ARIMA Parameter Estimation and Backward Selection | |||
Iteration | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.3452 | -0.2642 | -0.4036 |
(p-val) | (9e-04 ) | (9e-04 ) | (1e-04 ) |
Estimates ( 2 ) | 0 | -0.0682 | -0.6626 |
(p-val) | (NA ) | (0.3141 ) | (0 ) |
Estimates ( 3 ) | 0 | 0 | -0.6858 |
(p-val) | (NA ) | (NA ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.557231696494144 |
3.90920325200834 |
5.24023779912797 |
41.5013804117254 |
-47.9015070227653 |
30.1918295554497 |
-56.3839684579741 |
9.56588441537268 |
50.8197738944262 |
-80.7500591354504 |
37.5929776667104 |
18.3047696040457 |
-41.9097897808014 |
-2.83920661135407 |
-11.7827045880632 |
10.5972861610459 |
21.3472040809064 |
-31.2358088382059 |
8.75469256493867 |
47.7247542444516 |
-48.2308544663822 |
63.5651130319767 |
-36.0960046333653 |
-51.2493189764481 |
22.8076838382169 |
48.6868088543771 |
-6.54393106507766 |
6.74526896996661 |
-6.68326003278496 |
-6.27607424609265 |
26.0617785519408 |
6.29324043663598 |
-14.7748853435046 |
-4.49216422123249 |
-35.9603923048227 |
16.5864611762998 |
7.3382235241145 |
-0.703853272436559 |
28.5549224253504 |
-6.755295509744 |
-23.3036341293248 |
14.895525939018 |
17.7088991562841 |
-29.2656360186274 |
0.555168994095819 |
4.00986851764866 |
-0.359675981634773 |
4.14638822386869 |
-29.2297546014073 |
47.9830981324859 |
8.61582236779361 |
-32.0259525980367 |
-4.29924419161782 |
8.27713285927334 |
17.6587784865697 |
12.0032953900644 |
-8.5055911648772 |
13.0359517329848 |
4.9947405889534 |
27.148583972806 |
-21.1809489194374 |
-10.5175237839732 |
-23.6323899904433 |
-5.10060182027478 |
-25.6076422519038 |
26.2198452123684 |
8.4162584854718 |
-7.888009304169 |
-35.7622360208676 |
28.2747642927677 |
-14.2530754234448 |
9.32454837919632 |
-14.9718418652241 |
15.7123470326632 |
21.8740740309726 |
-39.2091356721788 |
30.2589898816577 |
-23.6867830927013 |
37.0214225726764 |
-27.3470608727711 |
36.7675333633582 |
-18.8046029755921 |
1.52085064067571 |
-28.945820449421 |
22.0434362145837 |
22.5620233276206 |
-40.1630901688608 |
56.2586199403984 |
-19.8140777474491 |
-28.4485782438269 |
-18.3979965638231 |
20.4823673366105 |
8.99810507928106 |
27.2897907855839 |
-26.3030619791471 |
-11.2263104827911 |
-8.1033047531084 |
4.37832020087124 |
21.5991262122215 |
7.84113431440262 |
9.73805325765801 |
-42.5209625650922 |
19.2376780415687 |
9.00034706353605 |
7.42330846491786 |
16.4529574984259 |
-17.7012012475948 |
34.2622298817003 |
15.5181274605015 |
-43.1795613988565 |
-9.06896534365717 |
-23.6742666017654 |
17.3319209423335 |
-2.3308231598949 |
-23.8639194753041 |
-26.5420151468629 |
29.615221987645 |
-22.1801186794161 |
56.9952442484951 |
-36.7186120612485 |
-2.27348765790265 |
-10.120401606551 |
-23.8991745999512 |
47.4646543295594 |
18.9258664737508 |
-14.1685650976983 |
14.4853039204736 |
-1.38363611965634 |
14.137563432284 |
-12.0272528108068 |
-39.1031142657635 |
17.2838039568581 |
-24.3305139693883 |
83.1817057947502 |
-66.684369314005 |
11.205055202028 |
46.9598898326752 |
-52.7602005061675 |
27.100145529606 |
-36.2158342603169 |
54.1118885530122 |
-26.5026297590631 |
38.1955011593322 |
-27.7375002347847 |
11.628323831895 |
-49.6658283603419 |
7.38177169051643 |
10.8558645944089 |
15.4323947935703 |
-27.1233973791139 |
-8.51348465486002 |
10.9205333197415 |
-2.80555735437533 |
-13.2838745905892 |
14.973393722422 |
-3.94798005309149 |
-11.3376897256284 |
26.6367834933352 |
1.81681437979238 |
28.873015191433 |
-55.4900661707394 |
12.645797756916 |
52.9083560386221 |
-46.5064623497653 |
-5.82759192574333 |
36.5000110386116 |
-34.0354298145954 |
30.2909826010195 |
4.03023049969149 |
-54.8826706434074 |
