ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.0051 | -0.0097 | -0.0033 | -0.0049 | -0.0096 | -0.0622 | -0.009 |
(p-val) | (0.9997 ) | (0.9488 ) | (0.9828 ) | (0.9997 ) | (0.9836 ) | (0.1937 ) | (0.9846 ) |
Estimates ( 2 ) | -0.0102 | -0.0097 | -0.0033 | 0 | -0.0096 | -0.0621 | -0.009 |
(p-val) | (0.8225 ) | (0.833 ) | (0.9424 ) | (NA ) | (0.9834 ) | (0.1944 ) | (0.9846 ) |
Estimates ( 3 ) | -0.0102 | -0.0097 | -0.0034 | 0 | -0.0187 | -0.0622 | 0 |
(p-val) | (0.8226 ) | (0.8321 ) | (0.9409 ) | (NA ) | (0.681 ) | (0.186 ) | (NA ) |
Estimates ( 4 ) | -0.0102 | -0.0097 | 0 | 0 | -0.0188 | -0.0624 | 0 |
(p-val) | (0.8228 ) | (0.833 ) | (NA ) | (NA ) | (0.6784 ) | (0.1843 ) | (NA ) |
Estimates ( 5 ) | -0.0102 | 0 | 0 | 0 | -0.0186 | -0.0639 | 0 |
(p-val) | (0.822 ) | (NA ) | (NA ) | (NA ) | (0.6808 ) | (0.1682 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.0184 | -0.0629 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.6852 ) | (0.1732 ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | -0.0624 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1763 ) | (NA ) |
Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
(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 |
9.8829021514408 |
25.1727721362117 |
-143.224749290191 |
137.299009879993 |
-356.830797785976 |
8.73577374074307 |
-562.757695748934 |
-272.502931586513 |
-122.29636417686 |
-95.3176400264975 |
437.838155990306 |
-132.254586972353 |
-323.481254152358 |
-100.079169834866 |
-176.594062029674 |
-179.298516652076 |
259.208413889482 |
226.799993088809 |
128.791030920731 |
-75.6997889519106 |
-397.71661374814 |
-135.656282554545 |
113.110882164298 |
-107.110152644543 |
93.4184352410888 |
215.989295398737 |
367.49191918076 |
-99.5704527956987 |
-253.342460781329 |
-146.825360095868 |
266.496580798974 |
-43.9724811325479 |
-147.459808383219 |
80.4019595096013 |
306.764124861866 |
-37.6159412038419 |
370.319918666718 |
180.305099205004 |
180.201012846463 |
220.430237603478 |
-287.860479852892 |
-104.702616971652 |
152.139640922538 |
155.432244311505 |
24.5936265213595 |
-319.525768753207 |
292.762459327067 |
165.490368802721 |
-2.4296621857451 |
-139.366000536308 |
382.875693997246 |
214.813595399582 |
-51.409237816454 |
135.577207012978 |
110.653533109465 |
10.5727686811715 |
207.328313919524 |
249.536183538232 |
-68.8505522993543 |
205.70812050831 |
-546.560582649917 |
-284.530257845247 |
486.493995486841 |
-39.514435192027 |
410.597562237765 |
95.3586953849259 |
316.674019285569 |
-488.753594991385 |
-70.6856897501727 |
118.603772077774 |
-109.964071256035 |
-305.717629160136 |
0.115301514530859 |
-129.034983865266 |
-256.201217427831 |
-140.16739519337 |
23.4774801700292 |
181.986606561765 |
-1.14688089370861 |
-214.317082570723 |
-261.368948315224 |
494.227696421889 |
271.799391495076 |
172.420674139113 |
147.18351899653 |
-227.487416513597 |
238.750743547959 |
112.522081902066 |
-83.542188957932 |
-1.40094421723321 |
-323.6358360407 |
-194.475664867237 |
-94.5102648946245 |
103.199730862031 |
257.896633237473 |
9.29723697670344 |
-18.7339648516091 |
93.3973324879904 |
273.951390710062 |
-178.542788372859 |
45.5624372844611 |
281.14764520602 |
124.785996132636 |
-46.1086467414106 |
204.53699473908 |
39.4282679932035 |
-3.68264802188257 |
189.933585661661 |
-133.77135182877 |
31.6836970725595 |
200.328014634149 |
-83.9002975681264 |
33.7654171453529 |
-236.899608355485 |
-192.956325298887 |
-231.688050852507 |
44.9687775655947 |
209.918116261126 |
-293.238260511046 |
75.6329590069107 |
55.8247276748507 |
82.5708222621747 |
