ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
Estimates ( 1 ) | 1.0048 | 0.2453 | -0.3054 | -0.56 | -0.6212 | 0.19 |
(p-val) | (0.036 ) | (0.6829 ) | (0.0795 ) | (0.2406 ) | (0.0962 ) | (0.2198 ) |
Estimates ( 2 ) | 1.1898 | 0 | -0.2371 | -0.7431 | -0.4657 | 0.2168 |
(p-val) | (0 ) | (NA ) | (0.0014 ) | (0 ) | (0 ) | (0.0635 ) |
Estimates ( 3 ) | -0.5483 | 0 | 0.1655 | 1.0206 | 0.3686 | 0 |
(p-val) | (0.4076 ) | (NA ) | (0.0863 ) | (0.1249 ) | (0.257 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0.1026 | 0.474 | 0.1079 | 0 |
(p-val) | (NA ) | (NA ) | (0.0862 ) | (0 ) | (0.0724 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0.471 | 0.0651 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.2063 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0.4526 | 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 |
0.280199828223704 |
17.7910026027855 |
30.9190868084164 |
19.4012264067382 |
8.16895023633064 |
-9.4098807396458 |
-3.59956881740647 |
-4.19189859655881 |
-3.99117970798696 |
-9.44715864070972 |
-0.590349220059257 |
-4.70687436778417 |
-1.34453145057442 |
-1.66025630661340 |
-11.1304494614246 |
-0.0492401659399775 |
-7.85215677985866 |
-1.69826834878808 |
-13.5888647895721 |
-1.88880166545272 |
-2.62563021276162 |
0.459696140744995 |
-1.54558407957649 |
-3.60192700897250 |
-2.30279342086749 |
-5.68083320525335 |
-0.674287973984917 |
-1.21254486139105 |
5.31503299087262 |
19.5754541188943 |
17.0335259196109 |
1.50239838411818 |
3.08336869318725 |
2.74985656836378 |
0.504018193198874 |
-12.3164327922979 |
11.3684766353350 |
-11.5529203944577 |
-0.598485964454994 |
3.03405423727116 |
-3.69013682974361 |
8.4405969501301 |
-6.83544608926479 |
-8.32989231645416 |
-1.53142790574719 |
-12.5363469722947 |
-3.79542118621549 |
-0.696097943178586 |
-15.0250220412899 |
1.62241116609846 |
-2.08598171061158 |
-1.72308750223775 |
2.04741757695842 |
-4.25219345228228 |
0.269572246936889 |
-0.750134131890263 |
0.735777908835502 |
-3.49772875929847 |
10.5995985597235 |
-6.56490661038094 |
13.802115851849 |
-4.97366830182742 |
1.74410966368447 |
0.00230045737498585 |
-1.91463416455213 |
-1.99831806235403 |
2.36590116398702 |
-2.38428677239381 |
-1.33098480140649 |
-0.117849576057012 |
0.64216357889083 |
1.40520048764287 |
0.896313748132684 |
-0.313667894903972 |
-4.01061071197159 |
1.50950078652519 |
-1.24989403400497 |
-0.809550783909032 |
1.96268951346215 |
-3.07176079521457 |
2.3190806469205 |
1.50765334526687 |
-3.06111965077986 |
5.74369367015112 |
2.99389802815787 |
-3.98413128781709 |
2.68168870900746 |
0.296257618658046 |
3.18586475408739 |
0.880104866393594 |
-1.32196367812912 |
1.86537243217532 |
0.107438275404036 |
-1.27205105578440 |
1.59216718007411 |
-0.667126054353957 |
2.21057160979615 |
-0.597790904111832 |
-0.662348000801899 |
-0.449101299555309 |
0.754658160915028 |
-0.0262205444648203 |
-5.23678175701809 |
1.26833802037487 |
0.843528650193548 |
-1.57989458026452 |
-7.11075555486644 |
23.7521701217122 |
73.1751909700449 |
-15.6133958679770 |
-4.20985754636757 |
-0.900558099072327 |
-2.50173518058432 |
-6.0630007357467 |
-10.4813271366776 |
-14.2683484683185 |
5.70307176190573 |
1.84268060835711 |
-1.83923972539111 |
-2.35364869087800 |
-6.67163943855161 |
-2.30428710435496 |
-7.88027541918274 |
-5.93820862276112 |
2.01006415373325 |
-3.56017294020268 |
-8.15395161481655 |
7.97246313659952 |
3.17567201530022 |
-14.0148550139979 |
3.29452956661697 |
9.46064932430573 |
-4.37064962263122 |
-5.05727239192419 |
10.3666303597435 |
-6.35363944604535 |
0.817772152505427 |
6.22846759516142 |
-7.28697638239379 |
3.9268087694191 |
0.124813074857798 |
3.3855548419337 |
1.69720869628225 |
2.8801629040359 |
7.33288747249634 |
-4.94145300631874 |
9.45011598737449 |
0.670517056917276 |
-0.531078855750252 |
6.00649481908755 |
-8.19460547148691 |
-3.83122785207394 |
-3.66190220711826 |
-11.5257365935452 |
9.06726567828446 |
-5.5204815691954 |
6.80993320660366 |
