ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.007 | -0.0123 | -0.0073 | -0.002 | -0.0481 | -0.0586 | 0.0295 |
(p-val) | (0.9992 ) | (0.8789 ) | (0.953 ) | (0.9998 ) | (0.9194 ) | (0.2188 ) | (0.9505 ) |
Estimates ( 2 ) | -0.0091 | -0.0123 | -0.0073 | 0 | -0.0481 | -0.0586 | 0.0294 |
(p-val) | (0.8415 ) | (0.7888 ) | (0.8721 ) | (NA ) | (0.9189 ) | (0.2186 ) | (0.9502 ) |
Estimates ( 3 ) | -0.0091 | -0.0122 | -0.0071 | 0 | -0.0187 | -0.058 | 0 |
(p-val) | (0.8419 ) | (0.7905 ) | (0.8754 ) | (NA ) | (0.6801 ) | (0.2186 ) | (NA ) |
Estimates ( 4 ) | -0.009 | -0.0121 | 0 | 0 | -0.0191 | -0.0584 | 0 |
(p-val) | (0.8429 ) | (0.7924 ) | (NA ) | (NA ) | (0.6743 ) | (0.2149 ) | (NA ) |
Estimates ( 5 ) | 0 | -0.0121 | 0 | 0 | -0.0189 | -0.0576 | 0 |
(p-val) | (NA ) | (0.7915 ) | (NA ) | (NA ) | (0.677 ) | (0.2198 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.0187 | -0.0596 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.6804 ) | (0.1977 ) | (NA ) |
Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | -0.0591 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2014 ) | (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 |
0.126639936458067 |
0.169702797175283 |
-0.968304195647203 |
0.928374125723601 |
-2.42575174785845 |
0.0598951048853964 |
-3.91314685251242 |
-1.93660839129441 |
-0.878461538319123 |
-0.68879370618203 |
3.13451799270478 |
-0.939952083256485 |
-2.31733223083065 |
-0.735031984873704 |
-1.27362610403969 |
-1.32645367644346 |
1.93830686097299 |
1.65533553833869 |
0.927987254504133 |
-0.54078272090016 |
-2.90440906720796 |
-0.996150122978479 |
0.846421812703814 |
-0.786693260161048 |
0.693210906351917 |
1.58138982783012 |
2.63825870196136 |
-0.71538345508219 |
-1.83207671524325 |
-1.06955269630447 |
1.94736433683842 |
-0.315559069052397 |
-1.07207671524325 |
0.586262009469389 |
2.20492009838278 |
-0.27188504826917 |
2.61835453544841 |
1.26153357806068 |
1.24829080796913 |
1.50853039168671 |
-1.97410551374298 |
-0.72536740207833 |
1.05321090635192 |
1.06723639734363 |
0.167667648035276 |
-2.2018689952653 |
2.01599031974406 |
1.12742806431769 |
-0.0196166660518668 |
-0.95720453360398 |
2.60587867552126 |
1.43803517124765 |
-0.343801960277997 |
0.9008785543872 |
0.732364215704346 |
0.071150244112555 |
1.3605270841787 |
1.62206066223938 |
-0.445910539260891 |
1.32793933776061 |
-3.55864227817763 |
-1.89252401893878 |
3.21576678903032 |
-0.260351470208474 |
2.66314693660449 |
0.611821078521809 |
2.01388174076116 |
-3.12779558753007 |
-0.456006372747935 |
0.762156495726416 |
-0.699872060505229 |
-1.98702867736568 |
-0.0084985279470639 |
-0.848322671708779 |
-1.7151438713646 |
-0.944536764434646 |
0.144664461661321 |
1.23968063579926 |
-0.00541531882182909 |
-1.43980833302595 |
-1.76837058845228 |
3.33947291582131 |
1.79817892147822 |
1.1309425241346 |
0.959472915821299 |
-1.47792328475677 |
1.55177316177828 |
0.724520711430782 |
-0.538817892147841 |
-0.00747598106120162 |
-2.10284338313953 |
-1.28608639549921 |
-0.63301923937785 |
0.679744363278549 |
1.69324277009155 |
0.0660703424953274 |
-0.12838664145616 |
0.607827451269708 |
1.77808308799118 |
-1.15527156859128 |
0.301789214782132 |
1.8119329650127 |
0.796262009469396 |
-0.293945710508566 |
1.29634178995257 |
0.248865808891349 |
-0.0230031863739834 |
1.19369007378709 |
-0.84301923937783 |
0.201437744573654 |
1.25482426489574 |
-0.527699754043052 |
0.209648529791525 |
-1.48950477956095 |
-1.2290735288693 |
-1.48581470577386 |
0.289408946073902 |
1.33856225542637 |
-1.87615012297847 |
0.48595845600441 |
0.352699632908982 |
0.532172548730279 |
0.169456862817427 |
-0.556884927135123 |
1.40316298960838 |
0.931341911086619 |
