| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
| Estimates ( 1 ) | 1.0838 | 0.1741 | -0.3113 | -0.6379 | -0.5757 | 0.2242 |
| (p-val) | (0.0131 ) | (0.7639 ) | (0.0961 ) | (0.1403 ) | (0.1196 ) | (0.0774 ) |
| Estimates ( 2 ) | 1.2092 | 0 | -0.257 | -0.7609 | -0.4634 | 0.2341 |
| (p-val) | (0 ) | (NA ) | (2e-04 ) | (0 ) | (0 ) | (0.0356 ) |
| Estimates ( 3 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.254999833774829 |
| 22.0701127215431 |
| 8.36433828391489 |
| 30.8117254014586 |
| 16.1915303262615 |
| 6.24749029236703 |
| -12.5367394721302 |
| -2.99149529021186 |
| -1.99425306328435 |
| 0.616226560421233 |
| -6.10438312656669 |
| 3.29326413094505 |
| -1.34475635055114 |
| 2.16220259803984 |
| 0.466465974381937 |
| -8.37988679497044 |
| 1.48370050979315 |
| -5.40621641384426 |
| 0.454652483104513 |
| -12.2716717423166 |
| -0.204655073195814 |
| -1.65007197953775 |
| 2.2499955730374 |
| -1.85072624893547 |
| -3.36297236638801 |
| -3.11127083993449 |
| -5.70999310421676 |
| -1.15860462228058 |
| -1.47297866434169 |
| 4.83726638982067 |
| 18.4879583998847 |
| 15.9990020744729 |
| -0.762899460203878 |
| 0.0112220977064385 |
| 1.3842373026051 |
| 0.89284726360497 |
| -11.8728807771594 |
| 12.1403193622251 |
| -9.69272372785388 |
| 1.11326869377849 |
| 3.11182513764967 |
| -0.95107537837022 |
| 8.2991404937486 |
| -5.52815286228392 |
| -8.03312290877159 |
| -1.39711503099374 |
| -10.6840378639756 |
| -2.99793154095573 |
| 0.155719827951926 |
| -13.8030738239336 |
| 0.949584637638583 |
| -2.01776250062261 |
| -1.64806131778646 |
| 0.188895537280101 |
| -5.21658815078316 |
| -1.73878861782259 |
| -2.36983813436027 |
| -0.738754452044633 |
| -5.40250883157664 |
| 8.77323738318406 |
| -8.23029060709358 |
| 11.7926105191813 |
| -7.33865453157388 |
| 0.531720620160846 |
| -2.98289659640448 |
| -1.99268202263952 |
| -4.0331179520217 |
| 1.86839750147757 |
| -3.54546654935486 |
| -2.18041264706927 |
| -1.59791086951404 |
| -0.0361264572957054 |
| 0.143878134860028 |
| -0.181223705822040 |
| -1.69529400554080 |
| -5.26940155166161 |
| 0.223770851028809 |
| -2.09755898599944 |
| -1.66141903219942 |
| 0.609686974283372 |
| -3.94093125644668 |
| 0.935032373313295 |
| 0.355335408572966 |
| -4.00754840309992 |
| 4.11896807867096 |
| 2.09077239482874 |
| -5.00724500408199 |
| 0.892618249119731 |
| -0.47043102758429 |
| 2.56408550389126 |
| -0.148039240230724 |
| -2.01616689774507 |
| 0.78761278403654 |
| -0.265973850379846 |
| -1.78183526604901 |
| 0.975976980907762 |
| -0.956098524851435 |
| 1.83376618001511 |
| -1.05718359034783 |
| -0.983711932194683 |
| -1.02401672871088 |
| 0.648999038562759 |
| -0.307399207929173 |
| -5.44828028816987 |
| 0.748530813117733 |
| 0.807692163808363 |
| -1.53518905153138 |
| -7.84527212784021 |
| 23.2071383216831 |
| 73.4485307687724 |
| -14.6053792930629 |
| -9.40777899139098 |
| -4.81055185518272 |
| 3.35106634316061 |
| -3.79420508124521 |
| -5.64997765383986 |
| -11.2173325290618 |
| 10.0672300577765 |
| 5.86769464141568 |
| 1.73666086121692 |
| -1.37628462588406 |
| -4.50337406059257 |
| -0.733990268130773 |
| -5.6678713962875 |
| -4.11723361312781 |
| 3.49163419931303 |
| -1.68594129207168 |
| -7.40955190636959 |
| 8.0527714123691 |
| 4.16775701292084 |
| -13.6757201247907 |
| 1.88698404241234 |
| 9.93119132753133 |
| -3.36256059779036 |
| -6.39305062201697 |
| 9.5970424170886 |
| -5.72942723216623 |
| 0.393522358709841 |
| 5.33521811476509 |
| -6.40571283128695 |
| 2.91412975635367 |
| 0.176779662158301 |
| 3.80299050597848 |
| 1.18051750486235 |
| 3.04672238220564 |
| 6.9161975919528 |
| -4.59046691623531 |
| 9.06031876228998 |
| 1.10964029013548 |
| 0.421461777323031 |
| 5.77114143151452 |
| -6.5870302548684 |
| -3.3016723392041 |
| -2.53145228268496 |
| -9.44157152769664 |
| 10.0649447841715 |
| -3.65388920881500 |
| 7.75207619786451 |
| -10.6102068732342 |
| 4.47910444302628 |
| 3.74098874446585 |
| 3.29686805947676 |
| 5.61323212277222 |
| -5.43529984105783 |
| 1.62707826145041 |
| 0.233598946423149 |
| -7.54150886665361 |
| 3.62436151768803 |
| 0.385344627010861 |
| 3.6117653672756 |
