| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.074 | 0.1236 | 0.088 | 0.0708 | -0.2781 | 0.6873 | -1 |
| (p-val) | (0.9201 ) | (0.3998 ) | (0.4914 ) | (0.9238 ) | (0.0016 ) | (0 ) | (0 ) |
| Estimates ( 2 ) | 0.144 | 0.1131 | 0.0797 | 0 | -0.2783 | 0.6874 | -1 |
| (p-val) | (0.1319 ) | (0.2448 ) | (0.4311 ) | (NA ) | (0.0016 ) | (0 ) | (0 ) |
| Estimates ( 3 ) | 0.1501 | 0.1154 | 0 | 0 | -0.2691 | 0.6947 | -1 |
| (p-val) | (0.1178 ) | (0.2379 ) | (NA ) | (NA ) | (0.002 ) | (0 ) | (0 ) |
| Estimates ( 4 ) | 0.1541 | 0 | 0 | 0 | -0.2739 | 0.6925 | -1 |
| (p-val) | (0.1112 ) | (NA ) | (NA ) | (NA ) | (0.0017 ) | (0 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0 | -0.2644 | 0.7081 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0027 ) | (0 ) | (0 ) |
| 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 |
| 4.09139326328396e-05 |
| -0.0998620086007891 |
| -0.0344994124505467 |
| -0.0301098669400046 |
| 0.0027202197943952 |
| 0.0459306538323073 |
| 0.0181701620460346 |
| -0.125713148955595 |
| -0.0955432506977813 |
| -0.0237417027761986 |
| 0.00874167178047537 |
| -0.00773941723198013 |
| -0.00647724261318729 |
| -0.0151831734629184 |
| -0.0231896684355897 |
| -0.00981771982002691 |
| 0.00344470570053794 |
| -0.00788414631751 |
| -0.0431809259839439 |
| 0.042475343216966 |
| -0.012976684222679 |
| -0.0700281659604055 |
| 0.00707484759406594 |
| -0.00725133498435626 |
| -0.0152040306963007 |
| -0.0115870594796648 |
| -0.0253164275174542 |
| -0.00686628180478098 |
| 0.00179386972376665 |
| -0.0613702522242563 |
| -0.0195651733520056 |
| -0.0750862298977696 |
| 0.0226718806608253 |
| -0.0164543830923999 |
| 0.0251909046580324 |
| -0.00940268998597728 |
| -0.0249987756996378 |
| -0.041290861491726 |
| 0.00951138652162013 |
| -0.0274699746970996 |
| 0.0268228736297891 |
| -0.0042433294825599 |
| -0.0444304558275685 |
| -0.0111876001404049 |
| 0.0232666777834472 |
| 0.00735168827415534 |
| -0.0257615416580755 |
| -0.0110072104812489 |
| -0.0141592398054404 |
| -0.0192575195336361 |
| -0.00158361796770408 |
| -0.0123778507473881 |
| 0.0125556603105451 |
| 0.0102163466484688 |
| -0.0325127025723323 |
| -0.0456515326238123 |
| -0.0153499814371813 |
| 0.0420224516329663 |
| -0.00867586301906178 |
| -0.00777689364292506 |
| -0.0104417405843418 |
| -0.0327364113159914 |
| -0.00200862881539459 |
| 0.00893130802279119 |
| -0.00361368544798854 |
| -0.0179111997445003 |
| 0.0217706134958874 |
| -0.0285749842562303 |
| -0.0563842783418416 |
| 0.0106618422441769 |
| -0.000703610979696154 |
| -0.0115550116483227 |
| -0.00952658528527706 |
| -0.0291813142669804 |
| -0.0147297080128475 |
| 0.00725555959468247 |
| -0.00951303702888607 |
| -0.000478280456802804 |
| -0.00172236714532401 |
| 0.132819272492801 |
| 0.00248556710359941 |
| -0.033855617955737 |
| 0.0336071242084527 |
| -0.0162739441526442 |
| -0.00714382549697817 |
| 0.0225776906757163 |
| -0.0209048798440636 |
| -0.00172201655132251 |
| 0.0102131108129031 |
| 0.0171888945637859 |
| 0.00387244205757964 |
| 0.203403314804087 |
| -0.0252849340019111 |
| 0.0284321185464663 |
| 0.03059358690712 |
| -0.00160599930560089 |
| -0.012160109945748 |
| 0.0528721338374739 |
| -0.017629470824367 |
| 0.00639820490788746 |
| 0.0203630118465403 |
| 0.00817150925788328 |
| 0.0278723047132398 |
| -0.222759118622265 |
| 0.0512754155504003 |
| -0.0483704328953567 |
| 0.00558062476269484 |
| -0.00195132084043673 |
| -0.00345675827930161 |
| -0.0228335322824904 |
| 0.00546094600501266 |
| -0.026197124200363 |
| 0.0274221787717033 |
| 0.0429441975896173 |
| -0.0639833747448593 |
| -0.0364207702313073 |
| -0.0068015995949097 |
| 0.0121934682945304 |
| -0.0361448478585948 |
| 0.00450999424683735 |
| -0.00836698766682132 |
| -0.0518796815318313 |
| 0.00142705830024349 |
| -0.0137615085893826 |
| -0.0022391513358148 |
| 0.0227060734167416 |
| -0.00222477286026225 |
