ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
Estimates ( 1 ) | -0.4932 | -0.3203 | -0.1895 | -0.0261 | -0.0428 |
(p-val) | (0 ) | (0 ) | (4e-04 ) | (0.6476 ) | (0.4429 ) |
Estimates ( 2 ) | -0.4975 | -0.328 | -0.1915 | 0 | -0.0432 |
(p-val) | (0 ) | (0 ) | (3e-04 ) | (NA ) | (0.4389 ) |
Estimates ( 3 ) | -0.4939 | -0.324 | -0.192 | 0 | 0 |
(p-val) | (0 ) | (0 ) | (3e-04 ) | (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 |
0.0142099117442019 |
1.49778693438742 |
0.0580796437265352 |
0.331070055198625 |
-0.0386364489624906 |
0.465164899404555 |
0.213685014685635 |
-0.821919461542257 |
0.652406506005555 |
-0.980158171636065 |
1.21492362413040 |
-0.737150483591151 |
-0.187758418817919 |
-0.588302890286136 |
-0.613499646347098 |
0.197471753440106 |
0.685044386279528 |
-0.364753022743731 |
0.666954143323166 |
1.08850214016619 |
-0.81483196470596 |
-0.841010991232305 |
0.237464813748151 |
1.63591536482140 |
-0.141540216928044 |
0.383136260740682 |
-0.870342242327605 |
-0.726254336639418 |
1.37698850637295 |
0.167844546255584 |
1.36004267223122 |
-0.0290889184546117 |
-0.91246574894424 |
1.18164085509229 |
-2.05709481782112 |
-0.295193353678517 |
-0.446449653771998 |
0.337220823796237 |
-0.477896220195566 |
0.600182092889415 |
-0.499898099670643 |
0.00884980371601252 |
0.101733945133168 |
1.03906698539876 |
-0.377985775132625 |
-0.44367514341746 |
-0.356825320984411 |
-0.0425967737536777 |
-0.547561116579152 |
-0.0225870183567167 |
0.0523617686315347 |
-0.0946692530261668 |
0.434944565106498 |
-0.343561630146942 |
-0.363890351397098 |
-0.267290235018352 |
0.383802102763827 |
0.0754271302376281 |
0.151514013348006 |
0.456602554768956 |
-0.976458209044774 |
0.93345611202217 |
-0.526320828469281 |
0.192387435709735 |
0.350840012164783 |
0.725450698956884 |
0.087029505735888 |
-0.424694095535145 |
0.178179286129581 |
-0.572333905927824 |
-0.325227263226779 |
0.00569424815778774 |
0.171197570377837 |
0.276160102151126 |
0.0720673084873997 |
-0.243220911570246 |
-0.082248861511161 |
0.0985486877232553 |
1.07827476251241 |
1.81955342873501 |
-0.717944772266122 |
0.714056318720072 |
1.17765968945716 |
-0.700079465861606 |
-0.155896854928642 |
0.847123927221091 |
-0.397402160575464 |
0.293292215261680 |
-1.10295581713208 |
0.484970808775664 |
-0.145523296602121 |
0.645814972357645 |
0.78702791976021 |
-0.889091988265292 |
-1.71295020911505 |
-0.826919251686126 |
0.174329034498376 |
0.0557251664979042 |
-0.804520820559578 |
0.0126346948246585 |
-0.49357453817546 |
-0.7500760863791 |
0.493418661994209 |
1.68861091215164 |
-0.209630647237535 |
0.836115547465061 |
-0.536626584659768 |
0.358796124806283 |
1.13508047453033 |
-0.879863117616782 |
-0.784698247957559 |
0.487331947674713 |
-0.0658785478874115 |
0.306746807467238 |
0.574018954090171 |
0.382129022851508 |
0.908723843888687 |
0.0115100250080999 |
-0.642643893525054 |
-0.457896058734583 |
-0.207094228126323 |
0.862319838048261 |
0.737805159483898 |
-0.387780483984923 |
-0.148362349137020 |
-1.21125021369307 |
0.4624387412548 |
0.0383348044851495 |
0.0931517497024146 |
-0.674534260813545 |
0.233241092336200 |
-1.17246159497157 |
-0.494378594601114 |
-0.575356281147512 |
0.432800804119669 |
0.412523072563555 |
0.0437950096086013 |
0.308223463250803 |
0.194336654733828 |
-1.00401612553382 |
-0.289546872739839 |
0.168513836896635 |
-0.143286747113283 |
1.34389670662891 |
-0.626813966908106 |
-0.306579189225905 |
-1.28449300942426 |
-0.222029999703516 |
-0.220857846889496 |
-0.371364397416359 |
1.05722658271548 |
-0.286009335470425 |
1.38136630398268 |
0.0235787302227450 |
-1.48029429024143 |
0.226340572230882 |
0.359107919845595 |
0.384720348019782 |
0.274921627824462 |
-0.526534538183707 |
-0.476225605259495 |
-0.321973337622531 |
0.0823976371084338 |
0.90610260954682 |
0.00158986881288214 |
