| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | 0.5337 | 0.1848 | -0.0277 | -0.4471 | -0.7213 |
| (p-val) | (0.0579 ) | (0.0052 ) | (0.7696 ) | (0.1048 ) | (0 ) |
| Estimates ( 2 ) | 0.4617 | 0.1882 | 0 | -0.3767 | -0.7209 |
| (p-val) | (0.0078 ) | (0.0044 ) | (NA ) | (0.0307 ) | (0 ) |
| Estimates ( 3 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0447136184668429 |
| -0.0688691403563508 |
| 0.199720153269359 |
| 0.369884595635044 |
| 1.52700336344962 |
| -0.363526444415091 |
| 0.455818444111783 |
| -0.563740373612802 |
| -0.369588120015896 |
| 1.28086701120278 |
| -1.36163733791219 |
| -0.369942560700546 |
| 0.181199255285317 |
| -0.864076333448456 |
| -0.562056838767732 |
| -0.727479466741326 |
| -0.407379202052062 |
| -0.0483911089530753 |
| -0.780469144555266 |
| -0.838733847990735 |
| 0.71626140625824 |
| -0.701747418300223 |
| 0.890864343054321 |
| -0.0832803110227459 |
| -1.58685623516625 |
| -1.08248322644637 |
| 0.423978912194212 |
| 0.033477892031685 |
| 0.157084692870518 |
| 0.371834243610352 |
| -0.249301717924161 |
| 0.323052719926247 |
| 0.8725881173805 |
| 0.120736229854052 |
| 0.0933605097554313 |
| -1.19695810457745 |
| -0.181613194512447 |
| -0.0597043432511654 |
| -0.361861488924126 |
| 0.59183452790067 |
| 0.492182446156144 |
| -0.320120209398837 |
| 0.106969715762588 |
| 0.579563674220667 |
| -0.497859112704383 |
| -0.421236828537152 |
| -0.110179986852467 |
| -0.121502384870492 |
| 0.515727741147619 |
| -0.995384159854868 |
| 0.336663303091977 |
| 0.861984843838572 |
| -0.469705063032475 |
| -0.411104444633413 |
| -0.0656248024516055 |
| 0.303625122818881 |
| 0.87124556236705 |
| 0.465329388214231 |
| 0.823864732119262 |
| 0.921593232346867 |
| 1.20314318361264 |
| 0.417772805142000 |
| 0.275249116749385 |
| -0.217629699991389 |
| -0.245367923189641 |
| -1.10814071002666 |
| -0.0381990123033467 |
| 0.545767524908354 |
| 0.0878898867905979 |
| -0.888102444438928 |
| -0.327023119365846 |
| -0.410225838949576 |
| -0.342132429108295 |
| -0.446057609695259 |
| -0.0143548938628641 |
| 0.519682918274732 |
| -0.7001390090934 |
| -0.0484930756359944 |
| -0.504119912331389 |
| 0.579726589513163 |
| -0.330409548125315 |
| 0.657244671290134 |
| 0.0648979474067716 |
| -0.0459152611796091 |
| -0.845023098099156 |
| -0.111304518802681 |
| 0.737502633300934 |
| -0.515885484929639 |
| 1.02068988124145 |
| 0.418703902251454 |
| -0.609301069802888 |
| -0.987734655181867 |
| -0.245814525466413 |
| 0.249326843820387 |
| 0.995593912942673 |
| 0.00502840013042134 |
| -0.537877366618683 |
| -0.551770215889146 |
| -0.271747595792753 |
| 0.304460325941092 |
| 0.637206663838741 |
| 0.628744600975892 |
| -0.70346021669631 |
| -0.155534618214514 |
| 0.370185135076739 |
| 0.503518487429213 |
| 0.832494454776082 |
| 0.189626091706385 |
| 0.724068635670143 |
| 1.18660016980624 |
| 0.160912248899618 |
| 0.0110301734940119 |
| -0.49441507997796 |
| -0.319959777028559 |
| 0.131973572197115 |
| -0.177377481714560 |
| -1.04990867225387 |
| -0.176758766672786 |
| -0.955674022695845 |
| 0.682057561748924 |
| -0.394199886896394 |
| -0.322008967538548 |
| -0.403559029447984 |
| -1.11478328712637 |
| 0.0806117503258508 |
| 0.628329211112874 |
| 0.0954052299318675 |
| 0.327357192645858 |
| 0.162482451213910 |
| 0.600537196177452 |
| 0.0154765745400457 |
| -0.884330886003286 |
| -0.445585259151343 |
| -0.75519751460419 |
| 1.40523084272816 |
| -0.345376819466803 |
| -0.2842048588967 |
| 1.09149655846395 |
| -0.345683092055752 |
| 0.284260736384549 |
| -0.558558346597552 |
| 0.916841207745459 |
| 0.102566397442719 |
| 0.813037075912282 |
| -0.0537369308149186 |
| 0.329371012739241 |
| -0.489525081621404 |
| -0.277978374615873 |
| 0.0246810192295803 |
| 0.150417831183753 |
| -0.285596995456694 |
| -0.423157277275944 |
| -0.214578588828259 |
| -0.183711541963136 |
| -0.700984740101907 |
| -0.055324424690736 |
| -0.226207216143901 |
| -0.400644958166144 |
| 0.0908341483609858 |
| 0.151331277149315 |
| 0.822063518024863 |
| -0.6974715069454 |
| -0.479145859601464 |
| 1.07571818567416 |
| -0.208763808182674 |
| -0.549936357294578 |
| 0.561826232872745 |
| -0.292498583230003 |
| 0.323890773948971 |
| 0.48839676981893 |
| -0.813641267159362 |
| -0.0553099447492328 |
| 0.298767843951003 |
