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R Software Module

rwasp_arimabackwardselection.wasp

Title produced by software

ARIMA Backward Selection

Date of computation

Sat, 04 Dec 2010 15:09:09 +0000

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/04/t1291475408pyvl6klzfo66r7x.htm/, Retrieved Sun, 05 May 2024 00:38:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105173, Retrieved Sun, 05 May 2024 00:38:26 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

107

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Standard Deviation-Mean Plot] [Unemployment] [2010-11-29 10:34:47] [b98453cac15ba1066b407e146608df68]
- RMP     [ARIMA Backward Selection] [Unemployment] [2010-11-29 17:10:28] [b98453cac15ba1066b407e146608df68]
-   PD        [ARIMA Backward Selection] [ws9] [2010-12-04 15:09:09] [0cadca125c925bcc9e6efbdd1941e458] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	129 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 129 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105173&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]129 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105173&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105173&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	129 seconds
R Server	'George Udny Yule' @ 72.249.76.132

ARIMA Parameter Estimation and Backward Selection
Iteration	ar1	ar2	ar3	ma1	sar1	sar2	sma1
Estimates ( 1 )	-0.809	-0.0725	-0.051	0.7316	0.0921	-0.0148	-0.1148
(p-val)	(0 )	(0.005 )	(0.0095 )	(0 )	(0.9367 )	(0.4977 )	(0.9212 )
Estimates ( 2 )	-0.8307	-0.074	-0.0498	0.7534	0	-0.0156	-0.0238
(p-val)	(0 )	(0.0042 )	(0.013 )	(0 )	(NA )	(0.398 )	(0.2168 )
Estimates ( 3 )	-0.825	-0.073	-0.05	0.7486	0	0	-0.0237
(p-val)	(0 )	(0.0044 )	(0.012 )	(0 )	(NA )	(NA )	(0.2235 )
Estimates ( 4 )	-0.7694	-0.0687	-0.0517	0.6929	0	0	0
(p-val)	(0 )	(0.0064 )	(0.0073 )	(0 )	(NA )	(NA )	(NA )
Estimates ( 5 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 6 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 7 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 8 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 9 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 10 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 11 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 12 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 13 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )

\begin{tabular}{lllllllll}
\hline
ARIMA Parameter Estimation and Backward Selection \tabularnewline
Iteration & ar1 & ar2 & ar3 & ma1 & sar1 & sar2 & sma1 \tabularnewline
Estimates ( 1 ) & -0.809 & -0.0725 & -0.051 & 0.7316 & 0.0921 & -0.0148 & -0.1148 \tabularnewline
(p-val) & (0 ) & (0.005 ) & (0.0095 ) & (0 ) & (0.9367 ) & (0.4977 ) & (0.9212 ) \tabularnewline
Estimates ( 2 ) & -0.8307 & -0.074 & -0.0498 & 0.7534 & 0 & -0.0156 & -0.0238 \tabularnewline
(p-val) & (0 ) & (0.0042 ) & (0.013 ) & (0 ) & (NA ) & (0.398 ) & (0.2168 ) \tabularnewline
Estimates ( 3 ) & -0.825 & -0.073 & -0.05 & 0.7486 & 0 & 0 & -0.0237 \tabularnewline
(p-val) & (0 ) & (0.0044 ) & (0.012 ) & (0 ) & (NA ) & (NA ) & (0.2235 ) \tabularnewline
Estimates ( 4 ) & -0.7694 & -0.0687 & -0.0517 & 0.6929 & 0 & 0 & 0 \tabularnewline
(p-val) & (0 ) & (0.0064 ) & (0.0073 ) & (0 ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 5 ) & NA & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 6 ) & NA & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 7 ) & NA & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 8 ) & NA & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 9 ) & NA & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 10 ) & NA & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 11 ) & NA & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 12 ) & NA & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 13 ) & NA & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105173&T=1

[TABLE]
[ROW][C]ARIMA Parameter Estimation and Backward Selection[/C][/ROW]
[ROW][C]Iteration[/C][C]ar1[/C][C]ar2[/C][C]ar3[/C][C]ma1[/C][C]sar1[/C][C]sar2[/C][C]sma1[/C][/ROW]
[ROW][C]Estimates ( 1 )[/C][C]-0.809[/C][C]-0.0725[/C][C]-0.051[/C][C]0.7316[/C][C]0.0921[/C][C]-0.0148[/C][C]-0.1148[/C][/ROW]
[ROW][C](p-val)[/C][C](0 )[/C][C](0.005 )[/C][C](0.0095 )[/C][C](0 )[/C][C](0.9367 )[/C][C](0.4977 )[/C][C](0.9212 )[/C][/ROW]
[ROW][C]Estimates ( 2 )[/C][C]-0.8307[/C][C]-0.074[/C][C]-0.0498[/C][C]0.7534[/C][C]0[/C][C]-0.0156[/C][C]-0.0238[/C][/ROW]
[ROW][C](p-val)[/C][C](0 )[/C][C](0.0042 )[/C][C](0.013 )[/C][C](0 )[/C][C](NA )[/C][C](0.398 )[/C][C](0.2168 )[/C][/ROW]
[ROW][C]Estimates ( 3 )[/C][C]-0.825[/C][C]-0.073[/C][C]-0.05[/C][C]0.7486[/C][C]0[/C][C]0[/C][C]-0.0237[/C][/ROW]
[ROW][C](p-val)[/C][C](0 )[/C][C](0.0044 )[/C][C](0.012 )[/C][C](0 )[/C][C](NA )[/C][C](NA )[/C][C](0.2235 )[/C][/ROW]
[ROW][C]Estimates ( 4 )[/C][C]-0.7694[/C][C]-0.0687[/C][C]-0.0517[/C][C]0.6929[/C][C]0[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C](p-val)[/C][C](0 )[/C][C](0.0064 )[/C][C](0.0073 )[/C][C](0 )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 5 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 6 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 7 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 8 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 9 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 10 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 11 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 12 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 13 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105173&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105173&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

ARIMA Parameter Estimation and Backward Selection
Iteration	ar1	ar2	ar3	ma1	sar1	sar2	sma1
Estimates ( 1 )	-0.809	-0.0725	-0.051	0.7316	0.0921	-0.0148	-0.1148
(p-val)	(0 )	(0.005 )	(0.0095 )	(0 )	(0.9367 )	(0.4977 )	(0.9212 )
Estimates ( 2 )	-0.8307	-0.074	-0.0498	0.7534	0	-0.0156	-0.0238
(p-val)	(0 )	(0.0042 )	(0.013 )	(0 )	(NA )	(0.398 )	(0.2168 )
Estimates ( 3 )	-0.825	-0.073	-0.05	0.7486	0	0	-0.0237
(p-val)	(0 )	(0.0044 )	(0.012 )	(0 )	(NA )	(NA )	(0.2235 )
Estimates ( 4 )	-0.7694	-0.0687	-0.0517	0.6929	0	0	0
(p-val)	(0 )	(0.0064 )	(0.0073 )	(0 )	(NA )	(NA )	(NA )
Estimates ( 5 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 6 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 7 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 8 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 9 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 10 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 11 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 12 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 13 )	NA	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )

