| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ma1 | sar1 | sma1 |
| Estimates ( 1 ) | 0.4708 | 0.1836 | -0.3843 | -0.0462 | -0.6958 |
| (p-val) | (0.0073 ) | (0.0062 ) | (0.0291 ) | (0.5533 ) | (0 ) |
| Estimates ( 2 ) | 0.4617 | 0.1882 | -0.3767 | 0 | -0.7209 |
| (p-val) | (0.0078 ) | (0.0044 ) | (0.0307 ) | (NA ) | (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 |
| -0.0447135255060795 |
| -0.0681923205293551 |
| 0.197918071300594 |
| 0.364978451590045 |
| 1.51339669615293 |
| -0.359426066007031 |
| 0.457307492762783 |
| -0.57623749543416 |
| -0.358081090944638 |
| 1.25996448205521 |
| -1.34265716741229 |
| -0.353267188490253 |
| 0.161343862100777 |
| -0.857834790505188 |
| -0.555154343511458 |
| -0.727053850437008 |
| -0.36904450059199 |
| -0.0578910041546873 |
| -0.769005836183679 |
| -0.853676503638768 |
| 0.700858537253191 |
| -0.676024394151079 |
| 0.868643436301661 |
| -0.108810168864858 |
| -1.57880592917685 |
| -1.12271197810722 |
| 0.396869809569598 |
| 0.0148582248966693 |
| 0.140320070191842 |
| 0.369909901006328 |
| -0.279733861180949 |
| 0.304574846957872 |
| 0.892472992045176 |
| 0.0894114562319571 |
| 0.135299366786756 |
| -1.20737519579471 |
| -0.230403598775913 |
| -0.0878518913107374 |
| -0.333235549279627 |
| 0.601972338200026 |
| 0.489806511139707 |
| -0.300355324767071 |
| 0.101366659727461 |
| 0.596336828301899 |
| -0.476833886824371 |
| -0.418376668212049 |
| -0.117151144981399 |
| -0.147190688733932 |
| 0.532304107414245 |
| -0.976509027550089 |
| 0.331187900941696 |
| 0.869595821608502 |
| -0.452540024345161 |
| -0.421366403832974 |
| -0.0683879539372111 |
| 0.326086548152337 |
| 0.848954600583545 |
| 0.455861607748652 |
| 0.823506396710124 |
| 0.933758618888561 |
| 1.2334602980757 |
| 0.408355255048353 |
| 0.287961954121214 |
| -0.211266663861656 |
| -0.26753808106629 |
| -1.116529223956 |
| -0.0317991691148602 |
| 0.547904688355015 |
| 0.120807406917338 |
| -0.868297300996245 |
| -0.311172190724677 |
| -0.380719190845095 |
| -0.305624636163659 |
| -0.409931926691693 |
| -0.00967178440787952 |
| 0.495436067089982 |
| -0.704305755556094 |
| -0.0634331113275309 |
| -0.513906848298773 |
| 0.589515873034007 |
| -0.34941663484211 |
| 0.641345071386242 |
| 0.0343731191009369 |
| -0.0527176398949413 |
| -0.880146225515791 |
| -0.110633234056914 |
| 0.724983006881355 |
| -0.505193123561362 |
| 1.01509407274485 |
| 0.432179783586819 |
| -0.605917640454078 |
| -0.999680259803665 |
| -0.273957963627099 |
| 0.275998304404464 |
| 1.00337779492706 |
| 0.0130465212903129 |
| -0.560181341890448 |
| -0.549715895504333 |
| -0.26475234274861 |
| 0.279604662998238 |
| 0.678648956534594 |
| 0.661111507524617 |
| -0.704401303213144 |
| -0.201262444432848 |
| 0.350082232259451 |
| 0.512066142428549 |
| 0.855218135813106 |
| 0.194095870026749 |
| 0.723949903624286 |
| 1.18130548993542 |
| 0.142885396722028 |
| 0.017916483477498 |
| -0.498018972204197 |
| -0.299784532517766 |
| 0.135733078736622 |
| -0.170361161044819 |
| -1.03311047993884 |
| -0.173856049822091 |
| -0.963070456763861 |
| 0.698378594930085 |
| -0.367077667222466 |
| -0.263792904310446 |
| -0.41881583082568 |
| -1.12066880384355 |
| 0.0500461055299306 |
| 0.608898963631196 |
| 0.134757531252474 |
| 0.330102741436961 |
| 0.127873186517049 |
| 0.581337508075497 |
| -0.0387015970640486 |
| -0.870091378838238 |
| -0.462146706440263 |
| -0.775507072856395 |
| 1.39584576798896 |
| -0.373250119954515 |
| -0.268017118669284 |
| 1.08654402477428 |
| -0.325856479861291 |
| 0.306651078178932 |
| -0.552787610533517 |
| 0.928721206540329 |
| 0.0930403529455107 |
| 0.793752291404849 |
| -0.0655165854930253 |
| 0.319397978659379 |
| -0.466260037260968 |
| -0.26288921593011 |
| 0.0100909886856613 |
| 0.166678192807616 |
| -0.279485227853906 |
| -0.416441075258294 |
| -0.221167218348229 |
| -0.180281122914863 |
| -0.69851126242341 |
| -0.03096958094565 |
| -0.218024294973009 |
| -0.373556356071051 |
| 0.052957507559576 |
| 0.16275278869239 |
| 0.82781528011664 |
| -0.724296140239951 |
| -0.469973179009882 |
| 1.04566968186498 |
| -0.192844254631648 |
| -0.571150902359031 |
| 0.531270946590713 |
| -0.305732088199978 |
| 0.338070808811743 |
| 0.476238651358571 |
| -0.813880385341129 |
| -0.034752396836031 |
