ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ar1 | ar2 | ma1 | sma1 |
Estimates ( 1 ) | 0.1978 | 0.235 | -0.0668 | -0.6943 |
(p-val) | (0.5557 ) | (0.0045 ) | (0.8495 ) | (0 ) |
Estimates ( 2 ) | 0.135 | 0.2464 | 0 | -0.6953 |
(p-val) | (0.0089 ) | (0 ) | (NA ) | (0 ) |
Estimates ( 3 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.535786077633948 |
1.80332855565012 |
5.24799076999122 |
9.68652000417131 |
49.0568075730675 |
-4.94502560769483 |
21.0036438320643 |
-27.7192041142245 |
-17.4882141837301 |
44.6603400932075 |
-42.9897431334976 |
-7.79319348197493 |
24.5941610222706 |
-30.2824081477398 |
-31.572230651581 |
-33.0849440418959 |
-17.7367811379811 |
2.98407306266134 |
-32.6558075480782 |
-27.3174285839226 |
27.445210999347 |
-26.6164878863966 |
28.0723722152786 |
-4.65228968945295 |
-65.3095693243161 |
-33.7941470922737 |
25.0545788233991 |
8.50547173058738 |
2.49155738894657 |
-0.544447089984941 |
-10.398345796429 |
20.8411042201103 |
26.9533173562487 |
-0.610311251966813 |
1.79149129635143 |
-34.0652663140967 |
-15.2301298210955 |
-0.514117802569563 |
-3.10547962427189 |
23.834816088823 |
12.6804050104744 |
-17.9589359466973 |
2.60711529381849 |
24.5933816425016 |
-12.5772178075365 |
-10.9200054293255 |
-3.05044983258529 |
-3.55599765822422 |
3.4714377280063 |
-30.1004873502837 |
17.9732236797123 |
29.5346776620841 |
-14.4918019062721 |
-18.0755521499292 |
-0.949562377995264 |
16.1811579588682 |
23.2672025649063 |
9.53766322550318 |
21.044837629927 |
27.2081470584311 |
49.4577667304037 |
20.0757524602449 |
8.16987081637508 |
-10.2044021673921 |
-9.95697215452817 |
-27.4788010272908 |
2.8119289447733 |
13.9192746653826 |
1.58145836282293 |
-36.8470917219903 |
-1.84976421284815 |
-11.6959958878678 |
-6.54224003682976 |
-19.7485699989048 |
-6.24409099875707 |
16.4333857236555 |
-27.1231318471439 |
1.92763451820602 |
-16.4161192027983 |
16.9762016518603 |
-10.7587248221083 |
19.9059200315059 |
3.22727315648513 |
-2.58169305527629 |
-28.5574602058046 |
-2.85792619478331 |
25.9547040401261 |
-19.9696245098259 |
33.6585942227262 |
17.3068642149539 |
-23.3799350167219 |
-32.981553697934 |
-3.15821976206872 |
10.3881645850221 |
30.0261593103431 |
-2.38684844902672 |
-17.655712992256 |
-18.0437313800081 |
-8.66039962018795 |
12.0757218130892 |
19.4703052074736 |
20.4783174961431 |
-25.3366313952597 |
-4.37702619046655 |
14.3684753077665 |
14.6249007851796 |
29.8486386533699 |
6.91155487792489 |
40.4393032192865 |
53.3147783546126 |
-0.471752891777252 |
-4.9884284537684 |
-20.5308805674512 |
3.74166143068822 |
5.73164615784901 |
-19.6331330107282 |
-44.1163908442212 |
-5.96656643828799 |
-25.3514183962826 |
28.2667948481753 |
-9.36877501686466 |
-20.1950260026411 |
-23.2778406987634 |
-46.3551355975861 |
6.13716102675656 |
25.3900168503999 |
-0.747939288034177 |
8.8861691107041 |
7.1437055705504 |
19.4501685908218 |
4.84148650415368 |
-34.0797918124938 |
-12.1139113607141 |
-30.1038649037426 |
55.8492115081731 |
-16.5377014546868 |
-13.8471822578548 |
45.9355591798967 |
-16.727607110372 |
7.85469067236583 |
-18.3531012048354 |
33.373900190425 |
9.24314156038296 |
33.6653493343943 |
9.30677273521994 |
15.6773392601956 |
-26.8749429633929 |
-16.6710313489467 |
2.68555503635537 |
17.0031496575083 |
-16.2993718198376 |
-24.8678911086769 |
-7.3795740545547 |
-7.39413752167426 |
-22.8144559963025 |
-2.67991420823596 |
-7.53415148588088 |
-20.840975788009 |
2.29903701291207 |
6.76824920606978 |
30.3709472500401 |
-31.6095703297463 |
-17.7664701494565 |
45.2671568415647 |
-8.71652991598912 |
-23.298963462651 |
24.8882988724671 |
-12.7545489650089 |
14.3173159842609 |
21.0090314229976 |
-37.3546660671697 |