Estimated ARIMA Residuals
Value
2.75398911851362e-05
0.000156024849719762
-6.64646758104498e-05
-9.88844069876596e-05
-0.000113249592949976
-0.000110040081276539
-0.000105673267388187
0.00029588317855826
8.2834822185178e-05
2.32879314619291e-05
-0.000111626836396778
-1.037732639027e-05
3.06378330232884e-05
-6.40437539618648e-05
4.51417941431015e-05
2.93141409978115e-05
-4.0548709336335e-05
-2.28296863793799e-05
8.21468673423583e-05
-0.000150017439552668
-0.000101229095318672
-0.000146666436418963
8.49795111984726e-05
-3.32506583857666e-05
-5.70021240506026e-05
-6.24126712810464e-05
0.000117684666692340
2.2280491502261e-05
-2.0251082698406e-05
-5.85946352285368e-05
-7.46788097587651e-05
-5.08704513736044e-06
0.000129654057579801
9.06660654832979e-06
-0.000112531261337047
-0.000204485543744922
-6.65066407194831e-06
4.34576095343501e-05
-8.10514518271132e-06
6.60838195983077e-06
-4.31375573885333e-05
-8.96321315150176e-05
2.91883087107034e-05
-6.26359714524435e-05
-8.21157674096719e-05
-0.000118774518128961
8.27425279560647e-05
-0.000136925628234859
3.13400840183787e-05
9.44276422071728e-05
0.000105453695164078
0.000226620915977488
2.13829384321585e-05
-3.62909697203329e-05
-9.55484103448108e-05
-1.09212425510874e-05
6.78835606252245e-05
-1.72301679700303e-05
-3.55897474602074e-06
2.91383151789122e-05
1.70922470852861e-06
-2.10403861201532e-05
-2.57135819256883e-05
7.46874751458362e-05
-1.17902703749631e-05
6.14838541985324e-06
-9.01316279175203e-05
3.34683043164627e-05
-1.70569068952929e-05
-8.6045283900351e-05
8.6066528947805e-05
-0.000188123143609803
-8.2040603330117e-05
1.30002729135589e-06
-3.26949250579536e-05
6.53856673538712e-05
-2.87818937311467e-05
7.60147454815716e-06
7.6924842183454e-05
1.22500592345913e-05
-0.000105513066592674
-9.26717253423651e-05
-3.76039872905867e-05
4.28331340565288e-06
8.2014898649653e-05
4.44717238170071e-05
0.000183606069553588
4.24298447004555e-05
0.000108041031339472
1.55602339605258e-05
-8.56173974984192e-07
7.91519278287405e-05
3.03498642269563e-05
-4.29882717905075e-05
-6.94001784354477e-05
9.35817056658336e-05
7.92312236360879e-05
-9.07016678633153e-05
-6.18789917352716e-05
2.56234662992794e-05
0.000139508494320244
-8.69604117511545e-05
0.000110287537406974
-0.000141487683074391
-3.99152415846843e-05
0.000191021732454274
0.000173794925397569
0.000172993723489029
5.08339788339897e-05
-6.00677152917638e-05
-7.40956053976935e-05
-3.77217320096934e-05
-1.3000247673485e-05
-6.98695793002573e-05
9.67196101833122e-05
-1.26600382356831e-05
-3.74647800896362e-05
-4.23931702167833e-05
8.68873248928703e-05
2.92631328614214e-05
-4.21330807169398e-05
-0.000122138918167147
-3.34164167465276e-05
-0.000133780286297590
-1.64354832032851e-05
1.57429179039152e-05
0.000262028605452221
-2.54466688615028e-05
-2.86683404697487e-05
-1.62964552948321e-05
3.79378193980061e-05
3.79504943986975e-06
0.000127251683338332
-4.45962120036100e-05
-1.68871738957382e-05
0.000175382292594416
0.000150931007228575
1.24236022548963e-05
0.000115082181953916
6.6536367271823e-05
1.89055762028975e-05
4.48794504168022e-05
-7.14905220864995e-05
-1.98888065815195e-06
-1.61969902658828e-05
5.75901212235136e-05
5.95777346729699e-05
3.51876276952837e-05
1.03376437824779e-05
-3.91524733363291e-08
-0.000122160495534776
-0.000238288142543317
8.54841769329373e-06
-0.000110824225049287
-7.33410321798085e-05
9.24460612898963e-05
0.000137782201609080
4.37267473985571e-05
-2.01445095220354e-05
3.62335898698024e-06
-2.46457199267261e-06
-3.47153696476713e-05
2.92807167988872e-05
4.09763481223312e-05
6.5530609158107e-05
8.49520684008467e-05
5.08674016834812e-06
-8.35201933667845e-05
-8.10882245877095e-05
1.84359543221012e-05
-2.82048885802411e-05
-2.93435795716418e-05
-0.000251971116767200
3.48051983060232e-06
1.58915426297090e-05
-7.38713806752375e-06
1.03276009304383e-05
0.000108895257341844
1.30216940207421e-05
-0.000217527092596898
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2.89831980242704e-05

