| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7286 | -0.2251 | -0.2414 | 0.0953 | 0.2238 | 0.0955 | -0.6207 |
| (p-val) | (0.0037 ) | (0.3348 ) | (0.073 ) | (0.7075 ) | (0.3787 ) | (0.4702 ) | (0.0094 ) |
| Estimates ( 2 ) | 0.8189 | -0.3086 | -0.196 | 0 | 0.2188 | 0.0942 | -0.6195 |
| (p-val) | (0 ) | (8e-04 ) | (0.0061 ) | (NA ) | (0.3877 ) | (0.4783 ) | (0.0093 ) |
| Estimates ( 3 ) | 0.8109 | -0.2977 | -0.2061 | 0 | 0.0755 | 0 | -0.4745 |
| (p-val) | (0 ) | (0.001 ) | (0.0034 ) | (NA ) | (0.687 ) | (NA ) | (0.0056 ) |
| Estimates ( 4 ) | 0.8128 | -0.3019 | -0.2016 | 0 | 0 | 0 | -0.409 |
| (p-val) | (0 ) | (8e-04 ) | (0.0038 ) | (NA ) | (NA ) | (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 |
| -0.0404209057813705 |
| 0.306103556748632 |
| 0.226322558291142 |
| -0.00501368508125529 |
| 0.0430364189385076 |
| 0.305062755876572 |
| 0.367345253829805 |
| 0.0992727925720706 |
| -0.00498287132478894 |
| -0.0922659210998496 |
| -0.0110639359959130 |
| -0.212359452498032 |
| -0.101535980198669 |
| -0.143259977461159 |
| -0.38408698205354 |
| -0.205266843476594 |
| -0.334676669064935 |
| -0.352250974029239 |
| -0.23073149756637 |
| 0.0389090429946729 |
| -0.337104885256971 |
| -0.446682142705943 |
| -0.372857946057905 |
| -0.243508047398454 |
| -0.186496364788885 |
| -0.0785259259434457 |
| -0.226619095854069 |
| -0.120305869498981 |
| -0.279979017815304 |
| -0.197279794152814 |
| 0.172158390277731 |
| -0.0432740123436594 |
| -0.422947884902964 |
| 0.035706446344381 |
| -0.0841126661893616 |
| -0.321884056089288 |
| 0.0349709694205312 |
| -0.243669605664468 |
| -0.257434792273579 |
| -0.0697241315008566 |
| 0.0106095108482151 |
| -0.0905722022196224 |
| -0.0113423048187403 |
| -0.0167966664290996 |
| 0.093038605109763 |
| -0.340296877152276 |
| 0.0774121669717687 |
| 0.0273591353565329 |
| -0.243837997880888 |
| 0.190419185367283 |
| 0.218638727944618 |
| -0.0982938585405192 |
| 0.141899983637134 |
| 0.0874260808154375 |
| -0.259474583988748 |
| 0.00637053709801645 |
| 0.298166394916169 |
| -0.367778970645519 |
| -0.304514088079787 |
| 0.0645089184145895 |
| -0.0237319589281182 |
| -0.152918315417698 |
| 0.018803962347218 |
| -0.0903008147647149 |
| 0.186942745430519 |
| -0.199806897232433 |
| 0.286727438118418 |
| 0.849491712777025 |
| -0.102486128622145 |
| -0.454137625641219 |
| 0.548074955476256 |
| 0.408793739162628 |
| -0.152546993839011 |
| 0.121674052559162 |
| 0.293264830197700 |
| 0.418323402972136 |
| -0.377131313835128 |
| -0.355784967109439 |
| -0.21298160321129 |
| -1.93030468971344 |
| -1.05296642159875 |
| -0.560705157349566 |
| -0.752317980440607 |
| -0.708960456762066 |
| -0.275027914995454 |
| -0.0900071003719924 |
| -0.347169143272439 |
| 0.285709769090864 |
| 0.218201651288912 |
| 0.93792133693414 |
| 1.85653986161359 |
| -0.99869827427853 |
| -0.419345821390603 |
| 0.723926935630292 |
| -0.074503385810166 |
| -0.367082195740101 |
| -0.23073426641963 |
| 0.180146289784519 |
| 0.738121456599783 |
| 0.902385711597477 |
| -0.654182739338077 |
| -0.24724603317755 |
| -0.333252664048223 |
| -0.274362223317153 |
| 2.07578114871625 |
| 1.60794946312327 |
| -1.32724826098601 |
| 1.20907110336459 |
| -0.0125260370663468 |
| 0.269959708076639 |
| -0.210219417312688 |
| -0.927535484220532 |
| 0.0648594340579478 |
| 0.0346362272676849 |
| 0.728835182834952 |
| -2.29784178503373 |
| 0.848971223627376 |
| -0.303948311594423 |
| 1.01641159426987 |
| 0.423398388817587 |
| 1.30235185847197 |
| -0.204246241318042 |
| 0.0545155612387747 |
| -0.102148683444374 |
| 0.739522177006916 |
| 0.600794209065126 |
| 1.01436180964381 |
| -1.25468677398957 |
| 0.67476854703839 |
| -0.166333824088437 |
| -0.427074771677216 |
| -0.419313616462845 |
| -1.35330848791238 |
| -0.127943882695224 |
| -0.700294428798561 |
| -0.320960899500508 |
| 0.267212625861192 |
| 0.518782465774841 |
| 0.595794868541791 |
| -0.146732865467353 |
| 0.406869075996239 |
| -0.811028996744032 |
| 0.570118526254539 |
| -0.316487715898817 |
| -0.264882451254282 |
| 0.248091436039632 |
| 0.452686748078306 |
| 0.284695692857722 |
| -0.461454526564785 |
| -0.337820801235633 |
| -0.708770530384193 |
| -0.0459945431406849 |
| 0.216157169668303 |
| 0.211534109179228 |
| -0.435081235414592 |
| -0.0389265297341336 |
| -0.310432812853621 |
| 0.652676298343259 |
| -0.597599055005516 |
| 0.288743808389643 |
| 0.0604143202495705 |
| -0.213588633794598 |
| -0.30803117218177 |
| 0.242342028421077 |
| -0.321661330841782 |
| -0.56661140843075 |
| 0.126096962948398 |
| -0.680063626448702 |
| 0.877926327470228 |
| -0.592536991234855 |
| 0.786393918481415 |
| 1.00682892799293 |
| -1.18700765776305 |
| 0.00183191181080317 |
| -0.374223408015744 |
| -0.61331177864409 |
| -0.659065428465611 |
| 0.656562270446428 |
| -0.64350161462788 |
| 0.554231891968779 |
| 0.109910507375984 |
| -0.581988256401656 |
| -0.682719127727895 |
| -0.526474615034708 |
| 0.603514324368001 |
| 1.8206422475927 |
| 1.21697043051348 |
| -0.59950173391896 |
| -0.378868381522834 |
| 0.126398533746097 |
| -0.251799298633605 |
| 1.73335718292194 |
| 0.896723768877461 |
| -0.224821951931128 |
| 0.70687314407873 |
| -0.489766790214396 |
| 0.472200562647493 |
| 0.213375765886425 |
| -1.44922433205811 |
| 0.453847265328604 |
| 0.268245016426782 |
| -0.723839986974934 |
