| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8461 | 0.0061 | 0.0313 | -0.7036 | 0.3805 | 0.016 | -0.8758 |
| (p-val) | (0 ) | (0.934 ) | (0.6713 ) | (0 ) | (0 ) | (0.8029 ) | (0 ) |
| Estimates ( 2 ) | 0.853 | 0 | 0.0326 | -0.7077 | 0.3796 | 0.0156 | -0.8755 |
| (p-val) | (0 ) | (NA ) | (0.6493 ) | (0 ) | (0 ) | (0.8071 ) | (0 ) |
| Estimates ( 3 ) | 0.8535 | 0 | 0.0322 | -0.7079 | 0.3766 | 0 | -0.8682 |
| (p-val) | (0 ) | (NA ) | (0.6532 ) | (0 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.9079 | 0 | 0 | -0.7568 | 0.3762 | 0 | -0.8719 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0 ) | (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 |
| -1.19913390508364 |
| 1.70944002411207 |
| 1.40570908234284 |
| 3.86100995250047 |
| 0.690982403526494 |
| -4.57377936086409 |
| -8.31241743798072 |
| -4.47291836953725 |
| -2.95739877717749 |
| 1.93773572143175 |
| -0.207242667767925 |
| 0.621585248354278 |
| 3.86034343096674 |
| 2.85926863404059 |
| -1.29720989037496 |
| -2.20137792750795 |
| -3.73429158081325 |
| -3.94762635073143 |
| -1.11751374601136 |
| -4.82850002236797 |
| -0.210103387336889 |
| -0.870303499515927 |
| 6.96675801804466 |
| 0.455982102306189 |
| -2.2313943135357 |
| -12.4297241548395 |
| -10.2182592889818 |
| -0.51715354050857 |
| -4.41544838843292 |
| -1.99611876700231 |
| -6.62223890357721 |
| 5.2401947399561 |
| -2.96301928805609 |
| 3.35722188264181 |
| 9.77469817522701 |
| -7.04768079069813 |
| -1.99564624161797 |
| 3.33162752017481 |
| -9.06152434059661 |
| 17.9007527450522 |
| -14.1260800880185 |
| -12.2036613524843 |
| -10.0329989254759 |
| -8.21891223389565 |
| -13.3614497400715 |
| -5.31227027708349 |
| -4.91512491272782 |
| 4.71799355894696 |
| 0.983690014688281 |
| -2.74573285686953 |
| 12.1013424161996 |
| -6.94412913729502 |
| 0.00257441110762114 |
| 5.03255110540758 |
| 4.06274275842212 |
| 4.07962946609452 |
| 8.46978323225016 |
| -10.504362125252 |
| -8.23215444769539 |
| 3.78299190238231 |
| 16.528403302336 |
| -8.31675821508116 |
| 7.65271380913068 |
| -3.64135725996585 |
| -8.93359538321911 |
| 1.6664505831796 |
| -0.671723760660802 |
| -3.26143207648615 |
| 1.04948146892067 |
| -1.80624540646647 |
| -9.41649690414509 |
| -0.644116487138372 |
| -4.83159039785691 |
| 1.91107762697645 |
| -3.89220230913808 |
| -1.07369918539013 |
| 1.83304490358302 |
| -3.10782777782446 |
| -0.880485394767883 |
| -1.04744377308769 |
| 0.193120937568097 |
| 1.22252714440858 |
| -3.41483277074894 |
| -8.32815361716694 |
| -3.10369440775606 |
| 2.75081300194382 |
| 2.04693066599277 |
| -2.3849085226171 |
| 2.65612772370281 |
| 8.81470703801266 |
| -7.83991532938874 |
| 0.842521242323225 |
| 0.738361470421486 |
| -4.9514030947538 |
| 5.29025358906016 |
| -8.90087372555588 |
| 0.594690555315218 |
| 2.31794342069833 |
| 1.30664096858321 |
