| ARIMA Parameter Estimation and Backward Selection | |||||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9886 | 0.3047 | -0.3475 | -0.5397 | -0.6655 | 0.2108 | 0.8134 | 0.049 | -0.8125 |
| (p-val) | (0.0194 ) | (0.5765 ) | (0.0444 ) | (0.1983 ) | (0.0487 ) | (0.1315 ) | (3e-04 ) | (0.4416 ) | (2e-04 ) |
| Estimates ( 2 ) | 1.2098 | 0 | -0.2546 | -0.7571 | -0.4713 | 0.2335 | 0.8179 | 0.049 | -0.8191 |
| (p-val) | (0 ) | (NA ) | (2e-04 ) | (0 ) | (0 ) | (0.0353 ) | (2e-04 ) | (0.4393 ) | (2e-04 ) |
| Estimates ( 3 ) | 1.2097 | 0 | -0.2582 | -0.773 | -0.4691 | 0.2317 | -0.9962 | 0 | 0.9848 |
| (p-val) | (0 ) | (NA ) | (1e-04 ) | (0 ) | (0 ) | (0.0396 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 14 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 15 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 16 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 17 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.254999831687625 |
| 21.9328400040805 |
| 8.25412801820579 |
| 30.7884651164855 |
| 15.9118259660027 |
| 6.18881816547866 |
| -12.3600804625050 |
| -3.20918527047014 |
| -2.11167218658642 |
| 0.33917532479253 |
| -5.90553619248084 |
| 3.29039887794957 |
| -1.20244192977215 |
| 2.17438489964368 |
| 0.772662210483462 |
| -8.3652117507177 |
| 1.84142536534002 |
| -5.28579296905323 |
| 0.911923800897475 |
| -11.8752087472894 |
| 0.115502320967491 |
| -1.37441226629379 |
| 2.30706056664537 |
| -1.55539020293198 |
| -3.76055818902025 |
| -3.68050408815826 |
| -5.99317233861206 |
| -2.41265630134254 |
| -2.18482896421783 |
| 4.78545455437622 |
| 19.3231793727544 |
| 16.3589686634788 |
| -0.323884925369712 |
| 0.34384788320774 |
| 1.65332626052603 |
| 0.628476552487117 |
| -12.1099384644139 |
| 11.3533505876868 |
| -10.0758224871639 |
| 0.462545950284834 |
| 2.60615372830329 |
| -1.03503267241509 |
| 9.24268588852204 |
| -4.80560719895028 |
| -7.48041334493234 |
| -1.15928806139571 |
| -10.5426791787595 |
| -2.84044639911554 |
| 0.184311132304485 |
| -14.2505323763932 |
| 1.38211367201347 |
| -2.61079117653632 |
| -1.99583809838861 |
| 0.302751324504983 |
| -5.66282538348311 |
| -1.56800312390380 |
| -2.14782986083575 |
| -0.530827793944136 |
| -5.24689004963804 |
| 8.74893138017397 |
| -7.69455395193653 |
| 10.8839479983573 |
| -6.79076465081615 |
| -0.0365988210948033 |
| -3.37282398031497 |
| -2.35847664803554 |
| -4.61469613565148 |
| 1.84772899159155 |
| -2.90156876666122 |
| -2.12583340154303 |
| -0.923480959309412 |
| -0.125263655011281 |
| 0.641153040352502 |
| -0.436477705869049 |
| -1.28362641831006 |
| -5.67737753038053 |
| -0.174815423001624 |
| -2.30507555233606 |
| -2.11832693244983 |
| 0.82523965516806 |
| -3.49706163701877 |
| 1.09379200568619 |
| 0.970615618656194 |
| -4.48283918489369 |
| 4.8764530163730 |
| 1.18454206436919 |
| -4.39654730352310 |
| 0.576744894438812 |
| -0.858233542757403 |
| 2.49435725549576 |
