| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5879 | -0.8035 | -0.5096 | 0.3161 | -0.1538 | -0.2933 | 0.6295 |
| (p-val) | (0.1025 ) | (0 ) | (0.0724 ) | (0.4154 ) | (0.3107 ) | (0.0407 ) | (0.01 ) |
| Estimates ( 2 ) | -0.2825 | -0.7948 | -0.2726 | 0 | -0.0951 | -0.2353 | 0.6394 |
| (p-val) | (0.0027 ) | (0 ) | (0.0034 ) | (NA ) | (0.5212 ) | (0.0336 ) | (0.015 ) |
| Estimates ( 3 ) | -0.2739 | -0.7357 | -0.2626 | 0 | 0 | -0.2607 | 0.5069 |
| (p-val) | (0.0034 ) | (1e-04 ) | (0.0044 ) | (NA ) | (NA ) | (0.0092 ) | (0.0304 ) |
| 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 |
| 0.00371356993902786 |
| -0.0467176091416851 |
| 0.227372808426867 |
| -0.165901757890164 |
| 0.0630760418022988 |
| -0.137876119930062 |
| 0.136233276872954 |
| -0.245518536936256 |
| 0.0949588660217464 |
| -0.138898857642854 |
| -0.217625670783549 |
| 0.419565075304863 |
| 0.139574942772317 |
| 0.256561854713213 |
| 0.135312293116978 |
| -0.536961518851059 |
| 0.0404969451811965 |
| 0.141893456434565 |
| 0.193297942751106 |
| 0.120239951880385 |
| 0.044759713656021 |
| -0.0830045247476734 |
| 0.282345381025155 |
| 0.388562870725937 |
| -0.0382675971977891 |
| -0.170383000189969 |
| -0.161960763332617 |
| 0.36765973587787 |
| 0.188147587798127 |
| -0.164122723584035 |
| 0.382860110325974 |
| 0.326066836303714 |
| 0.017501905058571 |
| -0.118114260627397 |
| 0.290819290405324 |
| 0.154315485596075 |
| 0.128961186232854 |
| -0.101606959240893 |
| 0.123210839850835 |
| -0.322050452001745 |
| -0.000179166350228904 |
| -0.382003565044829 |
| 0.33498592267947 |
| 0.0284941857374932 |
| -0.0996592798740294 |
| -0.183063108308609 |
| 0.0220226107172098 |
| -0.299419139842443 |
| 0.16462656683023 |
| 0.132932697619301 |
| 0.0802844337832555 |
| -0.258738511903075 |
| 0.0883803045089801 |
| 0.260701721876212 |
| 0.289647935622946 |
| 0.305792685276257 |
| 0.373228720445529 |
| -0.0651930242964288 |
| -0.0388811858159716 |
| 0.042494804971047 |
| -0.235859995719195 |
| 0.0638771662042399 |
| 0.0334128792566028 |
| -0.120152847102795 |
| 0.143578168332136 |
| -0.113049656057558 |
| 0.56870059980006 |
| -0.085883010879913 |
| 0.0641494757806447 |
| 0.241861487392923 |
| 0.081885354310692 |
| 0.0974841066898837 |
| -0.11321658448579 |
| -0.100046674235831 |
| 0.0723492697758864 |
| 0.158135230066199 |
| -0.241016465818821 |
| 0.0875409562836457 |
| 0.32605029315134 |
| 0.0664163073738857 |
| -0.0103701151206976 |
| -0.165232830553189 |
| -0.0395773990094163 |
| 0.145056350498277 |
| 0.0243121002785393 |
| -0.0516033910185745 |
| 0.0632239280579021 |
| -0.229662515249082 |
| 0.11701141207256 |
| 0.0107753192107255 |
| 0.1094671040548 |
| 0.222860251089479 |
| -0.131923235607222 |
| 0.0775414681970624 |
| 0.0616755607511749 |
| 0.0437970616932734 |
| -0.0741739877568538 |
| 0.0146511545584609 |
| -0.156869156578925 |
| -0.234873424835405 |
| -0.0767433558650816 |
| 0.137283331238726 |
| 0.200570970599017 |
| 0.31614988327869 |
| -0.0894601463954155 |
| 0.332608184401999 |
| 0.00461979051113676 |
| -0.057361040769712 |
| 0.224924129756632 |
| -0.017351935089682 |
| -0.205517417788904 |
| -0.0797630656814293 |
| -0.206659903684119 |
| -0.0662334589386249 |
| 0.15750254942199 |
| 0.0522600922178894 |
| 0.0983866793128739 |
| 0.0335206720184971 |