\begin{tabular}{lllllllll}
\hline
Estimated ARIMA Residuals \tabularnewline
Value \tabularnewline
2.75398911851362e-05 \tabularnewline
0.000156024849719762 \tabularnewline
-6.64646758104498e-05 \tabularnewline
-9.88844069876596e-05 \tabularnewline
-0.000113249592949976 \tabularnewline
-0.000110040081276539 \tabularnewline
-0.000105673267388187 \tabularnewline
0.00029588317855826 \tabularnewline
8.2834822185178e-05 \tabularnewline
2.32879314619291e-05 \tabularnewline
-0.000111626836396778 \tabularnewline
-1.037732639027e-05 \tabularnewline
3.06378330232884e-05 \tabularnewline
-6.40437539618648e-05 \tabularnewline
4.51417941431015e-05 \tabularnewline
2.93141409978115e-05 \tabularnewline
-4.0548709336335e-05 \tabularnewline
-2.28296863793799e-05 \tabularnewline
8.21468673423583e-05 \tabularnewline
-0.000150017439552668 \tabularnewline
-0.000101229095318672 \tabularnewline
-0.000146666436418963 \tabularnewline
8.49795111984726e-05 \tabularnewline
-3.32506583857666e-05 \tabularnewline
-5.70021240506026e-05 \tabularnewline
-6.24126712810464e-05 \tabularnewline
0.000117684666692340 \tabularnewline
2.2280491502261e-05 \tabularnewline
-2.0251082698406e-05 \tabularnewline
-5.85946352285368e-05 \tabularnewline
-7.46788097587651e-05 \tabularnewline
-5.08704513736044e-06 \tabularnewline
0.000129654057579801 \tabularnewline
9.06660654832979e-06 \tabularnewline
-0.000112531261337047 \tabularnewline
-0.000204485543744922 \tabularnewline
-6.65066407194831e-06 \tabularnewline
4.34576095343501e-05 \tabularnewline
-8.10514518271132e-06 \tabularnewline
6.60838195983077e-06 \tabularnewline
-4.31375573885333e-05 \tabularnewline
-8.96321315150176e-05 \tabularnewline
2.91883087107034e-05 \tabularnewline
-6.26359714524435e-05 \tabularnewline
-8.21157674096719e-05 \tabularnewline
-0.000118774518128961 \tabularnewline
8.27425279560647e-05 \tabularnewline
-0.000136925628234859 \tabularnewline
3.13400840183787e-05 \tabularnewline
9.44276422071728e-05 \tabularnewline
0.000105453695164078 \tabularnewline
0.000226620915977488 \tabularnewline
2.13829384321585e-05 \tabularnewline
-3.62909697203329e-05 \tabularnewline
-9.55484103448108e-05 \tabularnewline
-1.09212425510874e-05 \tabularnewline
6.78835606252245e-05 \tabularnewline
-1.72301679700303e-05 \tabularnewline
-3.55897474602074e-06 \tabularnewline
2.91383151789122e-05 \tabularnewline
1.70922470852861e-06 \tabularnewline
-2.10403861201532e-05 \tabularnewline
-2.57135819256883e-05 \tabularnewline
7.46874751458362e-05 \tabularnewline
-1.17902703749631e-05 \tabularnewline
6.14838541985324e-06 \tabularnewline
-9.01316279175203e-05 \tabularnewline
3.34683043164627e-05 \tabularnewline
-1.70569068952929e-05 \tabularnewline
-8.6045283900351e-05 \tabularnewline
8.6066528947805e-05 \tabularnewline
-0.000188123143609803 \tabularnewline
-8.2040603330117e-05 \tabularnewline
1.30002729135589e-06 \tabularnewline
-3.26949250579536e-05 \tabularnewline
6.53856673538712e-05 \tabularnewline
-2.87818937311467e-05 \tabularnewline
7.60147454815716e-06 \tabularnewline
7.6924842183454e-05 \tabularnewline
1.22500592345913e-05 \tabularnewline
-0.000105513066592674 \tabularnewline
-9.26717253423651e-05 \tabularnewline
-3.76039872905867e-05 \tabularnewline
4.28331340565288e-06 \tabularnewline
8.2014898649653e-05 \tabularnewline
4.44717238170071e-05 \tabularnewline
0.000183606069553588 \tabularnewline
4.24298447004555e-05 \tabularnewline
0.000108041031339472 \tabularnewline
1.55602339605258e-05 \tabularnewline
-8.56173974984192e-07 \tabularnewline
7.91519278287405e-05 \tabularnewline
3.03498642269563e-05 \tabularnewline
-4.29882717905075e-05 \tabularnewline
-6.94001784354477e-05 \tabularnewline
9.35817056658336e-05 \tabularnewline
7.92312236360879e-05 \tabularnewline
-9.07016678633153e-05 \tabularnewline
-6.18789917352716e-05 \tabularnewline
2.56234662992794e-05 \tabularnewline
0.000139508494320244 \tabularnewline
-8.69604117511545e-05 \tabularnewline
0.000110287537406974 \tabularnewline
-0.000141487683074391 \tabularnewline
-3.99152415846843e-05 \tabularnewline
0.000191021732454274 \tabularnewline
0.000173794925397569 \tabularnewline
0.000172993723489029 \tabularnewline
5.08339788339897e-05 \tabularnewline
-6.00677152917638e-05 \tabularnewline
-7.40956053976935e-05 \tabularnewline
-3.77217320096934e-05 \tabularnewline
-1.3000247673485e-05 \tabularnewline
-6.98695793002573e-05 \tabularnewline
9.67196101833122e-05 \tabularnewline
-1.26600382356831e-05 \tabularnewline
-3.74647800896362e-05 \tabularnewline
-4.23931702167833e-05 \tabularnewline
8.68873248928703e-05 \tabularnewline
2.92631328614214e-05 \tabularnewline
-4.21330807169398e-05 \tabularnewline
-0.000122138918167147 \tabularnewline
-3.34164167465276e-05 \tabularnewline
-0.000133780286297590 \tabularnewline
-1.64354832032851e-05 \tabularnewline
1.57429179039152e-05 \tabularnewline
0.000262028605452221 \tabularnewline
-2.54466688615028e-05 \tabularnewline
-2.86683404697487e-05 \tabularnewline
-1.62964552948321e-05 \tabularnewline
3.79378193980061e-05 \tabularnewline
3.79504943986975e-06 \tabularnewline
0.000127251683338332 \tabularnewline
-4.45962120036100e-05 \tabularnewline
-1.68871738957382e-05 \tabularnewline
0.000175382292594416 \tabularnewline