| -0.405722137239160 |
| -2.02971571881765 |
| 1.34704578964240 |
| -0.228696930742469 |
| -1.19688875342064 |
| 0.541193097841364 |
| -0.486698097186533 |
| 1.14635255576297 |
| -0.549963792938018 |
| -1.09915751402942 |
| -1.27843316901479 |
| 0.622286725896346 |
| -0.458034979647671 |
| -5.52174745869349 |
| 1.39653498683333 |
| 0.758891618363457 |
| -1.12145679962740 |
| -7.94910456510416 |
| 23.3976807739322 |
| 72.516478908234 |
| -14.3459699377305 |
| -8.7008958762095 |
| -5.12171413187328 |
| 2.35232258991046 |
| -3.74458073414476 |
| -6.03151074784807 |
| -10.5020653885599 |
| 9.88956685571966 |
| 6.35166654901995 |
| 1.52794611797588 |
| -0.785941165946189 |
| -5.14441323313895 |
| 0.050929628405662 |
| -5.79971467313246 |
| -4.06672754789344 |
| 3.45721399561277 |
| -1.73432401886856 |
| -6.89191343339271 |
| 8.5621535257801 |
| 4.15186489971133 |
| -13.0628276732725 |
| 2.45430106684742 |
| 8.87362165659568 |
| -7.4112791851327 |
| -4.85889813216359 |
| 10.0209417464822 |
| -5.66385533359572 |
| 0.398888014915867 |
| 5.54187927917494 |
| -5.95759874497054 |
| 4.02879231583882 |
| -0.372922282611288 |
| 3.95337928410053 |
| 1.39654410332488 |
| 2.35930987914033 |
| 3.93382526675258 |
| -3.61981924600119 |
| 9.83796156363495 |
| 1.32330635375228 |
| 0.133609610754656 |
| 6.10094913222546 |
| -5.9269371084536 |
| -2.80207088038244 |
| -3.14055467743036 |
| -8.70290315895097 |
| 10.2345716448032 |
| -4.78922242064792 |
| 5.61543274919714 |
| -9.32173202946057 |
| 4.58779043617661 |
| 4.45512399286593 |
| 2.85153047965957 |
| 5.87863179914267 |
| -4.59062938151173 |
| 1.99997035477222 |
| -0.325557991160787 |
| -7.0687367801333 |
| 3.74582008596995 |
| -0.680976315747151 |
| 1.46609078284595 |
| -7.70448751998335 |
| 6.97382356682543 |
| -6.50391431383423 |
| 2.2481174285742 |
| -7.21305852981785 |
| -3.124418068292 |
| -0.547302774706254 |
| 2.48229356760935 |
| -3.56282990201552 |
| -3.97972708945647 |
| 4.52724337674312 |
| -2.97960236178614 |
| -5.21586041209753 |
| -1.06412047180212 |
| 4.39369539226295 |
| -6.57846872742372 |
| 3.27004976583388 |
| -5.74645561116591 |
| -5.66671407262495 |
| -3.34887444095829 |
| -8.10138900837052 |
| -0.0724423128225992 |
| -2.75123632374081 |
| 7.56954645053166 |
| -4.09504433358591 |
| -0.119256961630911 |
| 0.491341224291814 |
| -1.0576004862014 |
| -1.19189767177361 |
| -5.58842051074421 |
| 0.223779796810893 |
| -9.72741339124957 |
| 5.55399986193918 |
| 0.95717119245997 |
| 1.95078094259162 |
| -5.73642902539653 |
| -0.62827094449699 |
| -1.86052795446957 |
| 0.895160206470284 |
| 4.10953061454594 |
| 70.139510133309 |
| 80.8672910494157 |
| -45.5750408222566 |
| 6.95675038100565 |
| -0.412390836328085 |
| -1.97679898867828 |
| 9.31986474381027 |
| -12.2982662912158 |
| 3.35767038716772 |
| 6.76452958508425 |
| 5.98015066211443 |
| 5.52055400630048 |
| 2.25633502547382 |
| 10.3617348436441 |