-0.562859436143424 |
-1.55493615138666 |
-1.98757181454824 |
1.19777953452621 |
-2.5734504900695 |
-0.93630992621291 |
-1.83054313718258 |
0.792220465473797 |
1.39747598106121 |
1.2902875004611 |
1.02571887228682 |
-0.666341789952545 |
2.26888186189521 |
-0.270846690647557 |
-1.76308296685711 |
1.68266776916932 |
0.58124607759957 |
0.738466421939347 |
-1.00257193568232 |
-0.597300367091007 |
0.0926517161654363 |
1.40630992621294 |
0.670670834409249 |
0.33990416651295 |
1.06484031789962 |
0.0328433831395399 |
-0.379217279099856 |
1.16078272090017 |
-1.35383382401763 |
-0.98960061304797 |
1.75177316177827 |
-1.82488823464314 |
-2.63867414191728 |
1.20127794133922 |
-1.50143774457364 |
1.55586262251738 |
0.0551757351042335 |
1.44619803972199 |
-0.596245956465498 |
-0.786150122978499 |
-0.606565562934356 |
1.02710870011693 |
-1.80781139826584 |
0.229744363278532 |
-1.72279546639601 |
0.932204412469931 |
-0.015271568591297 |
0.961565441800344 |
0.209265195843339 |
0.516853063395484 |
-0.251964828752345 |
-1.23261985242581 |
-0.417523897804724 |
0.969456862817408 |
-0.756341789952549 |
1.8296485297915 |
-0.211182107852187 |
1.34201274549588 |
-0.355814705773863 |
-0.0969009801389958 |
-1.12241213244789 |
-1.3368370103916 |
-1.45891372563485 |
-0.18325882309544 |
0.120990440878104 |
-0.184792401156101 |
-0.842412132447888 |
1.53624595646553 |
-0.221868995265292 |
-0.537683701039162 |
-0.285606985795909 |
0.585527205312748 |
1.78488823464315 |
0.0158147057738579 |
0.379456862817404 |
0.662859436143418 |
1.48094252413459 |
0.146293873209037 |
-0.14182107852178 |
0.25867414191726 |
1.06699681362605 |
1.10900955912189 |
0.2305270841787 |
-1.17822683822174 |
-2.1281310047347 |
0.410191666974076 |
-0.379568749308339 |
-1.70645367644347 |
-0.707683701039149 |
2.0671405638566 |
0.0638338240176427 |
0.523242770091532 |
0.057092647113083 |
-0.369744363278546 |
0.472923405890828 |
-0.768131004734717 |
-0.837779534526198 |
0.408929778638752 |
-1.30137377482627 |
0.751166054848298 |
-1.33999999999997 |
-0.152811519399901 |
1.16295526963044 |
-0.477731617782687 |
-0.434536764434641 |
-1.44669326016106 |
-1.54787536801323 |
0.600143750230576 |
1.17552720531275 |
0.567236397343625 |
1.54079877390401 |
-0.100638970669582 |
0.228562255426353 |
-2.52718848060011 |
-0.857779534526208 |
0.0372524503475054 |
1.0113419110866 |
-1.54630992621289 |
0.743881740761147 |
0.421325858082747 |
-1.24424926397354 |
0.404680514665195 |
0.429456862817416 |
0.582236518477699 |
0.0709425241345654 |
0.787092647113073 |
0.195015931869844 |
0.486613479677879 |
-0.0503993869520226 |
0.833051103117485 |
0.380798773904045 |
-1.05576678903035 |
0.174824264895755 |
0.85314693660452 |
-0.132907352886916 |
0.91610220623494 |
-1.81231629896083 |
0.644281127713191 |
-0.145319485334818 |
-2.07212463198677 |
-0.402811519399871 |
-0.603833824017663 |
-1.13113419110865 |
0.537875368013212 |
-1.79827475496524 |
0.441421691569766 |
-1.53757181454824 |
-0.323945710508553 |
0.401725245034746 |
-0.335303432330921 |
-0.575415318821849 |
0.568083087991186 |
0.462619852425824 |
-1.02103835762162 |
-3.29579865276999 |
-0.39694889688252 |
1.24547928856925 |
-0.411277941339215 |
0.0442332109696562 |
-0.712412132447877 |
0.0574920340650925 |
0.295463235565362 |
2.04132585808272 |
-1.45206066223937 |
0.681453797577524 |
0.185175735104244 |
-1.11138982783012 |
-1.05305110311748 |
-1.49881789214782 |
0.218626225173756 |
-0.244680514665196 |
0.0253674020783266 |
0.538801839143932 |
-0.322156495726404 |
0.671421691569772 |
2.01241213244787 |
-1.83033541720463 |
1.3791214456128 |
0.591341911086615 |
0.745367402078311 |
-0.284776348152228 |
-0.0794089460739087 |
0.234824264895757 |