0.000150931007228575 \tabularnewline
1.24236022548963e-05 \tabularnewline
0.000115082181953916 \tabularnewline
6.6536367271823e-05 \tabularnewline
1.89055762028975e-05 \tabularnewline
4.48794504168022e-05 \tabularnewline
-7.14905220864995e-05 \tabularnewline
-1.98888065815195e-06 \tabularnewline
-1.61969902658828e-05 \tabularnewline
5.75901212235136e-05 \tabularnewline
5.95777346729699e-05 \tabularnewline
3.51876276952837e-05 \tabularnewline
1.03376437824779e-05 \tabularnewline
-3.91524733363291e-08 \tabularnewline
-0.000122160495534776 \tabularnewline
-0.000238288142543317 \tabularnewline
8.54841769329373e-06 \tabularnewline
-0.000110824225049287 \tabularnewline
-7.33410321798085e-05 \tabularnewline
9.24460612898963e-05 \tabularnewline
0.000137782201609080 \tabularnewline
4.37267473985571e-05 \tabularnewline
-2.01445095220354e-05 \tabularnewline
3.62335898698024e-06 \tabularnewline
-2.46457199267261e-06 \tabularnewline
-3.47153696476713e-05 \tabularnewline
2.92807167988872e-05 \tabularnewline
4.09763481223312e-05 \tabularnewline
6.5530609158107e-05 \tabularnewline
8.49520684008467e-05 \tabularnewline
5.08674016834812e-06 \tabularnewline
-8.35201933667845e-05 \tabularnewline
-8.10882245877095e-05 \tabularnewline
1.84359543221012e-05 \tabularnewline
-2.82048885802411e-05 \tabularnewline
-2.93435795716418e-05 \tabularnewline
-0.000251971116767200 \tabularnewline
3.48051983060232e-06 \tabularnewline
1.58915426297090e-05 \tabularnewline
-7.38713806752375e-06 \tabularnewline
1.03276009304383e-05 \tabularnewline
0.000108895257341844 \tabularnewline
1.30216940207421e-05 \tabularnewline
-0.000217527092596898 \tabularnewline
-8.75270233682245e-05 \tabularnewline
-7.15843999065206e-05 \tabularnewline
-0.000192081518837265 \tabularnewline
-0.00071975679312785 \tabularnewline
-0.000856981600574416 \tabularnewline
0.000291795622190366 \tabularnewline
0.000190587891237225 \tabularnewline
-0.000273904405017754 \tabularnewline
-0.000488118534631633 \tabularnewline
2.77417339460961e-05 \tabularnewline
0.000166913166277583 \tabularnewline
-0.000139832779828479 \tabularnewline
0.000125400182064188 \tabularnewline
-0.000197113381462444 \tabularnewline
0.000164426623785279 \tabularnewline
-2.63497145591499e-05 \tabularnewline
0.000239350001417626 \tabularnewline
-1.23926285550691e-05 \tabularnewline
0.000256696830323578 \tabularnewline
-3.77828506148044e-05 \tabularnewline
1.223613903302e-05 \tabularnewline
2.55563771056691e-05 \tabularnewline
-1.51300322578374e-05 \tabularnewline
0.000183477095263045 \tabularnewline
0.000298253974289512 \tabularnewline
-0.000435226364972025 \tabularnewline
-1.36644760746103e-05 \tabularnewline
0.000249158960552911 \tabularnewline
-1.74287025282369e-06 \tabularnewline
-5.59140603241873e-06 \tabularnewline
-0.000103402557057285 \tabularnewline
0.000140228893229743 \tabularnewline
-9.66358378799333e-05 \tabularnewline
-4.84427424561097e-05 \tabularnewline
-5.58222201993489e-05 \tabularnewline
-3.76679062306547e-05 \tabularnewline
5.10864777100023e-05 \tabularnewline
-5.56270323812912e-05 \tabularnewline
2.88823611657475e-05 \tabularnewline
-7.89685015041494e-05 \tabularnewline
-2.08461375794007e-05 \tabularnewline
-6.21380102316938e-07 \tabularnewline
-7.36512072712497e-06 \tabularnewline
-0.000242334247857197 \tabularnewline
-2.3535105140627e-05 \tabularnewline
0.000105950356548173 \tabularnewline
5.21533012285969e-05 \tabularnewline
-1.48418176606040e-05 \tabularnewline
5.3053677386769e-05 \tabularnewline
0.000261238964000959 \tabularnewline
0.000178643618604101 \tabularnewline
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-6.51753596556531e-05 \tabularnewline
-2.31115669294714e-05 \tabularnewline
0.000111792709806869 \tabularnewline
-6.01084772773285e-05 \tabularnewline
-4.47205888361793e-05 \tabularnewline
1.19055288838807e-05 \tabularnewline
-6.76639483308851e-05 \tabularnewline
2.26634391290725e-05 \tabularnewline
-1.80093903777955e-05 \tabularnewline
-1.18857292156493e-05 \tabularnewline
7.54520887045057e-05 \tabularnewline
7.41667550062768e-05 \tabularnewline
8.19530521237698e-05 \tabularnewline
-5.58742504944074e-05 \tabularnewline
-1.68786780228511e-06 \tabularnewline
-4.73616321446831e-05 \tabularnewline
3.0853786391772e-05 \tabularnewline
-5.14580565629114e-05 \tabularnewline
-4.18570314409637e-05 \tabularnewline
3.83137878299245e-05 \tabularnewline
6.57333675668608e-05 \tabularnewline
-0.000136217696309282 \tabularnewline
-0.000143159986149121 \tabularnewline
-0.000113195980507377 \tabularnewline
-1.99598802324407e-05 \tabularnewline
3.30239501254367e-05 \tabularnewline
4.45195115181089e-05 \tabularnewline
2.09336522064806e-05 \tabularnewline
7.3381611454839e-05 \tabularnewline
-2.25770405961126e-05 \tabularnewline
1.82351666512884e-05 \tabularnewline
2.17761585362929e-05 \tabularnewline
-9.24248154339953e-05 \tabularnewline
-0.000196073051400521 \tabularnewline
-3.80987193772386e-06 \tabularnewline
0.000178645143218411 \tabularnewline
-0.000171114499476972 \tabularnewline
-0.000156300286170126 \tabularnewline
-5.70463206257550e-05 \tabularnewline
4.94761412504451e-05 \tabularnewline
2.89831980242704e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105173&T=2

