| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
| Estimates ( 1 ) | 0.9761 | 0.2762 | -0.3088 | -0.532 | -0.6389 | 0.1796 |
| (p-val) | (0.0484 ) | (0.6505 ) | (0.0715 ) | (0.2809 ) | (0.0897 ) | (0.276 ) |
| Estimates ( 2 ) | 1.1889 | 0 | -0.236 | -0.7578 | -0.4695 | 0.2194 |
| (p-val) | (0 ) | (NA ) | (0.0018 ) | (0 ) | (0 ) | (0.0689 ) |
| Estimates ( 3 ) | -0.5756 | 0 | 0.1638 | 1.0461 | 0.3775 | 0 |
| (p-val) | (0.3768 ) | (NA ) | (0.0846 ) | (0.1095 ) | (0.2345 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0 | 0.0997 | 0.4721 | 0.1049 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0998 ) | (0 ) | (0.0852 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.468 | 0.0622 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.2312 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.4498 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| 0.299899816626506 |
| 35.5382224980615 |
| 18.8292184863357 |
| 8.5004017806915 |
| -9.43701476398098 |
| -3.611847812671 |
| -4.22252842509065 |
| -3.9991224166767 |
| -9.46568227245765 |
| -0.621209750484842 |
| -4.72034668436637 |
| -1.35220897223016 |
| -1.67347577852579 |
| -11.1326764287123 |
| -0.0857440811112724 |
| -7.86723170886256 |
| -1.71276902820767 |
| -13.6089430385182 |
| -1.92439659490441 |
| -2.65266946704418 |
| 0.461189870262274 |
| -1.55079806778866 |
| -3.60291400091972 |
| -2.31733595788802 |
| -5.69131555415089 |
| -0.692264038166911 |
| -1.22192208145628 |
| 5.31493494085709 |
| 19.5886130638131 |
| 17.1017715419687 |
| 1.57756058032345 |
| 3.09767744531797 |
| 2.75212363023689 |
| 0.51926737693708 |
| -12.3142476096669 |
| 11.3308105047484 |
| -11.5367118130924 |
| -0.605739213753111 |
| 3.00126591199552 |
| -3.66691741422494 |
| 8.42940295754198 |
| -6.81685072801798 |
| -8.33413693622686 |
| -1.57546745003941 |
| -12.5441513741986 |
| -3.83126586631306 |
| -0.726494888612592 |
| -15.0216282798336 |
| 1.57538297002918 |
| -2.10268767143793 |
| -1.71394898549715 |
| 2.03295759319025 |
| -4.24479591925083 |
| 0.260097497740077 |
| -0.757628981085986 |
| 0.738390987381308 |
| -3.4984327022932 |
| 10.5913403107917 |
| -6.53912873311424 |
| 13.8013791822717 |
| -4.95225746887553 |
| 1.75899860722166 |
| -0.0151047533504425 |
| -1.90237021235293 |
| -2.00874327942483 |
| 2.3584593995364 |
| -2.37879091742820 |
| -1.33345207454707 |
| -0.127938233839615 |
| 0.642838757090772 |
| 1.40710877255464 |
| 0.901472022746532 |
| -0.309438383229065 |
| -4.01126830724121 |
| 1.49654205766581 |
| -1.25081937938145 |
| -0.807721559599827 |
| 1.95583895854432 |
| -3.06508667417998 |
| 2.31278687748920 |
| 1.50830633335673 |
| -3.04978770483092 |
| 5.73347095432257 |
| 3.00646050199595 |
| -3.96375399506525 |
| 2.66800048665169 |
| 0.297977150158829 |
| 3.194550985565 |
| 0.88639803241881 |
| -1.31359266347454 |
| 1.85961781154606 |
| 0.111418902561809 |
