| 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 |
| -0.0447135975564131 |
| -0.068851077336883 |
| 0.199758859687042 |
| 0.369237718984409 |
| 1.52891008611644 |
| -0.362461379606423 |
| 0.456332845187559 |
| -0.580190966344767 |
| -0.364333253238889 |
| 1.27450372566558 |
| -1.35440589778102 |
| -0.363598702437425 |
| 0.165785246317471 |
| -0.850601443105998 |
| -0.559434620603662 |
| -0.731897931039909 |
| -0.402813854533108 |
| -0.0477724420861863 |
| -0.776849661519004 |
| -0.839353542276544 |
| 0.708971123867185 |
| -0.699689661959259 |
| 0.895086293658584 |
| -0.095634251110124 |
| -1.57974818262267 |
| -1.09723588527319 |
| 0.417039930472103 |
| 0.0439997580238834 |
| 0.167496309175858 |
| 0.365238292331759 |
| -0.251725164823425 |
| 0.318837139101823 |
| 0.865734158007745 |
| 0.124189181857848 |
| 0.0903329563263787 |
| -1.20515699828333 |
| -0.183214652956161 |
| -0.0632739915874542 |
| -0.348733260550344 |
| 0.593474099307071 |
| 0.492799631512988 |
| -0.314844128100363 |
| 0.100870212619400 |
| 0.573039263319032 |
| -0.494356775953169 |
| -0.421225792829065 |
| -0.119085783433121 |
| -0.117012806871957 |
| 0.520332371572675 |
| -0.99311705515602 |
| 0.337983586422227 |
| 0.853117146858744 |
| -0.457610015740032 |
| -0.413607278897744 |
| -0.0766437066552903 |
| 0.306427996119949 |
| 0.875079155121848 |
| 0.468637234716411 |
| 0.823142612448408 |
| 0.915708766887714 |
| 1.20366940188337 |
| 0.416221225717777 |
| 0.273455920988096 |
| -0.224500126108730 |
| -0.243846202638484 |
| -1.10646962030469 |
| -0.0326091565300557 |
| 0.549057330598902 |
| 0.103171733281831 |
| -0.884283826478426 |
| -0.333679108488070 |
| -0.41477140046879 |
| -0.335151160747577 |
| -0.44501143289782 |
| -0.0128575825429456 |
| 0.519556850578317 |
| -0.696980776886892 |
| -0.04985990330087 |
| -0.514252272061629 |
| 0.58366860693531 |
| -0.33331912101522 |
| 0.66283724022441 |
| 0.0561917863903082 |
| -0.0411524998440616 |
| -0.853189728675264 |
| -0.113091475182061 |
| 0.734507297508498 |
| -0.506413552146888 |
| 1.02342654600030 |
| 0.411021443618924 |
| -0.600246450683055 |
| -0.998966824875255 |
| -0.25276641134879 |
| 0.252299554029075 |
| 1.00571064233389 |
| 0.0102246928916545 |
| -0.537293111566436 |
| -0.563639189769318 |
| -0.275112654826737 |
| 0.307454958689312 |
| 0.642645435085518 |
| 0.633466902107846 |
| -0.703923160206043 |
| -0.161817895423426 |
| 0.360736550136756 |
| 0.511094851493584 |
| 0.835857701696452 |
| 0.189891892736071 |
| 0.722949815298436 |
| 1.18106818619082 |
| 0.164913917663756 |
| 0.0100164935086439 |
| -0.502761816070823 |
| -0.318345594944024 |
| 0.134347356801801 |
| -0.168654845143453 |
| -1.04340733888241 |
| -0.178322273978204 |
| -0.957227808479485 |
| 0.690930419912209 |
| -0.3953689021266 |
| -0.311809596462209 |
| -0.415378681011067 |
| -1.11444295007275 |
| 0.0777377589104146 |
| 0.626822819514807 |
| 0.105795345385661 |
| 0.325709215315904 |
| 0.154354363178824 |
| 0.598011484126075 |
| 0.0114304236040589 |
| -0.884708348904408 |
| -0.452863224559442 |
| -0.758032195972644 |
| 1.41250623594307 |
| -0.340443065991585 |
| -0.272356297040004 |
| 1.07383378015521 |
| -0.341684609944219 |
| 0.288713146301577 |
| -0.570178374197301 |
| 0.920864592504617 |
| 0.0990618305122254 |
| 0.823573065267963 |
| -0.0609090682211581 |
| 0.332837289795186 |
| -0.497230840491676 |
| -0.274357416620336 |
| 0.0211320089328037 |
| 0.156660837977351 |
| -0.280694999180563 |
| -0.422116334789183 |
| -0.216952570220927 |
| -0.182930097478193 |
| -0.698085771666268 |
| -0.0555192234037352 |
| -0.227526606936507 |
| -0.395395306563533 |
| 0.087790465930062 |
| 0.150835184997300 |
| 0.824188995783749 |
| -0.699442816978962 |
| -0.480703407399309 |
| 1.06253285054521 |
| -0.201920241207971 |
| -0.543002646759206 |
| 0.54931152871934 |
| -0.291324698753659 |
| 0.330625070648513 |
| 0.482571358470007 |
| -0.808521161988944 |
| -0.0584059811417268 |
| 0.291289145779657 |
| 0.335777312526544 |
| -0.360563116634178 |
| -0.383946672208155 |
| 0.151464453045555 |
| 0.186525703893079 |
| 0.279324129413677 |
