ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | sar1 | sma1 |
Estimates ( 1 ) | 0.1361 | 0.243 | 0.0042 | -0.0795 | -0.6533 |
(p-val) | (0.0106 ) | (0 ) | (0.9365 ) | (0.2988 ) | (0 ) |
Estimates ( 2 ) | 0.1371 | 0.2435 | 0 | -0.0797 | -0.6535 |
(p-val) | (0.008 ) | (0 ) | (NA ) | (0.2973 ) | (0 ) |
Estimates ( 3 ) | 0.135 | 0.2464 | 0 | 0 | -0.6953 |
(p-val) | (0.0089 ) | (0 ) | (NA ) | (NA ) | (0 ) |
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 |
-0.535784830976831 |
1.76903397191346 |
5.14628252916545 |
9.4926520027237 |
48.0757459925896 |
-5.06528498901834 |
20.7584381496093 |
-26.5568571295093 |
-16.8988462953076 |
44.40130259583 |
-42.7178616086099 |
-7.60463439085142 |
24.714388118564 |
-30.8433190421496 |
-31.1643180664074 |
-32.4428235024559 |
-16.0439783388515 |
2.40363875144062 |
-32.5951123833247 |
-28.7937725346551 |
26.816413022255 |
-25.684958916906 |
25.9796570937098 |
-5.07605046066862 |
-65.1521496061982 |
-34.7982371860641 |
23.599690712917 |
5.70418788137112 |
-0.151767950147911 |
-0.290378094906347 |
-12.5624234913062 |
20.2266249680593 |
28.7044304771356 |
-3.20566227508572 |
4.39937534246934 |
-33.8742686637881 |
-18.7777379531313 |
-1.22402047698739 |
-1.72395529219807 |
24.539804126782 |
12.2257481791746 |
-18.2527616563548 |
2.89326438817624 |
26.7848754154271 |
-11.9243674402666 |
-10.9010323693039 |
-2.47663537377535 |
-5.02404132959319 |
3.63602627734319 |
-29.1234512918508 |
17.778833844422 |
30.7382194275226 |
-14.8383568473524 |
-18.6503909597798 |
0.145804337718408 |
17.3503595327912 |
21.661014884809 |
8.86165761246452 |
21.0871971049756 |
28.2567763536581 |
50.7247607296956 |
19.6870387851375 |
9.31026526815972 |
-8.58112938200254 |
-10.405620201571 |
-27.2704222289155 |
3.28595724388374 |
14.0389278869765 |
1.89952483454334 |
-36.2758718335084 |
-0.55960945834314 |
-9.79499591585763 |
-4.37692306685266 |
-17.7030834036084 |
-6.60867563703818 |
14.8051720376241 |
-27.9044534130267 |
1.56528234357327 |
-16.0249763735606 |
16.4239315941089 |
-11.5878786835515 |
18.0459864645769 |
2.69788310540313 |
-3.59338082189156 |
-29.567532249738 |
-3.14406117948626 |
25.2046569288462 |
-20.3477913443421 |
32.9065928510913 |
18.7488484497254 |
-24.4104892633646 |
-32.6048832536814 |
-3.61178732053284 |
12.0439965759627 |
29.3551015047632 |
-2.72090261418846 |
-19.2438099413364 |
-16.8799372230402 |
-7.66028528526407 |
10.3942325211243 |
21.47535867844 |
21.6114008831411 |
-25.8554797710933 |
-6.34672786572312 |
14.6502264137583 |
14.7866001601947 |
30.6062985152381 |
6.94023464218742 |
40.4509362338861 |
53.4787344606328 |
-1.78205621572222 |
-3.67951362007862 |
-19.0815509231999 |
5.02229114364384 |
5.97739598780304 |
-19.7534101636705 |
-43.2839411583197 |
-5.31879784721217 |
-25.452995412496 |
28.2020581462457 |
-7.35727838508619 |
-17.7582030977024 |
-23.2668327028022 |
-46.8985450870398 |
4.60337282519803 |
24.4938073979864 |
-0.0894167220781985 |
8.20648203102952 |
5.12216480712498 |
18.5702197491549 |
2.30587714765411 |
-32.9871627068673 |
-12.5892512083707 |
-31.6654165962767 |
54.5593575376825 |
-18.9454763996064 |
-14.0400568812147 |
47.1473333063379 |
-16.5698046677318 |
8.94781236584361 |
-16.4609937150212 |
33.8648377086654 |
9.20038726761918 |
31.128962417314 |
9.01529322664593 |
14.5687893767886 |
-23.6105418878432 |
-15.5372206288923 |
2.54721910487765 |
17.4907170651471 |
-16.7186104541045 |
-24.2798602966992 |
-7.24693152325897 |
-6.97498058127626 |
-23.0880477901024 |
-1.02824871829531 |
-7.1104874880454 |
-19.7532631526219 |
-0.0748883998965978 |
7.2738901275672 |
30.3974478316699 |
-33.3476523387737 |
-17.3800821499326 |
44.7726767704997 |
-8.80525878988357 |
-25.2655605027819 |
24.1784712813431 |
-13.7923839678723 |
