ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.4607 | 0.1801 | -0.0062 | -0.3737 | -0.0967 | -0.0621 | -0.6433 |
(p-val) | (0 ) | (0 ) | (0.147 ) | (0 ) | (0 ) | (0.0043 ) | (0 ) |
Estimates ( 2 ) | 0.4866 | 0.1754 | 0 | -0.3973 | -0.1005 | -0.0616 | -0.6417 |
(p-val) | (0.0054 ) | (0.0103 ) | (NA ) | (0.0223 ) | (0.3732 ) | (0.4941 ) | (0 ) |
Estimates ( 3 ) | 0.4706 | 0.1836 | 0 | -0.3842 | -0.0462 | 0 | -0.6958 |
(p-val) | (0.0074 ) | (0.0062 ) | (NA ) | (0.0293 ) | (0.5533 ) | (NA ) | (0 ) |
Estimates ( 4 ) | 0.4617 | 0.1882 | 0 | -0.3767 | 0 | 0 | -0.7209 |
(p-val) | (0.0078 ) | (0.0044 ) | (NA ) | (0.0307 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.0447135253960225 |
-0.0681917363421248 |
0.197918284222177 |
0.364977451074597 |
1.51337974853374 |
-0.359462346770864 |
0.457274701618375 |
-0.576200797223743 |
-0.35806159298279 |
1.26000921879800 |
-1.34266167067388 |
-0.353289536833081 |
0.161396045139561 |
-0.857822824071549 |
-0.555144480575985 |
-0.727027306896834 |
-0.369041527982607 |
-0.0578965046249842 |
-0.769036314017041 |
-0.853702996099126 |
0.700855327126076 |
-0.67605835057151 |
0.868578314018324 |
-0.108845849033489 |
-1.57887213540104 |
-1.12268894715059 |
0.396924811287499 |
0.0148501374104653 |
0.140259622902458 |
0.369865280208383 |
-0.279776174113751 |
0.304546119543323 |
0.892466305762528 |
0.0893796274958521 |
0.135269038003123 |
-1.20736792439930 |
-0.230372906495734 |
-0.0877968012618119 |
-0.33323266650054 |
0.601966581020134 |
0.489790368570760 |
-0.30040059136885 |
0.101350920891626 |
0.596346925270986 |
-0.476839102991622 |
-0.418379495419168 |
-0.117112854652920 |
-0.147180675626801 |
0.532294134646671 |
-0.976528372414816 |
0.331179899785833 |
0.869619582675694 |
-0.452578724852337 |
-0.421389632285535 |
-0.0683598944374235 |
0.326102832750419 |
0.84894940837525 |
0.455827472703429 |
0.823472792059655 |
0.933735481712974 |
1.23343828434357 |
0.408338767056766 |
0.287975024888324 |
-0.211204160843567 |
-0.267469446531546 |
-1.11645456256678 |
-0.0317245230877202 |
0.547972521125301 |
0.120802508791779 |
-0.868321690772969 |
-0.311155435761481 |
-0.380688690591098 |
-0.305618207625699 |
-0.409940481502841 |
-0.00967747172687254 |
0.495426680797454 |
-0.70434733099138 |
-0.0634697192462326 |
-0.513898520689418 |
0.589511832114578 |
-0.349423083406549 |
0.641305348572241 |
0.0343657044269518 |
-0.0527523752155572 |
-0.880138188317385 |
-0.110617568497234 |
0.725017900327504 |
-0.505210310136047 |
1.01506156059005 |
0.432165289840235 |
-0.605966973659667 |
-0.99965767981201 |
-0.273898172730602 |
0.276039109320686 |
1.00336917683793 |
0.0129975707447026 |
-0.560227463080412 |
-0.549704180559844 |
-0.264710308451806 |
0.279629152070149 |
0.678639057401087 |
0.661068987945098 |
-0.704450849658691 |
-0.201260637302684 |
0.350125495958601 |
0.51207399543742 |
0.855206697928782 |
0.194069017384391 |
0.723928491599931 |
1.1813100622767 |
0.142880603048506 |
0.0179250176101248 |
-0.497957163141791 |
-0.299719858005128 |
0.135788254277837 |
-0.170331294462608 |
-1.03309845887421 |
-0.173818867620375 |
-0.963023604159095 |
0.698380354889 |
-0.367088748962493 |
-0.263848199408000 |
-0.418818686259234 |
-1.12067646578046 |
0.0500591744429748 |
0.608904151186532 |
0.134690460462483 |
0.33004133104308 |
0.127838527435568 |
0.581318960613691 |
-0.0387083124201542 |
-0.870097428406274 |
-0.46211368029843 |
-0.775456171566771 |
1.39586997252140 |
-0.373271811454794 |
-0.268080285209629 |
1.08656249985181 |
-0.325880205863577 |
0.306618345261008 |
-0.552774334353198 |
0.92873555615258 |
0.0930551939788035 |
0.793725089311601 |
-0.065520090108497 |
0.319389284571386 |
-0.46622517579406 |
-0.262872950917163 |
0.0101377862503099 |
0.166709648190932 |
-0.279488745822847 |
-0.416437688916389 |
-0.22115546346038 |
-0.180257621944250 |
-0.698512011653876 |
-0.0309656726131541 |
-0.218026906428136 |
-0.373584097623305 |
0.052951771649411 |
0.162727178662852 |
0.827781264436336 |
-0.724326083790065 |
-0.470004768297604 |
1.04570519030629 |