| 0.726156053997162 |
| 0.874327926428922 |
| -2.07508008400823 |
| 4.99802547997227 |
| 0.697812159997853 |
| 4.4298814403577 |
| 0.646641579686007 |
| -4.92237104427644 |
| 4.25152003604664 |
| 2.31094810233185 |
| 2.13287612093872 |
| 4.50999502989668 |
| -0.026241259821979 |
| 8.20405244709179 |
| -2.97736950026718 |
| 2.38785850627452 |
| -1.32484825587773 |
| 1.29009321155609 |
| -2.36267101458706 |
| 2.77343090867578 |
| -2.86033992455382 |
| 3.90898783771796 |
| 0.033533692526753 |
| 2.47529832477279 |
| 0.853766681526304 |
| -2.75331747672951 |
| 3.8165803319008 |
| 4.77477964999397 |
| -2.39078897733705 |
| 5.83947988776502 |
| -3.6893911967658 |
| 1.84899983020072 |
| -1.39590541495755 |
| -0.514059314840369 |
| 4.2613946809768 |
| 8.2863258312271 |
| 2.80539830139134 |
| 7.42661002405215 |
| -1.44122490400908 |
| 1.76110115461147 |
| 1.70233210902517 |
| 1.30837755531704 |
| 3.15575399625914 |
| 2.86961489268456 |
| 2.60578241053301 |
| -8.9949768018824 |
| 1.33150608885991 |
| -4.01559918746041 |
| -1.72236495644842 |
| -2.14890614393118 |
| -4.10502007912251 |
| -1.58009877373686 |
| -0.831322323075318 |
| -2.28185849485206 |
| -8.12796745819922 |
| 4.94598249569745 |
| -2.88340932217312 |
| -3.4123867010004 |
| -6.35400653233633 |
| 1.89447050078874 |
| 1.96390027475641 |
| 3.13965317253098 |
| -3.03005640126931 |
| 2.87009884490197 |
| -3.07152962441112 |
| 2.13933306148787 |
| 3.18048348644747 |
| 4.99515023998454 |
| 1.49929009088484 |
| 1.85329829346931 |
| -7.10951692284254 |
| 2.09595434614834 |
| 3.81806524595952 |
| -8.53880240832581 |
| -4.87662830314614 |
| -0.0309184948634418 |
| -7.61155316144567 |
| -7.27480815024008 |
| 3.95562967489592 |
| 3.67528712003924 |
| -7.59724704386127 |
| -10.4062724909478 |
| 2.56058656098707 |
| -0.923089425686443 |
| -0.734526583832338 |
| 9.38510609993291 |
| 5.54516948421477 |
| 1.09751008993925 |
| -0.0947128465635038 |
| 9.24304823636051 |
| -8.14272448053728 |
| -0.20760957132069 |
| -0.732157821880819 |
| -9.36467053500673 |
| -4.73117706033845 |
| 2.28476757076651 |
| -3.56491993518647 |
| 3.94855381240965 |
| -0.079355215767371 |
| -3.54924231734706 |
| -0.442979859414875 |
| -6.73725806217659 |
| 1.18432514011946 |
| 13.5060634118629 |
| -8.94708964025869 |
| -13.7616425623917 |
| -4.10990188736396 |
| 3.77049796596542 |
| 5.68777739329903 |
| -0.714234773271122 |
| 2.15805259621312 |
| -1.35650017909981 |
| 3.35475799924875 |
| 0.474426819905108 |
| -1.40722340816594 |
| 4.36326954482924 |
| -10.3135118790816 |
| -0.694574552784328 |
| -4.67606846434226 |
| -1.92540297338564 |
| 2.37641363769932 |
| -0.000431569620764214 |
| -4.35493243274512 |
| 8.92448835080528 |
| -4.13770149849815 |
| 1.04870130092195 |
| -0.948640045325556 |
| 9.93733001732326 |
| -7.61262420035171 |
| 0.721874884854604 |
