| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.45 | 0.1291 | -0.2399 | -0.2094 | -0.0775 | 0.2976 |
| (p-val) | (0.4363 ) | (0.5302 ) | (0.6794 ) | (0.7749 ) | (0.5958 ) | (0.6796 ) |
| Estimates ( 2 ) | 0.4439 | 0.1303 | -0.2368 | 0 | -0.0935 | 0.0905 |
| (p-val) | (0.4418 ) | (0.5211 ) | (0.6828 ) | (NA ) | (0.4616 ) | (0.4579 ) |
| Estimates ( 3 ) | 0.214 | 0.1949 | 0 | 0 | -0.1009 | 0.1026 |
| (p-val) | (0.028 ) | (0.0432 ) | (NA ) | (NA ) | (0.4225 ) | (0.3858 ) |
| Estimates ( 4 ) | 0.2147 | 0.1962 | 0 | 0 | 0 | 0.0998 |
| (p-val) | (0.0282 ) | (0.0414 ) | (NA ) | (NA ) | (NA ) | (0.4369 ) |
| Estimates ( 5 ) | 0.2291 | 0.189 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0172 ) | (0.0483 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00542916130943278 |
| 0.0445893441667106 |
| -0.0137888879399847 |
| 0.0453152005372048 |
| 0.00473315051318341 |
| -0.00629302867546508 |
| -0.070117568265751 |
| -0.0217843333183126 |
| -0.0095666262457008 |
| 0.0165637840451361 |
| 0.00824993070407797 |
| -0.0831327333629231 |
| 0.0144161451837631 |
| 0.034621459194465 |
| 0.0184381942383567 |
| -0.074932085622151 |
| -0.0264502766059977 |
| -0.0112128979582415 |
| -0.10436727046515 |
| 0.0715680268198404 |
| 0.121060489346963 |
| -0.0324214631834054 |
| -0.00529431524629609 |
| -0.00146846269678377 |
| -0.00570151995165197 |
| -0.025987421858386 |
| -0.0685516945712228 |
| -0.0733842752561877 |
| -0.0163445778492365 |
| -0.0110134858421602 |
| -0.087660645529663 |
| 0.109058909700739 |
| 0.0339807510912559 |
| 0.00300957055239715 |
| -0.117182246964976 |
| 0.0294137488267335 |
| 0.0893484543689374 |
| 0.0298847434899963 |
| 0.0611729025233987 |
| 0.00324519869485862 |
| 0.0212178770497218 |
| 0.00660658211635031 |
| 0.00372487320385017 |
| -0.00838101340628686 |
| 0.0170033508018199 |
| 0.0621313219493351 |
| 0.0197401442742924 |
| -0.0417164562197347 |
| 0.0228259755720078 |
| -0.042255817474836 |
| 0.0309137428469852 |
| -0.00918278678351927 |
| 0.0146293075798733 |
| 0.0297847213520409 |
| 0.00986110949240185 |
| 0.0614197587407885 |
| 0.0126952510044700 |
| 0.00800151002534761 |
| 0.0341797308392325 |
| -0.0180464496214532 |
| -0.0153479524622885 |
| 0.0463170445239729 |
| 0.0195281991212937 |
| 0.0371269245007414 |
| -0.00744692508954433 |
| 0.0462493884790173 |
| -0.0395877264208058 |
| 0.0382572916842234 |
| 0.0374023801364467 |
| 0.039717646637445 |
| -0.0103197596326754 |
| 0.00344718875977555 |
| 0.00885007204463633 |
| -0.0791417702355047 |
| 0.0158234735164099 |
| 0.016538541536172 |
| 0.0144056817515094 |
| 0.00282613662406027 |
| 0.0534415346690993 |
| -0.0114429989198319 |
| 0.0380793061367662 |
| 0.0110221503256857 |
| -0.0190504147856999 |
| 0.0414994449048327 |
| 0.00816603652061595 |
| 0.041019836581154 |
| -0.0171632971999998 |
| -0.0239258971120320 |
| -0.0219604522663097 |
| 0.00948947211086537 |
| 0.039949080719774 |
| -0.0982011343440696 |
| 0.0127754891139968 |
| -0.134456574642575 |
| 0.0790854375582093 |
| -0.0486237536443106 |
| 0.0893991774345677 |
| 0.0305540121228036 |
| -0.137690614650960 |
| -0.0322141353773482 |
| 0.03442439486507 |
| -0.164911125871352 |
| -0.183934800698021 |
| 0.0234325246699871 |
| -0.0233244578414444 |
| 0.0283600031799320 |
| -0.0273434825220074 |
| 0.0285743363772815 |
