ARIMA Parameter Estimation and Backward Selection | ||||||||
Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | sar1 | sar2 |
Estimates ( 1 ) | -0.5519 | -0.418 | -0.3442 | -0.2545 | -0.2268 | -0.1716 | -0.0363 | -0.0065 |
(p-val) | (0 ) | (0 ) | (0 ) | (1e-04 ) | (2e-04 ) | (0.0014 ) | (0.5264 ) | (0.9086 ) |
Estimates ( 2 ) | -0.5519 | -0.4181 | -0.345 | -0.2558 | -0.2274 | -0.1717 | -0.0363 | 0 |
(p-val) | (0 ) | (0 ) | (0 ) | (0 ) | (2e-04 ) | (0.0013 ) | (0.5265 ) | (NA ) |
Estimates ( 3 ) | -0.5568 | -0.4282 | -0.3487 | -0.2548 | -0.2293 | -0.1722 | 0 | 0 |
(p-val) | (0 ) | (0 ) | (0 ) | (0 ) | (1e-04 ) | (0.0013 ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 14 ) | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 15 ) | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.0142099112260518 |
1.45662919340484 |
0.0549454709361954 |
0.305451992149301 |
-0.0385498884261826 |
0.619444241421254 |
0.362835171317353 |
-0.597277098518839 |
0.571656268481914 |
-0.88340821946877 |
1.18446363102462 |
-0.74643789446984 |
-0.290892139988447 |
-0.638147792443426 |
-0.507560588718912 |
0.00148365633295768 |
0.626244231578155 |
-0.627500231561204 |
0.628428284087935 |
1.11695671989965 |
-0.566178853501436 |
-0.745787599136337 |
0.38258644992716 |
1.65475300202469 |
-0.0646089970609829 |
0.205372727152614 |
-0.880412156009596 |
-0.431958367622585 |
1.57978134726468 |
0.146942072175058 |
1.09497987703833 |
0.111364604110211 |
-0.727561086953989 |
1.49479102975569 |
-1.73510693287764 |
-0.339556144770455 |
-0.571429551848466 |
0.140690088391921 |
-0.781742963095397 |
0.429220961534449 |
-0.744876612330822 |
0.174496251471902 |
0.0938023239511043 |
1.04425225697338 |
-0.428848371281283 |
-0.265393263299639 |
-0.430631994761093 |
0.0205642714110930 |
-0.605154166023574 |
-0.167790166508635 |
-0.198027817839316 |
-0.128344714630055 |
0.269967178475843 |
-0.352767154043823 |
-0.448502043629663 |
-0.196965792758897 |
0.395360647037712 |
-0.0679511180743244 |
0.142271867693092 |
0.397038575534184 |
-0.87308292157276 |
0.982936083934549 |
-0.393674879190021 |
0.145426987914032 |
0.347255212189387 |
0.767336605226014 |
0.0684591832251762 |
-0.275525407562263 |
0.236883832209619 |
-0.35695158509688 |
-0.285292552101499 |
-0.068685432652897 |
0.0109960973942602 |
0.20255389824125 |
0.0395365083471937 |
-0.266398676583682 |
-0.00986257891488052 |
0.217611346010337 |
1.11734361448142 |
1.82970672005273 |
-0.604820119694633 |
0.89126657877144 |
1.56260317119627 |
-0.259390895059223 |
0.0782356125421053 |
0.92588856399961 |
-0.323584257534652 |
0.416228028615993 |
-1.11444888977024 |
0.366308803669227 |
-0.0547255168589658 |
0.72309468034889 |
0.568377384732109 |
-0.755767802390395 |
-1.61897546340017 |
-0.674149282546061 |
0.0595208477524363 |
-0.182682026905024 |
-1.29289333588423 |
-0.381174523638853 |
-0.618205158160961 |
-0.711267833138693 |
0.286902007969170 |
1.42854682413420 |
-0.255958148637330 |
0.826519315846804 |
-0.467431248652836 |
0.675612720959432 |
1.40841727729704 |
-0.742158941877193 |
-0.936212882380117 |
0.565962260133638 |
0.0100782356669598 |
0.241489027218684 |
0.442625659739754 |
0.319616097919415 |
1.04674293813598 |
0.365351435786561 |
-0.422805652659747 |
-0.225928682073715 |
-0.018655582811526 |
0.810088095681756 |
0.65061889300992 |
-0.485300750413167 |
-0.101666170573100 |
-0.94975405094619 |
0.585521153157082 |
-0.038580445114178 |
-0.0668524697344139 |
-0.939872093571235 |
0.224469254502331 |
-1.2136587204608 |
-0.541369220975032 |
-0.760135657785737 |
0.280173237383938 |
0.087437631379963 |
-0.083037984626845 |
0.101184418225118 |
0.349177919253581 |
-0.86713044667764 |
-0.243665960823975 |
0.0768044059021395 |
-0.199461995148498 |
1.1510660029756 |
-0.711370429294902 |
-0.399503426447756 |
-1.15271757979356 |
-0.103386636967610 |
-0.364185503133974 |
-0.531949463885143 |
0.597019194323645 |
-0.408397928323485 |
1.30503381544312 |
0.249337878432737 |
-1.31660555502013 |
0.423006667095416 |
0.56523287364842 |