| -6.6230646203787 |
| -4.65548532696546 |
| 8.0106882110495 |
| 4.51863369082406 |
| 4.17000257758184 |
| 1.8882717337515 |
| 4.8639413161793 |
| -4.21167797543524 |
| 1.68704352393051 |
| -2.21241467092575 |
| 16.3743363893505 |
| 1.25640266684932 |
| -18.7726032190423 |
| 0.247985079950255 |
| 0.89747771657329 |
| 7.71605941363576 |
| 6.97771908610149 |
| -3.56935716979302 |
| 1.80270139577959 |
| 2.96183503839895 |
| 7.00644823731842 |
| -18.8332540137293 |
| 1.47104751550405 |
| 7.26036394300345 |
| 11.5159673390523 |
| -0.474292123863309 |
| 1.64844183997466 |
| 0.862719347917569 |
| 0.0242352878720327 |
| 6.00453869855121 |
| -2.37518365807751 |
| 4.69908151242252 |
| 2.93084928011191 |
| -7.00450807557102 |
| 1.33915825802033 |
| -6.45383880289557 |
| -6.0227392747088 |
| 5.95491144034849 |
| 2.24415233856505 |
| 3.86775688376137 |
| 2.68250645071347 |
| -7.38683114593946 |
| 1.833009391808 |
| 3.40053393985683 |
| -7.28572801373801 |
| 1.48369637151678 |
| 6.42026420654356 |
| 9.46018146987575 |
| -2.98953112902051 |
| -5.68126974572555 |
| -9.61433236611097 |
| 3.05424247849117 |
| 4.19796135848426 |
| -1.50141264071235 |
| 2.52140575725995 |
| -0.941423407845224 |
| -0.646184497470086 |
| -10.3592700494984 |
| 2.55966172314204 |
| -8.3817152397687 |
| 1.12687377560163 |
| 1.80498264802932 |
| -1.95430442240704 |
| 3.02968089335687 |
| -1.04915314134871 |
| 4.8290428625407 |
| 6.90590979691964 |
| -1.74441879559309 |
| -6.33299233428611 |
| -7.25010524185659 |
| -1.58403970103631 |
| -17.2215999229629 |
| -1.95104042544776 |
| -7.49089353393535 |
| 9.94544114838575 |
| -4.41814932655941 |
| -3.29142341135696 |
| 4.73390676269074 |
| -7.61892287260463 |
| -8.67832619950483 |
| 9.97210260759884 |
| 0.633356232195429 |
| -15.2822356227101 |
| 10.7797865418913 |
| 3.59959413434493 |
| 8.9978964095385 |
| 0.223866997743927 |
| -0.197444529153014 |
| -1.6507373372401 |
| 4.13650027230276 |
| -10.089480394601 |
| 15.9958436146942 |
| -5.95013650660439 |
| -7.26006246135406 |
| -1.51694733971284 |
| 3.13979430786089 |
| 12.9199800455509 |
| 9.93060430410355 |
| 6.82344798741437 |
| 9.03091231624546 |
| 11.1789775621309 |
| 0.36820470906829 |
| -3.64570830370093 |
| 3.28840531258089 |
| -5.31294795733538 |
| -4.01298212118412 |
| -6.87301431570778 |
| -5.19194176499133 |
| 3.77092969339989 |
| 8.55475988796581 |
| -3.66137728961752 |
| -5.12780170894165 |
| -8.1937578866997 |
| -6.93580935517041 |
| -1.29499341649144 |
| 4.02811611993354 |
| 5.6538927720921 |
| -8.50709539095184 |
| -4.09796381905937 |
| -4.74354800707634 |
| -2.20571817502825 |
| -5.47838788506649 |
| 4.18776415508817 |
| -0.455887877088306 |
| 5.22896329233016 |
| 0.914836258349717 |
| 3.95083996066798 |
| -6.62445302017734 |
| -0.0997218593937749 |
| 1.68665230594844 |
| -3.4794530945874 |
| 4.33421435074631 |
