ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 1.5803 | -0.4597 | -0.14 | -0.4857 | -0.1899 | -0.1295 | -0.5144 |
(p-val) | (0 ) | (0.0996 ) | (0.1051 ) | (0.0193 ) | (0.1049 ) | (0.1429 ) | (0 ) |
Estimates ( 2 ) | 1.5227 | -0.3747 | -0.1689 | -0.4366 | -0.0675 | 0 | -0.6341 |
(p-val) | (0 ) | (0.2188 ) | (0.0552 ) | (0.0671 ) | (0.395 ) | (NA ) | (0 ) |
Estimates ( 3 ) | 1.5169 | -0.3651 | -0.1732 | -0.4333 | 0 | 0 | -0.6704 |
(p-val) | (0 ) | (0.2047 ) | (0.0404 ) | (0.0539 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 4 ) | 1.2234 | 0 | -0.2521 | -0.1268 | 0 | 0 | -1.4762 |
(p-val) | (0 ) | (NA ) | (0 ) | (0.0993 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 5 ) | 1.1736 | 0 | -0.2043 | 0 | 0 | 0 | -0.6847 |
(p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0 ) |
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 |
0.220445564160776 |
9.77276362087239 |
2.65881741658598 |
5.37702371779084 |
9.35486834204682 |
37.1848686140585 |
2.05202925897162 |
19.5431243744385 |
-12.4030802273215 |
-6.22214474740261 |
37.1897503258625 |
-20.9835143866943 |
0.273155523503156 |
23.4775722041247 |
-15.3881026053931 |
-17.0239595235642 |
-17.7748540039828 |
-7.90861111310891 |
6.07131617054369 |
-18.5836107084496 |
-16.3812715088681 |
20.4091283553636 |
-16.0331973888232 |
19.8743636233528 |
-1.67307900874192 |
-44.0557610055126 |
-24.18568172097 |
16.112805760038 |
5.52562833541788 |
0.392499849758441 |
-2.06242560043495 |
-8.71463482844095 |
12.4003099780513 |
16.970588699044 |
-1.29409473297927 |
-0.106363690278519 |
-24.0512734633956 |
-11.5048852349291 |
-1.30423596262574 |
-3.4237490876011 |
14.6758590135037 |
7.46595129648291 |
-13.528712322418 |
0.108583794563991 |
15.4261368548384 |
-9.50832226694175 |
-8.73450247446301 |
-3.3658672140446 |
-3.20034207442553 |
1.55275299883996 |
-21.3816331373525 |
10.1322149672125 |
18.6842204500702 |
-10.9386948692351 |
-13.9286716433072 |
-2.33217496427245 |
9.30545513949093 |
14.5513802892442 |
5.64016785249831 |
13.2452328186425 |
18.2914240233465 |
34.0326273019411 |
15.3956927938448 |
6.9606838212028 |
-4.97241506901707 |
-3.86670218370455 |
-14.9653558534753 |
5.16914558713952 |
12.843415262573 |
4.58063902448694 |
-21.543681955515 |
1.09610268901072 |
-4.94459270945884 |
-2.20811656812797 |
-11.029990590171 |
-2.81816343614585 |
12.5037348054085 |
-16.544017792077 |
2.31653087327587 |
-10.1936167253401 |
11.4018148857769 |
-6.79033987285435 |
13.8512751598516 |
2.61918354141497 |
-1.46174335839373 |
-19.2873349301315 |
-1.94855543249523 |
17.6558126777302 |
-13.2302025349665 |
22.739376516806 |
12.7569766049658 |
-15.0776156240649 |
-22.8102721107646 |
-2.2667202754561 |
7.47386374347814 |
20.6047230877434 |
-0.934909232299263 |
-11.7370010713429 |
-12.1521619737029 |
-6.32486236786484 |
8.11658503716214 |
13.2075875434867 |
14.034122149444 |
-16.5115807187649 |
-3.3610915202745 |
9.86747831963229 |
10.3711997798259 |
20.4007531165533 |
5.87678975376519 |
28.78904184428 |
38.7717615800669 |
2.87819761983675 |
-0.367979459608665 |
-10.2459516950077 |
6.55752882427988 |
9.45012163995842 |
-8.04679778627576 |
-25.4395218020686 |
-0.356117089278556 |
-13.4954062554202 |
22.401693936487 |
-2.71824562617096 |
-11.3681565241785 |
-13.6640974068048 |
-29.5690308472782 |
5.06110763124969 |
18.3009546169202 |
0.886586115198192 |
6.52338490980986 |
5.60265209996857 |
13.5175341678162 |
4.00243167965461 |
-22.6051783385565 |
-8.03049418711603 |
-19.709435270469 |
38.0964960375161 |
-9.14860171555994 |
-9.53078965379023 |
30.6278053339755 |
-9.83808970475643 |
5.53658366080296 |
-11.4056205759096 |
22.7784333522557 |
7.7178645351086 |
24.2273432657049 |
8.52583838049114 |
13.0646271182651 |
-15.8722163007425 |
-8.34330404075553 |
4.84258537818521 |
13.98468915858 |
-7.26287428807862 |
-14.1488875582179 |
-2.21766619379582 |
-2.98044324759511 |
-13.4341300346537 |
-0.581034148983013 |
-3.62573257451642 |
-13.0746581561481 |