0.317810582474356 |
0.129667233393356 |
-0.670231930860544 |
-0.427349585980584 |
-0.126668971207293 |
0.0645716528633038 |
0.754861158964399 |
-0.0744843213016715 |
-0.970169179582745 |
-0.097148662682427 |
-0.79316677998617 |
0.309903238026441 |
0.620725104613092 |
-0.352388908192506 |
0.621805031185897 |
0.373903126765889 |
0.886227474935607 |
-0.441905159769711 |
-0.182576503539016 |
-0.3018401241278 |
-0.0414124299709684 |
-0.109078252592131 |
0.125413907022983 |
-0.176032106743673 |
-0.737556223029223 |
0.526069719235146 |
0.386949515614649 |
0.419305690329878 |
1.15242440889045 |
-0.416867426597609 |
0.000782056903815942 |
-0.248084137629236 |
-0.319044594030107 |
0.0679913551372806 |
-0.0363961714892529 |
0.0273979431503033 |
-0.536184133022285 |
-0.107092556635083 |
-0.810720956855311 |
0.465735992369325 |
0.531428933022116 |
0.658509073903685 |
0.0315873645101519 |
-0.483351688361417 |
-0.39721132704293 |
-0.490510118190404 |
0.126236251058343 |
-0.296560774402955 |
-0.591294937774732 |
-0.404235815485062 |
0.207031871456602 |
0.221302284514898 |
-0.494308326587957 |
-0.51388414052021 |
3.00760629452438 |
-0.909069952010629 |
0.129051703824141 |
-0.3988317373089 |
-0.111135375382517 |
-0.42994789156581 |
-0.167043758560066 |
0.125051367243572 |
-0.149260964749358 |
-0.0822274299187455 |
0.139709694578817 |
0.441246255475932 |
0.171784960255334 |
-0.826985232585946 |
0.258743431447034 |
-0.339708763841966 |
-0.188731112646762 |
-0.188271091319251 |
-0.124557070821972 |
-0.440597286282822 |
-0.166482827757163 |
1.05687044106353 |
0.150182484123846 |
0.180940599805682 |
0.372350184336375 |
-0.548139973977158 |
-0.856425928749944 |
0.40540971919998 |
0.209814594170282 |
-0.456112260110803 |
-0.0452442228563825 |
-0.151953288259698 |
0.178260989363217 |
-0.879274203347522 |
-0.212165962663839 |
0.885627114919615 |
-0.153913992818392 |
1.11060696296985 |
0.183317994342801 |
-0.70775929899796 |
-0.0654963134232496 |
0.886233052745565 |
1.06115630139558 |
-0.992314192215797 |
0.204379275309075 |
-0.106359933841860 |
-0.515189363006979 |
-0.908273828082239 |
0.272442695239015 |
-0.241961583618012 |
0.177948436672835 |
-0.368802861592480 |
0.526658164585367 |
0.362678562889881 |
-0.945360456499515 |
0.479614432420258 |
0.433209338306087 |
0.148067936022802 |
-0.251694637529948 |
-0.298687532059951 |
-0.0315514751821944 |
0.0983558482545135 |
-0.170686731053081 |
1.53323455177714 |
1.38322141127775 |
1.05922514645445 |
1.12044449707656 |
-0.205863629779611 |
-1.67019302565693 |
-1.21834026093059 |
-0.276519513007923 |
-0.291123802076806 |
-0.534545244224358 |
0.430172130232451 |
-0.282324413938364 |
0.318037739743318 |
1.99145770431360 |
0.984884625322998 |
0.145365693825159 |
-0.323742664973913 |
-1.11394686264056 |
-0.409805822240953 |
-1.42037107035988 |
0.650787516034885 |
1.15240061665617 |
0.376035927924946 |
-0.127104482633328 |
0.478561727469184 |
-0.0123327123823316 |
0.391063424165747 |
0.362139407662147 |
0.68698499825025 |
-1.33474984126222 |
1.35446008602965 |
-0.861587265721173 |
-0.889799767804652 |
0.207878014053591 |
0.675408548277423 |
0.096001845185068 |
-0.421952848617103 |
-0.102677289726666 |
0.930953323745204 |
0.342601507426554 |
-1.59878599178657 |
0.873414346823663 |
0.406230039896247 |
0.250067721430437 |
0.866788871176166 |
0.102202543932997 |
0.113447890060431 |
1.11861665151799 |
-0.0818197163970353 |
0.157194646469296 |
-0.330426349085553 |
-1.63533820241326 |
0.0112378058562843 |
0.0905814768190147 |
-0.484636111511222 |
-0.643102021490799 |
1.04118861448030 |
0.0749076368860315 |
1.15305535060866 |
-0.0946556423307925 |
-0.383286988623237 |
0.524430809308019 |
-0.161765360342315 |
0.0404001415027935 |
-1.10889339881089 |
-0.518878707305532 |
-0.36776933704337 |
0.00845804721425836 |
-0.8789088559798 |
-1.12624148737934 |
0.0735640625709149 |
0.807178867953734 |
-0.418030000622391 |
0.0773663543825958 |
-0.00815352625159527 |
1.72691268593552 |
-0.214898269516809 |
-0.291581333282695 |