[TABLE]
[ROW][C]Estimated ARIMA Residuals[/C][/ROW]
[ROW][C]Value[/C][/ROW]
[ROW][C]2.75398911851362e-05[/C][/ROW]
[ROW][C]0.000156024849719762[/C][/ROW]
[ROW][C]-6.64646758104498e-05[/C][/ROW]
[ROW][C]-9.88844069876596e-05[/C][/ROW]
[ROW][C]-0.000113249592949976[/C][/ROW]
[ROW][C]-0.000110040081276539[/C][/ROW]
[ROW][C]-0.000105673267388187[/C][/ROW]
[ROW][C]0.00029588317855826[/C][/ROW]
[ROW][C]8.2834822185178e-05[/C][/ROW]
[ROW][C]2.32879314619291e-05[/C][/ROW]
[ROW][C]-0.000111626836396778[/C][/ROW]
[ROW][C]-1.037732639027e-05[/C][/ROW]
[ROW][C]3.06378330232884e-05[/C][/ROW]
[ROW][C]-6.40437539618648e-05[/C][/ROW]
[ROW][C]4.51417941431015e-05[/C][/ROW]
[ROW][C]2.93141409978115e-05[/C][/ROW]
[ROW][C]-4.0548709336335e-05[/C][/ROW]
[ROW][C]-2.28296863793799e-05[/C][/ROW]
[ROW][C]8.21468673423583e-05[/C][/ROW]
[ROW][C]-0.000150017439552668[/C][/ROW]
[ROW][C]-0.000101229095318672[/C][/ROW]
[ROW][C]-0.000146666436418963[/C][/ROW]
[ROW][C]8.49795111984726e-05[/C][/ROW]
[ROW][C]-3.32506583857666e-05[/C][/ROW]
[ROW][C]-5.70021240506026e-05[/C][/ROW]
[ROW][C]-6.24126712810464e-05[/C][/ROW]
[ROW][C]0.000117684666692340[/C][/ROW]
[ROW][C]2.2280491502261e-05[/C][/ROW]
[ROW][C]-2.0251082698406e-05[/C][/ROW]
[ROW][C]-5.85946352285368e-05[/C][/ROW]
[ROW][C]-7.46788097587651e-05[/C][/ROW]
[ROW][C]-5.08704513736044e-06[/C][/ROW]
[ROW][C]0.000129654057579801[/C][/ROW]
[ROW][C]9.06660654832979e-06[/C][/ROW]
[ROW][C]-0.000112531261337047[/C][/ROW]
[ROW][C]-0.000204485543744922[/C][/ROW]
[ROW][C]-6.65066407194831e-06[/C][/ROW]
[ROW][C]4.34576095343501e-05[/C][/ROW]
[ROW][C]-8.10514518271132e-06[/C][/ROW]
[ROW][C]6.60838195983077e-06[/C][/ROW]
[ROW][C]-4.31375573885333e-05[/C][/ROW]
[ROW][C]-8.96321315150176e-05[/C][/ROW]
[ROW][C]2.91883087107034e-05[/C][/ROW]
[ROW][C]-6.26359714524435e-05[/C][/ROW]
[ROW][C]-8.21157674096719e-05[/C][/ROW]
[ROW][C]-0.000118774518128961[/C][/ROW]
[ROW][C]8.27425279560647e-05[/C][/ROW]
[ROW][C]-0.000136925628234859[/C][/ROW]
[ROW][C]3.13400840183787e-05[/C][/ROW]
[ROW][C]9.44276422071728e-05[/C][/ROW]
[ROW][C]0.000105453695164078[/C][/ROW]
[ROW][C]0.000226620915977488[/C][/ROW]
[ROW][C]2.13829384321585e-05[/C][/ROW]
[ROW][C]-3.62909697203329e-05[/C][/ROW]
[ROW][C]-9.55484103448108e-05[/C][/ROW]
[ROW][C]-1.09212425510874e-05[/C][/ROW]
[ROW][C]6.78835606252245e-05[/C][/ROW]
[ROW][C]-1.72301679700303e-05[/C][/ROW]
[ROW][C]-3.55897474602074e-06[/C][/ROW]
[ROW][C]2.91383151789122e-05[/C][/ROW]
[ROW][C]1.70922470852861e-06[/C][/ROW]
[ROW][C]-2.10403861201532e-05[/C][/ROW]
[ROW][C]-2.57135819256883e-05[/C][/ROW]
[ROW][C]7.46874751458362e-05[/C][/ROW]
[ROW][C]-1.17902703749631e-05[/C][/ROW]
[ROW][C]6.14838541985324e-06[/C][/ROW]
[ROW][C]-9.01316279175203e-05[/C][/ROW]
[ROW][C]3.34683043164627e-05[/C][/ROW]
[ROW][C]-1.70569068952929e-05[/C][/ROW]
[ROW][C]-8.6045283900351e-05[/C][/ROW]
[ROW][C]8.6066528947805e-05[/C][/ROW]
[ROW][C]-0.000188123143609803[/C][/ROW]
[ROW][C]-8.2040603330117e-05[/C][/ROW]
[ROW][C]1.30002729135589e-06[/C][/ROW]
[ROW][C]-3.26949250579536e-05[/C][/ROW]
[ROW][C]6.53856673538712e-05[/C][/ROW]
[ROW][C]-2.87818937311467e-05[/C][/ROW]
[ROW][C]7.60147454815716e-06[/C][/ROW]
[ROW][C]7.6924842183454e-05[/C][/ROW]
[ROW][C]1.22500592345913e-05[/C][/ROW]
[ROW][C]-0.000105513066592674[/C][/ROW]
[ROW][C]-9.26717253423651e-05[/C][/ROW]
[ROW][C]-3.76039872905867e-05[/C][/ROW]
[ROW][C]4.28331340565288e-06[/C][/ROW]
[ROW][C]8.2014898649653e-05[/C][/ROW]
[ROW][C]4.44717238170071e-05[/C][/ROW]
[ROW][C]0.000183606069553588[/C][/ROW]
[ROW][C]4.24298447004555e-05[/C][/ROW]
[ROW][C]0.000108041031339472[/C][/ROW]
[ROW][C]1.55602339605258e-05[/C][/ROW]
[ROW][C]-8.56173974984192e-07[/C][/ROW]
[ROW][C]7.91519278287405e-05[/C][/ROW]
[ROW][C]3.03498642269563e-05[/C][/ROW]
[ROW][C]-4.29882717905075e-05[/C][/ROW]
[ROW][C]-6.94001784354477e-05[/C][/ROW]
[ROW][C]9.35817056658336e-05[/C][/ROW]
[ROW][C]7.92312236360879e-05[/C][/ROW]
[ROW][C]-9.07016678633153e-05[/C][/ROW]
[ROW][C]-6.18789917352716e-05[/C][/ROW]
[ROW][C]2.56234662992794e-05[/C][/ROW]
[ROW][C]0.000139508494320244[/C][/ROW]
[ROW][C]-8.69604117511545e-05[/C][/ROW]
[ROW][C]0.000110287537406974[/C][/ROW]
[ROW][C]-0.000141487683074391[/C][/ROW]
[ROW][C]-3.99152415846843e-05[/C][/ROW]
[ROW][C]0.000191021732454274[/C][/ROW]
[ROW][C]0.000173794925397569[/C][/ROW]