-0.462653499286088 |
13.5695133198159 |
13.7234166657493 |
-15.913214263719 |
-16.0778077551122 |
9.41137430967196 |
6.69181270531899 |
10.7426638203563 |
-22.5460485089368 |
-1.95861915413306 |
-11.0537246976886 |
0.705426935828268 |
10.2107070582385 |
-21.3748653141671 |
43.3018961130264 |
-45.4360577380799 |
12.3201615450677 |
11.0943006585951 |
0.096411077029277 |
-27.3885795290391 |
4.64093377579308 |
-14.9046742775138 |
20.3536919039058 |
-22.3818974654318 |
22.1817148282644 |
-9.46240362068936 |
17.3354976380172 |
-16.3629809944537 |
-5.47176497475906 |
2.61038173653281 |
-3.21061248542679 |
-11.171286123285 |
-14.899160366726 |
-16.7673150317931 |
-16.9047338798341 |
26.8128232344252 |
14.5290887466078 |
20.2011017960029 |
3.92447979175518 |
-10.4464407004931 |
-0.905441983068982 |
-0.207693044051942 |
6.2143634226908 |
-15.6891951418497 |
6.77851287436614 |
-8.84991720551221 |
-0.673648495520985 |
4.19751012775583 |
4.56020845692691 |
-10.0412523357158 |
44.2435014765213 |
10.8030659288014 |
-19.165623794387 |
23.4296061471043 |
11.8616152329134 |
-34.9371756972629 |
-22.8080165313761 |
-12.830774824263 |
26.9769374898433 |
-8.48091953206129 |
-14.2809994556184 |
-0.301613962279873 |
48.36709351928 |
3.54403110837646 |
-30.3091839665678 |
6.50820980839244 |
-2.23878809266862 |
-7.63770369972204 |
-10.8815143377566 |
-1.47475944455399 |
0.102117983202003 |
11.9104913073003 |
14.8507194848801 |
-12.941241878887 |
6.24391903489292 |
25.2986436374466 |
-4.78347667476912 |
23.8089871547477 |
-10.4963556764009 |
-31.0307618419464 |
2.59669531699033 |
34.9767681951572 |
28.3435981668313 |
7.36518050303417 |
2.38529662466785 |
-5.29241601742365 |
22.0540142797787 |
18.0524528523978 |
-6.64077377624751 |
13.1224503587588 |
0.783917042000466 |
25.4884606399704 |
4.69157726238586 |
10.9289604952485 |
-19.825282711604 |
-10.9803137932064 |
-16.8835432959217 |
-7.33715152908722 |
5.82952188226014 |
18.6417843962628 |
2.35873083794166 |
-20.1150391410235 |
-19.8055046220144 |
17.6118309248653 |
-4.04080927107035 |
9.86890794578408 |
-15.8966977929958 |
1.09112254297255 |
-14.7445582832771 |
-11.5093097130694 |
4.13696069820829 |
5.17186038373173 |
-1.41267814446688 |
-8.85470438086011 |
-4.54050299115624 |
-34.1955471147744 |
-1.95185012719753 |
-1.24543203085155 |
13.4448460149119 |
-10.7265076576397 |
4.8681372233863 |
-9.54677777338971 |
-4.42644859536996 |
-0.107140970896513 |
-2.15844780425231 |
10.9217241997778 |
-25.8871916927688 |
25.005799125052 |
12.2988181804388 |
24.4606700699412 |
-4.08031986947537 |
-21.9810846532775 |
-7.26935273636021 |
17.9768308787942 |
15.7840097583318 |
10.0431826406408 |
-12.042476754552 |
39.3718391707167 |
2.2034910184262 |
40.2228137711413 |
39.3479291474666 |
114.974518450786 |
-28.6690013478994 |
0.156176267138507 |
-21.0525716667766 |
-1.12901830225784 |
-16.1614551874676 |
-12.1617109164305 |
-11.8766268882438 |
-13.627855256437 |
-0.250400291052471 |
-23.6785125890969 |
-6.06956761903377 |
-7.49129446040227 |
-20.3371736425852 |
-24.6454315458077 |
-8.48664191374207 |
-24.2615580298184 |
37.6619925344915 |
24.1516753804574 |
4.63512149936896 |
-32.5328178937367 |
3.13493008133764 |
12.4660611635298 |
-13.420749354291 |
-26.847259081983 |
28.5294985001926 |
-23.1193706966602 |
-50.1508880400442 |
5.13847390132831 |
27.6707714228382 |
-29.5315265688259 |
16.9620887788173 |
-15.2751466149094 |
-0.82838275057452 |
-4.22631866789977 |
-46.2281761135785 |
8.98767122275707 |
-14.7881346073063 |
14.7367636182362 |
-9.01328619495145 |
13.1091560060839 |
-31.7595079945684 |
42.6848788470287 |
-18.4697853899528 |
-2.30122992502967 |
-8.20934904739926 |
-1.02181286714437 |
26.203721653556 |