| 0.307234479300232 |
| 0.29826862373375 |
| -0.356179885781915 |
| -0.356606655753803 |
| 0.161898387045875 |
| 0.157612172799473 |
| 0.301944880656655 |
| -0.561968496007591 |
| -0.0543421322661471 |
| -0.24264731351269 |
| -0.0291175215022157 |
| 0.22847258277193 |
| -0.510668235602861 |
| 1.12388094175098 |
| -1.12596944682269 |
| 0.290343820310785 |
| 0.1901519359409 |
| 0.0853343193900318 |
| -0.708032384615067 |
| 0.0821161952017598 |
| -0.307081100733467 |
| 0.525062116521522 |
| -0.601595081012069 |
| 0.538202856124184 |
| -0.306520983949824 |
| 0.654556003727823 |
| -0.537359535819774 |
| -0.186933926574775 |
| -0.0415554540753186 |
| -0.0882685110846522 |
| -0.256489292680637 |
| -0.413055430206217 |
| -0.270155790562375 |
| -0.435621977120795 |
| 0.546658886047821 |
| 0.323900943486129 |
| 0.66198213235502 |
| 0.402793822880388 |
| -0.428134815889207 |
| -0.185376803757704 |
| -0.146313160882413 |
| 0.177879713394305 |
| -0.370506205965334 |
| 0.205241856639692 |
| -0.0894154909237355 |
| -0.0207705589300129 |
| -0.00239971876774522 |
| 0.0272346669438108 |
| -0.304010748337417 |
| 1.50785487079259 |
| 0.259084458800841 |
| -0.546303569733652 |
| 0.581444074242412 |
| 0.330179952241418 |
| -0.98335446980879 |
| -0.736291176676488 |
| -0.338805407962882 |
| 0.760510069824109 |
| -0.261689758984705 |
| -0.476011516752412 |
| -0.110377643533754 |
| 1.69078607888233 |
| 0.149925085734498 |
| -0.894373801744735 |
| 0.0854377141780006 |
| -0.117965998806961 |
| -0.2158878472126 |
| -0.394098350249858 |
| 0.0924199342907067 |
| 0.0585849054124446 |
| 0.253265293227849 |
| 0.370584045698616 |
| -0.386501479688379 |
| 0.447087507670039 |
| 0.623148945861487 |
| -0.184170824933239 |
| 0.705478981131907 |
| -0.317046635797067 |
| -0.927463982400364 |
| -0.0394199850722056 |
| 1.00270874095248 |
| 0.812635323676302 |
| 0.298345256945436 |
| 0.152568174096164 |
| -0.1506518682037 |
| 0.110683847539346 |
| 0.552752344350387 |
| 0.0434954015092367 |
| 0.363199389475386 |
| -0.0228151999235088 |
| 0.504140237092402 |
| 0.138768760661137 |
| -0.0853105637880936 |
| -0.496517871135465 |
| -0.0852630846070807 |
| -0.247868582525992 |
| -0.120856570520176 |
| -0.451800244976553 |
| 0.612141560208901 |
| 0.350640637359172 |
| -0.359258060175712 |
| -0.484428256466152 |
| 0.33941784038247 |
| -0.0417972032245351 |
| -0.0099935265132102 |
| -0.403916839564273 |
| 0.151825835865232 |
| -0.229708588065372 |
| -0.217347398500651 |
| -0.332206029369149 |
| 0.264407298299475 |
| 0.176880110084243 |
| -0.176655217575004 |
| -0.135655069803351 |
| -0.827943844543175 |
| -0.0722835192223451 |
| -0.117628942044929 |
| 0.31465352099536 |
| -0.154364185173661 |
| 0.163032468061755 |
| -0.244724998925516 |
| -0.204475323894046 |
| 0.036010145890165 |
| 0.00417458317338583 |
| 0.266121569354855 |
| -0.650984953284637 |
| 0.59000331293294 |
| 0.312317340251461 |
| 0.552702683665639 |
| -0.0962125154027788 |
| -0.467078005819138 |
| -0.198226696286197 |
| 0.395547683530208 |
| 0.175730262927748 |
| 0.315662061001725 |
| -0.161143235268125 |
| 0.882038246215391 |
| 0.0637899111024592 |
| 0.858654999596972 |
| 0.822753600142359 |
| 1.77268123426836 |
| -0.566965795541385 |
| 0.153255450010448 |
| -0.279323843569112 |
| 0.0495167762241159 |
| -1.16979302102912 |
| -0.0821676673273163 |
| 0.068043835561872 |
| -0.20154636982288 |
| 0.0764534641492168 |
| -0.526356587219803 |
| -0.080412309124784 |
| -0.39062423987576 |
| -0.366189168586967 |
| -0.236323533613504 |
| -0.0197633898712423 |
| -0.400573968630573 |
| 0.273329998284548 |
| 0.571682000141815 |
| 0.355152040671581 |
| -0.59802189892961 |
| 0.0680170843723836 |
| 0.0824876702967276 |
| -0.236690290696409 |
| -0.72100902740238 |
| 0.445842044005067 |
| -0.278190127302391 |
| -0.81366643710194 |
| 0.0382103091669789 |
| 0.28797844812437 |
| -0.397375944995863 |
| 0.453463474846992 |
| -0.336983576261706 |
| 0.0350286730944436 |
| -0.129079097589925 |
| -0.929481162033194 |
| 0.112520346129082 |
| -0.266228004626285 |
| 0.318947081929484 |
| -0.235798815329845 |
| 0.312087319739069 |
| -0.607336309513647 |
| 0.821447242745833 |
| -0.330773383653162 |
| -0.0368115852438913 |
| -0.223425231539934 |
| -0.0162418609196648 |
| 0.494326891902295 |
