| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0332 | -0.2054 | -0.1736 | -0.0466 | -0.4299 | -0.2888 | -0.6628 |
| (p-val) | (0.9471 ) | (0.0127 ) | (0.1895 ) | (0.9269 ) | (4e-04 ) | (0.012 ) | (0 ) |
| Estimates ( 2 ) | 0 | -0.2045 | -0.1665 | -0.0799 | -0.4289 | -0.2869 | -0.6637 |
| (p-val) | (NA ) | (0.0119 ) | (0.0388 ) | (0.337 ) | (4e-04 ) | (0.0097 ) | (0 ) |
| Estimates ( 3 ) | 0 | -0.206 | -0.164 | 0 | -0.4336 | -0.2836 | -0.6687 |
| (p-val) | (NA ) | (0.0112 ) | (0.0422 ) | (NA ) | (4e-04 ) | (0.0109 ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -0.104432081169137 |
| 1.71874732042837 |
| -0.392927812764611 |
| 0.435971815367582 |
| -0.410397160228219 |
| 0.19402879631874 |
| 1.59718506847565 |
| 0.702899778885515 |
| 0.513469415541693 |
| 0.45780043299498 |
| 0.127730077335511 |
| -0.0628305669738418 |
| 0.155152186698264 |
| -0.0400106672941308 |
| 0.436910849385774 |
| 0.213074720267651 |
| 0.0366277434373594 |
| 1.00404310799813 |
| 0.52260538410117 |
| 0.0051554416068681 |
| -0.146845230395952 |
| 0.747003602872661 |
| -0.660294981378207 |
| 0.0949063118032883 |
| 0.166767072797129 |
| 0.349471286050443 |
| -0.589866143979313 |
| 0.336958545528001 |
| 0.407724013137382 |
| 2.01239604629483 |
| 0.290510490244035 |
| 0.427527765058826 |
| 0.693783795189222 |
| -0.431331253014143 |
| 0.117647164400004 |
| 0.107608880043417 |
| 0.722412942598505 |
| -0.0933287734372537 |
| 0.879834772784527 |
| 1.17211320711427 |
| 1.33853949872152 |
| -0.363083550538957 |
| -0.266446568226607 |
| -0.0970605611469058 |
| 0.242624832472179 |
| -0.18607174154444 |
| -0.532821529978334 |
| 0.547217361836395 |
| 0.35558492064747 |
| 1.39413490488486 |
| -0.737507212237869 |
| 1.28082063395721 |
| -0.0183078341893579 |
| 0.607529924246667 |
| 0.236028921705931 |
| -0.473389478917809 |
| 0.414508035343146 |
| -0.312422230088731 |
| -0.553858936303653 |
| 0.570195397801397 |
| -0.234442150435366 |
| 0.207739639968179 |
| -0.464440224792805 |
| -0.247137426813269 |
| 0.360030722472939 |
| 0.804975939152628 |
| 0.167391900541861 |
| 0.0424588230386623 |
| 0.316340336999054 |
| -0.15039848607621 |
| -0.452499014782931 |
| 1.04249742799217 |
| -0.560806740428445 |
| -0.0953490799417371 |
| -0.183994599909251 |
| -0.144372781772641 |
| 0.282921287458805 |
| -0.173779133367773 |
| 1.0211729186732 |
| -0.00157970722252737 |
| 0.458099022811606 |
| 0.232422712003145 |
| 0.645857627683986 |
| -0.525778797124857 |
| -0.648162738580145 |
| -0.301472211707087 |
| 0.627435408089616 |
| 0.558026165438384 |
| 0.3701582609198 |
| -0.590814116298187 |
| -0.765942592560585 |
| 0.412085063881819 |
| -0.378517951698846 |
| 0.084004386797314 |
| 0.415841418009797 |
| 0.126086249738975 |
| -0.687844877849266 |
| 0.574899688362402 |
| -0.25115931728109 |
| -1.56264757981812 |
| 0.189517345446494 |
| 1.04588441443978 |
| 0.335635374246743 |
| 1.09478566614339 |
| 0.304897949587143 |
| 0.0547661255917129 |
| -0.0615091475657529 |
| 0.187088451908428 |
| -0.665354761720363 |
| -0.543097763215675 |
| 0.691432530160152 |
| 0.292746016979801 |
| 0.550181213400009 |
| -0.655592746667321 |
| 0.269888988495791 |
| -0.456435864112097 |
| 0.251076794581818 |
| 0.906995547223528 |
| -1.08119111299404 |
| 0.236425457088046 |
| -0.242354418214359 |
| -0.647189848965148 |
| -0.357378928213821 |
| 0.720855058584691 |
| 0.843440330328826 |
| -1.0056663451309 |
| -0.492825711298078 |
| 0.0836033371754239 |
| 1.20267941098251 |
| -0.590628307522508 |
| 0.0744774455988301 |
| 0.43657441027236 |
| -0.311487877091856 |
| -1.01220551060148 |
| 1.00496731582415 |
| -0.521835552446393 |
| 0.23815291135572 |
| 0.0333136885818158 |
| -0.547178022218037 |
| -0.346877452094917 |
| 0.215975018708135 |
| -0.794754113334564 |
| -0.167744666072821 |
| -0.250769490233788 |
| -0.238198380481343 |
| 0.548064614012294 |
| -0.661510271141481 |
| -0.172259546573082 |
| -0.940425722287899 |
| -0.561070370149821 |
| 1.35631275894751 |
| 1.30404900311031 |
| -0.00729060619165328 |
| -0.0936394092933481 |
| 0.284471728662173 |
| -0.139202532319187 |
