| 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 |
| -0.0447135975564015 |
| -0.068851077389192 |
| 0.19975885994943 |
| 0.369237718927883 |
| 1.52891008716395 |
| -0.362461380458287 |
| 0.456332847475961 |
| -0.580190969979705 |
| -0.364333253660248 |
| 1.27450372436959 |
| -1.35440590062028 |
| -0.363598699194249 |
| 0.165785243750222 |
| -0.850601443886277 |
| -0.559434619476288 |
| -0.731897931714867 |
| -0.402813853637869 |
| -0.0477724404679542 |
| -0.776849659844251 |
| -0.839353539146016 |
| 0.70897112622612 |
| -0.69968966146469 |
| 0.895086299414392 |
| -0.0956342505965127 |
| -1.57974817944645 |
| -1.0972358836624 |
| 0.417039930315061 |
| 0.0439997587924109 |
| 0.167496313026295 |
| 0.365238294769197 |
| -0.251725162839035 |
| 0.318837141580976 |
| 0.86573415749751 |
| 0.124189182294537 |
| 0.0903329569178606 |
| -1.20515699935903 |
| -0.183214652104578 |
| -0.063273993119216 |
| -0.348733260268386 |
| 0.59347410057631 |
| 0.492799631360409 |
| -0.314844126750646 |
| 0.100870214135639 |
| 0.573039262494829 |
| -0.494356777582491 |
| -0.421225792025915 |
| -0.119085785135963 |
| -0.117012806045119 |
| 0.520332372968346 |
| -0.993117054371473 |
| 0.33798358899519 |
| 0.85311714464704 |
| -0.457610015448462 |
| -0.413607276824214 |
| -0.0766437074878558 |
| 0.306427995129002 |
| 0.875079155084385 |
| 0.468637235479884 |
| 0.823142613350431 |
| 0.915708767009251 |
| 1.20366940089563 |
| 0.416221225201744 |
| 0.273455918705473 |
| -0.224500131619378 |
| -0.243846206234801 |
| -1.10646962372921 |
| -0.0326091583785065 |
| 0.549057326731057 |
| 0.103171731988667 |
| -0.884283825633521 |
| -0.333679108830001 |
| -0.414771401947834 |
| -0.335151161309839 |
| -0.445011431268229 |
| -0.0128575814715765 |
| 0.519556851120394 |
| -0.69698077493146 |
| -0.0498598984938788 |
| -0.514252272196781 |
| 0.583668607531954 |
| -0.333319122170617 |
| 0.662837243948878 |
| 0.0561917854880375 |
| -0.041152497735812 |
| -0.853189729557153 |
| -0.113091473746239 |
| 0.734507295745328 |
| -0.50641355320503 |
| 1.02342654951866 |
| 0.411021443268426 |
| -0.600246448228955 |
| -0.99896682661693 |
| -0.252766413008753 |
| 0.252299552234367 |
| 1.00571064251044 |
| 0.0102246939947914 |
| -0.537293108635791 |
| -0.563639189076632 |
| -0.275112656990782 |
| 0.307454958018172 |
| 0.642645434743438 |
| 0.633466903585246 |
| -0.703923157889356 |
| -0.161817894215063 |
| 0.360736548150943 |
| 0.511094850347629 |
| 0.835857700200639 |
| 0.189891892600526 |
| 0.722949816590086 |
| 1.18106818534133 |
| 0.164913915264453 |
| 0.0100164918248854 |
| -0.50276182086032 |
| -0.318345598314152 |
| 0.134347355642333 |
| -0.168654846711318 |
| -1.04340733949278 |
| -0.178322274835372 |
| -0.957227812085651 |
| 0.690930421824966 |
| -0.395368902686234 |
| -0.311809593084826 |
| -0.415378680777951 |
| -1.1144429489918 |
| 0.0777377605289671 |
| 0.626822819735826 |
| 0.105795349188376 |
| 0.325709218844843 |
| 0.15435436526943 |
| 0.598011484541181 |
| 0.0114304228401893 |
| -0.884708349528124 |
| -0.452863224576263 |
| -0.758032197836134 |
| 1.41250623643531 |
| -0.340443066035576 |
| -0.272356293091256 |
| 1.07383377870599 |
| -0.341684610148132 |
| 0.288713148318133 |
| -0.570178375467876 |
| 0.920864591771103 |
| 0.0990618277792076 |
| 0.823573067114276 |
| -0.0609090690118148 |
| 0.332837291098084 |
| -0.497230844802295 |
| -0.274357415890976 |
| 0.021132006856406 |
| 0.156660834815392 |
| -0.280694998417876 |
| -0.422116334829533 |
| -0.216952569168654 |
| -0.182930099751707 |
| -0.698085771341028 |
| -0.055519222900064 |
| -0.227526605979338 |
| -0.395395304282079 |
| 0.087790466841846 |
| 0.150835187390292 |
| 0.824188997689988 |
| -0.699442817902407 |
| -0.48070340371998 |
| 1.06253284964567 |
| -0.201920241081153 |
| -0.543002645536571 |
| 0.549311528954242 |
| -0.291324700646986 |
| 0.33062507296194 |
| 0.482571358168004 |
| -0.80852116233046 |
| -0.0584059794301274 |
| 0.29128914268057 |
| 0.335777312261192 |
| -0.360563114757611 |
| -0.38394667279532 |
| 0.151464453516804 |
| 0.186525703129928 |
| 0.2793241297717 |
