ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.5474 | 0.1798 | -0.0292 | -0.4593 | -0.0469 | -0.6957 |
(p-val) | (0.0529 ) | (0.0074 ) | (0.7568 ) | (0.0969 ) | (0.5479 ) | (0 ) |
Estimates ( 2 ) | 0.4706 | 0.1836 | 0 | -0.3842 | -0.0462 | -0.6958 |
(p-val) | (0.0074 ) | (0.0062 ) | (NA ) | (0.0293 ) | (0.5533 ) | (0 ) |
Estimates ( 3 ) | 0.4617 | 0.1882 | 0 | -0.3767 | 0 | -0.7209 |
(p-val) | (0.0078 ) | (0.0044 ) | (NA ) | (0.0307 ) | (NA ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
-0.0447135254057231 |
-0.0681917505478084 |
0.197918269607118 |
0.364977510288305 |
1.51337996933159 |
-0.359461693683337 |
0.457275231643101 |
-0.576200433829823 |
-0.358061445786517 |
1.26000911969509 |
-1.34266139991407 |
-0.353289571497946 |
0.161395641494175 |
-0.85782300297493 |
-0.555144912298359 |
-0.727027913044961 |
-0.369042261655499 |
-0.0578971497992717 |
-0.769036818576891 |
-0.853703554581848 |
0.700854566672244 |
-0.676058766832693 |
0.868578036694034 |
-0.10884588975301 |
-1.57887204236819 |
-1.12268950514398 |
0.39692385190415 |
0.0148495697973627 |
0.140259353790028 |
0.369865091064737 |
-0.279776101924426 |
0.304546129475365 |
0.892466302715145 |
0.0893800831442478 |
0.135269394231309 |
-1.20736758947938 |
-0.230372958786898 |
-0.0877971490509319 |
-0.33323296780618 |
0.60196627511901 |
0.48979033192109 |
-0.300400372794546 |
0.101351037939174 |
0.596346950582894 |
-0.476838868063972 |
-0.418379377485807 |
-0.117113003673828 |
-0.147180754345273 |
0.532293994236285 |
-0.976528360213732 |
0.331179682756605 |
0.869619341823574 |
-0.452578488121829 |
-0.42138949463861 |
-0.0683600581129025 |
0.326102644103438 |
0.848949464327804 |
0.455827855730794 |
0.823473300311693 |
0.933736135720844 |
1.23343911512994 |
0.408339888885158 |
0.287976014212968 |
-0.211203400023637 |
-0.267468886934765 |
-1.11645429924972 |
-0.0317247398904611 |
0.547972212916532 |
0.120802505225608 |
-0.868321571501203 |
-0.311155680962737 |
-0.380689102119501 |
-0.305618643654202 |
-0.409940938228271 |
-0.00967793776263202 |
0.495426344923855 |
-0.704347377621387 |
-0.0634698792084991 |
-0.513898813333212 |
0.589511460763565 |
-0.349423192928886 |
0.641305316979721 |
0.0343658031299827 |
-0.0527521706610295 |
-0.880138087903553 |
-0.110617811300362 |
0.725017567873349 |
-0.50521028991854 |
1.015061557493 |
0.432165488939549 |
-0.605966485103154 |
-0.999657590805216 |
-0.273898494723043 |
0.276038635782484 |
1.00336898138124 |
0.0129978236302341 |
-0.560227111581804 |
-0.549704221644982 |
-0.264710628774072 |
0.279628858544352 |
0.678638849882419 |
0.661069134033749 |
-0.704450399639775 |
-0.201260460274452 |
0.350125398121578 |
0.512074040088484 |
0.855206906549666 |
0.194069541456855 |
0.723929039883086 |
1.18131067430518 |
0.142881527616885 |
0.0179257999324864 |
-0.497956664934098 |
-0.299719686680144 |
0.135788266531753 |
-0.170331262015486 |
-1.03309848477463 |
-0.173819270986569 |
-0.963024089117263 |
0.698379739279439 |
-0.367089110910285 |
-0.263848476436372 |
-0.418819019840622 |
-1.12067684130113 |
0.0500585205773671 |
0.608903578527248 |
0.134690293435901 |
0.330041347787177 |
0.127838692569612 |
0.581319132516197 |
-0.038707943536881 |
-0.870097194938441 |
-0.462113796849836 |
-0.775456514875537 |
1.39586946762297 |
-0.373271731449701 |
-0.268080176510487 |
1.08656232048461 |
-0.325879955921929 |
0.30661854788457 |
-0.552774192453423 |
0.92873551861249 |
0.0930554068879337 |
0.793725485236928 |
-0.0655196055781843 |
0.31938973725902 |
-0.466224915112164 |
-0.262872803122968 |
0.0101377300966978 |
0.166709542388761 |
-0.27948869702557 |
-0.416437753013764 |
-0.221155653982262 |
-0.180257931963139 |
-0.698512272287555 |
-0.030966150632744 |
-0.218027303452022 |
-0.373584442457798 |
0.052951427314271 |
0.16272689702871 |
0.827781138510899 |
-0.724325872700048 |
-0.470004756981797 |
1.04570491743371 |
-0.192863384714994 |
-0.571180242416833 |
0.531291140789517 |
-0.305718227359467 |