26.625936782599 |
-88.0382571673429 |
219.306342291242 |
146.677269702649 |
-89.0322024154151 |
-243.848107413192 |
-309.78704160029 |
185.887533612943 |
-396.76579781618 |
-142.249549809934 |
-276.086300597571 |
118.710311140091 |
212.923670269894 |
198.0277602953 |
157.524635253794 |
-103.928056694542 |
351.199179035417 |
-41.8212848385921 |
-274.917107671602 |
261.062409817666 |
90.7323006793104 |
116.25522701185 |
-157.314097182527 |
-92.931114187884 |
14.8658110170979 |
220.083760509983 |
106.627120813591 |
53.6153411802572 |
168.767020765514 |
5.70402231245653 |
-60.1416885363711 |
185.548577057796 |
-216.385078600751 |
-156.973185142943 |
278.151688835967 |
-289.025501957786 |
-412.095129412563 |
187.061948192986 |
-232.331584627925 |
241.580601841515 |
8.31862180781488 |
227.721424091698 |
-94.682128239864 |
-123.799510075575 |
-93.3976145744179 |
159.146612275674 |
-283.329965580411 |
36.2772912172818 |
-266.855014899779 |
144.450891812383 |
-2.30812555226413 |
149.779965623523 |
32.195864374609 |
80.1359072224209 |
-39.6789559981208 |
-190.702488966218 |
-65.4640856242308 |
150.089597532049 |
-117.930816689242 |
284.815276599592 |
-33.0149902109166 |
210.856741275588 |
-55.888908287107 |
-14.9733905149322 |
-175.685358263032 |
-208.136505187009 |
-224.519145699523 |
-27.4233322327779 |
18.0758748523778 |
-27.0343571689969 |
-128.369846870053 |
235.316351677703 |
-34.27093333877 |
-82.260441504908 |
-44.3676818431904 |
88.5385147178837 |
274.100969603567 |
2.35873273819514 |
58.9411910250174 |
103.12792277612 |
232.146734911865 |
23.3616427872956 |
-22.4104199658228 |
40.6964521023383 |
169.064604762783 |
177.062982707857 |
37.1972526227794 |
-188.12156172169 |
-335.965303169582 |
64.6985392817552 |
-58.7833131756977 |
-265.834125285238 |
-109.45782497938 |
321.114648782128 |
10.6825777816471 |
82.677986527417 |
9.04156200899286 |
-58.7694176838751 |
72.9215808929548 |
-120.212728710027 |
-130.898548536657 |
62.8100997472963 |
-202.516780366414 |
117.538200512134 |
-207.253068388893 |
-23.2014601893583 |
179.574015836321 |
-74.1192628381963 |
-66.629435109048 |
-222.323071658185 |
-235.519758662713 |
91.1816264217832 |
178.063831976795 |
87.2713707249523 |
237.012429752848 |
-15.6868518440433 |
35.9978166763836 |
-389.194109341018 |
-130.811616121024 |
4.81989561785278 |
153.454501852376 |
-235.043887086269 |
113.508467156955 |
64.442727566805 |
-187.741671958057 |
61.1449605816768 |
65.2611073058485 |
87.1647787516664 |
10.4474898235405 |
120.647107221573 |
30.4449160538532 |
74.3539034811562 |
-7.54605350236868 |
129.015502334244 |
58.7784304274092 |
-163.576874023971 |
27.1599644977489 |
132.537479900087 |
-20.61352549257 |
142.999466329536 |
-281.390882951229 |
99.9206567807762 |
-22.5539671647098 |
-318.069841080452 |
-61.0641849109393 |
-92.462903064181 |
-170.682445898258 |
81.6570457604835 |
-269.795177896094 |
66.6585561379122 |
-230.253454397422 |
-47.2970991913563 |
59.2295228156541 |
-51.3925870429309 |
-85.1973014927171 |
83.3782113080257 |
67.7446602448548 |
-150.599879494797 |
-481.152420915677 |
-56.7100071148916 |
178.4540889762 |
-59.7330876936225 |
6.67031476961107 |
-102.8048428167 |
7.87732594755434 |
42.9524857920783 |
296.664644693889 |
-211.910718297252 |
97.3479361384955 |
26.8476745656295 |
-160.896610157745 |
-151.933721068383 |
-213.94776153755 |
30.6494531304762 |
-34.717685737759 |
3.75583048259215 |
77.9349473034278 |
-46.7728292049959 |
96.233745987631 |
289.678279678548 |
-264.247813145797 |
197.868836404557 |
85.209534698684 |
108.671566279121 |
-41.6235675102775 |
