ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.1235 | 0.287 | 0.1757 | -0.0195 | -0.4753 | 0.2037 | 0.1933 |
(p-val) | (0.6812 ) | (0 ) | (0.0803 ) | (0.9493 ) | (8e-04 ) | (0.0184 ) | (0.1713 ) |
Estimates ( 2 ) | -0.1422 | 0.2854 | 0.1809 | 0 | -0.4762 | 0.2026 | 0.194 |
(p-val) | (0.0308 ) | (0 ) | (0.0016 ) | (NA ) | (7e-04 ) | (0.0169 ) | (0.1692 ) |
Estimates ( 3 ) | -0.1534 | 0.2716 | 0.174 | 0 | -0.3086 | 0.2752 | 0 |
(p-val) | (0.0229 ) | (0 ) | (0.0027 ) | (NA ) | (0 ) | (0 ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
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 |
0.0368357751591943 |
-1.0190639003189 |
0.208161805224601 |
-2.2788665584041 |
-1.83765123731929 |
-0.594497904919413 |
-2.40441267822996 |
-1.21595267623615 |
-2.42855507371705 |
-3.40046057915535 |
3.15508359674545 |
-0.373553340482945 |
-0.76588445023371 |
3.59973622747415 |
1.20826233449091 |
2.19729052091375 |
1.88934280526474 |
2.17280299908972 |
-2.49057504855422 |
2.71040403630057 |
-1.27837150075848 |
-2.58907919835159 |
2.33984393750344 |
-1.61763854297886 |
-1.41555898100296 |
1.02889904567058 |
-0.394054833706567 |
0.233352281093463 |
-3.92711638592384 |
1.45998979343389 |
-0.973155560022386 |
-1.52676012791688 |
1.89955118331678 |
-0.040736703184997 |
0.0576625757107871 |
-1.60028866327377 |
4.07214852767873 |
5.04197077107892 |
0.855249323366386 |
-2.50431948897308 |
0.985349692364849 |
2.30658657655433 |
-1.13894516103742 |
-1.84272354440752 |
0.0557831160447392 |
-0.965219257189205 |
-0.564485855429203 |
-3.24658615426235 |
1.39361817938584 |
0.689733579138978 |
-2.98291313364805 |
-0.16391565029285 |
-1.43764633595845 |
1.47720704735019 |
1.09283275258998 |
1.1599446416828 |
0.0297836473745154 |
-3.38215002809808 |
3.51255728502302 |
6.09045932352742 |
-1.4380607303881 |
1.75006325639338 |
-0.332349438530708 |
1.69912948646031 |
-3.69496554552662 |
-0.531908384962639 |
2.1911882059678 |
0.0487003845138038 |
-1.87256490085429 |
-4.99101230551626 |
-0.357221175001607 |
1.87469197406837 |
-1.18166835073059 |
-0.905777263556753 |
0.709398559312217 |
0.159515296989041 |
1.00197623088057 |
-6.36559974139515 |
3.7143598892987 |
1.48487549966236 |
4.4334793256306 |
1.7739184935925 |
1.85334592329955 |
-0.586575199835857 |
0.35355830052386 |
-0.292254658764286 |
-0.449093408053045 |
1.04832238070239 |
-0.83014980447115 |
-1.57666633956783 |
-0.671277174683842 |
-1.32123372506703 |
0.704587394294252 |
-0.0992291874343332 |
-4.4351370345664 |
-0.554395892028946 |
-1.36263558897174 |
1.48112688125901 |
0.664233331749525 |
0.606327085737559 |
-1.88955706388571 |
5.44794503219688 |
0.516228402681602 |
4.39239667204198 |
0.112896158180923 |
-0.832174815602652 |
-0.341683212507999 |
1.25371805660489 |
0.567385394419931 |
-0.117886848361801 |
-2.2158217020701 |
-0.939483003618944 |
-2.09063751521921 |
0.580237595114395 |
-0.223100991231705 |
-0.85871704699942 |
-3.10004394974646 |
-3.04631733096399 |
1.10513134894708 |
-0.622758451182783 |
4.3520819242433 |
2.7148117720876 |
-2.78937709524309 |
-0.167443488159463 |
4.1727053002789 |
0.550963616634063 |
4.77553501951607 |
-0.62005022356656 |
-1.49154398268031 |
0.415284609604837 |
-1.10967483726419 |
-0.528580897611872 |
1.30444061351816 |
-2.84707914464274 |
-0.548677660690404 |
-0.214451000294082 |
-0.380683887149735 |
-0.380189975484037 |
-0.0727914887853047 |
-5.5371399058937 |
