| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
| Estimates ( 1 ) | -0.9314 | -0.831 | -0.56 | 1.0208 | 1.0258 | 0.9949 |
| (p-val) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.0695 | -0.7165 | 0.0063 | 0.0063 | 1 |
| (p-val) | (NA ) | (0.124 ) | (0 ) | (0.6969 ) | (0.6978 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.0734 | -0.7164 | 0.0094 | 0 | 0.9965 |
| (p-val) | (NA ) | (0.095 ) | (0 ) | (0.5664 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | -0.0286 | 0.2748 | 0 | 0 | -0.2008 |
| (p-val) | (NA ) | (0.6049 ) | (0.2198 ) | (NA ) | (NA ) | (0.3849 ) |
| Estimates ( 5 ) | 0 | 0 | 0.2164 | 0 | 0 | -0.1416 |
| (p-val) | (NA ) | (NA ) | (0.4086 ) | (NA ) | (NA ) | (0.5874 ) |
| Estimates ( 6 ) | 0 | 0 | 0.0725 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1778 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -0.310958154054548 |
| -0.229319700615811 |
| -0.209365409685034 |
| -1.02719469986993 |
| -3.45332653978505 |
| -0.274776405315772 |
| 0.134668105453408 |
| 0.271551772706096 |
| -0.478976941258249 |
| -0.354349598384022 |
| -0.171449866108893 |
| 0.0762466531337219 |
| -1.34462734278519 |
| -8.95767613793215 |
| -0.322899732244728 |
| 1.74931582955096 |
| 4.88026495700079 |
| 2.19319785799783 |
| 2.20038604469852 |
| 4.20335331459081 |
| 2.45268952545204 |
| 1.98181552951557 |
| 1.19305518884269 |
| 0.670792470704996 |
| 0.474139391576927 |
| 8.64981017451012 |
| 3.44765575663080 |
| -2.47567078293328 |
| -5.72504136269134 |
| -2.84445150491398 |
| -2.69384126582877 |
| -4.31100907122156 |
| -2.42224233682984 |
| -2.19194421108173 |
| 2.36926867321866 |
| -0.400792470704957 |
| 0.173983934983880 |
| -0.337161411673861 |
| -3.4872289493165 |
| 0.360000000000028 |
| 0.253773728186246 |
| 0.0459013710388661 |
| -0.15609759024764 |
| -0.0973983934983664 |
| 4.91522359431107 |
| 3.56942412981165 |
| -3.57420053550055 |
| -1.07521720059221 |
| -0.238076170226151 |
| 4.43952603635101 |
| 0.712195180495172 |
| -0.27144986612484 |
| -0.463022020097014 |
| 0.00215441787942439 |
| -0.0804268073143248 |
| 0.061598928998933 |
| 2.16637533468789 |
| -4.0827506693757 |
| -0.813624665312147 |
| -0.247310474547959 |
| 0.00649762253509323 |
| -4.7612804219429 |
| 1.75652439756190 |
| 0.721023058810545 |
| 0.0794177360927222 |
| -0.586863285925816 |
| -0.440745314370290 |
| 3.5495731926857 |
| -5.40665307912809 |
| 1.31827238943492 |
| -0.115901371038902 |
| 1.31436358596359 |
| -0.263516365053874 |
| 0.509850937125918 |
| -1.78669384174384 |
| 0.0223238620613415 |
| 0.7023034807535 |
| -0.105311513261540 |
| 2.98927506693758 |
| -2.11364504662006 |
| -1.92332653956402 |
| -0.606754985667507 |
| 2.37933621086124 |
| -0.969362985888012 |
| -0.281727610565099 |
| 2.20833992707745 |
| -3.07953243006995 |
| -2.42752707506456 |
| 2.15819086420335 |
| -0.200921152271150 |
| -2.99239139970391 |
| 1.11109059645314 |
| -0.418827878315398 |
| 4.26980378079126 |
| -0.882791431991393 |
| 7.06262198780946 |
| 11.0671270427771 |
| 13.3072697119322 |
| 4.09037205710961 |
| 2.96647604107605 |
| -3.68053630772374 |
| 0.0865307912808078 |
| -0.144749630662119 |
| -3.42281820701821 |
| 0.659552811377807 |
| -2.23942412981162 |
| -1.50757423139929 |
| -7.23002038130784 |
| -10.8783399270774 |
| -16.0816868479494 |
| -2.33949806117310 |
| -1.64967389907395 |
| 0.925116494203948 |
| 0.497330855855822 |
| 0.567608600296126 |
| 0.778123326560802 |
| 2.64897694118943 |
| 0.571727610565134 |
| 0.744905087255106 |
| 1.51644287233036 |
| 3.29650401625400 |
| -0.227994644994610 |
| 2.14603644632392 |
| 0.547872357147384 |
| -0.357676137938682 |
| -0.334559805172262 |
| -0.337269711932237 |
| -0.413177476689938 |
| -0.107676137938611 |
| 2.70029812574813 |
| -0.408102945252949 |
| -0.0413008032507918 |
| -5.14428206073205 |
| 0.841897054747022 |
| 5.64362466531218 |
| -0.671158134095663 |
| 2.42128042194294 |
| 0.541137752787762 |
| 0.0146681054306299 |
| -0.249783399483405 |
| -1.80886864093112 |
| -3.81565040162543 |
| -0.194925468562971 |
| -1.69386164713666 |
| 1.50692442984942 |
| 2.88449866124867 |
| -4.12806218263720 |
| -0.0891667666792557 |
| -2.63805578891825 |
| -0.651178515403544 |
| 2.8421709430404e-14 |
| 8.01615873417123 |