| -1.82397653288976 |
| -4.81169566894402 |
| 5.2248730083353 |
| -0.391126709673193 |
| -10.5980027399961 |
| 11.1872097376853 |
| -1.02535107285516 |
| 4.05450133922852 |
| -5.80739955631673 |
| 6.44062359460252 |
| -8.00052169859064 |
| 4.36538711913317 |
| -2.93878884099497 |
| 6.75834236149838 |
| -5.43303221994439 |
| 7.91284944227454 |
| -2.60511214951999 |
| 4.34467490719085 |
| 20.3444874010836 |
| 30.8860312761674 |
| 7.29073530871241 |
| 26.5195364724786 |
| 4.66632838447973 |
| -0.471120273415935 |
| -0.982525801630473 |
| -14.0017150351534 |
| 7.05413571490254 |
| -5.84719568089731 |
| -0.259289139219755 |
| 3.70064956647816 |
| 14.6131080365163 |
| -6.34820898655842 |
| 0.686358516564714 |
| -3.89185618497648 |
| 4.61029081624245 |
| -5.9019345025063 |
| 0.748001636014469 |
| -6.2241887933594 |
| 6.62918474485636 |
| -1.75256322511153 |
| 3.45935120941891 |
| -0.255632475598709 |
| 7.24232909615901 |
| -4.15128421801022 |
| 5.40320087652405 |
| -9.8848862620312 |
| 3.44103583180088 |
| -1.31613257125188 |
| 0.58510496760135 |
| 11.8384596575270 |
| -17.0596476566589 |
| 10.0285225355458 |
| 17.1917206564911 |
| 7.4494133405782 |
| -9.19276745727468 |
| -2.56928350351343 |
| -2.93658943383057 |
| -6.6370645427876 |
| 5.19800190167444 |
| -1.25088748372096 |
| -6.34962811054963 |
| 4.14918278600549 |
| -6.14853252487651 |
| 2.01693859674684 |
| 2.10280032512241 |
| -0.840087753488201 |
| -1.41087468469597 |
| -7.90754861946907 |
| 0.184025482113216 |
| 6.02971073323672 |
| -10.0082220002591 |
| -3.10494610009573 |
| 0.179780914877554 |
| 0.314566891322026 |
| -1.99204931592855 |
| -6.98647050284834 |
| 3.86786178719662 |
| -2.36053896486708 |
| -9.26205746300157 |
| 13.5054654951446 |
| -3.69318293455399 |
| -7.82176340632549 |
| 3.03736896156318 |
| -8.63833909637364 |
| 3.02569832309619 |
| -6.56249631539277 |
| 4.20621046095319 |
| -7.2590573502568 |
| 17.2132378728585 |
| -17.8927904021515 |
| 5.88541563212657 |
| 2.605346672274 |
| -9.22429366030877 |
| 0.775636937586753 |
| -1.20093569775889 |
| -3.72162762685354 |
| 1.18340004176263 |
| -10.3383453964674 |
| -0.0480844735600225 |
| 9.47479599563564 |
| -4.06798793662265 |
| -5.17576642508513 |
| 7.57281039705513 |
| -7.94956009639504 |
| -6.51781790140448 |
| -6.87066603869329 |
| 14.1759249686253 |
| -7.72904645881228 |
| 1.71844201363633 |
| -5.93974247959933 |
| -4.10612678904546 |
| 0.821669727994776 |
| 24.6597435765476 |
| -23.9811080253571 |
| 13.8941296128410 |
| 13.7874958953529 |
| 1.99748846151881 |
| 4.40484930366966 |
| -13.0958207602303 |
| 19.5133789830915 |
| -10.3092592861716 |
| 6.51112971836657 |
| -16.5345302765454 |
| 4.1097512940118 |
| -0.559070902102276 |
| -2.46608155566149 |
| 14.9454729555970 |
| -6.61018994441541 |
| 9.19334461779526 |
| -22.6019836320814 |
| 9.07797143719924 |
| 1.77900727986448 |
| -0.172626413952500 |
| -2.31389746894119 |
| 4.80057803604484 |