| -0.549542473080587 |
| -0.0743318544245414 |
| -0.260815505175626 |
| -0.00535042577469104 |
| 0.220801673208287 |
| -0.502188957913164 |
| 1.11771421710809 |
| -1.13397642838515 |
| 0.310238692404703 |
| 0.176860485751251 |
| 0.0813948602184539 |
| -0.711425327957502 |
| 0.0913318649965922 |
| -0.304666277507114 |
| 0.53176251242292 |
| -0.609982158534 |
| 0.522866800848758 |
| -0.277808945039933 |
| 0.636558927528419 |
| -0.531300720466899 |
| -0.191649864679672 |
| -0.0507802811785204 |
| -0.0853233870119887 |
| -0.234326630232533 |
| -0.426080253503842 |
| -0.266141480294914 |
| -0.44939188007748 |
| 0.552249715754605 |
| 0.313444851225879 |
| 0.667294124561339 |
| 0.415519848557979 |
| -0.453800038035257 |
| -0.173880806260092 |
| -0.145531266812513 |
| 0.184780482334863 |
| -0.372914391733875 |
| 0.207246918668066 |
| -0.0896899164201706 |
| -0.00469030876669471 |
| -0.0300931075121586 |
| 0.0294783221899896 |
| -0.322250688756535 |
| 1.52890777947118 |
| 0.237391408950256 |
| -0.544594140716878 |
| 0.581191326819688 |
| 0.33066895059344 |
| -0.986825040953978 |
| -0.754572168836486 |
| -0.344428455761885 |
| 0.759526017838667 |
| -0.260033466575689 |
| -0.467803398721052 |
| -0.0940196345490337 |
| 1.68862806152533 |
| 0.115040238710846 |
| -0.88988033460933 |
| 0.0676016712778089 |
| -0.11720265688258 |
| -0.209507138112201 |
| -0.382410506399521 |
| 0.091055970867866 |
| 0.0417472945933687 |
| 0.256954006503187 |
| 0.389318400645662 |
| -0.384469280220314 |
| 0.458532144139405 |
| 0.604655486005763 |
| -0.177248281800628 |
| 0.709930417197372 |
| -0.303394376059225 |
| -0.953853005657786 |
| -0.048299122668885 |
| 0.991525873334455 |
| 0.825956140421231 |
| 0.284996455251105 |
| 0.139735056932413 |
| -0.144410002936183 |
| 0.166306721614458 |
| 0.530924855796225 |
| 0.0237506524681535 |
| 0.353800138884694 |
| -0.0112804035238849 |
| 0.499744152029792 |
| 0.12193057979977 |
| -0.114215564176263 |
| -0.50428076136487 |
| -0.0904212283111114 |
| -0.243343899338681 |
| -0.125828500021664 |
| -0.400377281112512 |
| 0.604748667254737 |
| 0.332080862775385 |
| -0.350557374664389 |
| -0.488561676867702 |
| 0.29515474521128 |
| -0.0565870545443949 |
| 0.00478840222779325 |
| -0.371090500197721 |
| 0.158928091484615 |
| -0.2166489709501 |
| -0.22406799712593 |
| -0.282626424604171 |
| 0.264514942349082 |
| 0.157522198804002 |
| -0.151106223288107 |
| -0.128481389444627 |
| -0.848383716206 |
| -0.0795563847003291 |
| -0.107817656783217 |
| 0.328071235215951 |
| -0.154768162022171 |
| 0.165799027663996 |
| -0.247712618260516 |
| -0.178864229664554 |
| 0.051092530366185 |
| -0.00189317099383931 |
| 0.275780381123414 |
| -0.658673634517877 |
| 0.601320873752928 |
| 0.310561088990036 |
| 0.558385655357484 |
| -0.106050295870301 |
| -0.461152112770098 |
| -0.205809008257585 |
| 0.39237861509895 |
| 0.190088475750179 |
| 0.332604769074611 |
| -0.160478793744549 |
| 0.876919262045452 |
| 0.069807115348101 |
| 0.8243014746347 |
| 0.81179831568855 |
| 1.76116717161172 |
| -0.560099455670421 |
| 0.157428460686782 |
| -0.271266442117145 |
| 0.0298150076274938 |
| -1.16844648188344 |
| -0.0760071792925438 |
| 0.0762442163813859 |
| -0.213133097363578 |
| 0.0554242326635321 |
| -0.54510602198665 |
| -0.0970187838929338 |
| -0.414561795356839 |
| -0.354164227684292 |
| -0.247488454636249 |
| -0.0173177708953856 |
| -0.401574770640281 |
| 0.302548944683364 |
| 0.590591902515323 |
| 0.350161204896005 |
| -0.574360262885138 |
| 0.0527131225430806 |
| 0.110062420335209 |
| -0.218477278227609 |
| -0.671792343991023 |
| 0.443222994915277 |
| -0.272979855092307 |
| -0.823082143575851 |
| 0.0464802606853471 |
| 0.266124406707183 |
| -0.400171438861263 |
| 0.443833899853294 |
| -0.312784943153084 |
| 0.0242214760106831 |
| -0.130728880695374 |
| -0.915920746662384 |
| 0.146465382814139 |
| -0.285944694135481 |
| 0.316850276006811 |
| -0.22309923793668 |
| 0.301762330775462 |
| -0.618747380276495 |
| 0.845445889852936 |
| -0.330790134887514 |
| -0.0371750227443185 |
| -0.226828455263526 |
| -0.0121392879717632 |
| 0.516891082519025 |
