ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.4867 | 0.1754 | -0.3974 | -0.1005 | -0.0616 | -0.6417 |
(p-val) | (0.0053 ) | (0.0103 ) | (0.0223 ) | (0.3733 ) | (0.4942 ) | (0 ) |
Estimates ( 2 ) | 0.4706 | 0.1836 | -0.3842 | -0.0462 | 0 | -0.6958 |
(p-val) | (0.0074 ) | (0.0062 ) | (0.0293 ) | (0.5533 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 0.4617 | 0.1882 | -0.3767 | 0 | 0 | -0.7209 |
(p-val) | (0.0078 ) | (0.0044 ) | (0.0307 ) | (NA ) | (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 |
-0.0447135254057248 |
-0.068191750570018 |
0.197918269606767 |
0.364977510480364 |
1.51337997001491 |
-0.359461692692278 |
0.457275231502941 |
-0.576200434425975 |
-0.358061446762809 |
1.26000911919094 |
-1.3426613995655 |
-0.353289572272576 |
0.161395641006039 |
-0.857823002225894 |
-0.555144912714677 |
-0.727027913427185 |
-0.369042263720964 |
-0.057897148849369 |
-0.769036817946528 |
-0.853703552871702 |
0.700854566929713 |
-0.676058766898924 |
0.8685780389433 |
-0.108845887798573 |
-1.57887204058037 |
-1.12268950420273 |
0.396923851965569 |
0.0148495722533744 |
0.140259357209249 |
0.369865091448743 |
-0.27977609909265 |
0.304546130220721 |
0.892466300941603 |
0.0893800864394611 |
0.135269391227267 |
-1.20736758943123 |
-0.230372957020729 |
-0.0877971494845146 |
-0.333232968913545 |
0.601966274149009 |
0.489790332779987 |
-0.30040037273032 |
0.101351037465765 |
0.596346948276175 |
-0.476838868118948 |
-0.418379377958274 |
-0.117113004328417 |
-0.147180753398651 |
0.53229399247261 |
-0.976528361947971 |
0.33117968278846 |
0.869619340713942 |
-0.45257848693113 |
-0.421389493954976 |
-0.0683600596148124 |
0.326102642776714 |
0.848949466716148 |
0.455827856984584 |
0.823473300848379 |
0.933736133640458 |
1.23343911305542 |
0.408339887976362 |
0.287976012716416 |
-0.211203401074363 |
-0.26746888677941 |
-1.11645430061279 |
-0.0317247419611393 |
0.547972212615497 |
0.120802505203706 |
-0.868321572115532 |
-0.311155682279801 |
-0.380689104886608 |
-0.305618644605495 |
-0.409940941522515 |
-0.00967793736508503 |
0.495426347825795 |
-0.704347376462402 |
-0.0634698794656698 |
-0.513898813561395 |
0.589511461499308 |
-0.349423190287194 |
0.641305318304652 |
0.0343658055867815 |
-0.0527521693413458 |
-0.88013808526258 |
-0.110617813036417 |
0.725017568433121 |
-0.505210288357341 |
1.0150615573079 |
0.43216548655901 |
-0.605966484589926 |
-0.999657589859428 |
-0.273898494235233 |
0.276038633377334 |
1.00336898214727 |
0.0129978244196988 |
-0.560227109760074 |
-0.549704223972516 |
-0.264710629286852 |
0.279628860388416 |
0.678638847868503 |
0.661069132524911 |
-0.704450399948789 |
-0.201260457770014 |
0.350125397880165 |
0.51207404046824 |
0.855206906792167 |
0.194069541636632 |
0.723929038782105 |
1.18131067298568 |
0.142881529978045 |
0.0179257992173649 |
-0.497956665394179 |
-0.29971968896939 |
0.135788263432812 |
-0.170331262881628 |
-1.03309848562878 |
-0.173819271274051 |
-0.96302408721706 |
0.69837973868929 |
-0.367089112370319 |
-0.263848478594962 |
-0.418819018967518 |
-1.12067684039214 |
0.0500585225821296 |
0.608903580253748 |
0.134690291624678 |
0.330041348089375 |
0.127838694231447 |
0.581319134621242 |
-0.0387079391384443 |
-0.870097195066174 |
-0.46211379738008 |
-0.775456514275368 |
1.39586946814998 |
-0.373271729166201 |
-0.268080175766345 |
1.08656232000804 |
-0.325879956916868 |
0.306618546870411 |
-0.552774194646825 |
0.928735518538036 |
0.0930554074196139 |
0.793725487523887 |
-0.0655196058831758 |
0.319389737335432 |
-0.466224916530026 |
-0.26287280601473 |
0.0101377297889321 |
0.166709543071387 |
-0.279488697769329 |
-0.416437753159013 |
-0.221155655098779 |
-0.180257930613951 |
-0.698512272071116 |
-0.0309661520108812 |
-0.218027304661754 |
-0.373584443853832 |
0.0529514307570937 |
0.162726895411381 |
0.827781138825207 |
-0.724325868294362 |
-0.470004758449234 |
1.04570491786558 |
-0.192863385796906 |
-0.571180238732665 |
0.531291140851591 |
-0.305718225764298 |
