| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0062 | 0.3036 | 0.3292 | 0.3669 | 0.1465 | -0.0325 | -0.9379 |
| (p-val) | (0.9692 ) | (9e-04 ) | (0 ) | (0.0249 ) | (0.074 ) | (0.6798 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.3061 | 0.3302 | 0.3727 | 0.1465 | -0.0325 | -0.9376 |
| (p-val) | (NA ) | (0 ) | (0 ) | (0 ) | (0.074 ) | (0.6792 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.3041 | 0.3313 | 0.3694 | 0.1515 | 0 | -0.9545 |
| (p-val) | (NA ) | (0 ) | (0 ) | (0 ) | (0.0613 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.3013 | 0.3483 | 0.3642 | 0 | 0 | -1.1209 |
| (p-val) | (NA ) | (0 ) | (0 ) | (0 ) | (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 |
| 0.00762065873827463 |
| 0.0718132767377249 |
| 0.144705067203728 |
| 0.154605698965892 |
| 0.250794366761545 |
| 0.0660999713332928 |
| -0.299926323858949 |
| -0.363128137100154 |
| -0.393053091881327 |
| -0.131128479821514 |
| 0.0747091617587951 |
| 0.111723101328564 |
| 0.0759077572491773 |
| 0.195924051637174 |
| 0.0772314396955423 |
| 0.0857604566182917 |
| 0.189787096249074 |
| -0.0811223312402784 |
| -0.0493062835609663 |
| -0.174506789992704 |
| -0.0626798762661854 |
| 0.173600864745667 |
| -0.0989406373121821 |
| 0.270693235592195 |
| 0.183244636110602 |
| -0.0291220542712008 |
| 0.0192938915896355 |
| 0.129407885699609 |
| -0.160146333154127 |
| -0.020680379746287 |
| 0.00951161313102794 |
| -0.0343936460606743 |
| -0.0544650140726742 |
| -0.105667248739275 |
| 0.133333696625527 |
| 0.0726544858956793 |
| 0.0903924116309761 |
| 0.0762256683189699 |
| 0.0334131680330543 |
| 0.0641453950455145 |
| 0.108754362256854 |
| -0.0151519313112668 |
| -0.039877297659786 |
| -0.177107633426767 |
| 0.216752125545951 |
| -0.154280259662892 |
| 0.211361859721178 |
| 0.10385402701941 |
| 0.381896563836743 |
| 0.0536138693502999 |
| 0.0335633433614483 |
| -0.0537358490625964 |
| 0.0565321500987074 |
| 0.00941634717257226 |
| -0.13292722679658 |
| -0.00515832207451936 |
| 0.11505969833939 |
| 0.0783658834537573 |
| -0.0611205032391604 |
| 0.0264014946903906 |
| -0.141498957550571 |
| -0.0100427836189522 |
| 0.0257077147541365 |
| 0.133410747938736 |
| -0.0438043911364252 |
| -0.039834845522353 |
| -0.0813370693598439 |
| 0.100568260390294 |
| -0.0954743807932484 |
| -0.0389679869461334 |
| 0.112489956107513 |
| -0.00885793497918345 |
| 0.0398553247830017 |
| 0.0438047405102908 |
| -0.125689632468458 |
| -0.0799556544100226 |
| 0.118071419559941 |
| -0.10835436411828 |
| 0.0536891484356393 |
| -0.219863798877441 |
| -0.0224452475673178 |
| -0.000535528167955852 |
| -0.0268082943256336 |
| -0.101657770481082 |
| -0.04837291477535 |
| -0.02405502440257 |
| -0.0540713064081052 |
| -0.0402582954898631 |
| 0.146381434549009 |
| -0.0525736402379635 |
| 0.0416276106489633 |
| -0.152480272287426 |
| -0.0403780316891106 |
| -0.0347322055985984 |
| -0.10023664346789 |
| 0.0851175933319336 |
| -0.125612440085618 |
| -0.0971714037999357 |
| 0.00590963695441888 |
| 0.22512330099495 |
| -0.185971790137474 |
| -0.0752293495103044 |
| 0.11961263118323 |
| -0.157257608225537 |
| 0.0714520035690708 |
