| ARIMA Parameter Estimation and Backward Selection | |||||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9741 | 0.3207 | -0.3495 | -0.5263 | -0.6738 | 0.205 | 0.8005 | 0.0512 | -0.8006 |
| (p-val) | (0.0195 ) | (0.5472 ) | (0.0366 ) | (0.2034 ) | (0.0397 ) | (0.1506 ) | (7e-04 ) | (0.4194 ) | (6e-04 ) |
| Estimates ( 2 ) | 1.2091 | 0 | -0.2536 | -0.7664 | -0.4721 | 0.2339 | 0.813 | 0.0503 | -0.815 |
| (p-val) | (0 ) | (NA ) | (3e-04 ) | (0 ) | (0 ) | (0.0377 ) | (4e-04 ) | (0.4262 ) | (3e-04 ) |
| Estimates ( 3 ) | 1.219 | 0 | -0.2667 | -0.7663 | -0.4659 | 0.2427 | -1.0908 | 0 | 1.0776 |
| (p-val) | (0 ) | (NA ) | (1e-04 ) | (0 ) | (0 ) | (0.0264 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 14 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 15 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 16 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 17 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.254999830178478 |
| 21.8351665046145 |
| 8.22258797912779 |
| 30.6466917806763 |
| 15.860092901518 |
| 6.15609667808421 |
| -12.2863711152995 |
| -3.20428310393919 |
| -2.09622498869741 |
| 0.316574496850427 |
| -5.88624138295952 |
| 3.25256368966364 |
| -1.19481876692303 |
| 2.15749513859775 |
| 0.770740942302407 |
| -8.31360266604885 |
| 1.83727350068386 |
| -5.25666328276697 |
| 0.883638192458057 |
| -11.8184429448235 |
| 0.0982644353182328 |
| -1.35781551529085 |
| 2.27946747945902 |
| -1.53834910455923 |
| -3.75228268183475 |
| -3.66476273562174 |
| -5.96586642897488 |
| -2.42104339430092 |
| -2.17583199840409 |
| 4.75886548212639 |
| 19.2499349494982 |
| 16.2868411055866 |
| -0.312362116567642 |
| 0.350469472022224 |
| 1.66688148815724 |
| 0.627494510199823 |
| -12.0518562689835 |
| 11.2837536665153 |
| -10.0233361188664 |
| 0.432215799117291 |
| 2.60116609791833 |
| -1.03972653396293 |
| 9.219628642502 |
| -4.76111809266443 |
| -7.45299405655035 |
| -1.14902195462523 |
| -10.4922708695621 |
| -2.83335763322202 |
| 0.180510435032842 |
| -14.1773647014199 |
| 1.36513403552197 |
| -2.58406551988279 |
| -1.99006803482892 |
| 0.309671562377247 |
| -5.63531565147156 |
| -1.56429372580822 |
| -2.13242518617217 |
| -0.522158565817675 |
| -5.22043484831853 |
| 8.71105299852684 |
| -7.6291904896622 |
| 10.8118679508800 |
| -6.72139804835972 |
| -0.0450492985952402 |
| -3.33297820830882 |
| -2.35184935865116 |
| -4.59539743942315 |
| 1.83474291898893 |
| -2.87469574274279 |
| -2.11859977475434 |
| -0.909326815161793 |
| -0.113566249060788 |
| 0.642576992106664 |
| -0.412773739679752 |
| -1.27597922532779 |
| -5.64046537767450 |
| -0.171799956333551 |
| -2.28998413856488 |
| -2.11679910456543 |
| 0.825974402090976 |
| -3.47916142172643 |
| 1.08694930098081 |
| 0.975749576265537 |
| -4.46581809798251 |
| 4.8626480491125 |
| 1.18582233443891 |
| -4.3744205725124 |
| 0.578002688356843 |
| -0.845400845095913 |
| 2.48042806498235 |