-10.2482052813629 |
3.78375149415848 |
4.18498735597439 |
1.68244378621478 |
6.63507026670982 |
-5.93478914331087 |
2.16342907711135 |
-0.132633570382097 |
-8.57837736046798 |
3.64922568813137 |
-0.760362722710283 |
2.72056278240655 |
-8.9319369477916 |
7.0300015498679 |
-7.22975848322784 |
1.64767394731638 |
-6.4053931605535 |
-5.19020142339701 |
-0.338284979784646 |
1.89724820248398 |
-4.17161845687889 |
-2.95860341129389 |
5.96515653845222 |
-0.617089835859645 |
-5.79770079995023 |
0.871010981710867 |
4.76719652690775 |
-5.80215405478623 |
5.12256353421208 |
-5.93508143666088 |
-5.13796119884466 |
-1.69351092730679 |
-8.96781386848903 |
1.63427944656689 |
-1.38592764047510 |
10.5464000777625 |
-3.87733826791833 |
2.63967989085523 |
2.7090918475576 |
0.452105654062279 |
1.11067306670412 |
-5.35258407597254 |
1.748865590636 |
-8.2752702952333 |
5.58396071100029 |
2.60860380899555 |
3.40774958690875 |
-1.87495316453715 |
-0.738721056518244 |
0.570021865912139 |
1.67960266430720 |
5.47176153134171 |
71.6133379496375 |
79.8124183253436 |
-44.4556759435520 |
14.9433261484363 |
-0.94431562768625 |
-10.5280962795755 |
6.62042775166475 |
-18.8329226108399 |
-4.16033390789079 |
0.785723178977491 |
-1.7992322730791 |
-0.00367959516228211 |
-3.08112746513262 |
3.85151338640213 |
-7.11354388522392 |
-10.0001294004230 |
0.0733934097960969 |
-5.58350940274988 |
-14.8748315786651 |
8.66986428061182 |
-7.11525392547782 |
0.486976381953298 |
-8.06613579541408 |
3.16760964448656 |
-6.76686133912756 |
3.98110174286103 |
-7.13462221411442 |
4.20136204663243 |
-7.61442616181773 |
5.7130193934679 |
-2.89520984761771 |
2.59175558920128 |
18.5677235065522 |
29.2854870844915 |
6.49708349514071 |
26.9331038821228 |
6.8909653110781 |
-0.899270109540339 |
-5.22506310256 |
-19.98034164126 |
0.85132684727796 |
-13.3001682267795 |
-7.39077552586076 |
-0.852884047530551 |
6.88290365948109 |
-10.5864607052155 |
-3.56167406364870 |
-6.83314532981677 |
1.95043419090638 |
-7.17382098242211 |
-5.1479675248201 |
-8.80814936240455 |
2.3839772857732 |
-4.14944558968534 |
0.699264123827106 |
-0.759217182270447 |
5.11208103661698 |
-3.35846536233788 |
4.14908258697221 |
-9.13564890450914 |
3.93294997039993 |
-0.457721368268835 |
-3.54045938811987 |
10.5974285615695 |
-19.2611025110456 |
9.38242413195428 |
16.1346848940971 |
5.48939004390843 |
-8.03606640699763 |
-1.47223677431560 |
-4.08335679499186 |
-7.98080547142655 |
5.52496976219356 |
-2.28278144214948 |
-9.78446766212357 |
2.55730459837957 |
-7.96752289143825 |
0.486371831902034 |
1.48963609841934 |
-1.43331429294642 |
-0.621862809648917 |
-7.31377373527516 |
0.385422975332347 |
6.19462259984891 |
-8.84288652177679 |
-1.33812236234331 |
-0.893999234060743 |
-0.491789422914565 |
-2.41015316400734 |
-6.33275069683776 |
5.43976812698759 |
-1.14994666548921 |
-8.51250885850305 |
15.7844326502743 |
-3.38058088411537 |
-6.73532609975103 |
7.2925692330852 |
-7.7964439935671 |
2.39749985044273 |
-5.52168226998441 |
3.44473517550171 |
-5.66305025828825 |
18.5431419173517 |
-15.8655037298680 |
7.16572067912773 |
5.15772626840436 |
-9.99591983285762 |
3.77248716390079 |
0.173867991397685 |
-2.62750388499438 |
1.02628816537214 |
-9.7123384838203 |
-0.0921073412997657 |
10.2757081395605 |
-3.13407127338075 |
-2.79279055862361 |
9.11950559259793 |
-6.51364780042991 |
-5.2256663488709 |
-5.21453233756176 |
15.5963690308135 |
-7.00671449606028 |
1.88490064646970 |
-3.83165309283766 |
-4.51793013577031 |
2.17749769102153 |
26.5684949417670 |
-23.5560689654665 |
16.2656414442147 |
16.9721739032565 |
-0.153217561572376 |
7.66719187808457 |
-11.8014283630027 |
19.8595392241749 |
-12.0859133756637 |
4.39975229369128 |
-16.6855172274796 |
1.77277190698294 |
-0.0486978184672466 |
-5.89247899832884 |
15.4786481706685 |
-7.80712772140907 |
8.369575826762 |
-22.5339561921372 |
9.66904970236453 |
1.11275819115122 |
-3.45363716481995 |
-1.94571285513797 |
3.14132013199674 |
-5.85294978075291 |