| 0.0961975832540222 |
| 0.0577838181010326 |
| -0.0730253778433192 |
| -0.0174898235669894 |
| -0.10478037336535 |
| 0.151770014410059 |
| -0.047614818853282 |
| -0.0147178933026349 |
| 0.0511084334137017 |
| 0.0346568572161964 |
| -0.157344072978954 |
| 0.176891779051298 |
| -0.16590303521979 |
| 0.172829626368618 |
| 0.0561732258887369 |
| 0.00810659067515933 |
| 0.222701228926222 |
| 0.0245365792024609 |
| -0.0401948610515056 |
| 0.0182236914411587 |
| 0.127993967152413 |
| -0.0566698965547157 |
| 0.062980995851761 |
| -0.0999728450885023 |
| -0.0194483501692407 |
| 0.134345704476924 |
| -0.0465675248983469 |
| -0.161824222227791 |
| -0.0508115186503978 |
| 0.0355910380957928 |
| -0.0442558107544871 |
| 0.0365463949066784 |
| 0.0186067755923139 |
| 0.0192711394400443 |
| 0.103786828465023 |
| -0.106658442281738 |
| -0.0930319901187526 |
| -0.0656653445962588 |
| -0.189791965177628 |
| -0.509230578319159 |
| 1.17483960335839 |
| 0.19443289839447 |
| 0.111547268438504 |
| -0.0886406386502855 |
| -0.0193846924734628 |
| 0.112574374018395 |
| 0.0354124735865063 |
| -0.0968595970721732 |
| 0.0859177581342912 |
| -0.138828244043553 |
| 0.05649241799451 |
| 0.0833266549929248 |
| -0.0749146992811554 |
| -0.0224432074757725 |
| 0.0954578261201488 |
| 0.146975904410638 |
| -0.00591813248783365 |
| 0.351917530354937 |
| -0.047336086419549 |
| 0.104539044073755 |
| 0.0193810528379635 |
| 0.0406853734042059 |
| 0.0421636080116822 |
| -0.0429726004506142 |
| -0.20096827925962 |
| 0.0127300775860323 |
| 0.0571686929351053 |
| -0.0189421429460653 |
| -0.0973377205753699 |
| -0.106533195045467 |
| 0.072450258288319 |
| 0.0980534950879216 |
| -0.0789624594385407 |
| 0.10830055903109 |
| 0.154168776113099 |
| 0.130252971918914 |
| -0.0149054953684219 |
| 0.0892642174979561 |
| 0.128912433632487 |
| 0.167263859716205 |
| 0.163782328981656 |
| -0.0721377115229626 |
| 0.12059152960186 |
| 0.106341067486716 |
| -0.00557064106181004 |
| 0.106028928004927 |
| 0.154561866703202 |
| -0.0254944753408809 |
| -0.0118238268642099 |
| -0.0326674990435339 |
| 0.0434216608839936 |
| 0.0780604503127848 |
| 0.13698247371429 |
| -0.093624294719161 |
| 0.170508292694762 |
| -0.0663626713364526 |
| -0.0130974013177744 |
| 0.215591267123569 |
| -0.0280403449504894 |
| -0.0972866196411656 |
| 0.124653538791416 |
| 0.076605633392139 |
| -0.0534102631516018 |
| -0.0725367734410229 |
| 0.0766444819259025 |
| 0.0845999060605886 |
| 0.0280269244741589 |
| -0.0887621351406534 |
| 0.0126461789768471 |
| 0.210387136494689 |
| 0.0748057322607894 |
| 0.0417248579515765 |
| -0.0109960004588913 |
| -0.136493553631783 |
| 0.109139196575235 |
| 0.0975371218635203 |
| -0.303345056595585 |
| 0.067036310619704 |
| 0.021227492596361 |
| -0.000340976511750125 |
| -0.036106237474774 |
| -0.108896370804219 |
| 0.122307130529714 |
| 0.110364159506909 |
| 0.0585327336616147 |
| 0.0148289938064887 |
| 0.113569709932321 |
| -0.129756695324636 |
| -0.0218087148547492 |
| -0.00713473087478106 |
| -0.0492220173465285 |
| 0.162779717311349 |
| 0.167396848592493 |
| 0.12751797478058 |
| 0.187136519362194 |
| 0.197111122861864 |