| -1.26784400169350 |
| 1.58642398912758 |
| -0.663571620204323 |
| 2.21185194693669 |
| -0.593870338526074 |
| -0.659680672755712 |
| -0.454318054620273 |
| 0.753665919443108 |
| -0.0244524732731861 |
| -5.23544683975109 |
| 1.2517316435854 |
| 0.83991737840097 |
| -1.57096349009134 |
| -7.1170397225805 |
| 23.7285437162694 |
| 73.2377451760514 |
| -15.3518753603738 |
| -4.17187979865218 |
| -0.992398536050246 |
| -2.47599238237365 |
| -6.07948167423712 |
| -10.5007296265213 |
| -14.3073700681786 |
| 5.6492290328386 |
| 1.84629702628337 |
| -1.81555153338303 |
| -2.36518526983559 |
| -6.68012588985431 |
| -2.32651977120918 |
| -7.89556315722433 |
| -5.96009586026582 |
| 1.98058578388185 |
| -3.556103949136 |
| -8.1589547213486 |
| 7.9396732729253 |
| 3.19182501655337 |
| -13.9877682276913 |
| 3.24774688524059 |
| 9.45031577094522 |
| -4.32485046961284 |
| -5.06392108032748 |
| 10.3390139785037 |
| -6.32363928233639 |
| 0.816228189808953 |
| 6.21143862780843 |
| -7.25776151289182 |
| 3.91020577902623 |
| 0.121562720524025 |
| 3.39982759004300 |
| 1.70130369620756 |
| 2.89225653377207 |
| 7.3405625443342 |
| -4.91535995073997 |
| 9.44370187899767 |
| 0.686127399164036 |
| -0.508667487522246 |
| 5.9953697765439 |
| -8.17420962234155 |
| -3.84744968383882 |
| -3.69080467165389 |
| -11.5333124106993 |
| 9.0272669649084 |
| -5.50723142690737 |
| 6.81575873917973 |
| -10.2471602258307 |
| 3.77165758814829 |
| 4.17239471270329 |
| 1.71264186746777 |
| 6.63888355493424 |
| -5.91357947453719 |
| 2.15452888673354 |
| -0.140404126093415 |
| -8.56833823512517 |
| 3.61875243485872 |
| -0.760496021297286 |
| 2.73076794743935 |
| -8.93069479687404 |
| 7.00970157754739 |
| -7.22492925742893 |
| 1.64517476925596 |
| -6.42043632763415 |
| -5.1975673810137 |
| -0.368058326372250 |
| 1.89562889389862 |
| -4.1642625682988 |
| -2.96904828128129 |
| 5.94861377036091 |
| -0.599250555857964 |
| -5.78965214335739 |
| 0.846864074658754 |
| 4.76387792865296 |
| -5.78220332034567 |
| 5.10970120110414 |
| -5.93161052370817 |
| -5.14189164760558 |
| -1.72452798128245 |
| -8.97300179027886 |
| 1.60669576196295 |
| -1.39366848424686 |
| 10.5522789859476 |
| -3.85179960957902 |
| 2.64612855867324 |
| 2.70124785514372 |
| 0.47117138073321 |
| 1.11142683990502 |
| -5.34946703921406 |
| 1.73442276028052 |
| -8.27889004167085 |
| 5.56664374497996 |
| 2.6098744241647 |
| 3.43222935109046 |
| -1.86867529788188 |
| -0.738994797685706 |
| 0.562115585956747 |
| 1.68290553865791 |
| 5.4774203600627 |
| 71.6318400963717 |
| 80.0352215484165 |
| -44.1135125066195 |
| 14.8657653149903 |
| -1.01263584762364 |
| -10.4509829592208 |
| 6.55410526062826 |
| -18.8171208456400 |
| -4.2012869453838 |
| 0.736960678711682 |
| -1.78350986774268 |
| -0.0111615201408881 |
| -3.08381205279608 |
| 3.84393094317278 |
| -7.1071102464719 |
| -10.0130008256288 |
| 0.0283066619556394 |
