ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.7012 | -0.3586 | -0.2358 | -0.2121 | -0.1384 | -0.5116 |
(p-val) | (0 ) | (0 ) | (0 ) | (0.0645 ) | (0.1184 ) | (0 ) |
Estimates ( 2 ) | -0.7115 | -0.353 | -0.2264 | -0.0853 | 0 | -0.6352 |
(p-val) | (0 ) | (0 ) | (0 ) | (0.2775 ) | (NA ) | (0 ) |
Estimates ( 3 ) | -0.7147 | -0.353 | -0.2239 | 0 | 0 | -0.6811 |
(p-val) | (0 ) | (0 ) | (0 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.558114162488688 |
3.04918901256191 |
6.88456095781543 |
43.5424800511233 |
-15.3610535105023 |
11.719418350577 |
-41.4975093803626 |
-29.4147704807797 |
42.7791663055472 |
-52.7353645720034 |
0.082640277581364 |
30.3083625240939 |
-38.4841860191872 |
-19.5749543044829 |
-23.7492831825000 |
-4.07041377652383 |
23.1708216552513 |
-14.2120699507476 |
-7.20295776996004 |
46.3389132076608 |
-15.1968709927009 |
44.5947081668534 |
2.55150472256053 |
-62.6265247197598 |
-16.8667779948743 |
35.3221036016387 |
21.0128963006131 |
19.2045376015729 |
10.0715287313672 |
-12.3379324326363 |
23.7250837242701 |
27.9493661781467 |
-7.82696733072323 |
1.51787590408526 |
-43.3396612631901 |
-20.5556075265990 |
4.77620707655331 |
4.21881816185140 |
36.9651947976983 |
15.8459765378789 |
-19.2695911698982 |
2.5815249066099 |
21.0847746262387 |
-17.9736841938492 |
-10.6102360253935 |
-4.7431180327391 |
-7.32854220143668 |
9.44599277914735 |
-25.3509152340645 |
24.5508992419954 |
33.3864869070814 |
-17.0401945471652 |
-15.1551455983824 |
-3.03575534417757 |
14.4699412910511 |
23.5227800709759 |
7.54966892171966 |
15.4731067344016 |
17.1163454574935 |
35.9960008050701 |
-0.174916625962433 |
-14.8264593684129 |
-34.1036582688032 |
-33.4437513342800 |
-39.2729977846999 |
0.466994937132942 |
16.1027037325886 |
4.59589486048379 |
-31.3955335779141 |
3.5192102996049 |
-6.8479039252017 |
2.88912912224151 |
-5.3286373868359 |
1.18361736060884 |
24.3580839592467 |
-22.4979561485525 |
12.6829068261476 |
-10.6934060274660 |
21.5698780304533 |
-4.37032281547452 |
22.3697063046893 |
5.08051463474868 |
-6.76583363831104 |
-28.9090208488674 |
-2.89078913791581 |
29.0699731463832 |
-19.0564507125819 |
42.0120710289269 |
15.6150151639386 |
-32.4178270117479 |
-33.3088573437651 |
-7.84602202731772 |
14.7171204846783 |
36.8037187708953 |
1.23991234543521 |
-20.2370129544052 |
-18.9834390645880 |
-10.2260889771773 |
15.5921432528049 |
27.459202351316 |
24.0877454340059 |
-28.8158241680150 |
-9.99110648339158 |
9.65767217892192 |
9.9061817986193 |
30.8957124271159 |
-0.632248911179113 |
30.4253861369169 |
36.4922247709454 |
-27.5592757485167 |
-24.1576483210842 |
-43.7810398144639 |
-12.1485916921085 |
0.956206324095468 |
-22.6969608077361 |
-39.2446398583091 |
1.09007299241495 |
-17.5160048291072 |
45.6023199855153 |
6.36547051620219 |
-9.4394134289446 |
-12.8218562279275 |
-43.2064112394585 |
21.3792025388811 |
39.1452970706012 |
13.6252468554970 |
21.2754328281184 |
5.05575622458804 |
14.0652734835693 |
-3.30369863675014 |
-40.2047503758708 |
-13.7025104772051 |
-32.2979898479114 |
64.582168001053 |
-12.5812762502838 |
-7.49349454902195 |
53.4354495948275 |
-29.2666372965279 |
12.0996567842741 |
-21.0751491029127 |
26.4616710380440 |
6.20577222841575 |
23.8017192917955 |
1.04698721681677 |
-1.67705003683931 |
-37.6082999607716 |
-26.9199665053545 |
-1.24356190268431 |
13.8993797383673 |
-13.1180514088779 |
-20.8962107219649 |
-2.72122812216584 |
-4.12632748112208 |
-13.0786581688515 |
11.8083076089996 |
2.56438370403771 |
-9.16589132876449 |
12.7092764602570 |
15.8440524956104 |
37.6507328635405 |
-32.6162269977264 |
-14.1140526403644 |
46.6806968082893 |
-14.9195225067592 |
-20.2492675833224 |
26.4468426563873 |
-22.2655810664998 |
17.6739523964994 |