| 0.326794329415887 |
| -0.363014474334318 |
| -0.38164768276231 |
| 0.156488185472902 |
| 0.183823242459227 |
| 0.274777980805258 |
| -0.548989731397433 |
| -0.0724032865207511 |
| -0.255643635310769 |
| -0.0105230805374872 |
| 0.221122276057572 |
| -0.504787023526584 |
| 1.11862883223426 |
| -1.13139684480710 |
| 0.303824589078203 |
| 0.192444572293297 |
| 0.0681820208148962 |
| -0.70767877930376 |
| 0.0933239386195703 |
| -0.301150600026342 |
| 0.524678368799099 |
| -0.608317213383335 |
| 0.519177254912119 |
| -0.269922389457918 |
| 0.629906073795432 |
| -0.525481204409259 |
| -0.195687553143759 |
| -0.0415237561941773 |
| -0.090412554103923 |
| -0.2357253661973 |
| -0.42617838468878 |
| -0.265284673564009 |
| -0.449160493733307 |
| 0.550083544247055 |
| 0.312818850859198 |
| 0.661807033092421 |
| 0.421632706098168 |
| -0.452887404617623 |
| -0.16666884248318 |
| -0.139865993277556 |
| 0.180011543223993 |
| -0.375702409201815 |
| 0.204339792112457 |
| -0.087484313057794 |
| -0.0094111138750429 |
| -0.0273744343440074 |
| 0.0287894950350935 |
| -0.321662706026431 |
| 1.52971146080488 |
| 0.236064526218246 |
| -0.553292623843674 |
| 0.597038029360022 |
| 0.332854992342072 |
| -0.996055473133547 |
| -0.75004495133917 |
| -0.338960192476718 |
| 0.750907357523366 |
| -0.268455300725591 |
| -0.473397281738356 |
| -0.0835334135015424 |
| 1.68964096610158 |
| 0.109194873483785 |
| -0.895901765029722 |
| 0.0868788522254103 |
| -0.113452041685201 |
| -0.219508782625712 |
| -0.382304517549244 |
| 0.0898435246907028 |
| 0.0409805924284287 |
| 0.252823523257228 |
| 0.390428889139922 |
| -0.384795659617615 |
| 0.462559649739203 |
| 0.609379866832357 |
| -0.18419056858952 |
| 0.712926053873439 |
| -0.298554513938267 |
| -0.959104059290169 |
| -0.040089861884891 |
| 0.989486238047347 |
| 0.813846291702115 |
| 0.279174242574432 |
| 0.146362431778301 |
| -0.137739043540314 |
| 0.169011083744897 |
| 0.530694334717267 |
| 0.0180052999663161 |
| 0.351719904566789 |
| -0.00873821179693678 |
| 0.496008150396207 |
| 0.122675925766059 |
| -0.118247008528774 |
| -0.500893068423489 |
| -0.0902194019522907 |
| -0.244432970457649 |
| -0.132223762961770 |
| -0.400465617196718 |
| 0.602957809273342 |
| 0.331296590642305 |
| -0.356232769020217 |
| -0.48191712557145 |
| 0.300601066721122 |
| -0.0586661844550281 |
| -0.000783482204924321 |
| -0.367518108725471 |
| 0.159109906400014 |
| -0.214935357753985 |
| -0.227886478982683 |
| -0.278804101115994 |
| 0.264239290650371 |
| 0.156586019465547 |
| -0.154171385635268 |
| -0.125179682795499 |
| -0.845376415709917 |
| -0.0787173644413029 |
| -0.105461759175293 |
| 0.320310458256167 |
| -0.154315288619711 |
| 0.164996748392255 |
| -0.242423801702891 |
| -0.179082993360641 |
| 0.0555647779467796 |
| -0.00330763033547209 |
| 0.274640515117903 |
| -0.658136940199439 |
| 0.601628418567016 |
| 0.315209354123584 |
| 0.549444194505823 |
| -0.100977799489447 |
| -0.459996872092438 |
| -0.199064009155175 |
| 0.391880498769629 |
| 0.184576240400681 |
| 0.328217248322307 |
| -0.158180389296465 |
| 0.877684876121671 |
| 0.0717591238854556 |
| 0.818664646614682 |
| 0.818462766837538 |
| 1.7561907637036 |
| -0.558667840347197 |
| 0.157463060625386 |
| -0.255138468688398 |
| 0.018759596207423 |
| -1.17023292773071 |
| -0.082092247402786 |
| 0.0770462495827912 |
| -0.227323657717456 |
| 0.0538043873276806 |
| -0.543793862181456 |
| -0.0973709225946078 |
| -0.410091662135751 |
| -0.357959240555028 |
| -0.245061397746815 |
| -0.0187864406357369 |
| -0.40235093811549 |
| 0.302451639628846 |
| 0.59380135016818 |
| 0.346325116093274 |
| -0.571267630311089 |
| 0.0597901536653061 |
| 0.116420705032174 |
| -0.224361038095607 |
| -0.670834647303362 |
| 0.445423521555493 |
| -0.273713714563421 |
| -0.830875790598079 |
| 0.0537953001994363 |
| 0.266375211367259 |
| -0.407473863304211 |
| 0.445617484098987 |
| -0.308047636379059 |
| 0.0206346109539356 |
| -0.12350303665805 |
| -0.918254469846063 |
| 0.149765087700633 |
| -0.283924934215552 |
| 0.308118056282962 |
| -0.219970999144925 |
| 0.299239310096179 |
| -0.613156409500641 |
| 0.844474505325332 |
| -0.325179450985491 |
| -0.0453711999058212 |
| -0.215913398072995 |
| -0.0152351990189015 |
| 0.517733270258336 |
