| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.098 | 0.2276 | 0.0655 | -0.0891 | -0.0526 | -0.6512 |
| (p-val) | (0.0672 ) | (0 ) | (0.2171 ) | (0.4288 ) | (0.5606 ) | (0 ) |
| Estimates ( 2 ) | 0.0953 | 0.2323 | 0.0652 | -0.043 | 0 | -0.6971 |
| (p-val) | (0.0735 ) | (0 ) | (0.2186 ) | (0.5812 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.0938 | 0.235 | 0.0655 | 0 | 0 | -0.7207 |
| (p-val) | (0.0777 ) | (0 ) | (0.2165 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.1094 | 0.2417 | 0 | 0 | 0 | -0.724 |
| (p-val) | (0.0348 ) | (0 ) | (NA ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (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 |
| -0.0447137390230372 |
| -0.0687783621797698 |
| 0.200064905468958 |
| 0.369647506078354 |
| 1.5230252016251 |
| -0.382348236883874 |
| 0.442481124106618 |
| -0.548688226625169 |
| -0.326734158085415 |
| 1.30468259741215 |
| -1.34999611361679 |
| -0.389444329321606 |
| 0.182875957532909 |
| -0.827655945392066 |
| -0.571203435431581 |
| -0.727773843876007 |
| -0.408616832201768 |
| -0.0704102116180478 |
| -0.812911801986553 |
| -0.878889741504348 |
| 0.689887045661697 |
| -0.73070071588398 |
| 0.83514602992555 |
| -0.138182611099785 |
| -1.62611373660868 |
| -1.1003489225231 |
| 0.45677503000225 |
| 0.0327527399141363 |
| 0.101998162564366 |
| 0.314319979365983 |
| -0.280297381560136 |
| 0.300458424513065 |
| 0.864927194574199 |
| 0.113438692229274 |
| 0.0734383808004924 |
| -1.19439085857496 |
| -0.151865081640933 |
| -0.0210499033038676 |
| -0.34332826780972 |
| 0.574181409297989 |
| 0.47781406936538 |
| -0.345526543847195 |
| 0.0869606035899537 |
| 0.590525692907638 |
| -0.490002115089082 |
| -0.42266409137097 |
| -0.0950390600916404 |
| -0.100980417211215 |
| 0.509364851830624 |
| -1.00698273667972 |
| 0.328828309743278 |
| 0.863393026980703 |
| -0.476121983127133 |
| -0.442131906488378 |
| -0.0557930321974531 |
| 0.32725522022826 |
| 0.866297964155573 |
| 0.446075301000411 |
| 0.800999595219834 |
| 0.91338184439289 |
| 1.21106666185213 |
| 0.432277274338901 |
| 0.307401635858294 |
| -0.163324595203689 |
| -0.171057239382783 |
| -1.03961279564403 |
| 0.0264096956690344 |
| 0.590971943542331 |
| 0.0976706765255999 |
| -0.913730369925244 |
| -0.330725944786726 |
| -0.391957876013934 |
| -0.335950344555535 |
| -0.460376741540404 |
| -0.0292544639838915 |
| 0.49616447226297 |
| -0.7336280649127 |
| -0.0817196745305824 |
| -0.515669890139459 |
| 0.578909015153022 |
| -0.353325631064129 |
| 0.636523097113649 |
| 0.0383900133516997 |
| -0.0571795492597641 |
| -0.858265740879829 |
| -0.0909909660032941 |
| 0.755512537116653 |
| -0.518648218707543 |
| 0.99449242383029 |
| 0.406664941461209 |
| -0.616393294532457 |
| -0.995857996661196 |
| -0.203823891882659 |
| 0.28578054265563 |
| 0.99284896825491 |
| -0.0326397212497139 |
| -0.57212453969984 |
| -0.55254808119219 |
| -0.240243601800396 |
| 0.322411611800009 |
