ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 1.5682 | -0.4412 | -0.1456 | -0.4771 | 0.9181 | 0.07 | -0.6278 |
(p-val) | (0 ) | (0.0173 ) | (0.0298 ) | (3e-04 ) | (0 ) | (0.3711 ) | (0 ) |
Estimates ( 2 ) | 1.5549 | -0.4217 | -0.1525 | -0.466 | 0.9897 | 0 | -0.6672 |
(p-val) | (0 ) | (0.1265 ) | (0.0661 ) | (0.0268 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 1.214 | 0 | -0.2421 | -0.1106 | 0.9898 | 0 | -0.6744 |
(p-val) | (0 ) | (NA ) | (0 ) | (0.1434 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 1.1698 | 0 | -0.1997 | 0 | 0.9895 | 0 | -0.6804 |
(p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0 ) | (NA ) | (0 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
(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 |
10.9714370741679 |
19.9568834127008 |
-6.38327154036589 |
-11.8531998318054 |
-13.2549202682297 |
21.1825162576756 |
4.29030858687219 |
-9.61135895952588 |
-7.46579699872391 |
-13.9856731666912 |
11.3690621092492 |
4.62302298603934 |
33.6250172593918 |
6.41287779459441 |
2.22325358763025 |
10.3954533842038 |
52.6932353278931 |
7.76384070277046 |
30.372930997873 |
-22.2211631074159 |
-11.443169120527 |
52.6609567545231 |
-29.8184247735757 |
1.98967366370619 |
41.8990332311151 |
-21.2938015933772 |
-28.3288062899811 |
-28.6696022940287 |
-12.3700513363983 |
11.6525368439993 |
-26.9921342607805 |
-27.2678110217338 |
28.2664150632012 |
-24.4600670941379 |
30.5265907982287 |
-1.87535026738488 |
-59.4609042829228 |
-34.1330259247251 |
21.0917123780331 |
5.64170552774541 |
0.261669357247945 |
-0.210951135725786 |
-12.104848665174 |
16.1378260012963 |
24.3687835824152 |
-1.97324315910852 |
1.57133546631679 |
-34.3148659865592 |
-13.1486895881506 |
-1.25043424568515 |
-6.90141497945603 |
20.2391741084254 |
10.730854551489 |
-17.449542672923 |
1.00513735366547 |
21.0150590216096 |
-14.2972303014705 |
-12.595483988806 |
-3.65445700411741 |
-4.18093431452986 |
5.02765928249377 |
-30.9610178978207 |
13.7642475054222 |
26.2389019397355 |
-16.1917500012035 |
-18.1536449024437 |
-2.82479041497404 |
12.3247704884972 |
21.1694543318619 |
8.19932007885915 |
20.8918776881219 |
27.6064991178285 |
52.8961483278821 |
23.1749866587732 |
9.59784014922542 |
-7.60934483080263 |
-5.41937622990725 |
-20.4141018323308 |
7.95207795707593 |
17.3213699081963 |
6.34350889098613 |
-32.0777101436966 |
2.83764534651176 |
-7.22109850786844 |
-0.891234737999156 |
-16.2112432227097 |
-5.41131646394036 |
17.4003757790279 |
-24.9655319825801 |
4.91942043951337 |
-15.0229017906304 |
15.9010579705212 |
-10.3321210747309 |
20.2339165183953 |
4.73022080517524 |
-1.50642018435972 |
-25.8525976830365 |
-2.35791032544741 |
24.803157799779 |
-20.3469445650019 |
33.5548620286487 |
19.7881640445713 |
-21.8372484268077 |
-33.9660478252519 |
-3.14390164983142 |
10.5261166796006 |
31.2731432012503 |
-1.14092210715923 |
-14.7889501764084 |
-17.4846466335335 |
-10.0867647140535 |
11.2394799048223 |
19.1454459219592 |
21.9922959078087 |
-24.264506786324 |
-5.38981187034281 |
14.538309998671 |
15.0552044682703 |
31.449162468539 |
9.09784152882748 |
44.8743808228785 |
57.2451698944437 |
3.54482553624416 |
-0.382166703757721 |
-14.7688887440473 |
11.3453137686333 |
13.4412409419134 |
-13.111711826441 |
-37.5423960332179 |
-0.660886720968548 |
-19.0569040328201 |
33.1848707635813 |
-2.56361617535622 |
-16.4141744649904 |
-21.0814522800645 |
-44.3430630941051 |
7.30298394300937 |
27.8408515307626 |
0.709549566325179 |
8.63888543549083 |
8.07752059375387 |
20.034848341978 |
7.37371194691993 |
-32.4220375179221 |
-9.18527593547151 |
-28.9017285475167 |
55.3210573009342 |
-15.1174880493594 |
-13.597335002979 |
47.0439598744616 |
-15.0251033561557 |
7.69534332932616 |
-16.9999664488517 |
34.0432991078184 |
12.5365950878341 |
36.4675202778495 |
14.686053382256 |
19.7624930234427 |
-23.8163332530516 |
-12.8243434720491 |
6.9801155990787 |
22.4516118423956 |
-11.3090679187262 |
-21.7300419054578 |
-3.60825331217679 |
-4.32972785950223 |
-18.5117823343433 |