-1.11418529422615 |
-0.433354656582463 |
-1.49178921478214 |
0.805974509008283 |
0.545111765356864 |
0.860191666974064 |
0.603146936604519 |
0.73404154399559 |
0.045271568591283 |
1.14241213244788 |
0.284984068130173 |
-0.267779534526191 |
-1.09515968210037 |
-1.22621409272588 |
1.60718848060011 |
1.69846642193931 |
-0.616900980138992 |
1.12432904445669 |
-1.23704473036955 |
-0.813210906351921 |
-1.77931311258687 |
1.80581470577385 |
-0.729105392608915 |
-0.695654902539432 |
1.1733865203221 |
0.447523897804725 |
-0.798418505195793 |
-0.156166175982357 |
0.206709313164931 |
0.99798725450414 |
-0.96638970669607 |
-1.18242818545176 |
-1.03960061304798 |
-3.35664534341753 |
-1.43616617598236 |
3.15068688741312 |
-3.63492009838279 |
0.666996813626043 |
-1.05345049006951 |
-1.37793933776062 |
-1.43083063764367 |
1.07375404353447 |
-2.88910539260893 |
-0.756229903461628 |
0.0613419110865999 |
-0.265000121134059 |
-2.31218835946605 |
1.86019166697406 |
-0.623242770091541 |
2.18488823464314 |
-0.521565441800318 |
-1.90202879849973 |
1.54273173891673 |
1.346900980139 |
-2.00113419110865 |
-1.89659742667402 |
-0.664121324478754 |
0.77757181454825 |
-0.18309901986099 |
1.42416924122226 |
1.27399362725208 |
-0.776437623439598 |
0.481070221361276 |
0.821565441800315 |
-0.88880183914394 |
0.869472915821295 |
-2.04191691200881 |
-0.290399386952017 |
-1.17886580889134 |
0.476245956465508 |
0.336837010391612 |
-1.97900955912189 |
0.502460049191397 |
-0.6062620094694 |
1.69448884769112 |
0.10792328475676 |
0.411198160856043 |
-0.919504779560938 |
1.86084669064755 |
0.38364215704357 |
-0.484632597921679 |
-0.514664461661311 |
1.56837058845228 |
0.581581494804201 |
-0.467156616860459 |
0.302955269630444 |
-1.30867414191727 |
-0.0331948533480384 |
0.164073407735227 |
0.931277941339225 |
-0.199552696304466 |
1.45635784295643 |
0.311022304617747 |
-0.333354656582469 |
-1.05369007378708 |
0.66773161778267 |
0.160798773904046 |
-0.588817892147825 |
0.742955269630441 |
-0.466214092725871 |
0.329952083256486 |
-0.162524018938787 |
-2.65699681362604 |
-1.08186899526531 |
0.219712499538895 |
-0.251581494804204 |
0.184185294226145 |
0.235127818360743 |
-0.0662620094694074 |
-1.31073480415663 |
-0.289904166512967 |
-2.05477634815224 |
0.14218860173416 |
0.597348283834547 |
0.606549509930489 |
-0.217140563856578 |
-0.459952083256495 |
0.485958456004424 |
0.263498406813013 |
0.494345097460566 |
0.0216773282912385 |
-1.68057500092222 |
-0.432268382217325 |
0.08900955912189 |
0.414872181639276 |
0.83817892147821 |
-0.677779534526188 |
4.0277795345262 |
0.905958456004411 |
0.0836900737870856 |
0.0923642157043467 |
-0.112204412469923 |
1.06340257332599 |
-0.64704473036956 |
0.732460049191401 |
0.370239583717581 |
-0.3384185051958 |
0.866421570435706 |
-0.117396200578042 |
0.582955269630445 |
-0.154680514665208 |
0.698817892147825 |
0.244424877943738 |
0.081581494804187 |
-0.848035171247661 |
0.0489137256348576 |
-0.907731617782679 |
0.917236397343634 |
0.189952083256486 |
-0.115718872286828 |
-1.28945686281743 |
0.201373774826246 |
-0.559361029330386 |
1.06709264711307 |
-0.522603799421945 |
0.0317731617782548 |
-0.15260379942194 |
-0.277987254504141 |
-0.198178921478222 |
-0.708865808891328 |
-0.0056549025394344 |
1.24945686281744 |
0.456309926212907 |
1.54265171616547 |
-0.767779534526205 |
-1.52822683822173 |
-0.44591053926089 |
1.02049522043906 |
-0.712412132447878 |
-0.231373774826246 |
0.724137377482623 |
-0.0267093131649376 |
-0.68103835762162 |
1.30747598106121 |
0.326262009469397 |
-0.210431250691664 |
-1.49600637274793 |
-1.15853039168671 |
0.0286262251737436 |
-0.441230024595689 |
-0.14744411732157 |
-1.7359105392609 |