13.7297547645765 |
20.5006351245874 |
-37.6508806868545 |
1.64465281368277 |
15.1939533469807 |
10.0938344111377 |
-15.6373793710177 |
-13.4181636071579 |
10.1268173034072 |
4.82628047691192 |
11.8459605297286 |
-23.4412367927873 |
-1.06481124813955 |
-9.32672496432393 |
-1.08399438187233 |
10.8874757144825 |
-21.9468469623101 |
43.6235103443176 |
-45.0012271521586 |
10.7284056776388 |
12.7974666199096 |
-0.130451956435516 |
-27.3045708898671 |
4.12396240377367 |
-15.2500150024029 |
19.4598642561244 |
-21.4119586842466 |
22.8614865314854 |
-11.1308182284788 |
18.1385240484527 |
-16.6410192586275 |
-5.1921326888724 |
3.6192051546009 |
-3.51670900929658 |
-12.9163478768749 |
-13.898663044252 |
-17.470889464474 |
-15.9921245422155 |
26.4551794823846 |
14.8901898508295 |
19.3873080845169 |
3.0276875801971 |
-8.73934423798327 |
-1.12049363686786 |
-0.117355769955134 |
6.04001412227224 |
-15.7537444219845 |
6.64251571357321 |
-9.09564937093057 |
-1.96304269635448 |
6.43794300337987 |
4.25793207529969 |
-9.02835777049555 |
42.8760019769903 |
12.1252464661439 |
-19.5294307332982 |
23.9583301332121 |
12.3156680601464 |
-35.1272701295165 |
-21.2696664499641 |
-12.0628842667418 |
26.8579776602081 |
-8.89306793400264 |
-15.2686500325446 |
-0.749959796783489 |
48.7711015832542 |
5.04418415655933 |
-31.2546807807804 |
8.13922853636404 |
-1.76178329827789 |
-8.40063167145589 |
-11.3759090892664 |
-1.23156783161761 |
1.20422363840203 |
11.1883200911636 |
13.4407481778698 |
-13.053831000849 |
6.24340715431676 |
26.3225338647497 |
-5.70089842173531 |
23.4176610078893 |
-10.7875527764369 |
-29.6493947900414 |
3.63544392151567 |
35.7096773086633 |
27.0722935321706 |
7.74179440797446 |
3.30655551028347 |
-5.30560189250141 |
19.8293487230023 |
19.4895777363157 |
-5.66462879132965 |
13.7111366726853 |
0.432176552483553 |
25.6187628001013 |
5.8070263083149 |
12.9268532652652 |
-18.8094612520058 |
-10.6617626985004 |
-16.843976144291 |
-7.19959128575644 |
4.59881898650176 |
18.4753306910867 |
2.75714357643068 |
-20.8493504299649 |
-19.2612052501417 |
20.5709226920974 |
-3.71716444529074 |
9.34079932886775 |
-17.6920487272172 |
0.282780700131674 |
-15.6000550654091 |
-11.5268418992641 |
2.45322208522521 |
4.71093551425211 |
-0.747657464536695 |
-10.8720240914714 |
-5.15363348308538 |
-33.1092733909457 |
-1.88675374395731 |
-1.69643563100753 |
12.1289352281836 |
-10.8487629592757 |
4.42844002747247 |
-9.4063050320154 |
-5.85987916793011 |
-0.942332891197308 |
-1.90340972792835 |
10.3294439910607 |
-25.5527503267159 |
23.487923176158 |
12.4579953817512 |
23.1729726508223 |
-3.03145701760198 |
-22.2223306581653 |
-5.88322409353115 |
18.4007181993601 |
14.2110504118804 |
8.92875457423253 |
-11.6405367523245 |
40.2495539579375 |
1.74539419383237 |
41.930368637512 |
40.4142332127378 |
115.312864561629 |
-28.912923615866 |
0.519131229204766 |
-19.0273754382756 |
0.562758768508315 |
-15.6102413328833 |
-12.4343120383412 |
-11.877679591556 |
-12.5002435978047 |
0.844933570602423 |
-22.5899116468759 |
-4.91822524169806 |
-4.13095371917262 |
-21.8240050297471 |
-23.8100331572438 |
-8.95917808502537 |
-24.6994337769713 |
35.8657236279948 |
22.4770304336743 |
4.03655965147121 |
-34.0667326801478 |
4.29015384806397 |
10.4161002183014 |
-15.4465226108543 |
-31.1435878547975 |
28.8663626153941 |
-23.8712271992953 |
-49.9583288911025 |
4.78041795064893 |
28.6551580829978 |
-29.5952751669598 |
17.8411657728783 |
-16.86984516204 |
-0.586197663616276 |
-3.65875658596648 |
-47.7168811169054 |
5.75713700519138 |
-12.6426986145159 |
14.2909648643469 |
-10.3054160964647 |
13.7088308778022 |
-31.8091420679853 |
40.732918570457 |
-17.515245897683 |
-2.61849116994544 |
-7.46245913607824 |
-1.88121643904192 |
24.422384860429 |