1.83762206008782 |
5.54470025814351 |
20.8241723196851 |
-21.6123909337795 |
-12.3689920100369 |
30.4965543067553 |
-4.76862468570779 |
-16.3920207782879 |
16.4282256145473 |
-8.26333456474523 |
9.49794120987905 |
14.8412902308251 |
-24.727497352542 |
-0.489951386160874 |
9.23529602200855 |
9.71659784097864 |
-9.76618854565301 |
-11.2361665454918 |
6.67378939372547 |
5.05875308340238 |
7.37417630449214 |
-14.8606325118605 |
-1.71207067674077 |
-7.39786670911114 |
0.710690702336643 |
7.03018330459082 |
-14.8897803288287 |
28.2442407054676 |
-29.7666360232531 |
6.98074807201072 |
7.46237703278201 |
-0.181397745945011 |
-19.283831112923 |
2.38088345683003 |
-10.606849211694 |
12.8099177668268 |
-15.4138762599699 |
13.5205974906288 |
-7.08862569218617 |
9.72689269254281 |
-10.9931755594518 |
-5.23239583861232 |
0.567070888939303 |
-3.2117453067308 |
-8.65073529793351 |
-11.4326716226869 |
-12.9419611964837 |
-13.6422865872329 |
16.1899644838636 |
7.77063826290688 |
11.498605455884 |
-0.0628819830758158 |
-8.44214867873527 |
-2.75462857735059 |
-1.91303286071167 |
2.62575322506801 |
-11.8376915888936 |
2.98385895887047 |
-7.13883747511586 |
-2.18754927244302 |
1.1067051806253 |
1.07463288122661 |
-8.68486245828754 |
27.4564413183675 |
7.13759740759832 |
-14.2532618546502 |
14.2757886699805 |
7.65519440366796 |
-23.6198333974829 |
-16.3876510399247 |
-9.16882355039164 |
17.5246641896958 |
-6.13109992754179 |
-11.243870452617 |
-1.73688560600426 |
30.5811390236858 |
2.30914323982138 |
-21.4705549914077 |
2.52989916303358 |
-2.3401007021944 |
-5.37913099330464 |
-8.03158205031301 |
-1.82330787459655 |
-1.32296792279216 |
6.85358371755521 |
8.91825025719926 |
-9.79486284579074 |
1.60484018060113 |
16.2885787738485 |
-3.20687068341479 |
14.9645204544947 |
-7.23753073927889 |
-20.9586459203402 |
1.41168500520332 |
23.9204316797845 |
19.5787536607454 |
5.41768306655436 |
1.91326812743988 |
-2.55430606643703 |
15.2503444816354 |
14.0442076095883 |
-1.88354333503873 |
10.5047743364166 |
3.39536520481959 |
20.8183843924356 |
7.05907645190057 |
10.7432847754434 |
-9.80491069056017 |
-3.83696014210787 |
-7.50555799797556 |
-0.92383868270159 |
6.97370639202535 |
16.100878516372 |
5.82261179441952 |
-10.5375433534965 |
-10.2812782518324 |
15.1877703847817 |
1.03759526830433 |
9.46066995795527 |
-7.58018322974426 |
3.48553270966322 |
-6.86130893484683 |
-4.99930895524326 |
4.66119838320106 |
5.61895079052083 |
1.61199094162315 |
-3.9497423496325 |
-0.932841265397569 |
-21.3342561553982 |
-0.138917284999249 |
0.282063099277865 |
10.2819327586919 |
-6.20563894601413 |
3.91305104175523 |
-5.56093954855683 |
-3.18043677938583 |
-0.148124231104112 |
-1.05088696153356 |
7.55320095451344 |
-17.0119613397085 |
16.7540155947612 |
8.91727479464968 |
16.6238904897129 |
-2.15160990665985 |
-14.337467368939 |
-4.48215043958624 |
13.2130885342663 |
11.6633799521187 |
7.74515197465697 |
-6.80508378428908 |
27.5900484064192 |
4.28724604325376 |
29.1061462964127 |
29.7357753728637 |
81.2952056504411 |
-12.9624317329623 |
5.31805683908131 |
-7.25368182399262 |
6.57693395445942 |
-3.14020139234629 |
-0.569306516362782 |
0.0950116985754814 |
-2.04869656602737 |
7.40354113198303 |
-9.29946476522267 |
1.7344738229502 |
-0.346437795798894 |
-7.60254835997401 |
-11.2724732538636 |
-0.784417648597373 |
-12.0131118805596 |
28.9376548456039 |
20.6046329984519 |
7.23995113037861 |
-18.6935935703278 |
5.29148977750933 |
12.1968244170342 |
-5.39971978261116 |
-15.8346326331352 |
22.7155726583777 |
-11.2567962091538 |
-30.9409764523665 |
5.62610780950759 |
20.8739631916375 |
-17.7239783863983 |
12.7092942192789 |
-8.19972314633813 |
0.643548776150282 |
-1.77944073451709 |
-30.2792778205887 |
5.66665433575145 |
-9.31841784025785 |
10.3187255854837 |
-5.28385045975626 |
8.31773330738201 |
-22.512890767483 |
27.6434951889195 |
-12.485463427997 |
-2.37738602870608 |
-6.2637576788762 |
-1.66527239800187 |
17.4211529039477 |