[ROW][C]0.000172993723489029[/C][/ROW]
[ROW][C]5.08339788339897e-05[/C][/ROW]
[ROW][C]-6.00677152917638e-05[/C][/ROW]
[ROW][C]-7.40956053976935e-05[/C][/ROW]
[ROW][C]-3.77217320096934e-05[/C][/ROW]
[ROW][C]-1.3000247673485e-05[/C][/ROW]
[ROW][C]-6.98695793002573e-05[/C][/ROW]
[ROW][C]9.67196101833122e-05[/C][/ROW]
[ROW][C]-1.26600382356831e-05[/C][/ROW]
[ROW][C]-3.74647800896362e-05[/C][/ROW]
[ROW][C]-4.23931702167833e-05[/C][/ROW]
[ROW][C]8.68873248928703e-05[/C][/ROW]
[ROW][C]2.92631328614214e-05[/C][/ROW]
[ROW][C]-4.21330807169398e-05[/C][/ROW]
[ROW][C]-0.000122138918167147[/C][/ROW]
[ROW][C]-3.34164167465276e-05[/C][/ROW]
[ROW][C]-0.000133780286297590[/C][/ROW]
[ROW][C]-1.64354832032851e-05[/C][/ROW]
[ROW][C]1.57429179039152e-05[/C][/ROW]
[ROW][C]0.000262028605452221[/C][/ROW]
[ROW][C]-2.54466688615028e-05[/C][/ROW]
[ROW][C]-2.86683404697487e-05[/C][/ROW]
[ROW][C]-1.62964552948321e-05[/C][/ROW]
[ROW][C]3.79378193980061e-05[/C][/ROW]
[ROW][C]3.79504943986975e-06[/C][/ROW]
[ROW][C]0.000127251683338332[/C][/ROW]
[ROW][C]-4.45962120036100e-05[/C][/ROW]
[ROW][C]-1.68871738957382e-05[/C][/ROW]
[ROW][C]0.000175382292594416[/C][/ROW]
[ROW][C]0.000150931007228575[/C][/ROW]
[ROW][C]1.24236022548963e-05[/C][/ROW]
[ROW][C]0.000115082181953916[/C][/ROW]
[ROW][C]6.6536367271823e-05[/C][/ROW]
[ROW][C]1.89055762028975e-05[/C][/ROW]
[ROW][C]4.48794504168022e-05[/C][/ROW]
[ROW][C]-7.14905220864995e-05[/C][/ROW]
[ROW][C]-1.98888065815195e-06[/C][/ROW]
[ROW][C]-1.61969902658828e-05[/C][/ROW]
[ROW][C]5.75901212235136e-05[/C][/ROW]
[ROW][C]5.95777346729699e-05[/C][/ROW]
[ROW][C]3.51876276952837e-05[/C][/ROW]
[ROW][C]1.03376437824779e-05[/C][/ROW]
[ROW][C]-3.91524733363291e-08[/C][/ROW]
[ROW][C]-0.000122160495534776[/C][/ROW]
[ROW][C]-0.000238288142543317[/C][/ROW]
[ROW][C]8.54841769329373e-06[/C][/ROW]
[ROW][C]-0.000110824225049287[/C][/ROW]
[ROW][C]-7.33410321798085e-05[/C][/ROW]
[ROW][C]9.24460612898963e-05[/C][/ROW]
[ROW][C]0.000137782201609080[/C][/ROW]
[ROW][C]4.37267473985571e-05[/C][/ROW]
[ROW][C]-2.01445095220354e-05[/C][/ROW]
[ROW][C]3.62335898698024e-06[/C][/ROW]
[ROW][C]-2.46457199267261e-06[/C][/ROW]
[ROW][C]-3.47153696476713e-05[/C][/ROW]
[ROW][C]2.92807167988872e-05[/C][/ROW]
[ROW][C]4.09763481223312e-05[/C][/ROW]
[ROW][C]6.5530609158107e-05[/C][/ROW]
[ROW][C]8.49520684008467e-05[/C][/ROW]
[ROW][C]5.08674016834812e-06[/C][/ROW]
[ROW][C]-8.35201933667845e-05[/C][/ROW]
[ROW][C]-8.10882245877095e-05[/C][/ROW]
[ROW][C]1.84359543221012e-05[/C][/ROW]
[ROW][C]-2.82048885802411e-05[/C][/ROW]
[ROW][C]-2.93435795716418e-05[/C][/ROW]
[ROW][C]-0.000251971116767200[/C][/ROW]
[ROW][C]3.48051983060232e-06[/C][/ROW]
[ROW][C]1.58915426297090e-05[/C][/ROW]
[ROW][C]-7.38713806752375e-06[/C][/ROW]
[ROW][C]1.03276009304383e-05[/C][/ROW]
[ROW][C]0.000108895257341844[/C][/ROW]
[ROW][C]1.30216940207421e-05[/C][/ROW]
[ROW][C]-0.000217527092596898[/C][/ROW]
[ROW][C]-8.75270233682245e-05[/C][/ROW]
[ROW][C]-7.15843999065206e-05[/C][/ROW]
[ROW][C]-0.000192081518837265[/C][/ROW]
[ROW][C]-0.00071975679312785[/C][/ROW]
[ROW][C]-0.000856981600574416[/C][/ROW]
[ROW][C]0.000291795622190366[/C][/ROW]
[ROW][C]0.000190587891237225[/C][/ROW]
[ROW][C]-0.000273904405017754[/C][/ROW]
[ROW][C]-0.000488118534631633[/C][/ROW]
[ROW][C]2.77417339460961e-05[/C][/ROW]
[ROW][C]0.000166913166277583[/C][/ROW]
[ROW][C]-0.000139832779828479[/C][/ROW]
[ROW][C]0.000125400182064188[/C][/ROW]
[ROW][C]-0.000197113381462444[/C][/ROW]
[ROW][C]0.000164426623785279[/C][/ROW]
[ROW][C]-2.63497145591499e-05[/C][/ROW]
[ROW][C]0.000239350001417626[/C][/ROW]
[ROW][C]-1.23926285550691e-05[/C][/ROW]
[ROW][C]0.000256696830323578[/C][/ROW]
[ROW][C]-3.77828506148044e-05[/C][/ROW]
[ROW][C]1.223613903302e-05[/C][/ROW]
[ROW][C]2.55563771056691e-05[/C][/ROW]
[ROW][C]-1.51300322578374e-05[/C][/ROW]
[ROW][C]0.000183477095263045[/C][/ROW]
[ROW][C]0.000298253974289512[/C][/ROW]
[ROW][C]-0.000435226364972025[/C][/ROW]
[ROW][C]-1.36644760746103e-05[/C][/ROW]
[ROW][C]0.000249158960552911[/C][/ROW]
[ROW][C]-1.74287025282369e-06[/C][/ROW]
[ROW][C]-5.59140603241873e-06[/C][/ROW]
[ROW][C]-0.000103402557057285[/C][/ROW]
[ROW][C]0.000140228893229743[/C][/ROW]
[ROW][C]-9.66358378799333e-05[/C][/ROW]
[ROW][C]-4.84427424561097e-05[/C][/ROW]
[ROW][C]-5.58222201993489e-05[/C][/ROW]
[ROW][C]-3.76679062306547e-05[/C][/ROW]