1.64649539248047 |
-1.94185664000441 |
1.9967570096981 |
1.56187491212005 |
2.20944741193416 |
1.07047843684451 |
-1.01746525511327 |
1.95183558863869 |
2.53600661602191 |
5.40375256393779 |
-2.7186263606211 |
-1.004849040061 |
0.31863516109105 |
-0.867981322813375 |
-2.52171183071327 |
1.23273845632762 |
-2.66235702646079 |
1.80002817124374 |
-0.661096201572958 |
-2.41430270585832 |
-0.310008778693897 |
-0.833953613503462 |
-4.82072047348237 |
0.0712094741764551 |
6.17039971400764 |
1.98015384703667 |
-3.03982009090767 |
-1.22743346232641 |
2.60280524958066 |
4.7800334467633 |
5.0129325270763 |
-1.44059479812376 |
-1.85997051745873 |
-1.63186522596681 |
-0.767707465308539 |
-0.388978803320056 |
0.46777657817699 |
-1.08699543059431 |
0.826370506937159 |
-0.409566651156072 |
-3.51070086958119 |
1.26118373465699 |
-2.77650796710508 |
0.349066307576833 |
0.484546395174079 |
-2.41225925983822 |
-1.39975471544014 |
1.03614929106713 |
2.50809812165549 |
3.58439421250938 |
1.03213368098337 |
0.781294161759724 |
0.0290941640710876 |
2.52911581036576 |
-0.266524208754152 |
2.0812332919274 |
-1.58738810351554 |
-1.42614655462839 |
-1.77211327774126 |
-1.01086560411757 |
0.991195831369154 |
1.5315489476354 |
-3.75766642101972 |
-1.95779168343568 |
2.45130315841064 |
-1.74653903169997 |
-2.24259910449532 |
1.70755549542789 |
-1.92342834740484 |
1.30741333356524 |
2.71550198857552 |
3.42372633213998 |
-1.43675398327492 |
2.29355429776156 |
3.08163264815911 |
2.07111738238772 |
0.389782913682394 |
-4.42017454752259 |
-0.0326198140592755 |
-0.594183931742408 |
-0.890834090821979 |
0.193681134498324 |
1.73682305567116 |
-1.81273878070222 |
-2.84585207610763 |
-2.15936849572974 |
0.0930238264161019 |
0.654787564364268 |
-0.775855274352993 |
-3.02066499499275 |
2.0334530541507 |
2.08877131303298 |
-0.512430662802789 |
0.739675907928347 |
3.40716274559129 |
1.14499291978022 |
2.10508435215283 |
1.16885365289879 |
-1.88926376257524 |
3.07126868148612 |
0.526285403668501 |
-1.07041096537501 |
-1.47568183434488 |
-0.176125743115906 |
-2.59607569113522 |
-0.350795310865224 |
-4.40626480760035 |
2.26826617963964 |
-2.26532476424654 |
1.73998689384217 |
-4.47291404971826 |
2.67819410391647 |
-3.22608795077426 |
1.60686038123645 |
6.58335638708255 |
1.34923758808235 |
0.374037093336989 |
2.39810745924056 |
-0.849057400950937 |
-0.205452468150575 |
2.50767119399353 |
0.0510351433973448 |
-2.35821666225616 |
0.372539117556919 |
-3.22625940441536 |
-0.77417475332925 |
0.528279380937435 |
-0.936470813462194 |
1.71292769694171 |
-3.91065649823365 |
-0.0191556056008895 |
1.14183431087096 |
-2.05351986514292 |
-0.0257643217199542 |
-1.77788563399384 |
-0.557997953903428 |
6.62708136410813 |
1.95570769054546 |
0.0284509462877964 |
-1.47443919033645 |
5.14457941343711 |
1.23307814116522 |
-0.608395790847639 |
1.30135077149576 |
-5.17191093426233 |
1.53805619072917 |
-0.553764717086649 |
-1.2628395949886 |
0.93760261638218 |
-0.852063304012524 |
-1.4788286112616 |
-1.85846542972199 |
-2.63076793231397 |
3.05051816813332 |
-3.2689011138175 |
-0.188349694353825 |
-1.15999193385793 |
1.71369201868517 |
3.3364738373542 |
-0.808699414767659 |
5.10011890304847 |
-1.52187984447781 |
3.47042679135923 |
2.4706703275427 |
-0.229262829123134 |
-3.21482807374368 |
1.10463274827445 |
0.830717865543033 |
-1.37198279508075 |
-3.13097190789517 |
1.08886895934984 |
-1.69814461608981 |