| 0.630311946522547 |
| 0.60143526031478 |
| -0.733286674135061 |
| -0.160048873647465 |
| 0.395985412842838 |
| 0.52588749721034 |
| 0.819053314546454 |
| 0.175417251012814 |
| 0.722306904780725 |
| 1.20239659459036 |
| 0.181074935166371 |
| 0.0276801513692066 |
| -0.448687018973049 |
| -0.252681576271681 |
| 0.188300611159091 |
| -0.140216623141471 |
| -1.04008096610996 |
| -0.165183747256138 |
| -0.93809857303899 |
| 0.684172589908009 |
| -0.4201255345531 |
| -0.354904956286963 |
| -0.440209568359698 |
| -1.11887539934479 |
| 0.068640003010714 |
| 0.616722079452865 |
| 0.0574427533623594 |
| 0.267702495945972 |
| 0.130908770050157 |
| 0.588947022053609 |
| 0.00572931369785768 |
| -0.884969238896738 |
| -0.428900390357213 |
| -0.717442437870696 |
| 1.42772319473128 |
| -0.36153102666427 |
| -0.321237195335522 |
| 1.06722596847934 |
| -0.332899506065791 |
| 0.267554935998101 |
| -0.558802728676614 |
| 0.942244603542415 |
| 0.107679922970091 |
| 0.814030269011075 |
| -0.0649701598114813 |
| 0.345683591465392 |
| -0.473259367602333 |
| -0.240987316964619 |
| 0.0553112759324222 |
| 0.177992064299507 |
| -0.284191254043013 |
| -0.425390201110039 |
| -0.207811604597472 |
| -0.175665137016655 |
| -0.705543673947574 |
| -0.0650415674393966 |
| -0.234295874111282 |
| -0.41803092723909 |
| 0.0635320707535762 |
| 0.132842597261158 |
| 0.79419064909374 |
| -0.733779191712504 |
| -0.499463117615231 |
| 1.0823913949269 |
| -0.195664377201616 |
| -0.575471991222576 |
| 0.555335920543568 |
| -0.271927109954584 |
| 0.319592470794683 |
| 0.48105087288375 |
| -0.812620213536131 |
| -0.0584292455689943 |
| 0.319300018289749 |
| 0.34016241030223 |
| -0.380473819906876 |
| -0.388108344831478 |
| 0.168514421024259 |
| 0.196618846332724 |
| 0.265969913815876 |
| -0.564467948591433 |
| -0.0741103946298093 |
| -0.245462478984907 |
| -0.000631389130694023 |
| 0.2136918686706 |
| -0.514624434050636 |
| 1.10591298664042 |
| -1.14042349372873 |
| 0.295885099728987 |
| 0.192716128562493 |
| 0.0823072360901547 |
| -0.731740593631138 |
| 0.099310882268086 |
| -0.291266196587147 |
| 0.526798105365212 |
| -0.626284046161079 |
| 0.508876658305956 |
| -0.280279967057594 |
| 0.627929970024853 |
| -0.540421905805387 |
| -0.193912942565409 |
| -0.0379846562359361 |
| -0.073762093985459 |
| -0.242637924961539 |
| -0.430619662493265 |
| -0.266578729863338 |
| -0.450848285345905 |
| 0.543203274624043 |
| 0.292437549848942 |
| 0.629960879906417 |
| 0.386023444609388 |
| -0.464131363134327 |
| -0.162091264949172 |
| -0.109311710625318 |
| 0.206779067871808 |
| -0.37094182466382 |
| 0.205887156505417 |
| -0.0868138861290567 |
| -0.00924483495568296 |
| -0.0350282520712355 |
| 0.0295215508933412 |
| -0.325457743058622 |
| 1.52876883857954 |
| 0.227700385976822 |
| -0.57553668406704 |
| 0.594316510090436 |
| 0.375158033749647 |
| -0.979807119801264 |
| -0.738198924749119 |
| -0.295608029910084 |
| 0.782269509032293 |
| -0.284789999593329 |