-0.916371054153528 |
-0.120328953057507 |
-0.875690339668095 |
0.3062180865525 |
0.77945220460523 |
-0.190993889712342 |
0.764518537898468 |
0.202201720907430 |
0.700658531404354 |
-0.657721419732827 |
-0.364584320437110 |
-0.282920297261775 |
-0.0904762780134867 |
-0.0156643749670824 |
0.311669042145661 |
0.00525583474186142 |
-0.77836951982913 |
0.548749750054448 |
0.291399820593648 |
0.399081655043332 |
1.13560975718221 |
-0.511295418543533 |
-0.112733395667236 |
-0.517501769051087 |
-0.466690683428157 |
0.135332085954731 |
0.0420187241882299 |
0.289171105743309 |
-0.438421026634609 |
-0.114531760860761 |
-0.830624057101318 |
0.483722773984477 |
0.632671360251218 |
0.732682678080314 |
0.088673504139738 |
-0.649445004977714 |
-0.556606566456002 |
-0.7116471419939 |
0.218490643914345 |
-0.0869989570524403 |
-0.331965715732503 |
-0.187832580926791 |
0.282183885556117 |
0.240757402715760 |
-0.461132131955306 |
-0.469940130950796 |
3.01760103787561 |
-1.08089149200291 |
0.0721933410572504 |
-0.478905235392288 |
-0.414730399132118 |
-0.500237131632318 |
-0.163005528626538 |
0.62477332437514 |
-0.163400871707159 |
0.0350953398440765 |
0.166878737826677 |
0.431802936170193 |
-0.0392982322332003 |
-0.88373607441837 |
0.278844040199775 |
-0.409759666884851 |
-0.132460164850766 |
-0.0344102389236749 |
-0.00954429757988784 |
-0.371320163365789 |
-0.163636911703902 |
1.17283033032607 |
0.0982575611221499 |
0.138562684005446 |
0.420682689497275 |
-0.762566118200713 |
-1.01254473209661 |
0.359373831615061 |
0.354215699888371 |
-0.316673845710474 |
0.129037892679539 |
-0.0579761534406771 |
0.0964301200775175 |
-1.01978611001667 |
-0.114972675846015 |
1.02291739638998 |
-0.161002907417103 |
1.21771457382254 |
0.175776076287434 |
-0.908057463951963 |
-0.328342180398593 |
0.705789755951647 |
1.10167132094825 |
-1.00922645929466 |
0.321542498032779 |
-0.145620227892744 |
-0.736684195279901 |
-0.911773126041567 |
0.480375984744599 |
-0.0532063379628287 |
0.208237130958025 |
-0.134899579769876 |
0.579022533459352 |
0.223326597725267 |
-1.15913486625465 |
0.567162371099927 |
0.364971524400048 |
0.101019837720434 |
-0.205227898632627 |
-0.202457855071753 |
-0.0805580621251405 |
0.00597198404836519 |
-0.0816096868621017 |
1.62480055931455 |
1.32654413544753 |
0.896070145304531 |
0.90234150059694 |
-0.780845939965442 |
-2.15806544266885 |
-1.52235419175023 |
-0.15208102707496 |
0.115644833333368 |
0.0883910649755126 |
0.963341242707092 |
-0.148042036002979 |
0.0644646493489685 |
1.75016341799464 |
0.739959483374896 |
-0.127919962351331 |
-0.562316328022256 |
-1.30469462197821 |
-0.55710110928365 |
-1.38385225643251 |
1.11976602929967 |
1.59469429171461 |
0.553152434402211 |
-0.0885268603737437 |
0.208986869607797 |
-0.422427916796783 |
0.0218282973419672 |
0.418579540478209 |
0.79642371338721 |
-1.36225950259265 |
1.26683029622507 |
-0.9291802589665 |
-1.01531358775732 |
0.271212865776127 |
0.734821040724976 |
0.311159014325447 |
-0.452155724516764 |
0.117878771130087 |
0.769031962450164 |
0.11297427006458 |
-1.66588446770450 |
0.979633121724499 |
0.273791489633325 |
0.151411712571257 |
1.04892226225842 |
0.117819723366093 |
-0.0381752731344456 |
0.728817039195967 |
-0.207686336221030 |
0.0470808477601814 |
-0.460250199556071 |
-1.65422535067778 |
0.18758284518505 |
0.106072668130391 |
-0.141023989646268 |
-0.398219838400005 |
1.13255385957309 |
0.0552045739124196 |
1.01670959674441 |
-0.192459878242754 |
-0.5761774183824 |
0.342537706812632 |
-0.358164754446729 |
0.214091245236084 |
-1.13195414224452 |
-0.317009900064074 |
-0.252322672610802 |
0.124023770778535 |
-0.607607320174745 |
-0.937900256338057 |
0.257144873131516 |
0.88118659875339 |
-0.282524426482631 |
0.207654263594929 |
-0.00331511577642729 |
1.47606902455095 |
-0.400509403914846 |
-0.352317612020704 |