| -8.99763469287082 |
| 7.27214111125262 |
| -6.95314475462037 |
| 2.42793695726124 |
| -7.05701197745247 |
| -4.20497877209415 |
| -1.05124754081122 |
| 2.86965396941186 |
| -4.61358097637659 |
| -3.51615529133832 |
| 4.9704704271252 |
| -0.672914022470041 |
| -6.88821952811307 |
| -0.625146035775328 |
| 4.25994032537233 |
| -6.2442871922452 |
| 3.67683013348566 |
| -6.92687937413921 |
| -5.83168715409857 |
| -3.2733267671613 |
| -9.00379804429194 |
| 0.345970207119453 |
| -2.14488921433102 |
| 9.47495807031888 |
| -5.73945147141511 |
| 0.577539255620068 |
| -0.0469167316188161 |
| -0.470752466411669 |
| -1.19287528878935 |
| -6.62489306500083 |
| 0.0269620479469641 |
| -9.26678806533768 |
| 4.47232672122208 |
| 1.39986476925363 |
| 2.70913561830144 |
| -4.24544682858211 |
| -2.16018509025056 |
| -1.23765432288699 |
| 0.922931063844973 |
| 4.14733817864788 |
| 70.6170412843508 |
| 80.0707806722043 |
| -45.8281061212248 |
| 5.92464498991463 |
| -0.651257091866893 |
| -0.744758246171697 |
| 9.45305381381474 |
| -9.6506489668287 |
| 1.23785322178659 |
| 7.72250525679537 |
| 5.79004908882755 |
| 5.39857729368777 |
| 2.26065938025286 |
| 8.72910249967995 |
| -2.13483706735515 |
| -5.39529435290078 |
| 4.17531286250437 |
| -0.0688265817895152 |
| -10.3998957107002 |
| 12.1493153142952 |
| -2.51581849294009 |
| 4.08278823378915 |
| -6.27394098118605 |
| 6.46362676298868 |
| -4.82536129652737 |
| 6.85669469232256 |
| -5.81452601933648 |
| 6.61866900958894 |
| -6.65161051730322 |
| 7.91667761333603 |
| -2.16084181279363 |
| 4.71252508070221 |
| 18.7202679500435 |
| 31.5955319255078 |
| 7.0557992615288 |
| 26.5402914043781 |
| 7.4793236576099 |
| 2.03048937540645 |
| -3.54461824731930 |
| -14.1202599626465 |
| 6.16523187100784 |
| -5.65792656868895 |
| -0.557694162946648 |
| 4.24608661879968 |
| 13.2380476647214 |
| -6.21788983879323 |
| -0.0393103731083011 |
| -3.83771489702011 |
| 6.50104067433956 |
| -4.04804033390145 |
| -1.71971393984079 |
| -6.78101520026825 |
| 5.54961596111714 |
| -1.88059376171758 |
| 3.04104819782335 |
| 0.0779795340485605 |
| 6.85138306311806 |
| -2.68972267690885 |
| 5.14150137347304 |
| -8.67974031824717 |
| 5.1308635061407 |
| 0.222098917037450 |
| -1.61151381598843 |
| 10.4722924383439 |
| -17.5851590445628 |
| 9.25035911591482 |
| 16.938331441986 |
| 8.16622907781725 |
| -9.41006421663363 |
| -1.60663059556635 |
| -3.23191810304965 |
| -5.64888680360242 |
| 6.63188673589147 |
| -0.0322172043660745 |
| -8.59283713571465 |
| 2.69555633080753 |
| -6.47031503258074 |
| 1.38620641538037 |
| 1.71798455022879 |
| -0.419870204259263 |
| -1.20463701491107 |
| -7.29910168767634 |
| -0.0186201398777230 |
| 6.2825756230238 |
| -8.51846178012792 |
| -2.50967574245252 |
| -1.62241555792219 |
| -0.242552852567086 |
| -3.36408701776258 |
| -6.97477028075518 |
| 4.25612541567635 |
| -1.57408379054557 |
| -9.5084921334368 |
| 13.7454219116105 |
| -3.70865078235602 |
| -8.15829715765676 |
| 4.42384942062809 |
| -7.71016523690223 |
| 0.90919398202758 |
| -6.83400440995552 |
| 2.84880959333343 |
| -7.20084873773176 |
| 17.7484005324881 |
| -17.3354460521230 |
| 5.63128760242429 |
| 2.47409691079099 |
| -9.01301727646203 |
| 0.482589816608236 |
| 0.0849720663744363 |
| -3.46172200253705 |
| -0.387601880073341 |
| -10.6372814849686 |
| -1.32523661715739 |
| 9.2770950017914 |
| -3.29043557814422 |
| -5.00613890644327 |
| 7.02646453155881 |
| -7.14360524009903 |
| -6.93127412738559 |
| -7.08020348780749 |
| 15.2671024108337 |
| -7.64346423055233 |
| 0.351944858128752 |
| -6.58094779372229 |
| -4.72676887838609 |
| 0.104412097958072 |
| 26.3582120771485 |
| -24.4503510514464 |
| 13.4544105976783 |
| 14.6127326243637 |
| 1.81827787247582 |
| 3.73666909932297 |
| -11.8339992650592 |
| 19.1381017889858 |
| -10.8482584757963 |
| 5.41611011807587 |
| -17.2652955393648 |
| 4.33872987969944 |
| 0.280312178014088 |
| -2.71121441691193 |
| 14.6921640753653 |
| -6.00035778683898 |
| 7.89816143741565 |
| -22.8783238677690 |
| 10.3275811890924 |
| 1.37809321008169 |
| -0.77357953511641 |
| -3.87828264585647 |
| 4.27286907545171 |
| -6.10806366141081 |