21.6116516249742 |
-45.0627484772458 |
6.04016128202197 |
11.8694567285954 |
7.89964095840496 |
-10.9322539577485 |
-14.8200938842108 |
10.5766707244454 |
4.27606418637428 |
14.8346838449268 |
-23.6965276782746 |
-1.25267721188302 |
-9.1071792067438 |
1.24210578097280 |
18.0466338809328 |
-21.2349319682852 |
49.6065946977256 |
-48.4528084049867 |
13.5017634471806 |
15.4645123205003 |
-6.38415469147308 |
-20.6765728661298 |
4.08123262633114 |
-14.1492447492420 |
24.8855490827511 |
-15.4108497786899 |
26.8003806325185 |
-9.39402397915145 |
15.9364422898571 |
-14.8410341215291 |
-9.04369826848382 |
6.14756153464624 |
-5.90887595724958 |
-8.17755892893074 |
-10.4526703441041 |
-12.5876586913155 |
-8.13774035668867 |
38.3430593650681 |
21.1192463164415 |
23.8741914918194 |
-0.0452888297571786 |
-17.4647487278131 |
-7.96680072020336 |
-7.2140114154745 |
4.17428455562539 |
-16.3654320871175 |
8.3177608589171 |
-8.76565530558554 |
-0.542717194122272 |
10.6384003869353 |
3.43598485775388 |
-7.27767334212603 |
42.9627763987345 |
6.21311351430089 |
-26.8232864978746 |
19.3980622443454 |
-2.64904564086123 |
-42.8613021491187 |
-20.6029678611273 |
-13.3479693578336 |
32.641184053248 |
-0.883276741626941 |
-8.67549814363142 |
4.79702296077498 |
47.2421372015374 |
3.61600639573065 |
-34.0879895923659 |
5.09222815618141 |
-12.1924297506154 |
-7.557800626915 |
-6.09139484786908 |
0.938687977196568 |
5.15901709537283 |
15.2654019945528 |
15.7326060103669 |
-14.9571444547003 |
3.9551229791794 |
22.4140499229367 |
-11.7844888989943 |
21.1311367652284 |
-20.1678187815258 |
-36.9437837613718 |
4.61911169997772 |
33.0581560449671 |
26.6914844690140 |
4.72490353041573 |
-7.00441575459646 |
-20.1299879476181 |
7.5239229126626 |
9.68121634565823 |
-14.2180790759740 |
6.88131988986847 |
-10.6590946757309 |
18.1628203668947 |
-2.34237505122537 |
2.51137560981232 |
-28.8783116945579 |
-19.9587744614791 |
-19.7327824015556 |
-6.13356640995335 |
11.8276038281327 |
24.1599215251754 |
7.68055771654381 |
-20.8118979847537 |
-18.2120292262575 |
22.1344902921426 |
-2.19080640241889 |
14.8128924197282 |
-15.9735997266248 |
-0.622002110452479 |
-13.4590836441381 |
-8.6188684456311 |
10.0557959842088 |
8.8162571310375 |
6.35366804494212 |
-7.04133844775424 |
-1.82204241920956 |
-30.7145259374633 |
6.39024835338528 |
6.81756020586934 |
21.3775227158597 |
-1.25443926666305 |
9.16816214818594 |
-6.6753145945592 |
-5.57962689071211 |
3.07693727401469 |
0.127569347236472 |
15.088766814011 |
-23.8822251879549 |
28.2274384029243 |
11.8720084445919 |
20.0747908070768 |
-5.75754566989742 |
-32.268748893925 |
-9.79600213264086 |
14.337598212806 |
13.6089450078025 |
8.90472642311055 |
-15.5333762239867 |
34.4836423645929 |
-8.48581739294748 |
33.5972420838766 |
27.4518774029079 |
90.7195033237117 |
-63.2101281114645 |
-33.0610523266803 |
-52.3422846552236 |
-31.8517050411529 |
-20.0429360247541 |
-16.7078609472891 |
-5.21865667169652 |
-8.0463135311409 |
12.0680920349959 |
-14.8529205874186 |
5.89408973754072 |
3.92350420382715 |
-13.0989961777703 |
-10.0055841396341 |
3.33100851830804 |
-11.7806915842093 |
53.0308486454331 |
31.7373240453167 |
7.4359687913257 |
-33.9113774683905 |
-0.87737143767989 |
7.1675967626884 |
-16.3576072686759 |
-25.0528845682304 |
34.9412716946989 |
-21.7138924213302 |
-40.0784320009508 |
20.6177970718521 |
33.8648937757674 |
-18.6180054038891 |
32.824974729468 |
-15.8579800083214 |
1.04375412001764 |
2.98857204828555 |
-47.8353340209834 |
18.3592002779908 |
-5.41269362012121 |
27.4286253722381 |
3.39636325227269 |
18.7993666654111 |
-28.9255902550611 |
43.6397917120822 |
-18.4194603304921 |
-2.57962288772197 |
-3.11315029008015 |
-7.19205323462766 |
30.7845350977517 |