| -0.508090777083817 |
| -0.101173612478615 |
| 1.69597904198098 |
| 0.0868296996851484 |
| -0.93543797177881 |
| 0.0840202440456799 |
| -0.0643789068827894 |
| -0.198880992866796 |
| -0.384724065582397 |
| 0.0966832602462867 |
| 0.0394759569039031 |
| 0.241746013350898 |
| 0.371825824956125 |
| -0.398580802269844 |
| 0.453543850388816 |
| 0.616055634902418 |
| -0.182235403454581 |
| 0.705125508320765 |
| -0.285630486746989 |
| -0.940748067936384 |
| -0.0149619041223966 |
| 1.03118125955965 |
| 0.812714621914979 |
| 0.243127768316856 |
| 0.127520356571724 |
| -0.118773509057475 |
| 0.201560301384726 |
| 0.562828109185303 |
| 0.0391841115599751 |
| 0.360470641990829 |
| 0.00772967822311359 |
| 0.520052219849974 |
| 0.139321005840949 |
| -0.101107123930484 |
| -0.484393930327139 |
| -0.057754279039374 |
| -0.217551105441796 |
| -0.118845039456261 |
| -0.403654242508065 |
| 0.601786011597929 |
| 0.320911327830857 |
| -0.378816315160814 |
| -0.500309884420751 |
| 0.315580203935121 |
| -0.0462215703679691 |
| -0.00959682693806873 |
| -0.380509116219345 |
| 0.161104299921256 |
| -0.215810335251697 |
| -0.231483682165426 |
| -0.287379169473631 |
| 0.264765750403482 |
| 0.147438035615534 |
| -0.172258313089147 |
| -0.141335814880891 |
| -0.84524989277095 |
| -0.0711699861591582 |
| -0.0997707754006913 |
| 0.312584621741617 |
| -0.184888311802177 |
| 0.142210938788583 |
| -0.258926987522457 |
| -0.183942477667873 |
| 0.0508125238015787 |
| -0.00280282669520279 |
| 0.264522266056075 |
| -0.669526688880409 |
| 0.598261633758342 |
| 0.315603412390072 |
| 0.542034140562915 |
| -0.123599550925941 |
| -0.45576812610609 |
| -0.180828955521262 |
| 0.423548877849226 |
| 0.194698871817651 |
| 0.318093988184699 |
| -0.167334118203339 |
| 0.882620358580327 |
| 0.0779770142006728 |
| 0.822929220395405 |
| 0.82078582335905 |
| 1.77156595754176 |
| -0.557596464347272 |
| 0.184472788459779 |
| -0.192694837134699 |
| 0.102324611256454 |
| -1.12766298531624 |
| -0.0361697361559068 |
| 0.110558330924144 |
| -0.216038204859256 |
| 0.0312628049352559 |
| -0.555202236637242 |
| -0.105295179261148 |
| -0.417645223996272 |
| -0.36308787586902 |
| -0.259927749206962 |
| -0.0304011840414261 |
| -0.425424354678137 |
| 0.278579064357363 |
| 0.570200202017799 |
| 0.317954382193139 |
| -0.606007243143389 |
| 0.0543284804685288 |
| 0.133601531323599 |
| -0.213625062568398 |
| -0.677702388064595 |
| 0.454032417363355 |
| -0.267527781486841 |
| -0.842082468564818 |
| 0.0427494967943826 |
| 0.274541114944775 |
| -0.425880299953958 |
| 0.414783000990572 |
| -0.322934639718811 |
| 0.00915482778130383 |
| -0.135962089679246 |
| -0.916593232790992 |
| 0.147517728743762 |
| -0.278725545758281 |
| 0.297054816419426 |
| -0.249411714902135 |
| 0.28114796454196 |
| -0.63317398361933 |
| 0.839472882357591 |
| -0.335288305886153 |
| -0.0537324985391935 |
| -0.226994781079176 |
| 0.000315598163692917 |
| 0.516500742386455 |
