| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0541 | 0.4043 | 0.2781 | 0.1505 | 0.0775 | -0.0234 | -1 |
| (p-val) | (0.8708 ) | (0.0026 ) | (0.0929 ) | (0.6649 ) | (0.5716 ) | (0.8598 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.4201 | 0.2981 | 0.204 | 0.0787 | -0.0253 | -1 |
| (p-val) | (NA ) | (0 ) | (0.0041 ) | (0.081 ) | (0.5652 ) | (0.848 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.418 | 0.3008 | 0.1952 | 0.079 | 0 | -1 |
| (p-val) | (NA ) | (0 ) | (0.0033 ) | (0.0681 ) | (0.5624 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.4153 | 0.3274 | 0.1725 | 0 | 0 | -1 |
| (p-val) | (NA ) | (0 ) | (3e-04 ) | (0.0836 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0.4162 | 0.3259 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (0 ) | (6e-04 ) | (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 |
| 0.0102682702418447 |
| 0.0116068589992856 |
| 0.028551421953971 |
| -0.0297758532276938 |
| 0.093810444644484 |
| 0.0312808011251973 |
| 0.0583557821899217 |
| -0.139960730327663 |
| -0.151048261726332 |
| -0.0636518896145095 |
| -0.101346680043860 |
| 0.121020028072046 |
| -0.0333091743773328 |
| -0.141318111134647 |
| -0.0712359535435559 |
| -0.0104369344419711 |
| -0.0391198197614972 |
| -0.00917779238757517 |
| -0.0716980691972576 |
| -0.0910992032946834 |
| 0.0437849838862957 |
| 0.0317341233115839 |
| 0.00575757366270786 |
| 0.0428252702013495 |
| 0.00130710303168636 |
| -0.0852202549903944 |
| 0.206339882304124 |
| -0.168996286463966 |
| -0.0416415139775385 |
| 0.136923315779086 |
| 0.106431912813346 |
| -0.179571312855207 |
| -0.0654811583244819 |
| -0.184414379906403 |
| -0.000716398546299791 |
| 0.0761885903061765 |
| -0.0341602105495343 |
| 0.0242642987247036 |
| 0.0784574126080943 |
| -0.0648217035115983 |
| -0.146519892562959 |
| -0.0631787743651207 |
| -0.0254266430901019 |
| -0.0082386203731959 |
| 0.157926807475273 |
| -0.11996868572095 |
| 0.0189077177612531 |
| -0.00430272501985735 |
| -0.166091995676827 |
| 0.00230355585282978 |
| -0.105505149475681 |
| 0.0952891828241002 |
| 0.0918086260938349 |
| 0.116230016938724 |
| -0.102360643795065 |
| 0.0610518927796192 |
| -0.0648530831900706 |
| -0.131051236745066 |
| -0.0535840953580621 |
| -0.0295340076078465 |
| -0.0524849894035744 |
| -0.0164813288224851 |
| -0.208852243149787 |
| 0.0815686611002033 |
| 0.048568617418005 |
| 0.0430701383336368 |
| -0.0751687703472119 |
| 0.0675605275630769 |
| 0.0742538988093225 |
| 0.0135343030102386 |
| -0.0106574493599254 |
| 0.00363638869589745 |
| 0.0383520756488503 |
| 0.0271197292724141 |
| 0.00106744640627117 |
| -0.0485998941070574 |
| 0.0209930256310607 |
| -0.0779899292201082 |
| 0.099194764459027 |
| 0.0266808385965633 |
| 0.0321155108312803 |
| -0.0680349028980995 |
| -0.0658297085199022 |
| 0.00922080442548119 |
| -0.0350927105312241 |
| -0.17798868746376 |
| -0.0237678928231163 |
| -0.118211909607141 |
| -0.0652434535121231 |
| -0.0121223066454595 |
| 0.0441516336189906 |
| -0.0876945306597334 |
| -0.00743860180378393 |
| 0.0398744651843958 |
| 0.0146407941082905 |
| 0.0463874606062674 |
| -0.00285558819776213 |
| 0.0352595623510067 |
