| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4834 | 0.187 | -0.0674 | 0.6571 | -0.5159 | -0.2862 | -0.1848 |
| (p-val) | (0.0108 ) | (0.0319 ) | (0.4173 ) | (2e-04 ) | (0.0229 ) | (0.0481 ) | (0.4417 ) |
| Estimates ( 2 ) | -0.4814 | 0.194 | -0.061 | 0.6514 | -0.6751 | -0.3685 | 0 |
| (p-val) | (0.0099 ) | (0.0243 ) | (0.4615 ) | (2e-04 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 3 ) | -0.5467 | 0.2272 | 0 | 0.7061 | -0.6691 | -0.3702 | 0 |
| (p-val) | (7e-04 ) | (0.0023 ) | (NA ) | (0 ) | (0 ) | (0 ) | (NA ) |
| 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 |
| 0.00239999808058839 |
| -5.21015582758813e-07 |
| 0.080260039422323 |
| 0.0676112484685419 |
| -0.182177649453174 |
| 0.192472693361263 |
| -0.174422693696321 |
| -0.084898063017238 |
| 0.137433287990041 |
| -0.0433320945527368 |
| 0.00575784401669218 |
| 0.00205457127513582 |
| -0.0111377794779033 |
| 0.00056724177919929 |
| 0.0474738816840661 |
| 0.0366411884096454 |
| -0.00974281928105563 |
| -0.279147584289138 |
| -0.0423213899448331 |
| -0.100731207044435 |
| 0.0451467319822783 |
| 0.0144297911727069 |
| -0.120398683033332 |
| 0.0363129606845059 |
| 0.0826887131338261 |
| -0.21560834066917 |
| -0.134369730780604 |
| -0.210607046853594 |
| 0.123463360268032 |
| -0.19039286388756 |
| 0.0214944481219844 |
| 0.138125260384706 |
| -0.124158324338166 |
| -0.0664845377471884 |
| 0.0457436827823922 |
| -0.0986059062613574 |
| -0.328814111938439 |
| -0.0595282270760154 |
| -0.102839529323996 |
| 0.105358265234378 |
| 0.000610670127048454 |
| -0.0728392567617844 |
| -0.00275447425046047 |
| -0.106217323704056 |
| -0.143935051822688 |
| -0.13662603096588 |
| -0.0347043593421564 |
| -0.0560096671171451 |
| -0.22597938148194 |
| -0.0298976188814838 |
| 0.151426165949207 |
| 0.154227480770518 |
| -0.167695204594078 |
| -0.0157060786502198 |
| 0.200995226373491 |
| -0.0123926369260855 |
| -0.112501613333969 |
| 0.121516451900205 |
| 0.0588405170485535 |
| 0.133281942470665 |
| 0.0367331753025105 |
| -0.0260188042198962 |
| 0.151715794716767 |
| -0.0525605723252412 |
| -0.106883862417377 |
| 0.401217860192769 |
| -0.0664479519423121 |
| -0.0418107916256033 |
| 0.510309400942377 |
| -0.110158628594457 |
| 0.111297076182649 |
| 0.154053607856926 |
| -0.425787653047152 |
| -0.0165935932756383 |
| 0.41541256914644 |
| 0.308276850791586 |
| 0.277200414157805 |
| -0.127686928197046 |
| -0.188742865282861 |
| -0.198394560749305 |
| 0.273605835059676 |
| -0.0184440123760972 |
| -0.142804998976502 |
| 0.133963360525861 |
| 0.303301991116951 |
| -0.223370762348411 |
| 0.20665599306908 |
| 0.0797653073795779 |
| -0.100699047157389 |
| -0.104002289746137 |
| -0.0691003093230291 |
| -0.0638434653082214 |
| 0.113421213940443 |
| 0.160975444301848 |
| -0.153381567128321 |
| 0.0281134427016181 |
| 0.0315156475532878 |
| 0.179148819295247 |
| 0.18399842168573 |
| -0.405963407857841 |
| -0.288499679051736 |
| 0.0198032376617681 |
| -0.00916475305657689 |
| 0.153428074765563 |
| 0.0352231155933175 |
| -0.0883536372494549 |
| 0.149901172910824 |
| -0.22036856742603 |
| 0.00484018375475978 |
| -0.0976699840867281 |
| 0.156958096306542 |
| -0.0401101335116871 |
| 0.151309813491385 |
| -0.059189399459226 |
| -0.0969196529716899 |
| 0.229452626774187 |
| -0.191185981015444 |
| 0.262220587275703 |
| -0.0846803166411938 |
| 0.0344603320147092 |
| -0.605186496425836 |
| 0.176936949236152 |
| 0.169478245628298 |
| -0.0651048989358403 |
| 0.182305667582862 |
| 0.00740616570116948 |
| 0.0397727584530322 |
| 0.057727779242385 |
| 0.297633350598702 |
| -0.0320370279407189 |
| -0.280638369646527 |
| 0.0311403335174254 |
| -0.160831440585252 |
| -0.0631664868560227 |
| -0.026893291928771 |
| 0.40165966023848 |
| 0.0603875450893131 |
| -0.0359848697334533 |
| -0.0287237950672161 |
| -0.113496532921589 |
| -0.362548668436656 |
| 1.56641877453595e-05 |
| 0.136065828827274 |
| -0.0520799096812136 |
| -0.133502971233205 |
| 0.0256782766268776 |
| 0.048070178921241 |
| 0.176550241908014 |
| -0.0602675619205828 |
| 0.0210522246056817 |
| -0.107125224531655 |
| -0.17003506419162 |
| 0.200042032775038 |
| 0.358393010482931 |
| 0.548027776105969 |
| -0.159143626348448 |
| 0.0942481584541697 |
| 0.0984166671882047 |
| 0.274111124790804 |
| -0.214586064774143 |
| 0.388259730589861 |
| 0.296618633662122 |
| -0.242303549568325 |
| -0.23055814344465 |
| -0.108833983373339 |
| -0.0484472519676776 |
| -0.657439859005947 |
| -0.37557656518226 |
| -0.344994764098953 |
| 0.223487877815985 |
| -0.365012635838955 |
| -0.199537328140152 |
| -0.217303240905539 |
| 0.102495147911717 |
| -0.502590013488541 |
| 0.25701489543576 |
| -0.0347927945705696 |
| 0.0176376809415437 |
| 0.116051106004074 |
| -0.0205971932942582 |