0.338050048474922 |
0.476242122330785 |
-0.81389847635506 |
-0.0347526256916431 |
0.307275272687164 |
0.298265453953272 |
-0.356205547514144 |
-0.356604247457693 |
0.16191437451988 |
0.157622107243432 |
0.301928819166272 |
-0.561981939800824 |
-0.0543444359644914 |
-0.242625453729012 |
-0.0291188126122587 |
0.228470615616776 |
-0.510675391591978 |
1.12387561916997 |
-1.12598799910629 |
0.290323760058927 |
0.190186117613125 |
0.0853119358914609 |
-0.708038983963899 |
0.0821216895899207 |
-0.307060856617881 |
0.525053351110559 |
-0.601608778527341 |
0.538181815538459 |
-0.306512070731953 |
0.654542044064886 |
-0.537374859392079 |
-0.186945154314925 |
-0.0415286501896635 |
-0.0882630415428836 |
-0.256492309570866 |
-0.41305922709641 |
-0.270151685278353 |
-0.435615700218057 |
0.546649355951026 |
0.323884533274196 |
0.661932000134874 |
0.402774353219053 |
-0.428179650529226 |
-0.185363732952745 |
-0.146275810216944 |
0.177901302311226 |
-0.370503387950712 |
0.205238677067021 |
-0.0894107718996266 |
-0.0207802658241128 |
-0.00240155924277281 |
0.0272372593388978 |
-0.30401211751709 |
1.50787083654869 |
0.259049823633271 |
-0.546357645795726 |
0.581469268528577 |
0.330213798462058 |
-0.983366580775167 |
-0.736262986208755 |
-0.338744406461673 |
0.760537197604814 |
-0.261709569948611 |
-0.476048053943411 |
-0.110367750063647 |
1.69080994427218 |
0.149871963217245 |
-0.894443959355815 |
0.0854707859389192 |
-0.11791601547532 |
-0.215892867114871 |
-0.394092028282406 |
0.0924263195771732 |
0.0585916699118239 |
0.253245871086333 |
0.370568028643833 |
-0.386523945873816 |
0.447110885622225 |
0.623154288482199 |
-0.184203126128336 |
0.705478214339162 |
-0.317030724633314 |
-0.927475247660233 |
-0.0393758868190344 |
1.00274756958954 |
0.812619294578388 |
0.298293415694118 |
0.152551035780658 |
-0.150639291567325 |
0.110741928054486 |
0.552786542794449 |
0.0434953176436756 |
0.36320976255479 |
-0.0227970084706981 |
0.504138678148357 |
0.138779289305853 |
-0.0853035308417627 |
-0.496484911315902 |
-0.0852251911409686 |
-0.247830972313436 |
-0.120849214187909 |
-0.451770225463026 |
0.612150462832891 |
0.350625301752197 |
-0.359290488889771 |
-0.48443652903107 |
0.339430852270146 |
-0.0417944819768526 |
-0.0100068969566531 |
-0.403912575239062 |
0.151831207953882 |
-0.229701003816198 |
-0.217361643531106 |
-0.332188937105688 |
0.264417994027136 |
0.176869376138034 |
-0.176677800263279 |
-0.13567036715417 |
-0.827944200296052 |
-0.0722734399204132 |
-0.117607845832746 |
0.314635053724412 |
-0.154386181086533 |
0.163002765901451 |
-0.244739215669361 |
-0.204481562449259 |
0.0360259309576058 |
0.00417168114426594 |
0.266111866388443 |
-0.651003114649842 |
0.589994534676577 |
0.312322955620027 |
0.55266992874864 |
-0.0962287489408765 |
-0.467083613141822 |
-0.198196785314411 |
0.395575343631519 |
0.175735234004809 |
0.315653622056974 |
-0.16114907850581 |
0.882040919470631 |
0.0637848764427299 |
0.858633851994301 |
0.822761597215925 |
1.77266886690859 |
-0.56698109822252 |
0.153261675817821 |
-0.27923293044209 |
0.0495720504717388 |
-1.16973330350604 |
-0.0821094023297278 |
0.0681021355630733 |
-0.201544972117822 |
0.0764370043961384 |
-0.526360142929291 |
-0.080413992290807 |
-0.390603734038536 |
-0.366201530340293 |
-0.236325627413761 |
-0.0197748907207431 |
-0.400593230734885 |
0.273305313443572 |
0.571670833577946 |
0.355107022563815 |
-0.598053247795437 |
0.0680124314430932 |
0.0825157705041395 |
-0.236688909377818 |
-0.720993035857936 |
0.445855527021637 |
-0.278184399175569 |
-0.813695706192547 |
0.0382223634028161 |
0.287981462997023 |
-0.397401294088736 |
0.453441800201652 |
-0.336993631715909 |
0.0350016901300973 |
-0.129074066212103 |
-0.92948724921499 |
0.112538313206619 |
-0.266214839380579 |
0.318919353798613 |
-0.235823743806211 |
0.312056037492047 |
-0.607348899940245 |
0.821439552875318 |
-0.330769416907474 |
-0.0368470896545833 |
-0.223411512848023 |
-0.0162393530813711 |
0.494328753928909 |