0.025044376615064 |
-0.0702559305893388 |
-0.0584691734364692 |
0.0240324702162546 |
-0.162927000622336 |
0.0925267960166102 |
0.0915605057619447 |
0.0299613348082111 |
0.0427869421726924 |
-0.0644356454559796 |
0.0540945535017118 |
0.0274363765838751 |
0.0349488277481973 |
0.0847992567245669 |
0.109178119077804 |
0.162967682676235 |
-0.187599145191847 |
-0.133568842459547 |
0.106277207555059 |
0.0350026437153067 |
0.102254873896802 |
-0.107186166644172 |
0.00383925467452678 |
-0.0126519951976591 |
-0.0734214236584743 |
0.0068841036627199 |
-0.0503179761710134 |
-0.0403081545556488 |
-0.00061201062816644 |
-0.00166926662127193 |
-0.0937237917387892 |
0.0547647732871335 |
-0.0186321103375761 |
-0.0975816411899371 |
-0.00366097827182521 |
-0.0130642713440615 |
0.00449410000744949 |
-0.0394567793730276 |
-0.0180306384535523 |
-0.0441278811511252 |
0.0731445689407859 |
-0.0487190086315329 |
-0.0126514923717935 |
0.0326967823307087 |
-0.0222081053294122 |
0.0981615635568151 |
-0.0265008534698027 |
-0.0108886667683796 |
0.0227054520118639 |
-0.0357635817455941 |
-0.04761833593487 |
-0.0338191205699825 |
-0.0050056929542901 |
-0.00511542895399695 |
-0.00664703627682248 |
-0.0311700255610392 |
-0.00645832008255428 |
-0.0539673907960921 |
0.135512364105345 |
-0.0674835164351864 |
0.0168336153048012 |
-0.0215141430653815 |
-0.0244501264338464 |
0.0401631277677158 |
-0.0460569251483686 |
-0.0117401159133042 |
-0.14076296056461 |
-0.050849955444379 |
-0.00312259861142401 |
0.0702962236606146 |
-0.0428391850249179 |
0.0537938700692157 |
0.00154555036584889 |
-0.12609566317294 |
0.0341286089712637 |
-0.0719570122836791 |
-0.103323763499625 |
0.0163331959268808 |
-0.0066844052194246 |
0.0341758968333425 |
-0.059810270575962 |
-0.004988579183638 |
0.0774443158095391 |
-0.0172726736131106 |
0.069928698419937 |
-0.0952640287087573 |
-0.0298828408105219 |
-0.0914648263221268 |
0.0160674529342884 |
0.222519187087242 |
0.0315696208886758 |
0.0116289796591552 |
0.00599007709511017 |
-0.040602881007086 |
0.0925914390733745 |
-0.0844642941324202 |
0.0622600285204415 |
-0.058598436225742 |
0.0394110367048296 |
-0.00831353982483262 |
0.0646298104538286 |
-0.0392325784010383 |
0.0175151394402567 |
-0.0304517223188172 |
-0.0892570038573667 |
-0.0816055685454283 |
0.035185491967078 |
0.0162656252633405 |
0.0200249360952438 |
0.08796583622204 |
0.0178363076354191 |
-0.0842245055812551 |
-0.0273165619912755 |
0.0932229359593011 |
-0.0580154957377844 |
-0.0216519197076537 |
0.0242771707667956 |
0.0578076514217295 |
0.0815268760207339 |
0.0147441468789372 |
-0.0252280951155498 |
0.015193039009269 |
-0.139238838897471 |
-0.0565555700256235 |
0.0387194522368811 |
0.0162005008720035 |
-0.0268246147366193 |
-0.00782189385904327 |
0.0558922088996866 |
0.0172680475398121 |
-0.101169366831537 |
-0.0789077594203313 |
-0.0329017349477549 |
0.00994136717005776 |
-0.0240773479193377 |
0.0802256941755181 |
0.129226910167994 |
-0.0705070514271999 |
0.00717498118839027 |
-0.0115664988556287 |
-0.0113964086338206 |
-0.0818383477150263 |
-0.00574767095054692 |
0.142261644500075 |
-0.108272786316625 |
-0.0304820014158824 |
0.0215259339779813 |
-0.00335602178400701 |
0.0344386927602321 |
-0.0219664567489056 |
0.00956910603917214 |
0.0217805390226225 |
-0.101800301927045 |
-0.0152701062315903 |
0.0291337773634628 |
0.000149751963022142 |
0.0462573457022528 |
-0.0264933995468066 |
0.126535468712947 |
-0.0368849155245863 |
-0.018393300190841 |
0.167843571697236 |
0.0119682687840196 |
0.107260738594116 |
0.0721651026530891 |
0.102214019837618 |
-0.00313231976105588 |
0.0588222890173699 |
0.111476363350164 |
-0.0272135517955601 |
-0.116520022190929 |
0.0651394149400216 |
-0.0440628924329015 |
-0.0890075571035263 |
0.00911480172415286 |
0.037863333593378 |
-0.0321804417386512 |
0.0395319052373483 |
0.014773538995228 |
-0.0246272232039329 |
-0.0152996588711104 |
-0.0397260662741659 |
-0.0249806211101279 |
0.0152282668709666 |
0.0176118994633769 |
0.0902976708401967 |
0.0938273800139683 |
-0.0620252507110164 |
0.136238726442536 |
0.1378833404623 |
0.0582648323637365 |
-0.166737371672866 |
-0.108502484008565 |
0.0229299857587096 |
0.0745616275557851 |
-0.0079829800508107 |
-0.0895273434091916 |
0.184660047062128 |
-0.176059176259585 |
0.205434178934813 |
-0.0567943560705766 |
0.235486759851349 |
0.0952614510480823 |
-0.163394713687969 |
-0.0716706668871277 |
0.0527278236357617 |
-0.0730106024021465 |
-0.0119909624239527 |
0.0062407520821504 |
0.00756135745870682 |
0.0906134113699114 |
0.196907222409179 |
-0.0662086624231578 |
-0.010006414518147 |
0.0972105079312856 |
0.0501881227015143 |
0.166145249319336 |
0.219649635657508 |
0.0798227137317372 |
-0.286366891796412 |
0.195597453425777 |
-0.0886617722888993 |
0.0338039807232834 |
0.183190598480294 |
-0.026920294030891 |
-0.237356661725216 |
0.121138810610502 |
-0.010802373905347 |
0.0363067946705311 |
0.0439762019299836 |
-0.0714780647909689 |
0.230644639448942 |
0.240285538149028 |
-0.132610407373701 |
0.0623559749839608 |
0.0849221372094439 |