[ROW][C]5.10864777100023e-05[/C][/ROW]
[ROW][C]-5.56270323812912e-05[/C][/ROW]
[ROW][C]2.88823611657475e-05[/C][/ROW]
[ROW][C]-7.89685015041494e-05[/C][/ROW]
[ROW][C]-2.08461375794007e-05[/C][/ROW]
[ROW][C]-6.21380102316938e-07[/C][/ROW]
[ROW][C]-7.36512072712497e-06[/C][/ROW]
[ROW][C]-0.000242334247857197[/C][/ROW]
[ROW][C]-2.3535105140627e-05[/C][/ROW]
[ROW][C]0.000105950356548173[/C][/ROW]
[ROW][C]5.21533012285969e-05[/C][/ROW]
[ROW][C]-1.48418176606040e-05[/C][/ROW]
[ROW][C]5.3053677386769e-05[/C][/ROW]
[ROW][C]0.000261238964000959[/C][/ROW]
[ROW][C]0.000178643618604101[/C][/ROW]
[ROW][C]9.34866522898648e-05[/C][/ROW]
[ROW][C]-0.000119585229417050[/C][/ROW]
[ROW][C]0.000125952415181960[/C][/ROW]
[ROW][C]-3.47883385127985e-05[/C][/ROW]
[ROW][C]-5.85968360871485e-05[/C][/ROW]
[ROW][C]-3.87219044280067e-05[/C][/ROW]
[ROW][C]-1.05778580941178e-05[/C][/ROW]
[ROW][C]5.57885270231762e-06[/C][/ROW]
[ROW][C]2.37823524659106e-05[/C][/ROW]
[ROW][C]-0.000195857554696369[/C][/ROW]
[ROW][C]-2.57499284882640e-05[/C][/ROW]
[ROW][C]-8.13463347796618e-05[/C][/ROW]
[ROW][C]1.37377011984463e-05[/C][/ROW]
[ROW][C]5.18320024398e-06[/C][/ROW]
[ROW][C]-5.16485951719895e-06[/C][/ROW]
[ROW][C]-3.65934363662883e-05[/C][/ROW]
[ROW][C]-0.000107400176563740[/C][/ROW]
[ROW][C]-4.80242357813604e-06[/C][/ROW]
[ROW][C]-6.59605245425729e-06[/C][/ROW]
[ROW][C]0.000457856272563222[/C][/ROW]
[ROW][C]0.000170337679369591[/C][/ROW]
[ROW][C]5.78750576015405e-05[/C][/ROW]
[ROW][C]-9.74606905418188e-05[/C][/ROW]
[ROW][C]-7.81817540842222e-05[/C][/ROW]
[ROW][C]7.58059317536759e-05[/C][/ROW]
[ROW][C]-5.46125111108853e-06[/C][/ROW]
[ROW][C]-7.94139606345723e-06[/C][/ROW]
[ROW][C]-0.000136612251234701[/C][/ROW]
[ROW][C]-0.000199745657146363[/C][/ROW]
[ROW][C]-0.000102530265069206[/C][/ROW]
[ROW][C]-4.21567964695377e-05[/C][/ROW]
[ROW][C]3.31339834694355e-06[/C][/ROW]
[ROW][C]8.77866858206775e-05[/C][/ROW]
[ROW][C]-9.10984007103342e-05[/C][/ROW]
[ROW][C]-9.21779447703164e-05[/C][/ROW]
[ROW][C]0.000132919573490736[/C][/ROW]
[ROW][C]-9.31443535530513e-05[/C][/ROW]
[ROW][C]-0.000100511099690320[/C][/ROW]
[ROW][C]8.76979181356139e-06[/C][/ROW]
[ROW][C]-0.000134488998480065[/C][/ROW]
[ROW][C]2.94113130946475e-05[/C][/ROW]
[ROW][C]-5.67805996899116e-05[/C][/ROW]
[ROW][C]7.26092314007922e-05[/C][/ROW]
[ROW][C]-0.00100956773842353[/C][/ROW]
[ROW][C]0.000398894885810991[/C][/ROW]
[ROW][C]-1.46601207805241e-08[/C][/ROW]
[ROW][C]-0.000252354748295779[/C][/ROW]
[ROW][C]-0.000144218360789313[/C][/ROW]
[ROW][C]0.000247403526161188[/C][/ROW]
[ROW][C]-3.57099998488895e-05[/C][/ROW]
[ROW][C]0.000216031820557225[/C][/ROW]
[ROW][C]-3.42187930306367e-05[/C][/ROW]
[ROW][C]6.35639383713867e-05[/C][/ROW]
[ROW][C]3.17511931296546e-05[/C][/ROW]
[ROW][C]-2.03688216420701e-05[/C][/ROW]
[ROW][C]0.000100210745664433[/C][/ROW]
[ROW][C]1.62816089873188e-06[/C][/ROW]
[ROW][C]1.34046712956699e-05[/C][/ROW]
[ROW][C]-2.34556018048684e-05[/C][/ROW]
[ROW][C]1.18517370843001e-05[/C][/ROW]
[ROW][C]-3.48298290131395e-05[/C][/ROW]
[ROW][C]0.000181923293003091[/C][/ROW]
[ROW][C]-4.8206766620703e-05[/C][/ROW]
[ROW][C]8.83912741643858e-06[/C][/ROW]
[ROW][C]-3.006037104673e-05[/C][/ROW]
[ROW][C]-0.000192007062157541[/C][/ROW]
[ROW][C]0.000173379387025958[/C][/ROW]
[ROW][C]-4.57966539784728e-05[/C][/ROW]
[ROW][C]0.000115355325016907[/C][/ROW]
[ROW][C]-8.78605803036371e-05[/C][/ROW]
[ROW][C]6.32060107159938e-05[/C][/ROW]
[ROW][C]6.86952288715612e-05[/C][/ROW]
[ROW][C]7.21053019089035e-05[/C][/ROW]
[ROW][C]9.06691996457668e-05[/C][/ROW]
[ROW][C]-1.47785516716355e-05[/C][/ROW]
[ROW][C]-0.000244417928524629[/C][/ROW]
[ROW][C]9.51013832698744e-05[/C][/ROW]
[ROW][C]0.000149802284570268[/C][/ROW]
[ROW][C]7.4001707911494e-05[/C][/ROW]
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[ROW][C]2.89831980242704e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105173&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105173&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Estimated ARIMA Residuals
Value
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3.06378330232884e-05
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0.000129654057579801
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4.34576095343501e-05
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Figure 1