| -5.59027057208863 |
| -14.8854919206578 |
| 8.6142792549436 |
| -7.1053895630169 |
| 0.489397990010957 |
| -8.08696550154917 |
| 3.15428376503098 |
| -6.77307228616394 |
| 3.97357571206129 |
| -7.13825048624517 |
| 4.19350684736639 |
| -7.61845892079106 |
| 5.70456292062772 |
| -2.89576223117945 |
| 2.60030867328618 |
| 18.5632101422172 |
| 29.3505596662701 |
| 6.60887552296441 |
| 26.9809210761431 |
| 6.96163663728578 |
| -0.836741176320515 |
| -5.24153263314901 |
| -19.9948821612744 |
| 0.783797180139288 |
| -13.3228022846511 |
| -7.41364003255302 |
| -0.901484112115497 |
| 6.88315130940686 |
| -10.5652551682803 |
| -3.58366564403764 |
| -6.86549342080275 |
| 1.93604295564933 |
| -7.17892676927227 |
| -5.16068768097784 |
| -8.83812731256654 |
| 2.35736088722007 |
| -4.1533742588569 |
| 0.697128450015896 |
| -0.767849198613135 |
| 5.11598341484427 |
| -3.34652778800137 |
| 4.14788832095928 |
| -9.13301819085916 |
| 3.91622102214768 |
| -0.464579932239531 |
| -3.52622952791813 |
| 10.5791943615546 |
| -19.2317149496948 |
| 9.34231653145571 |
| 16.1242942196333 |
| 5.57251589613861 |
| -8.01116226486602 |
| -1.49744788300899 |
| -4.10075930368441 |
| -7.98766162214253 |
| 5.49339413355915 |
| -2.27396376740376 |
| -9.7775572715529 |
| 2.5174151269689 |
| -7.96983194644145 |
| 0.473288012489775 |
| 1.47435688838254 |
| -1.41945145936188 |
| -0.627420773709161 |
| -7.31805078662802 |
| 0.363913480536098 |
| 6.18499286109324 |
| -8.81724320474194 |
| -1.35830511255330 |
| -0.91572689088025 |
| -0.486926689331881 |
| -2.41514272645941 |
| -6.33940840963061 |
| 5.41713126452572 |
| -1.14082150816887 |
| -8.50312759717144 |
| 15.7504763798416 |
| -3.34224907588066 |
| -6.71575845771963 |
| 7.25094621660378 |
| -7.77563901722579 |
| 2.38789968937374 |
| -5.53377118371202 |
| 3.4412597648157 |
| -5.66622984311817 |
| 18.5377142397923 |
| -15.8231904175663 |
| 7.15195947850401 |
| 5.13732262234555 |
| -9.94925992647705 |
| 3.73666599971511 |
| 0.170236508555718 |
| -2.61215484650808 |
| 1.01190745534797 |
| -9.7110568150328 |
| -0.118143810719801 |
| 10.259482845379 |
| -3.09412891974699 |
| -2.79024754302696 |
| 9.09835399041452 |
| -6.48446612675491 |
| -5.23131427882623 |
| -5.24828091133031 |
| 15.5816924195602 |
| -6.96576370722784 |
| 1.8905622411217 |
| -3.85140311272681 |
| -4.51515254039475 |
| 2.15273169456867 |
| 26.5734312916403 |
| -23.4704094019707 |
| 16.2309321282775 |
| 16.9641123544951 |
| -0.0491101362955533 |
| 7.66753063425404 |
| -11.7853798610249 |
| 19.8385560587707 |
| -12.0512755991098 |
| 4.40575385318976 |
| -16.7121185833965 |
| 1.74722707582907 |
| -0.0779344784751856 |
| -5.872233259729 |
| 15.4530777429696 |
| -7.76675118824693 |
| 8.3734296167736 |
| -22.5355763623269 |
| 9.62577269634966 |
| 1.09719133597559 |
| -3.4123749390169 |
| -1.97125848671311 |
| 3.13486405578112 |
| -5.84448362020271 |
