| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
| Estimates ( 1 ) | 1.0614 | 0.2046 | -0.3206 | -0.6149 | -0.5966 | 0.2226 |
| (p-val) | (0.016 ) | (0.7243 ) | (0.0831 ) | (0.1593 ) | (0.1047 ) | (0.088 ) |
| Estimates ( 2 ) | 1.2096 | 0 | -0.2577 | -0.7809 | -0.4702 | 0.2409 |
| (p-val) | (0 ) | (NA ) | (2e-04 ) | (0 ) | (0 ) | (0.0366 ) |
| 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 |
| 0.25499983372275 |
| 22.0666561370084 |
| 8.36311685132063 |
| 30.8031372642063 |
| 16.1984878566790 |
| 6.28056904198402 |
| -12.5477872389193 |
| -2.90027661183160 |
| -1.98749803453622 |
| 0.684278380212229 |
| -6.14976813771644 |
| 3.32452986490617 |
| -1.39054338033407 |
| 2.18110291699802 |
| 0.412765161279552 |
| -8.36062330083214 |
| 1.44304941459326 |
| -5.39341101339094 |
| 0.436802945010844 |
| -12.2954592074919 |
| -0.197796463443034 |
| -1.68800443393621 |
| 2.27017500988465 |
| -1.91270986941955 |
| -3.34100674248028 |
| -3.15564204249691 |
| -5.6862488458559 |
| -1.18548802221948 |
| -1.46497444734239 |
| 4.82135737430716 |
| 18.4777055445923 |
| 15.9874585891627 |
| -0.781124767656361 |
| 0.00893418823439813 |
| 1.41137473848625 |
| 0.926466857711986 |
| -11.8693130879872 |
| 12.1633397576693 |
| -9.70155616285018 |
| 1.13844665547036 |
| 3.05650840902003 |
| -0.890289692838844 |
| 8.22485412543642 |
| -5.48755064032376 |
| -8.07006006578041 |
| -1.38400891527396 |
| -10.6767429127151 |
| -3.00552916419481 |
| 0.143781117871651 |
| -13.8035129339159 |
| 0.91945623914333 |
| -2.02036030892544 |
| -1.65222060257918 |
| 0.14967893628992 |
| -5.20205364770527 |
| -1.76531195726752 |
| -2.35905562911730 |
| -0.744276802657113 |
| -5.40751198435868 |
| 8.77759819882311 |
| -8.24186168587686 |
| 11.8080824521104 |
| -7.371468444713 |
| 0.58424152964051 |
| -3.04095487989759 |
| -1.90967106125435 |
| -4.09710498280112 |
| 1.93256211518337 |
| -3.59207910882283 |
| -2.14083173696900 |
| -1.63333469120558 |
| -0.00129899965401273 |
| 0.116657943925624 |
| -0.161455059653969 |
| -1.71152923244568 |
| -5.25500089751174 |
| 0.220747252423118 |
| -2.08694458037473 |
| -1.65947128119258 |
| 0.604223647135867 |
| -3.93180146098644 |
| 0.930284313840543 |
| 0.359964610497462 |
| -4.00193652000925 |
| 4.11400504538983 |
| 2.10070697094215 |
| -5.0056377406645 |
| 0.889462487931876 |
| -0.454455804793054 |
| 2.57130998542304 |
| -0.152582222683578 |
| -2.00314892068903 |
| 0.782195770316993 |
| -0.248066258440003 |
| -1.78377064234308 |
| 0.983273251176998 |
| -0.952421251821023 |
| 1.83956095410564 |
| -1.05945321360556 |
| -0.97362014986720 |
| -1.02858967780240 |
| 0.664247850685587 |
| -0.312670947826248 |
| -5.43864970519143 |
| 0.746554931214297 |
| 0.816738261252145 |
| -1.53174397398321 |
| -7.8537484365313 |
| 23.2211408796618 |
| 73.4379623220918 |
| -14.6283583899701 |
| -9.44223036097496 |
| -4.8090729608308 |
| 3.53769058883991 |
| -3.87937708495207 |
| -5.54431348804118 |
| -11.2986690353040 |
| 10.1380837807595 |
| 5.79988128917047 |
| 1.76306749947080 |
| -1.45683063315836 |
| -4.46256752055293 |
| -0.773396060961559 |
| -5.64246564478681 |
| -4.13994329399542 |
| 3.49199488175173 |
| -1.69751759825712 |
| -7.42538040576822 |
| 8.03886738823863 |
| 4.16590017635668 |
| -13.6873815150986 |
| 1.86760512494044 |
| 9.94738944759877 |
| -3.36280606437484 |
| -6.42241989094252 |
| 9.60712482801893 |
| -5.72615555150343 |
| 0.393791875278145 |
| 5.31493558351092 |
| -6.37431837953164 |
| 2.88075632323139 |
| 0.196594873803466 |
| 3.80102263039586 |
| 1.16510870774071 |
| 3.05927155360066 |
| 6.89717987350777 |
| -4.57576618429903 |
| 9.04856629958331 |
| 1.11459850171602 |
| 0.434026404962487 |
| 5.74569897599121 |
| -6.55585540157489 |
| -3.32251962426049 |
| -2.51725672650668 |
| -9.43557395943732 |
| 10.0532847531214 |
| -3.66044848296378 |
| 7.74453387682525 |
| -10.6542905724601 |
| 4.51769524923832 |
| 3.68534911987137 |
| 3.35444375234348 |
| 5.53648565383276 |
| -5.38707447497005 |
| 1.58614053005794 |
| 0.262073641648433 |
| -7.54717699775065 |
| 3.62007073544036 |
| 0.387908179286793 |
| 3.60891844590346 |