| -0.380406426006445 |
| -1.91999999999999 |
| -0.428347520947525 |
| 0.502621987809505 |
| 0.789187147987121 |
| -0.750149062874044 |
| 1.42592814606564 |
| 0.482879350941843 |
| 0.503645046620065 |
| 0.274159772884772 |
| 0.29157854769106 |
| -7.82262198780951 |
| 2.56245254362753 |
| 0.776077208939697 |
| 0.784722855635366 |
| 1.09224233682984 |
| -2.66799464499465 |
| -3.11594852737353 |
| -4.41279143199144 |
| 0.699207529295038 |
| 0.72472924935424 |
| -2.37682891702892 |
| -2.21697158618412 |
| 0.90375334687836 |
| -2.13499300620553 |
| 0.228035407610420 |
| 0.641856292131294 |
| -0.331090596453080 |
| 3.27492546856296 |
| 1.33852975256726 |
| 3.30624665312167 |
| 0.742221955521949 |
| -0.140765695678184 |
| 3.06294688858439 |
| 9.58895655988156 |
| 0.0128997322497426 |
| -0.229227910602901 |
| -0.440285338310275 |
| -0.230724933062454 |
| 0.029275066937565 |
| 7.31115174037673 |
| 20.1366734604360 |
| -3.78217479918733 |
| -1.70137593476339 |
| 0.201434678384743 |
| -0.505975302400316 |
| 13.3748171683047 |
| 14.6296611116361 |
| 3.21654477886979 |
| -0.953436039973496 |
| -4.3592762670887 |
| -1.72907884772889 |
| -7.75072493306241 |
| -21.4914970224595 |
| 0.498739959364969 |
| 4.43182312338558 |
| -2.76472045533303 |
| -0.708272389434882 |
| -23.5405490951616 |
| -15.3553790509041 |
| -5.81070455175458 |
| 2.07619430321920 |
| 5.12597010883253 |
| -3.91518922541421 |
| 3.47172761056513 |
| 1.3407517080892 |
| -1.8453790509041 |
| -2.53372657185152 |
| 2.10183591082341 |
| 4.81658554148552 |
| 19.6152847382347 |
| 3.23906486013986 |
| 5.44218119290622 |
| -1.48999480643221 |
| -7.91647724122724 |
| 1.08098868991374 |
| 16.3957994644994 |
| 44.8960236588862 |
| -7.11873995936499 |
| 22.5718347106722 |
| -1.99435319882798 |
| -41.4318219232344 |
| -24.2024409563409 |
| -6.85844183361678 |
| -5.21963073615589 |
| -3.38035047565056 |
| 15.6207796832672 |
| 5.18879470956968 |
| -11.6068085357210 |
| -60.0468237234612 |
| 11.2972557243433 |
| -35.1322551242676 |
| 2.64348040304265 |
| 39.3869028483904 |
| 8.06975902475893 |
| -3.46183591082343 |
| 1.17359428983194 |
| 10.0041865479116 |
| -6.03047396364899 |
| -1.2964976225351 |
| -10.6839303849304 |
| 16.6859828962703 |
| -3.08750669375664 |
| 10.5798585309960 |
| 0.453433639671232 |
| -6.73092115227118 |
| -2.03478399955897 |
| 4.10183591082341 |
| 2.1145534114534 |
| 3.50569116424116 |
| 10.8440782476533 |
| -8.14671422305173 |
| -2.42720217428966 |
| -0.888300364612817 |
| -2.10787875086631 |
| 0.638035407610431 |
| -5.44420053550054 |
| 5.8450069937945 |
| -1.47479678699681 |
| 3.75508851902602 |
| 0.760412819725346 |
| -7.42560963900965 |
| -13.9935775089775 |
| 5.91518283169532 |
| -0.704125403987945 |
| 0.116782960845399 |
| 6.93504016254022 |
| 5.15061663280413 |
| -5.2062058905059 |
| -0.604275667013155 |
| 4.24318387040893 |
| 2.12203972390219 |
| -6.99492546856295 |
| 1.34580585821836 |
| 0.463861647136639 |
| 5.88745314370316 |
| 4.74821124551123 |
| 4.91722894931647 |
| -0.520013987588989 |
| -10.2030424014049 |
| 7.71043320103323 |
| -6.5105758701884 |
| -1.74594093350346 |
| 3.94497901861654 |
| 6.33265635670632 |
| 0.548333533358544 |
| -6.52839467728216 |
| 1.66518922541425 |
| 0.0631774766899724 |
| -7.94054150129154 |
| -0.621511010048487 |
| 7.44347560243812 |
| -0.231781160618723 |
| 10.9240718539344 |
| -1.63007513151263 |
| -4.89910562275562 |
| -1.99945210498956 |
| -2.4509822961948 |
| 8.97956679896679 |
| 2.24771690055439 |
| 1.84340806479556 |
| 4.99510770018274 |
| -4.78658554148554 |
| -0.050338888363882 |
| 8.44258761891265 |
| -12.0743559920935 |
| 3.90492546856299 |
| 5.68843423974678 |
| 0.959641930479378 |
| 7.09655117258868 |
| 7.68111737147991 |
| -5.6143495983746 |
| 12.8649993999244 |
| 10.9599044871795 |
| -5.01331255197506 |
| -5.43141030366026 |
| -13.1072976871102 |
| -0.987086280161293 |
| -0.716679854154862 |
| -10.6705071323947 |
| 11.0200407626158 |
| -4.37460696150696 |
| -8.72197737982743 |
| 13.7483730958232 |
| -22.7674047872173 |
| -19.3069639923140 |
| 7.56594732722237 |
| 1.08387044115786 |
| 1.30986612486608 |
| 10.4251077001827 |
| 6.23277105068354 |
| 1.06014906287402 |
| -11.9910510339885 |
| 7.97126643435394 |
| 7.63388202844454 |
