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 |