| -0.549542473430603 |
| -0.0743318554660742 |
| -0.260815503944270 |
| -0.0053504270085615 |
| 0.220801672545643 |
| -0.502188957297774 |
| 1.11771421644237 |
| -1.13397642854446 |
| 0.310238689460305 |
| 0.176860487925696 |
| 0.0813948593914962 |
| -0.711425327646223 |
| 0.0913318634612702 |
| -0.304666276497526 |
| 0.531762510923507 |
| -0.609982158692278 |
| 0.52286679848997 |
| -0.277808943573168 |
| 0.636558927741007 |
| -0.531300722113617 |
| -0.191649865644547 |
| -0.0507802800700054 |
| -0.0853233866286936 |
| -0.234326631153557 |
| -0.426080254467825 |
| -0.266141481405013 |
| -0.449391879881697 |
| 0.552249713353141 |
| 0.313444851610489 |
| 0.667294122046305 |
| 0.415519850450859 |
| -0.453800041410225 |
| -0.173880805941996 |
| -0.145531265082263 |
| 0.184780483255250 |
| -0.372914391822528 |
| 0.207246917110233 |
| -0.0896899163733578 |
| -0.00469030981252233 |
| -0.0300931075288862 |
| 0.0294783228400695 |
| -0.322250688087472 |
| 1.52890778129395 |
| 0.237391407996425 |
| -0.544594143224336 |
| 0.581191327433208 |
| 0.330668953862328 |
| -0.986825041746216 |
| -0.754572169027551 |
| -0.344428454231094 |
| 0.759526018278956 |
| -0.260033466743442 |
| -0.467803400911938 |
| -0.0940196348250338 |
| 1.68862806522500 |
| 0.115040237689175 |
| -0.889880338633036 |
| 0.0676016724990267 |
| -0.117202653463020 |
| -0.209507140299833 |
| -0.382410507520121 |
| 0.0910559696814266 |
| 0.0417472957098902 |
| 0.256954005047212 |
| 0.389318400014892 |
| -0.384469280820126 |
| 0.458532148401965 |
| 0.604655486554982 |
| -0.177248283793307 |
| 0.709930417405131 |
| -0.303394373535535 |
| -0.953853007879104 |
| -0.0482991227653371 |
| 0.991525874937735 |
| 0.825956141519315 |
| 0.284996454013121 |
| 0.139735057194567 |
| -0.144410002076596 |
| 0.166306727569182 |
| 0.530924858156922 |
| 0.0237506523821636 |
| 0.353800140736512 |
| -0.0112804017998134 |
| 0.499744150153279 |
| 0.121930580657534 |
| -0.114215562620125 |
| -0.504280758280601 |
| -0.0904212267182222 |
| -0.243343897191225 |
| -0.125828500662725 |
| -0.400377277653573 |
| 0.604748667398745 |
| 0.332080862090047 |
| -0.350557374874955 |
| -0.488561677791372 |
| 0.295154744446647 |
| -0.0565870543377665 |
| 0.00478840163662393 |
| -0.371090499777305 |
| 0.158928091048629 |
| -0.216648970446213 |
| -0.224067998818549 |
| -0.282626422913439 |
| 0.264514943312874 |
| 0.157522198359983 |
| -0.151106223958385 |
| -0.128481391009110 |
| -0.848383716728212 |
| -0.0795563860432027 |
| -0.107817655620475 |
| 0.328071233602396 |
| -0.154768162533651 |
| 0.165799025486170 |
| -0.247712619222787 |
| -0.178864229797953 |
| 0.0510925318232841 |
| -0.00189317120778515 |
| 0.275780380664286 |
| -0.658673635454477 |
| 0.601320870939259 |
| 0.310561090028541 |
| 0.55838565409938 |
| -0.106050295218714 |
| -0.461152113068448 |
| -0.205809007141856 |
| 0.392378615604946 |
| 0.190088476973014 |
| 0.332604769600744 |
| -0.160478793446933 |
| 0.876919262430633 |
| 0.0698071157255641 |
| 0.824301473709992 |
| 0.811798318019694 |
| 1.761167173381 |
| -0.560099452863379 |
| 0.157428460121973 |
| -0.271266436553880 |
| 0.0298150102405198 |
| -1.16844647795977 |
| -0.0760071773229966 |
| 0.0762442190472295 |
| -0.213133096316162 |
| 0.0554242306930051 |
| -0.545106021393912 |
| -0.0970187841094925 |
| -0.414561792162103 |
| -0.354164229853988 |
| -0.247488455661535 |
| -0.0173177726961202 |
| -0.401574772010313 |
| 0.302548941441966 |
| 0.590591902742985 |
| 0.35016120324673 |
| -0.574360263384968 |
| 0.0527131211112447 |
| 0.110062421815164 |
| -0.218477277615456 |
| -0.671792342620446 |
| 0.4432229937328 |
| -0.27297985453255 |
| -0.823082145972961 |
| 0.0464802595074462 |
| 0.266124406706118 |
| -0.400171438922032 |
| 0.443833898347015 |
| -0.312784943141941 |
| 0.0242214736721719 |
| -0.13072888029012 |
| -0.91592074720152 |
| 0.146465382154002 |
| -0.285944693339209 |
| 0.31685027316283 |
| -0.223099239851340 |
| 0.301762328374859 |
| -0.618747380277376 |
| 0.845445888557565 |
| -0.330790132497797 |
| -0.0371750257514444 |
| -0.226828454566343 |
| -0.0121392883949211 |
| 0.516891081674896 |
