| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1565 | -0.0895 | 0.2033 | -0.8037 | 0.1526 | -0.037 | -1 |
| (p-val) | (0.405 ) | (0.5243 ) | (0.1444 ) | (0 ) | (0.1963 ) | (0.7857 ) | (5e-04 ) |
| Estimates ( 2 ) | 0.1446 | -0.0939 | 0.2031 | -0.7981 | 0.1569 | 0 | -1 |
| (p-val) | (0.4335 ) | (0.5057 ) | (0.1478 ) | (0 ) | (0.1826 ) | (NA ) | (1e-04 ) |
| Estimates ( 3 ) | 0.1995 | 0 | 0.2374 | -0.8568 | 0.1509 | 0 | -1 |
| (p-val) | (0.1849 ) | (NA ) | (0.0667 ) | (0 ) | (0.1995 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.1757 | 0 | 0.238 | -0.8382 | 0 | 0 | -0.836 |
| (p-val) | (0.2417 ) | (NA ) | (0.064 ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0.1738 | -1.3305 | 0 | 0 | -1.2107 |
| (p-val) | (NA ) | (NA ) | (0.1155 ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.3971 | 0 | 0 | -1.1771 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -0.0162546059377794 |
| -0.0148298338621527 |
| 0.0429789143056512 |
| 0.0676099254775447 |
| -0.00913062407613658 |
| -0.0273148951016960 |
| 0.0154314265058987 |
| -0.0550836452812792 |
| -0.0181857545735439 |
| 0.039120282650129 |
| 0.045609695591456 |
| -0.0257114925670081 |
| -0.0822248655735198 |
| 0.0344670951184958 |
| -0.0649480573005924 |
| 0.0547880946588895 |
| -0.0298714644311193 |
| 0.114486013193493 |
| 0.0950182690016939 |
| 0.0128897761246238 |
| 0.0217338721591169 |
| -0.0585786658314538 |
| -0.00178464667589517 |
| 0.0975509395010088 |
| -0.0113550087842068 |
| -0.0883044373725658 |
| 0.0179204878624572 |
| 0.066164679052732 |
| -0.0099207405260636 |
| 0.103607176083683 |
| 0.0369264253242576 |
| 0.00965354447922407 |
| 0.026902902179049 |
| -0.0250603551600334 |
| 0.0246542199720085 |
| 0.168876809920545 |
| 0.112338488941952 |
| -0.036116193707152 |
| 0.0280171003434138 |
| -0.131412282540058 |
| -0.0399410829453708 |
| 0.124655566251397 |
| -0.0664914145230275 |
| -0.0280685165725154 |
| -0.0325932501163457 |
| 0.0760414611727969 |
| 0.0299455213065676 |
| 0.0122999790464433 |
| -0.0296840699981808 |
| -0.00479604036760547 |
| 0.0196873639947141 |
| 0.0273047495098025 |
| 0.163972076190680 |
| 0.0271393922548936 |
| -0.0986837349351024 |
| 0.0367475750419005 |
| 0.059550337783431 |
| -0.034635410814478 |
| 0.0511197750260465 |
| 0.0870247693412692 |
| 0.139123550697516 |
| -0.0711869967705733 |
| -0.0539550882823555 |
| -0.120829434834710 |
| -0.00399043356082099 |
| -0.0384057230232389 |
| -0.0498123979425045 |
| -0.0102239321937341 |
| 0.0132516871224478 |
| 0.0386859479280122 |
| 0.0182281387500084 |
| -0.0327287832111250 |
| -0.0857238681324117 |
| -0.0983692652186727 |
| -0.0623788777331983 |
| -0.0589630420706581 |
| -0.084951519189121 |
| 0.062846014700024 |
| 0.0232288817825146 |
| 0.0352284612117494 |
| -0.0732760380316094 |
| 0.204214186760906 |
| 0.0202510008831150 |
| -0.131477217803103 |
| -0.0460660250497657 |
| 0.0514761046443304 |
| -0.0909439057760498 |
| 0.0235160893016880 |
| -0.0780858631227644 |
| 0.00813869562935705 |
| -0.006437489243248 |
| -0.0388345261403087 |
| 0.0477437773767919 |
| -0.0602013822220711 |
| 0.0188028818969097 |
| 0.0871164100684405 |
