| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3416 | 0.0207 | -0.353 | 0.2102 | 0.4337 | 0.0146 | -0.8648 |
| (p-val) | (0.0703 ) | (0.8713 ) | (0 ) | (0.2872 ) | (0.0073 ) | (0.8946 ) | (0 ) |
| Estimates ( 2 ) | 0.342 | 0.0207 | -0.353 | 0.2088 | 0.424 | 0 | -0.8504 |
| (p-val) | (0.0706 ) | (0.8713 ) | (0 ) | (0.2909 ) | (0.0032 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.3671 | 0 | -0.3451 | 0.1834 | 0.4247 | 0 | -1.1752 |
| (p-val) | (7e-04 ) | (NA ) | (0 ) | (0.1224 ) | (0.0032 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.4835 | 0 | -0.3408 | 0 | 0.4438 | 0 | -0.8819 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0012 ) | (NA ) | (0 ) |
| 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 |
| -0.0207729167707073 |
| 0.0613345672271877 |
| 0.0359749338017848 |
| -0.0248505302536046 |
| 0.107846449629081 |
| 0.0569154608688458 |
| -0.0365336015961027 |
| 0.188371459169331 |
| 0.0108308558383647 |
| 0.0416258441314613 |
| 0.0121396695566172 |
| -0.0538643067020961 |
| -0.00386217018620816 |
| 0.0429896053986148 |
| -0.101124754335565 |
| 0.0177598399638726 |
| -0.0537985551855306 |
| -0.126014915090090 |
| -0.0846933259107023 |
| 0.018234372291294 |
| -0.177577274457767 |
| -0.114087491746776 |
| -0.104835043852596 |
| -0.150863103211281 |
| -0.0479191372589395 |
| -0.0785628741007593 |
| -0.115748366148142 |
| -0.0588456858030487 |
| -0.0732240975394691 |
| -0.0205849016601085 |
| 0.0999450012375252 |
| -0.165240219702209 |
| 0.170537223523085 |
| -0.079051809222582 |
| 0.0283658634998689 |
| -0.0411572930107614 |
| 0.0639178850585122 |
| -0.0360684276385201 |
| -0.0492487373594949 |
| 0.00812326945766908 |
| -0.116675256585738 |
| -0.0588494326961178 |
| -0.106213386162347 |
| 0.00792553973246143 |
| -0.167400892439393 |
| -0.0849126030535754 |
| -0.0487780652494087 |
| -0.0574012419713132 |
| -0.174247345485133 |
| 0.128297806924874 |
| -0.0991312175841041 |
| -0.0513007675763323 |
| 0.147139252137133 |
| 0.0360525639103003 |
| -0.0215160928748527 |
| 0.0911838910757635 |
| 0.0418880679615758 |
| -0.0697100113016039 |
| 0.0117282319867554 |
| 0.0681160149020398 |
| 0.0577300266142258 |
| -0.125916864159521 |
| 0.117531985635188 |
| 0.0564229108159613 |
| -0.124304116003242 |
| 0.00535609067502786 |
| -0.0469366290467978 |
| 0.0352209732893921 |
| -0.0341559392266508 |
| -0.156900931154040 |
| -0.121589845895333 |
| 0.00952205883896855 |
| -0.08469679118174 |
| -0.0450171953762493 |
| -0.00345304389080698 |
| -0.0951568740959108 |
| 0.0148919205536450 |
| -0.0912340797626803 |
| -0.093637375460583 |
| -0.267748206107219 |
| -0.204107779659179 |
| 0.0445576308404064 |
| -0.106725562289703 |
| -0.128836559297899 |
| -0.179103459599885 |
| -0.0842151875021904 |
| -0.173333493962532 |
| 0.119415517530512 |
| -0.211107953086612 |
| 0.028501882691841 |
| 0.189092651116737 |
| -0.0115587008112355 |
| -0.0859718379500107 |
| 0.207162031021094 |
| 0.00331232209351104 |
| -0.148525277178854 |
| -0.0663583778486359 |
| 0.0916973415763681 |
| 0.184425220057902 |
| 0.0896849217549784 |
| 0.088361963034229 |
| -0.182504610008838 |
| -0.0143679700860923 |
| -0.106846983117692 |
| 0.479796205029133 |
| 0.380433539448130 |
| -0.248897304234467 |
| 0.324923098225295 |
| 0.254143182105557 |
| -0.0759613240428467 |
| 0.0681303495757781 |
| -0.171401444019783 |
| -0.00600050909764081 |
| 0.125343723923814 |
| 0.225655012741546 |
| -0.401689722782519 |
| 0.151161162412156 |
| -0.0194219129691856 |
| 0.134596464459832 |
| -0.0347489146053884 |
| 0.0419200626210086 |
| 0.0652137097625917 |
| -0.0834358318524187 |
| 0.119849513194523 |
| -0.121225390254205 |
| 0.127956770921824 |
| 0.0809678751850541 |
| -0.221826353129588 |
| -0.000267907776326434 |
| -0.00879235883520458 |
| 9.42566009591115e-05 |
| 0.0871046333988941 |
| 0.120321263161218 |
| -0.0871692701348867 |
| -0.220794793489043 |
| -0.375153975152009 |
| 0.239876332548708 |
| 0.090684577809675 |
| 0.399688902918809 |
| -0.114784729692544 |
| -0.020112769389555 |
| -0.262648511134600 |
| -0.0638486849151844 |
| 0.132230897956232 |
| -0.172231770659883 |
| 0.0698658078460863 |
| 0.130389551251018 |
| 0.0823193450869598 |
| 0.109907841179105 |
| -0.225749312652211 |
| -0.0678456420933727 |
| -0.1372570324827 |
| 0.0258337852466808 |
| 0.0333454803518989 |
| 0.0478295964886616 |
| -0.0615240509759645 |
| 0.100605983868063 |
| 0.0232055701552163 |
| 0.0430594027775134 |
| 0.137245675307827 |
| -0.126667167198986 |
| -0.0840339786169202 |
| -0.275100656985232 |
| -0.0932423425676985 |
| 0.0475695588561816 |
| -0.09526877986278 |
| -0.0681925924194832 |
| -0.064289615328565 |