-11.5725498525807 |
34.35260529218 |
-162.031058474254 |
-62.4167831575483 |
-212.968729548336 |
114.369135101023 |
79.0707084732375 |
124.613901759207 |
87.9474785743971 |
106.954930514092 |
6.58758865247771 |
167.942955927099 |
41.7188934016035 |
-39.7043702853742 |
-161.528330825655 |
-178.642132759716 |
234.919710674531 |
251.220898037525 |
-91.320958908944 |
167.238840123492 |
-183.613183133463 |
-119.284293339932 |
-259.415238414914 |
263.365933583769 |
-107.356912197852 |
-102.083233454655 |
172.183625600811 |
66.6143577697381 |
-117.45516996951 |
-22.1330436474654 |
29.4319777662165 |
146.096733193449 |
-142.766386139072 |
-171.52161926893 |
-150.730101590288 |
-478.138932327139 |
-199.799030443454 |
443.374425759606 |
-510.935214060447 |
92.4058259170807 |
-145.784701736162 |
-188.090205972288 |
-195.293858665036 |
144.29140714511 |
-390.466345562635 |
-103.958258144308 |
6.82916225309702 |
-32.1975249719658 |
-307.056576040527 |
244.474962904346 |
-83.0451806805802 |
288.830961002997 |
-70.5029289344419 |
-251.020708763124 |
202.299933347073 |
180.098554414015 |
-267.169156603378 |
-249.57008406883 |
-87.499025447688 |
102.158609116072 |
-24.1845667693807 |
187.964390497348 |
168.605543764332 |
-103.963447036411 |
64.5427596671194 |
110.179565402546 |
-119.388417370059 |
115.392920435408 |
-271.427811867371 |
-37.9837065497413 |
-154.265213342602 |
62.7162606865224 |
44.7467212439024 |
-257.380665482884 |
65.100463597948 |
-77.6783748631023 |
219.02952445611 |
14.6856799876608 |
52.6716167271928 |
-120.277525060799 |
243.625365108596 |
50.9203006481278 |
-64.0422233039901 |
-68.4615369800063 |
207.848715521541 |
77.6043363811025 |
-62.1013481338016 |
40.4544615956784 |
-173.806476816936 |
-4.6931563989365 |
22.4152173474262 |
123.805941192717 |
-26.7694577706602 |
194.842148006418 |
42.3828540779969 |
-44.6688267878656 |
-141.392836532752 |
89.4450152319165 |
21.0987516252915 |
-78.9244950680549 |
99.668976979859 |
-62.2670372541404 |
44.1984113796206 |
-21.1835419268396 |
-352.304472193776 |
-141.600927210998 |
27.937495152024 |
-32.3398269104383 |
24.1388060898737 |
30.2717462974955 |
-8.15846095366446 |
-170.42737644392 |
-37.1097262970396 |
-262.466370653915 |
15.9061844418859 |
75.3186867263258 |
77.728374472026 |
-27.9760120958033 |
-58.654579590975 |
62.2331400661732 |
33.6997394202275 |
62.9263944381416 |
2.66248401700575 |
-216.077830946214 |
-54.7854800503329 |
11.5805617978099 |
52.9820108751535 |
106.9397401315 |
-86.8168896934736 |
522.11562102648 |
119.821803081602 |
11.2097316656699 |
12.2721463846916 |
-15.128333130577 |
141.826781984961 |
-86.459735517564 |
97.908462080307 |
49.7197875813875 |
-45.4492831060915 |
117.019703838967 |
-15.5443648602552 |
78.6296758660052 |
-20.8666157884524 |
94.5900045256564 |
33.5246735705698 |
10.898221499247 |
-114.746623146289 |
6.7341671513744 |
-122.367571903719 |
123.78748937198 |
25.6190053423944 |
-15.4079195700951 |
-173.512568709149 |
27.339066495731 |
-74.6759842278556 |
143.004299551815 |
-70.635142718731 |
4.27387551033689 |
-20.8797232235005 |
-36.7453465715736 |
-26.341512288475 |
-94.3588798466038 |
-1.45965224601878 |
166.693522266067 |
61.0381367391743 |
209.139584795657 |
-104.36886234208 |
-205.546514969949 |
-59.5580463895182 |
136.374390927212 |
-95.5210929227566 |
-31.1724435640487 |
96.8922765821132 |
-3.08929330578903 |
-90.7966815700197 |
175.904639830942 |
43.6022744944424 |
-29.0347932189484 |
-200.749913303746 |
-153.133867227745 |
3.38901553561396 |
-58.2705148202512 |
-18.9738628248714 |
-226.558351063969 |