ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 0.1048 | 0.2363 | 0.0316 | 0.9896 | -0.6923 |
(p-val) | (0.7696 ) | (0.0023 ) | (0.9327 ) | (0 ) | (0 ) |
Estimates ( 2 ) | 0.1348 | 0.2313 | 0 | 0.9896 | -0.6918 |
(p-val) | (0.0082 ) | (0 ) | (NA ) | (0 ) | (0 ) |
Estimates ( 3 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.235099323359327 |
19.0061408885698 |
-10.2117339496635 |
-14.0641172757183 |
-13.9413192468913 |
21.7757810164002 |
1.61100816102369 |
-11.8967408485622 |
-6.7906866085879 |
-11.8504426381919 |
15.5656445316936 |
5.20170664538019 |
31.1008673760374 |
4.31268276537959 |
-1.31525545729341 |
6.2796145626017 |
46.8853512330005 |
0.886303762015217 |
23.0140084218962 |
-30.772467027942 |
-19.2565576602354 |
43.5952687635178 |
-41.0055065225157 |
-5.77674849888518 |
34.0146352704653 |
-29.5252205950311 |
-35.3149475934236 |
-35.2864237290836 |
-18.9213683128296 |
5.44856358373617 |
-33.0542692111717 |
-31.5487950158232 |
25.2076429637242 |
-28.1689442223941 |
28.6617044346583 |
-3.79162093998823 |
-59.7766443303333 |
-32.1990400377888 |
21.3637047581848 |
4.40937577310114 |
0.998285083816293 |
2.28360619804324 |
-10.1597789210036 |
17.9519457242052 |
25.9915469447255 |
-1.13488306509405 |
3.82562060054791 |
-32.5880838105389 |
-11.1784184729254 |
-0.11167243477601 |
-6.15010925863263 |
21.6227802645366 |
11.8542824167706 |
-15.7021103385566 |
3.38267468987089 |
22.4799641967389 |
-13.2496280361565 |
-10.85246934467 |
-1.46672609417968 |
-3.48375259596787 |
6.07900460923543 |
-29.9727941982669 |
16.0693636820703 |
27.8068752120254 |
-15.4190516023017 |
-15.5763868328876 |
-0.311882800566532 |
14.083620264225 |
22.4476141843508 |
9.03627015517071 |
22.5016785819445 |
28.0308673374151 |
52.5086147660366 |
20.8925246561663 |
7.93410748041428 |
-9.38200392517716 |
-9.03883559026934 |
-25.1702915397441 |
3.11612082229391 |
12.0833180442958 |
0.755115759005697 |
-37.1437975736332 |
-0.393162037235029 |
-11.6059034803377 |
-4.58438643680724 |
-19.9239426351945 |
-8.1511793615307 |
14.9777527573412 |
-28.3513259580376 |
3.06215562236475 |
-16.5058954107879 |
15.1343666122827 |
-11.2530757373636 |
18.9577377076712 |
4.25507877283381 |
-2.39582668570844 |
-25.5182515890551 |
-2.61472020674531 |
24.3424656913201 |
-21.5238178881587 |
33.1964269430189 |
18.4605226633738 |
-23.572774228068 |
-32.9451772745362 |
-2.89433488194975 |
9.34169966989969 |
30.2046536447599 |
-2.52244119462412 |
-15.0963962811538 |
-17.378351194281 |
-9.75115149155177 |
10.7999238620655 |
18.4793210322982 |
21.3457001022341 |
-25.440206076805 |
-4.88021721829448 |
14.5312404074848 |
13.7765083068758 |
31.101734676979 |
7.36368397668656 |
43.1393474877986 |
53.8288908038686 |
-0.970186850451381 |
-3.88344976483277 |
-18.9803509334002 |
5.89681323746607 |
5.38902803653052 |
-21.1475838816732 |
-43.9213820568317 |
-6.0918329938741 |
-24.7180014179511 |
27.4584705188898 |
-8.05518538884751 |
-20.607438950408 |
-24.0903556145276 |
-47.5676815352552 |
5.31382396260001 |
25.4772458648291 |
-2.73467002700749 |
7.3310950814892 |
6.85480629101966 |
19.1976748857079 |
6.36618056437638 |
-33.1732322147335 |
-9.10620950835025 |
-30.0375442621066 |
53.9862474877805 |
-18.7193830216942 |
-14.3716744282165 |
48.4174926073551 |
-17.9866466110772 |
6.89646016528977 |
-18.0182791548273 |
33.2740710032997 |
10.5464686616503 |
33.8086924873289 |
12.0686617059643 |
16.1422054487987 |
-26.6177574580311 |
-17.0994809573409 |
2.84676743844868 |
18.487690576221 |
-17.3947475740904 |
-25.995887314331 |
-7.66434978006916 |
-7.77058183636139 |
-22.0504588587325 |
-2.56841478910624 |
-6.04423566361788 |
-21.645034938796 |
0.96701642876916 |
4.6208394063604 |
29.319374780051 |
-29.7349800087596 |
-18.1590180585738 |
44.1953966699639 |
-10.3484341613061 |
-23.0446702546761 |
