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 |