0.338050047369129 |
0.47624212229548 |
-0.813898475121248 |
-0.0347526285331439 |
0.307275271758755 |
0.298265457183836 |
-0.356205548558446 |
-0.356604248588957 |
0.161914372355164 |
0.157622109396232 |
0.301928817825696 |
-0.561981938576204 |
-0.0543444377712256 |
-0.242625455291228 |
-0.0291188115730895 |
0.228470614637006 |
-0.510675389572873 |
1.12387561905997 |
-1.12598800027546 |
0.29032376190433 |
0.190186115737645 |
0.0853119361597817 |
-0.708038983594444 |
0.0821216891754381 |
-0.307060856747843 |
0.525053351581741 |
-0.601608779320242 |
0.538181814497383 |
-0.306512068299638 |
0.654542044531521 |
-0.53737486074489 |
-0.186945154129269 |
-0.0415286514173413 |
-0.0882630411827104 |
-0.256492308353941 |
-0.413059228553879 |
-0.270151685538235 |
-0.435615700806758 |
0.546649355345503 |
0.323884533777379 |
0.661932001163851 |
0.402774356850292 |
-0.428179654071949 |
-0.185363732351798 |
-0.146275810966406 |
0.177901302434422 |
-0.37050338889839 |
0.205238676307464 |
-0.0894107725670443 |
-0.020780264582518 |
-0.00240156148496601 |
0.027237260428761 |
-0.304012118322446 |
1.50787083979102 |
0.259049820904403 |
-0.546357644977852 |
0.581469267535052 |
0.330213798270331 |
-0.983366581900927 |
-0.736262988873595 |
-0.3387444087161 |
0.760537196901047 |
-0.261709569152106 |
-0.476048052063922 |
-0.11036774898827 |
1.69080994703978 |
0.149871960917807 |
-0.89444395874598 |
0.0854707841839252 |
-0.117916015644284 |
-0.215892868582292 |
-0.394092028680007 |
0.0924263184543216 |
0.058591669486815 |
0.253245871408703 |
0.370568030327609 |
-0.386523945370544 |
0.447110890424461 |
0.623154286603536 |
-0.18420312666525 |
0.705478215065575 |
-0.317030723430716 |
-0.927475251460118 |
-0.039375889939744 |
1.00274756764144 |
0.81261929695723 |
0.29829341575836 |
0.152551035337065 |
-0.150639292038429 |
0.110741934834994 |
0.552786540926509 |
0.0434953147112301 |
0.363209762786509 |
-0.0227970081427034 |
0.504138675352424 |
0.138779286905376 |
-0.0853035323190891 |
-0.496484911108282 |
-0.085225191991771 |
-0.247830972188592 |
-0.120849215406307 |
-0.451770219371036 |
0.612150463129442 |
0.350625299958072 |
-0.359290486177318 |
-0.484436529581368 |
0.339430847526538 |
-0.04179448345411 |
-0.0100068949516317 |
-0.40391257230065 |
0.151831208519986 |
-0.229701002820787 |
-0.217361644443429 |
-0.332188932423211 |
0.264417995396671 |
0.176869374863164 |
-0.176677797319851 |
-0.135670367156522 |
-0.827944202014328 |
-0.0722734412054292 |
-0.117607844899363 |
0.3146350548744 |
-0.154386180190955 |
0.163002766297209 |
-0.244739216220372 |
-0.204481560160278 |
0.0360259332914365 |
0.00417168096220324 |
0.266111867403148 |
-0.651003115556459 |
0.589994534374599 |
0.3123229553376 |
0.552669929926551 |
-0.0962287491235329 |
-0.46708361270574 |
-0.198196786667396 |
0.395575342061826 |
0.175735235024807 |
0.315653624555208 |
-0.161149078162954 |
0.882040919260029 |
0.0637848758882274 |
0.85863384948623 |
0.822761596570881 |
1.77266886701177 |
-0.56698109715146 |
0.153261674779983 |
-0.279232931851406 |
0.0495720476014342 |
-1.1697333044563 |
-0.082109402254228 |
0.0681021351452311 |
-0.201544971565849 |
0.0764370021920877 |
-0.526360143076404 |
-0.0804139924411478 |
-0.390603733294242 |
-0.366201529954764 |
-0.236325628463171 |
-0.0197748908005201 |
-0.40059323025076 |
0.273305314699106 |
0.571670836112908 |
0.355107023195257 |
-0.598053244582319 |
0.0680124296295634 |
0.0825157723798942 |
-0.236688907197677 |
-0.720993030836092 |
0.445855525389991 |
-0.278184399046103 |
-0.813695706906145 |
0.0382223632234146 |
0.287981460707054 |
-0.397401292522107 |
0.453441800228948 |
-0.336993629724672 |
0.0350016894417679 |
-0.129074066176102 |
-0.929487247871639 |
0.112538315342205 |
-0.266214841056696 |
0.318919353458226 |
-0.235823743490795 |
0.312056036916161 |
-0.607348900500754 |
0.821439554981428 |
-0.330769415699755 |
-0.0368470899315831 |
-0.223411513405448 |
-0.0162393529216278 |
0.494328754593185 |