26.9662311401912 |
-12.7324045099415 |
16.3414222786479 |
20.9848641046624 |
-38.554383813926 |
-1.10885543501798 |
13.5820294920999 |
14.9395269399698 |
-16.9496804170119 |
-16.8091926220002 |
8.96418369320206 |
6.18168771964863 |
11.8698155478683 |
-22.097363174694 |
0.561020823222548 |
-11.0883674191028 |
-0.985506691258675 |
8.5181589303533 |
-21.7957513804067 |
45.4868615863999 |
-46.9630788294963 |
11.3243800884767 |
10.7954150159822 |
-0.74496456309809 |
-25.4942320797863 |
5.0832120092581 |
-12.9616111085156 |
19.6933697276724 |
-24.0040169770795 |
20.6424746805834 |
-9.62860056883609 |
19.5287166715138 |
-17.7020595515206 |
-6.53286052233163 |
2.35493387678204 |
-3.5936482701374 |
-9.92456581910399 |
-14.7153548774433 |
-14.8773709876865 |
-17.3089152612494 |
24.7434079250602 |
12.4040886494875 |
19.5325937549751 |
6.92827276184512 |
-11.7207674538198 |
-1.31375340953061 |
-0.522737049818418 |
6.16234427722825 |
-14.4787023034419 |
6.9977110306554 |
-7.01598186819026 |
-1.04668616569899 |
2.88997399623809 |
3.19615425211118 |
-10.1457072938262 |
47.0591976947967 |
8.65359645252659 |
-20.0902723828796 |
24.1375321385233 |
12.0470468158414 |
-33.7695854876109 |
-21.7552803557724 |
-10.870152225768 |
26.040566266256 |
-10.6695150107879 |
-15.5705485716776 |
-0.112227566160449 |
51.0696376718095 |
1.11000982190088 |
-31.2528268419286 |
7.43250750085287 |
-2.12857554383516 |
-7.19257726994943 |
-10.8382585526304 |
0.0603077679638646 |
-0.153217144497985 |
10.2008322035065 |
13.4880046147887 |
-13.1462023622229 |
10.230108279941 |
23.6684688100912 |
-6.57031736841793 |
24.0604170369963 |
-9.93931308297906 |
-29.9514853376826 |
3.18831060783079 |
36.2253287389116 |
27.6423783871408 |
6.21290037329183 |
2.3198059258085 |
-4.63472645583919 |
26.307434665497 |
16.6117638499302 |
-8.04659492069995 |
13.9566373963129 |
1.29617105747487 |
26.148395778505 |
4.86470385130154 |
13.2763883888268 |
-18.7864273730228 |
-11.600420169185 |
-17.5014439731044 |
-7.93288780881169 |
9.33297265524812 |
16.517965912548 |
0.248206116744364 |
-19.8722848224304 |
-19.2659504354802 |
18.1961464034183 |
-4.85444904193284 |
11.5664151699005 |
-15.6508311600903 |
-0.144582519430128 |
-15.7882995560566 |
-12.1364940623605 |
7.99015800696522 |
3.27527599751237 |
-3.49568191383768 |
-8.91320313314211 |
-4.60201997221042 |
-33.6193186450102 |
-2.21794290064345 |
0.330963361121376 |
12.5493174865021 |
-12.4116574903939 |
3.53073133308671 |
-9.9936857935743 |
-0.55213295463726 |
-1.35758814578651 |
-4.20716736768391 |
10.6875598437794 |
-26.2353620246781 |
25.565601111396 |
11.8825959601252 |
26.2136096323146 |
-3.46947180673541 |
-22.7523196627191 |
-7.62127618324474 |
17.3725946291279 |
19.3187633744382 |
8.6850134667858 |
-13.3945512668996 |
39.9592056775403 |
1.88562464960434 |
41.1605060593178 |
40.0413914308284 |
117.842977039161 |
-27.5001130438121 |
1.36237744438332 |
-19.2663070958865 |
-0.938515583711979 |
-11.3748902031002 |
-13.4410857404234 |
-13.7700551745649 |
-13.7751267241124 |
-1.08486024317253 |
-23.3612151111997 |
-6.24331237954128 |
-4.64341429756539 |
-21.2349219021349 |
-26.5518276780575 |
-10.4391928713103 |
-25.6068603266418 |
40.8941694269622 |
21.873222904832 |
2.02883989567272 |
-31.5068326558948 |
3.48087068292462 |
13.2441930439633 |
-13.8106586393821 |
-23.302471187321 |
28.3667200149178 |
-25.5935264840767 |
-51.8978495889171 |
4.93111668519981 |
30.8903415318637 |
-31.9023965032272 |
15.1098215958069 |
-15.3948552663624 |
-1.62515770140647 |
-3.22897684703647 |
-46.5476736443512 |
12.2928192696021 |
-15.6738485882641 |
11.7679950767435 |
-11.3613219197138 |
12.0587932244453 |
-27.1512192479372 |
41.4175365761337 |
-20.6067838139101 |
-2.62533763304354 |
-7.93889156384962 |
-0.516239580115899 |
25.8726185465278 |