| -0.4015304018257 |
| -2.02595398408564 |
| 1.33992605139565 |
| -0.226415060653939 |
| -1.19159273225449 |
| 0.531967199058475 |
| -0.479584874656295 |
| 1.14190112758119 |
| -0.550130386114445 |
| -1.08863102556154 |
| -1.27008255773437 |
| 0.61964674188414 |
| -0.456206746970364 |
| -5.50582770279696 |
| 1.38636104899779 |
| 0.753784496526255 |
| -1.12627816687003 |
| -7.9110208414913 |
| 23.2755401023990 |
| 72.1932388262149 |
| -14.2582601921039 |
| -8.6899280783324 |
| -5.04836306019038 |
| 2.31849860771480 |
| -3.7181950304051 |
| -6.03871211622346 |
| -10.4643937394481 |
| 9.81507992711856 |
| 6.31311818664515 |
| 1.48911273847759 |
| -0.772381726228952 |
| -5.06859106092463 |
| 0.0304794649990342 |
| -5.77927483768614 |
| -4.05900701380751 |
| 3.43787320117654 |
| -1.73274281922192 |
| -6.87099694965963 |
| 8.50445103011722 |
| 4.14421692726881 |
| -13.0053767364249 |
| 2.4485199494908 |
| 8.82335558887487 |
| -7.42318403054621 |
| -4.8324264432790 |
| 9.98655382021805 |
| -5.62660925286081 |
| 0.390909894772679 |
| 5.53104244707585 |
| -5.9320886296641 |
| 4.01864430850639 |
| -0.36578464109975 |
| 3.91196642968858 |
| 1.40475532296516 |
| 2.34393252685373 |
| 3.90567106526407 |
| -3.60460287501555 |
| 9.81086900859796 |
| 1.33165780689107 |
| 0.124281958732752 |
| 6.08911860303274 |
| -5.8971520444019 |
| -2.79737429924736 |
| -3.12871665481019 |
| -8.66288108251448 |
| 10.1834805324703 |
| -4.77009461540481 |
| 5.58240048893698 |
| -9.26649810953046 |
| 4.55867534132121 |
| 4.46262340459614 |
| 2.82848576733087 |
| 5.86565049876262 |
| -4.5656338657022 |
| 1.98160563990237 |
| -0.319460256497209 |
| -7.04798081594652 |
| 3.73823853496446 |
| -0.681716316992793 |
| 1.46864520009412 |
| -7.6706590835597 |
| 6.9331528235201 |
| -6.45119535871921 |
| 2.22798415254877 |
| -7.1621136961074 |
| -3.12040993183313 |
| -0.536491429988838 |
| 2.46728797652696 |
| -3.54290207573196 |
| -3.96672065433951 |
| 4.51413101312875 |
| -2.94646118644510 |
| -5.19686882194992 |
| -1.05252398752980 |
| 4.37152966906718 |
| -6.54005691778356 |
| 3.2410249302893 |
| -5.70605243013223 |
| -5.65359966722952 |
| -3.32033283955629 |
| -8.0661130397145 |
| -0.0811746465900538 |
| -2.72790917024250 |
| 7.5440326194348 |
| -4.069874146025 |
| -0.133149828940710 |
| 0.509328242706099 |
| -1.0601055344873 |
| -1.17484518874257 |
| -5.56652834562934 |
| 0.212621832379964 |
| -9.681188912645 |
| 5.51174293585307 |
| 0.962438448156552 |
| 1.92875701518803 |
| -5.67496938228583 |
| -0.64062047371428 |
| -1.84832793338253 |
| 0.880225821227152 |
| 4.09558757363488 |
| 69.8052655233079 |
| 80.526992219378 |
| -45.3440845388052 |
| 6.90347628356572 |
| -0.324404414916054 |
| -2.00242031062854 |
| 9.30270514729586 |
| -12.2509534956720 |
| 3.31593442929618 |
| 6.72345046837358 |
| 5.92880644449083 |
| 5.49277008999025 |
| 2.29385189732582 |
| 10.3714244065651 |
| -1.85194683140115 |