| -9.02382625645426 |
| 7.28832580237535 |
| -6.98085248918912 |
| 2.45943244162851 |
| -7.11102835143312 |
| -4.15054958357868 |
| -1.11134559394164 |
| 2.92111009133374 |
| -4.67091897663226 |
| -3.48970199392708 |
| 4.93635390802636 |
| -0.648110372973981 |
| -6.91686967269591 |
| -0.617074930658929 |
| 4.2618686167328 |
| -6.24139898357274 |
| 3.66666348581016 |
| -6.92789616071787 |
| -5.81565118353034 |
| -3.29281245063056 |
| -8.9688903637417 |
| 0.321607613188038 |
| -2.12998326047228 |
| 9.46549456986621 |
| -5.75731148978063 |
| 0.589735127099737 |
| -0.0697679830571491 |
| -0.423168104234677 |
| -1.22567904204506 |
| -6.58412372972036 |
| 0.0126693457015479 |
| -9.24010102593617 |
| 4.47585175335481 |
| 1.39690282479591 |
| 2.72764935856906 |
| -4.27722868869261 |
| -2.12286670450694 |
| -1.25429256321315 |
| 0.96262342137639 |
| 4.1295185872208 |
| 70.6402673208704 |
| 80.022806855702 |
| -45.8554549910690 |
| 5.87672723561668 |
| -0.541398520109624 |
| -0.55846210504201 |
| 9.32764869691129 |
| -9.50376320059672 |
| 1.12036206263058 |
| 7.7843774144264 |
| 5.73667213324887 |
| 5.37701859667423 |
| 2.22275815938604 |
| 8.71190869209643 |
| -2.16380414391480 |
| -5.40628596684855 |
| 4.14521212816456 |
| -0.0649052790413202 |
| -10.4380946634970 |
| 12.1287714074090 |
| -2.54275172434378 |
| 4.06512140259258 |
| -6.34053123008375 |
| 6.49056728097824 |
| -4.89902577939655 |
| 6.88922604621131 |
| -5.89853186166733 |
| 6.65966639250287 |
| -6.73830619502423 |
| 7.96497091803331 |
| -2.25191999528037 |
| 4.76325357821714 |
| 18.6253409010043 |
| 31.6366900732203 |
| 6.95840506901204 |
| 26.5519617494138 |
| 7.4216780192946 |
| 2.09195416437644 |
| -3.61345615633617 |
| -14.0326995944598 |
| 6.11078685231432 |
| -5.6268587871277 |
| -0.610353452962775 |
| 4.19485219362708 |
| 13.2165766538529 |
| -6.29969636733445 |
| -0.0623181163233549 |
| -3.90334240097952 |
| 6.51489356297995 |
| -4.13125757119529 |
| -1.71537020005271 |
| -6.86335941795623 |
| 5.56544555894908 |
| -1.96086842556891 |
| 3.04223880713569 |
| -0.00725409928857168 |
| 6.86068866008185 |
| -2.76734009104774 |
| 5.14786139775032 |
| -8.74734769732131 |
| 5.14920928033334 |
| 0.151418876771127 |
| -1.58872723859986 |
| 10.3861676636130 |
| -17.5689711898835 |
| 9.19477151469009 |
| 16.9180372271705 |
| 8.15987582566464 |
| -9.50578362065053 |
| -1.58805577418162 |
| -3.27059270014635 |
| -5.62475273771915 |
| 6.57136148650669 |
| -0.0323383063534549 |
| -8.6476159496869 |
| 2.66742099381722 |
| -6.4922843503213 |
| 1.36287811080092 |
| 1.67011163175252 |
| -0.426574665029148 |
| -1.26559660516517 |
| -7.30263427567759 |
| -0.0562331117442074 |
| 6.27144200580667 |
| -8.54824596139307 |
| -2.54061285227308 |
| -1.64613287965776 |
| -0.244019926167273 |
| -3.41039538287153 |
| -6.97876795782939 |
| 4.22102033888207 |
| -1.58120928505985 |
| -9.53673763746901 |
| 13.7199527531605 |
| -3.71937663882215 |
| -8.17659275119584 |
| 4.38234418379935 |
| -7.67930597046422 |
| 0.869322282999707 |
| -6.84079365772817 |
| 2.84756718871816 |
| -7.23898971788585 |
| 17.7649882126643 |
| -17.3969690126854 |
| 5.668681267557 |
| 2.39273073034229 |
| -8.92327663861633 |
| 0.368911069171924 |
| 0.164546679735164 |
| -3.52557602396296 |
| -0.368844218305695 |
| -10.6669933447419 |
| -1.31330405397916 |
| 9.25226037586748 |
| -3.2818123591331 |
| -5.04897451800622 |
| 7.02876455842686 |
| -7.1448877385251 |
| -6.93766921660054 |
| -7.09262909212686 |
| 15.2936793798782 |
| -7.68045835799565 |
| 0.364690870101232 |
| -6.63418643081802 |
| -4.66131401710891 |
| 0.042906213049507 |
| 26.4128326475570 |
| -24.5189724226297 |
| 13.4912827840863 |
| 14.5463714371818 |
| 1.92635816692099 |
| 3.59862206775046 |
| -11.7257665333716 |
| 19.0846348575109 |
| -10.8036941429503 |
| 5.41089473769155 |
| -17.305729645764 |
| 4.41565708811637 |
| 0.193262524635628 |
| -2.62632660526655 |
| 14.5755591529898 |
| -5.93689737586472 |
| 7.8271550739254 |
| -22.8679920559838 |
| 10.3480849672539 |
| 1.33748428991906 |
| -0.712724127298307 |
| -3.99011577149866 |
| 4.35554506213111 |