-0.192863515103884 |
-0.571180444692155 |
0.531291251566343 |
-0.305718253125133 |
0.33805003414274 |
0.476242057434918 |
-0.813898733638944 |
-0.0347525563928053 |
0.307275497587149 |
0.298265382877775 |
-0.356205719078896 |
-0.356604197590328 |
0.161914543778047 |
0.157622162847613 |
0.301928829658718 |
-0.561982089534344 |
-0.054344347508442 |
-0.242625267253262 |
-0.0291186961212278 |
0.228470776412080 |
-0.510675358256579 |
1.12387579697604 |
-1.12598819760342 |
0.290323801161599 |
0.190186300269668 |
0.0853118886191468 |
-0.708039034695266 |
0.0821218447021978 |
-0.307060659060198 |
0.525053530012375 |
-0.601608762786724 |
0.538181952703111 |
-0.306512089790133 |
0.654542109027372 |
-0.537375053347636 |
-0.186945164903575 |
-0.0415284808030801 |
-0.0882629264500877 |
-0.256492242506079 |
-0.413059044491092 |
-0.270151412032309 |
-0.435615332936426 |
0.546649723056766 |
0.323884703994657 |
0.661931879765847 |
0.402774072398312 |
-0.428180087570848 |
-0.185363916598877 |
-0.146275794492277 |
0.177901356497660 |
-0.370503402127386 |
0.205238744482440 |
-0.0894107314201245 |
-0.0207802774234968 |
-0.00240147466918447 |
0.0272373003487647 |
-0.304012066368563 |
1.50787095266035 |
0.259049422299152 |
-0.546358234600257 |
0.581469091275693 |
0.330213566204811 |
-0.983366983108753 |
-0.736262917615728 |
-0.338743982691545 |
0.760537651914641 |
-0.261709498346797 |
-0.47604803547735 |
-0.110367517983504 |
1.69081027549721 |
0.149871596331350 |
-0.894444542196924 |
0.0854708075667523 |
-0.117915923744172 |
-0.215892880169748 |
-0.394091945119024 |
0.0924265412117942 |
0.0585918903210802 |
0.253245928619104 |
0.370567963868723 |
-0.38652413184425 |
0.447110927340878 |
0.623154200281104 |
-0.184203534512804 |
0.70547796714482 |
-0.317031093509232 |
-0.92747549796465 |
-0.039375681616147 |
1.00274784411106 |
0.812619095704321 |
0.298292892235012 |
0.152550524539197 |
-0.150639740840877 |
0.110741666419495 |
0.552786388883019 |
0.0434949724888247 |
0.363209473863399 |
-0.0227973565953720 |
0.504138360948928 |
0.138778955376779 |
-0.0853038304936802 |
-0.496485082805071 |
-0.0852251450917002 |
-0.247830857149674 |
-0.120849074890955 |
-0.451770068374317 |
0.612150763626651 |
0.35062535298691 |
-0.35929067221423 |
-0.484436552186736 |
0.339431103527959 |
-0.0417943935488771 |
-0.0100069109609526 |
-0.403912584026003 |
0.151831352275733 |
-0.229700910015304 |
-0.217361534162363 |
-0.332188782691632 |
0.264418283965544 |
0.176869530719773 |
-0.176677848623492 |
-0.135670353522087 |
-0.827944073126056 |
-0.0722730790378322 |
-0.117607467218364 |
0.314635302823227 |
-0.154386069584883 |
0.163002829796398 |
-0.244739185557085 |
-0.204481508560033 |
0.0360261045935815 |
0.00417180929449017 |
0.266111923849542 |
-0.65100315551287 |
0.589994645813113 |
0.312322966733607 |
0.552669708368232 |
-0.0962290660197571 |
-0.467083890564838 |
-0.198196760456308 |
0.395575462290874 |
0.175735179347610 |
0.315653466585352 |
-0.161149292211250 |
0.88204080346832 |
0.0637844933947768 |
0.858633498510782 |
0.822761091616062 |
1.77266813303013 |
-0.566982300074028 |
0.153260805137179 |
-0.279233420311874 |
0.0495717686133491 |
-1.16973347629522 |
-0.0821091546617858 |
0.0681024760498389 |
-0.201544761070500 |
0.0764371954094521 |
-0.526359969868041 |
-0.0804137024998847 |
-0.390603365076393 |
-0.366201255689232 |
-0.236325223213095 |
-0.0197745234670869 |
-0.400592939434611 |
0.273305576912483 |
0.571671016934307 |
0.355106915028324 |
-0.598053523446333 |
0.0680124459677498 |
0.0825158104754481 |
-0.236688938906495 |
-0.720993011661793 |
0.445855834707783 |
-0.278184253464566 |
-0.813695595258521 |
0.0382227577078328 |
0.287981855878777 |
-0.397401149791228 |
0.45344200538109 |
-0.336993623900836 |
0.0350017590941607 |
-0.129073953075969 |
-0.929487174586825 |
0.112538667866079 |
-0.266214449984403 |
0.318919618407674 |
-0.235823651106797 |
0.312056159183962 |
-0.607348852365163 |
0.821439691373018 |
-0.330769451500635 |
-0.0368471782124595 |
-0.223411452689536 |
-0.0162392677684860 |
0.494328806219962 |