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Postscript link

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Figure 2

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Figure 3

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Figure 4

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Figure 5

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Figure 6

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Figure 7

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Parameters (Session):

par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ;

Parameters (R input):

par1 = FALSE ; par2 = -0.4 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;

R code (references can be found in the software module):

library(lattice)
if (par1 == 'TRUE') par1 <- TRUE
if (par1 == 'FALSE') par1 <- FALSE
par2 <- as.numeric(par2) #Box-Cox lambda transformation parameter
par3 <- as.numeric(par3) #degree of non-seasonal differencing
par4 <- as.numeric(par4) #degree of seasonal differencing
par5 <- as.numeric(par5) #seasonal period
par6 <- as.numeric(par6) #degree (p) of the non-seasonal AR(p) polynomial
par7 <- as.numeric(par7) #degree (q) of the non-seasonal MA(q) polynomial
par8 <- as.numeric(par8) #degree (P) of the seasonal AR(P) polynomial
par9 <- as.numeric(par9) #degree (Q) of the seasonal MA(Q) polynomial
armaGR <- function(arima.out, names, n){
try1 <- arima.out$coef
try2 <- sqrt(diag(arima.out$var.coef))
try.data.frame  <- data.frame(matrix(NA,ncol=4,nrow=length(names)))
dimnames(try.data.frame) <- list(names,c('coef','std','tstat','pv'))
try.data.frame[,1] <- try1
for(i in 1:length(try2)) try.data.frame[which(rownames(try.data.frame)==names(try2)[i]),2] <- try2[i]
try.data.frame[,3] <- try.data.frame[,1] / try.data.frame[,2]
try.data.frame[,4] <- round((1-pt(abs(try.data.frame[,3]),df=n-(length(try2)+1)))*2,5)
vector <- rep(NA,length(names))
vector[is.na(try.data.frame[,4])] <- 0
maxi <- which.max(try.data.frame[,4])
continue <- max(try.data.frame[,4],na.rm=TRUE) > .05
vector[maxi] <- 0
list(summary=try.data.frame,next.vector=vector,continue=continue)
}
arimaSelect <- function(series, order=c(13,0,0), seasonal=list(order=c(2,0,0),period=12), include.mean=F){
nrc <- order[1]+order[3]+seasonal$order[1]+seasonal$order[3]
coeff <- matrix(NA, nrow=nrc*2, ncol=nrc)
pval <- matrix(NA, nrow=nrc*2, ncol=nrc)
mylist <- rep(list(NULL), nrc)
names  <- NULL
if(order[1] > 0) names <- paste('ar',1:order[1],sep='')
if(order[3] > 0) names <- c( names , paste('ma',1:order[3],sep='') )
if(seasonal$order[1] > 0) names <- c(names, paste('sar',1:seasonal$order[1],sep=''))
if(seasonal$order[3] > 0) names <- c(names, paste('sma',1:seasonal$order[3],sep=''))
arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML')
mylist[[1]] <- arima.out
last.arma <- armaGR(arima.out, names, length(series))
mystop <- FALSE
i <- 1
coeff[i,] <- last.arma[[1]][,1]
pval [i,] <- last.arma[[1]][,4]
i <- 2
aic <- arima.out$aic
while(!mystop){
mylist[[i]] <- arima.out
arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML', fixed=last.arma$next.vector)
aic <- c(aic, arima.out$aic)
last.arma <- armaGR(arima.out, names, length(series))
mystop <- !last.arma$continue
coeff[i,] <- last.arma[[1]][,1]
pval [i,] <- last.arma[[1]][,4]
i <- i+1
}
list(coeff, pval, mylist, aic=aic)
}
arimaSelectplot <- function(arimaSelect.out,noms,choix){
noms <- names(arimaSelect.out[[3]][[1]]$coef)
coeff <- arimaSelect.out[[1]]
k <- min(which(is.na(coeff[,1])))-1
coeff <- coeff[1:k,]
pval  <- arimaSelect.out[[2]][1:k,]
aic   <- arimaSelect.out$aic[1:k]
coeff[coeff==0] <- NA
n <- ncol(coeff)
if(missing(choix)) choix <- k
layout(matrix(c(1,1,1,2,
3,3,3,2,
3,3,3,4,
5,6,7,7),nr=4),
widths=c(10,35,45,15),
heights=c(30,30,15,15))
couleurs <- rainbow(75)[1:50]#(50)
ticks <- pretty(coeff)
par(mar=c(1,1,3,1))
plot(aic,k:1-.5,type='o',pch=21,bg='blue',cex=2,axes=F,lty=2,xpd=NA)
points(aic[choix],k-choix+.5,pch=21,cex=4,bg=2,xpd=NA)
title('aic',line=2)
par(mar=c(3,0,0,0))
plot(0,axes=F,xlab='',ylab='',xlim=range(ticks),ylim=c(.1,1))
rect(xleft  = min(ticks) + (0:49)/50*(max(ticks)-min(ticks)),
xright = min(ticks) + (1:50)/50*(max(ticks)-min(ticks)),
ytop   = rep(1,50),
ybottom= rep(0,50),col=couleurs,border=NA)
axis(1,ticks)
rect(xleft=min(ticks),xright=max(ticks),ytop=1,ybottom=0)
text(mean(coeff,na.rm=T),.5,'coefficients',cex=2,font=2)
par(mar=c(1,1,3,1))
image(1:n,1:k,t(coeff[k:1,]),axes=F,col=couleurs,zlim=range(ticks))
for(i in 1:n) for(j in 1:k) if(!is.na(coeff[j,i])) {
if(pval[j,i]<.01)                            symb = 'green'
else if( (pval[j,i]<.05) & (pval[j,i]>=.01)) symb = 'orange'
else if( (pval[j,i]<.1)  & (pval[j,i]>=.05)) symb = 'red'
else                                         symb = 'black'
polygon(c(i+.5   ,i+.2   ,i+.5   ,i+.5),
c(k-j+0.5,k-j+0.5,k-j+0.8,k-j+0.5),
col=symb)
if(j==choix)  {
rect(xleft=i-.5,
xright=i+.5,
ybottom=k-j+1.5,
ytop=k-j+.5,
lwd=4)
text(i,
k-j+1,
round(coeff[j,i],2),
cex=1.2,
font=2)
}
else{
rect(xleft=i-.5,xright=i+.5,ybottom=k-j+1.5,ytop=k-j+.5)
text(i,k-j+1,round(coeff[j,i],2),cex=1.2,font=1)
}
}
axis(3,1:n,noms)
par(mar=c(0.5,0,0,0.5))
plot(0,axes=F,xlab='',ylab='',type='n',xlim=c(0,8),ylim=c(-.2,.8))
cols <- c('green','orange','red','black')
niv  <- c('0','0.01','0.05','0.1')
for(i in 0:3){
polygon(c(1+2*i   ,1+2*i   ,1+2*i-.5   ,1+2*i),
c(.4      ,.7      , .4        , .4),
col=cols[i+1])
text(2*i,0.5,niv[i+1],cex=1.5)
}
text(8,.5,1,cex=1.5)
text(4,0,'p-value',cex=2)
box()
residus <- arimaSelect.out[[3]][[choix]]$res
par(mar=c(1,2,4,1))
acf(residus,main='')
title('acf',line=.5)
par(mar=c(1,2,4,1))
pacf(residus,main='')
title('pacf',line=.5)
par(mar=c(2,2,4,1))
qqnorm(residus,main='')
title('qq-norm',line=.5)
qqline(residus)
residus
}
if (par2 == 0) x <- log(x)
if (par2 != 0) x <- x^par2
(selection <- arimaSelect(x, order=c(par6,par3,par7), seasonal=list(order=c(par8,par4,par9), period=par5)))
bitmap(file='test1.png')
resid <- arimaSelectplot(selection)
dev.off()
resid
bitmap(file='test2.png')
acf(resid,length(resid)/2, main='Residual Autocorrelation Function')
dev.off()
bitmap(file='test3.png')
pacf(resid,length(resid)/2, main='Residual Partial Autocorrelation Function')
dev.off()
bitmap(file='test4.png')
cpgram(resid, main='Residual Cumulative Periodogram')
dev.off()
bitmap(file='test5.png')
hist(resid, main='Residual Histogram', xlab='values of Residuals')
dev.off()
bitmap(file='test6.png')
densityplot(~resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test7.png')
qqnorm(resid, main='Residual Normal Q-Q Plot')
qqline(resid)
dev.off()
ncols <- length(selection[[1]][1,])
nrows <- length(selection[[2]][,1])-1
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'ARIMA Parameter Estimation and Backward Selection', ncols+1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Iteration', header=TRUE)
for (i in 1:ncols) {
a<-table.element(a,names(selection[[3]][[1]]$coef)[i],header=TRUE)
}
a<-table.row.end(a)
for (j in 1:nrows) {
a<-table.row.start(a)
mydum <- 'Estimates ('
mydum <- paste(mydum,j)
mydum <- paste(mydum,')')
a<-table.element(a,mydum, header=TRUE)
for (i in 1:ncols) {
a<-table.element(a,round(selection[[1]][j,i],4))
}
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'(p-val)', header=TRUE)
for (i in 1:ncols) {
mydum <- '('
mydum <- paste(mydum,round(selection[[2]][j,i],4),sep='')
mydum <- paste(mydum,')')
a<-table.element(a,mydum)
}
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Estimated ARIMA Residuals', 1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Value', 1,TRUE)
a<-table.row.end(a)
for (i in (par4*par5+par3):length(resid)) {
a<-table.row.start(a)
a<-table.element(a,resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code