-0.260867408083146 |
-3.49206975047135 |
-19.2592784586162 |
1.99194865092022 |
6.79565132635671 |
30.5466580922001 |
-29.768247288908 |
-18.0752573355993 |
43.9543152078699 |
-7.80810924666302 |
-23.3543419442958 |
25.9745200272168 |
-11.7011987669365 |
16.5198665997602 |
21.8863565339139 |
-37.0705646113441 |
-1.23649757357098 |
13.6452816230423 |
16.3739326388338 |
-14.9483913926886 |
-17.0367976384777 |
9.55340010969878 |
7.56024029821065 |
12.506756797281 |
-21.2340946357568 |
0.0995682425894541 |
-10.7739662220101 |
0.237553442069695 |
9.17822204898648 |
-21.7384072057101 |
44.2298157102732 |
-45.0018637815474 |
10.1904745275197 |
10.3756431902951 |
0.116020317961883 |
-26.6014772875012 |
4.37186152434757 |
-13.545507109954 |
19.2154598633324 |
-23.8791351680826 |
19.3157904506072 |
-10.4939625983616 |
17.2918756469408 |
-17.2848028289975 |
-8.07553677768759 |
0.650682494003232 |
-4.35902691043343 |
-11.1091119846395 |
-16.1858869656937 |
-16.8102547812626 |
-19.7849407938236 |
22.8452640711665 |
10.2915502233531 |
17.2821210755111 |
2.87184234171658 |
-13.1841573140598 |
-4.4177853478882 |
-2.85926627767111 |
4.36726228256666 |
-15.9179086626013 |
5.12904599939514 |
-8.51402510761781 |
-2.82482125979602 |
0.776715686840583 |
0.919939293455483 |
-12.4464287893362 |
43.6116159549952 |
8.98625352270432 |
-21.3810713981801 |
21.3655691822881 |
11.6146872089373 |
-33.298610093603 |
-23.2387634213856 |
-11.5533368790343 |
25.8875425942882 |
-10.3476326305556 |
-17.0641129812356 |
-2.25882781434702 |
48.2647114243036 |
1.8161073729154 |
-32.1468363719612 |
4.17920603905793 |
-3.0801375319277 |
-6.78739439415404 |
-11.5185955635348 |
-0.773783018879924 |
-1.65846383741638 |
9.17831619321488 |
12.3296310221358 |
-14.2143024683764 |
6.28116094604496 |
22.792911515187 |
-5.93005632959642 |
22.4344817202616 |
-10.2432397030748 |
-29.5686177347949 |
2.51736623106222 |
36.8861910233525 |
28.9521552799451 |
7.21083849733507 |
2.47909659896489 |
-3.44601852929803 |
26.3645624841535 |
19.4683906161305 |
-3.97487388102853 |
15.8977327852738 |
5.28917534751085 |
31.4687836240831 |
10.3234462616168 |
17.9989745646475 |
-13.9727619067742 |
-6.32366629424947 |
-11.9801703044962 |
-1.59404919527816 |
13.7390107863594 |
22.3515323022863 |
6.89271947733015 |
-15.3425774020236 |
-14.7516941493247 |
23.0657947952353 |
1.16284746384882 |
15.993951346828 |
-10.9849337308995 |
4.31807332566622 |
-11.1711875944285 |
-7.49443691080555 |
10.6266055830639 |
7.1657731785084 |
0.87262270571431 |
-5.72291518312197 |
-1.15888491852248 |
-30.6691987092117 |
0.0405447442578106 |
2.24480767706569 |
15.3454493318514 |
-10.2742180937577 |
5.04630821287234 |
-8.44376403992301 |
-0.521752417322288 |
-0.966205988923492 |
-2.88832568660805 |
11.3074725247089 |
-24.9651257593443 |
25.7793277609552 |
12.9904649533584 |
26.9467756947195 |
-2.64440338940172 |
-21.6641834330773 |
-7.14073888935292 |
19.2649705724781 |
21.0543205091941 |
10.7511726951567 |
-11.2359461467697 |
41.244508928546 |
6.07426554761259 |
44.2035364933558 |
44.0054299682916 |
122.652329259748 |
-18.9520422134989 |
8.22483034382565 |
-11.4119014086004 |
9.82354612773369 |
-0.849114974741078 |
-1.72078969151447 |
-1.78109229846009 |
-3.02995880136988 |
10.4168367425211 |
-13.1756292273882 |
2.76721705140949 |
2.21476353192708 |
-11.3797884252537 |
-18.0830877452364 |
-2.55690898926507 |
-18.3384362271192 |
46.5711485716136 |
28.9962458453785 |
9.09929786298429 |
-26.9676288171707 |
8.18866054019457 |
18.7904380084015 |
-7.6285916319923 |
-19.8898667524893 |
33.7040522500091 |
-18.4298519217538 |
-46.5401380877515 |
8.19096511000863 |
34.6615247123137 |
-27.0044452365947 |
17.642488113334 |
-12.1230128603138 |
1.24444508243179 |
-1.49593892592591 |
-44.1266557845058 |
11.9980822511494 |
-13.8307126922548 |
13.9088557132238 |
-9.46272826389769 |
12.3630141133101 |
-28.5383627662677 |
40.7420272429219 |
-20.1003198728861 |
-2.67685868286288 |
-9.04218324558739 |
-0.971457918286657 |
26.0268458776562 |