32.9169878816496 |
4.6639994246979 |
9.23291845672327 |
-27.2341636457182 |
-4.2773397434382 |
21.487545220536 |
-2.17256351274866 |
7.16556732893932 |
-30.500594273067 |
17.5761820584171 |
-14.8156252194971 |
16.4597060880059 |
8.1323335907387 |
-26.7483038678045 |
59.3822462415024 |
-84.1487789195356 |
63.5651352241497 |
-15.7725297764145 |
-0.310004835171664 |
-27.6886202420749 |
27.0169818447499 |
-21.8469240497748 |
39.4371081318072 |
-46.0449151263745 |
49.704399885071 |
-34.9060062223897 |
31.8596087411508 |
-35.0276636675751 |
10.5707352715189 |
3.55722978966425 |
-3.41227552707061 |
-6.72680105102743 |
-7.61574807761834 |
-3.20147780160694 |
-3.97885823463041 |
44.8431720424565 |
-8.69814283326754 |
14.1294663646379 |
-13.4415332504023 |
-14.8735384548544 |
6.16532849925864 |
-2.44943805107429 |
6.84798594931937 |
-22.8843561769748 |
23.4962708518916 |
-19.3688095505132 |
12.8766706206337 |
-0.964458963822427 |
5.22684130348615 |
-15.641732853968 |
54.3637297918294 |
-29.0741023992216 |
-21.9916536856822 |
33.9995488020266 |
-13.3008952584045 |
-40.0913398681975 |
3.26510911464345 |
0.84955412516514 |
39.3555068027139 |
-27.3306399115825 |
-1.31115020940199 |
9.02126281186182 |
45.598607889834 |
-34.379244902102 |
-26.8201008777678 |
24.324742188523 |
-11.8000714336607 |
-0.756654939606396 |
-5.12528944430309 |
7.35398567929192 |
0.110010153686308 |
14.7423012722343 |
4.78338686656967 |
-24.4515332829292 |
17.9782546676922 |
16.9011436505763 |
-25.1148792421117 |
30.4976357339354 |
-36.4189714307519 |
-19.760243861239 |
22.9811760954247 |
30.4524310217307 |
4.10896483742847 |
-14.8855086019416 |
-6.06671009114152 |
-10.063934998604 |
24.8447138348609 |
-4.49149001184062 |
-20.1532332055166 |
16.5451206332869 |
-14.2778764262176 |
28.0400361522779 |
-21.9854430476097 |
9.4105688201921 |
-35.0042908848065 |
7.90195026108942 |
-13.0723279441974 |
8.16791574940475 |
9.63128727271781 |
18.6256880334934 |
-11.5428057672403 |
-19.6185640592093 |
-5.72894381100756 |
30.7872614087936 |
-17.3208221846515 |
20.2196328924614 |
-26.7723277217845 |
17.0022137806164 |
-19.9825436721395 |
4.15320407860603 |
11.1069110341036 |
3.44669402618916 |
-3.23272401481776 |
-6.35898742856067 |
2.892351575162 |
-30.0201171390649 |
27.9275064000158 |
-3.67213335720651 |
19.6123369405842 |
-21.7838909368543 |
17.7180594419353 |
-16.3026417653093 |
5.77123362063261 |
2.56554616483392 |
-0.192133169414484 |
11.8456912381713 |
-34.7016612497513 |
52.1211605780452 |
-16.3078751653349 |
22.3052446321055 |
-30.1564349668769 |
-14.9280518437787 |
4.61114232501236 |
22.4882361266611 |
1.09009053920527 |
0.0614532781924272 |
-20.8137190396763 |
47.6197521139844 |
-34.1854693087715 |
41.3172849633336 |
-0.849714158649384 |
84.1690001491956 |
-129.969405868118 |
31.5834698134987 |
-46.7902385482456 |
18.0243825955473 |
-24.3594761475484 |
4.97254822408866 |
-3.46917020307875 |
-2.50478019339899 |
11.9251459614874 |
-21.1746682107595 |
16.7849881822043 |
-6.39741479254407 |
-6.54678219259751 |
-7.96715588848908 |
14.7588834572368 |
-15.0794562531996 |
63.054060481338 |
-9.08000977259072 |
-6.13041984768447 |
-36.9805612146578 |
27.8112044233894 |
5.67793876986249 |
-19.5936664190888 |
-11.0329619905369 |
43.478801988505 |
-46.9933402805032 |
-24.5652461112227 |
42.5146148167043 |
18.2774541082081 |
-44.1758605817466 |
47.1331371137614 |
-36.4110836344092 |
21.0578656509222 |
-11.2780322292103 |
-37.2404282342603 |
46.7397567497042 |
-26.5652030712522 |
38.0972302082141 |
-22.7281871276933 |
25.0741726277829 |
-44.3758128402436 |
75.5890399881526 |
-63.6315879414297 |
24.1822050576839 |
-15.335161526275 |
10.3220740867622 |
24.9962281493587 |