| -4.78228170845202 |
| 5.19734948591209 |
| -0.386544797636089 |
| -10.5387176716770 |
| 11.1490185101517 |
| -1.01163881400053 |
| 4.03750264824677 |
| -5.75670456185837 |
| 6.41494100717301 |
| -7.97816079940899 |
| 4.29110960649654 |
| -2.86846672106802 |
| 6.72572945274933 |
| -5.37923326824007 |
| 7.88374737949542 |
| -2.56464736160176 |
| 4.37274304446913 |
| 20.2710069068805 |
| 30.7728154305362 |
| 7.28940007416087 |
| 26.4273208887496 |
| 4.68424248777789 |
| -0.482833788248147 |
| -0.915820066685907 |
| -13.9013149084084 |
| 7.02700225050414 |
| -5.77890655852743 |
| -0.245576189984385 |
| 3.73708929041544 |
| 14.5627193799989 |
| -6.25660100541332 |
| 0.704727769198112 |
| -3.80915018967182 |
| 4.61353554698348 |
| -5.85545390739015 |
| 0.77129835035181 |
| -6.16039856576515 |
| 6.62241413886802 |
| -1.69863441152982 |
| 3.48180823022274 |
| -0.179196614110244 |
| 7.22862317313036 |
| -4.09705730742008 |
| 5.41030037442861 |
| -9.79803890783312 |
| 3.46416244431764 |
| -1.26413253325712 |
| 0.61478853038285 |
| 11.8440489442512 |
| -16.9373840987638 |
| 10.0203684856106 |
| 17.1949166305603 |
| 7.47358078196068 |
| -9.11420441759942 |
| -2.51360217416179 |
| -2.85927292637603 |
| -6.57469452171746 |
| 5.23188468344503 |
| -1.19501438322704 |
| -6.28683240548566 |
| 4.19622072293782 |
| -6.09679511998115 |
| 2.06073767076051 |
| 2.16955458698943 |
| -0.76876761617577 |
| -1.38498273351303 |
| -7.81662704827193 |
| 0.222555137125666 |
| 6.05742239403317 |
| -9.89703377522808 |
| -3.04364585811786 |
| 0.217714811484694 |
| 0.356389880192734 |
| -1.93747353871212 |
| -6.90891865575199 |
| 3.89180866023573 |
| -2.28485424687905 |
| -9.19149171458224 |
| 13.493361761559 |
| -3.61816615038105 |
| -7.73485197783644 |
| 3.08242477890933 |
| -8.54439691759308 |
| 3.03918116315052 |
| -6.48459384012674 |
| 4.21544924399422 |
| -7.17746396037787 |
| 17.1616843974859 |
| -17.7312991370882 |
| 5.85373516018773 |
| 2.69320569975457 |
| -9.16486677341325 |
| 0.819439488519507 |
| -1.13187248264972 |
| -3.6618075538092 |
| 1.20159597428289 |
| -10.2616431596757 |
| -0.0211875811767949 |
| 9.47199161538307 |
| -4.00365227742244 |
| -5.11983288997913 |
| 7.57917317415532 |
| -7.86670637753321 |
| -6.46934120712229 |
| -6.78818240024244 |
| 14.1511660528819 |
| -7.63431698275468 |
| 1.70409429320475 |
| -5.87224074289257 |
| -4.08147609742206 |
| 0.87088551363542 |
| 24.5541557807659 |
| -23.8002874180724 |
| 13.8262803961360 |
| 13.7928980677790 |
| 1.99808623868596 |
| 4.43334065269111 |
| -12.9733212071573 |
| 19.4581143895202 |
| -10.2300240935796 |
| 6.48098040442666 |
| -16.4179956587521 |
| 4.08281024857479 |
| -0.488231337964434 |
| -2.45295243472657 |
| 14.9087475502022 |
| -6.53070792910439 |
| 9.17431842846702 |
| -22.4387155016189 |
| 9.03306442741546 |
| 1.85892546479172 |
| -0.201429118153834 |
| -2.25467457180811 |
| 4.77202870897441 |
| -5.8397735484305 |
