| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0917 | 0.1345 | 0.1504 | 0.3083 | 0.0928 | -0.0409 | -0.0728 |
| (p-val) | (0.7613 ) | (0.361 ) | (0.0632 ) | (0.2994 ) | (0.906 ) | (0.64 ) | (0.926 ) |
| Estimates ( 2 ) | 0.0921 | 0.1346 | 0.1501 | 0.3083 | 0.0202 | -0.0386 | 0 |
| (p-val) | (0.7605 ) | (0.3616 ) | (0.0635 ) | (0.3002 ) | (0.8102 ) | (0.6539 ) | (NA ) |
| Estimates ( 3 ) | 0.0914 | 0.1363 | 0.1502 | 0.3085 | 0 | -0.0386 | 0 |
| (p-val) | (0.7608 ) | (0.352 ) | (0.0635 ) | (0.2963 ) | (NA ) | (0.6537 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.1735 | 0.1511 | 0.3944 | 0 | -0.036 | 0 |
| (p-val) | (NA ) | (0.0416 ) | (0.0626 ) | (0 ) | (NA ) | (0.6738 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.1752 | 0.151 | 0.3959 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0392 ) | (0.0622 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.1919 | 0 | 0.432 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0226 ) | (NA ) | (0 ) | (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 |
| 0.00468999706403207 |
| 0.169802266154913 |
| -0.119782380592012 |
| -0.0271545468519886 |
| 0.398406609909392 |
| -0.206147302008568 |
| 0.12426309992944 |
| -0.020583998202967 |
| -0.0220685544157335 |
| -0.0618933396609821 |
| 0.00592612713476639 |
| -0.332316173470779 |
| -0.100656587574012 |
| 0.130939048295093 |
| -0.118435412023538 |
| 0.117866374946737 |
| 0.0568504093451992 |
| -0.165354802137876 |
| 0.0653980216903398 |
| -0.24992936182677 |
| -0.160407769616404 |
| -0.20746218046511 |
| 0.0874343150099515 |
| 0.23199357676486 |
| 0.108991995051352 |
| 0.249142712596343 |
| 0.14117010582061 |
| -0.141349302905852 |
| -0.0316758184724719 |
| -0.18949802365028 |
| -0.105227575584839 |
| -0.141815417335265 |
| -0.218157016141096 |
| 0.0803409513079806 |
| -0.0122634768985404 |
| -0.113048626805245 |
| -0.182411435983444 |
| -0.0956765384604532 |
| 0.188865476222618 |
| 0.0597865440045991 |
| -0.325976926844314 |
| -0.163553015094133 |
| 0.271762481859521 |
| 0.318055431152346 |
| -0.183175111260252 |
| 0.0105214566233789 |
| 0.0782724182376279 |
| -0.123919958214475 |
| -0.234994208307696 |
| 0.202429596208315 |
| -0.0694705884085771 |
| 0.217483550057946 |
| 0.0660590744597098 |
| 0.0616082139258813 |
| -0.198097184343861 |
| -0.12501774386214 |
| 0.263909076761868 |
| -0.198312362729949 |
| -0.0341373321380577 |
| -0.103661941501452 |
| 0.0896999930704444 |
| -0.0111319706468356 |
| 0.0692641520520939 |
| -0.187176523482705 |
| -0.0731563365511074 |
| -0.120551127035854 |
| 0.176415511002926 |
| 0.0310953487444023 |
| -0.0406591583974653 |
| 0.205253249483667 |
| 0.158208066411955 |
| -0.0633897371978978 |
| 0.0013251338506157 |
| 0.117978362786185 |
| 0.190004787416642 |
| 0.0391954899763769 |
| 0.00651314668085362 |
| 0.0233853328609726 |
| 0.0623208388732328 |
| -0.0740322742623994 |
| -0.00356027900855249 |
| 0.0483043790196161 |
| -0.0061018414643256 |
| 0.0619008267041968 |
| 0.124683498993136 |
| -0.0131344208805079 |
| -0.0634095978361346 |
| 0.182179347507325 |
| 0.0655896819817104 |
| 0.155269164876945 |
| -0.0946889959153517 |
| -0.170457458511936 |
| 0.0122628020397526 |
| 0.00841229239382946 |
| -0.107175375450352 |
| 0.247198972387701 |
| -0.383564692638402 |
| -0.103580684380659 |
| 0.215129483471241 |
| 0.38370691025852 |
| 0.0880585031563803 |
| 0.4058984233763 |
| -0.318365122101769 |
| -0.261580862605992 |
| 0.0440348883419828 |
| -0.392808257447564 |
| -0.476995252207654 |
| -0.177331147525602 |
| -0.20745833733321 |
| -0.00959859166597776 |
| 0.000851583877323758 |
| 0.0264383398272595 |
| -0.223409562906061 |
| 0.166860953335315 |
| -0.10339545421285 |
| 0.266200156645663 |
| -0.353893793758457 |
| 0.14189623859101 |
| -0.149297480082106 |
| 0.0248558849752234 |
| 0.0264174123768981 |
| 0.0684193548148313 |
| -0.170019514651285 |
| -0.0244780949167113 |
| -0.0215733869596959 |
| 0.125209440010287 |
| 0.0612765912844664 |
| -0.220726605928967 |
| 0.10952516017897 |
| 0.0663497628683641 |
| 0.103662299510155 |
| -0.00435778944181635 |
| 0.0688583095891516 |
| 0.135617144779686 |
| 0.0597301018655756 |
| 0.0779588843120199 |
| -0.254084870755631 |
| -0.0868441933460303 |
| -0.0584800881004532 |
| -0.296646003472444 |
| 0.166094857288165 |
| 0.064189784114954 |
| -0.0712930736433104 |
| 0.0479499464003501 |
| -0.269007035975429 |
| -0.123668040103369 |
| 0.00998888895647147 |
| 0.0273641255487598 |
| -0.0905731097913407 |
| 0.0166964877478681 |
| -0.26627779114608 |
| -0.0979513772757262 |
| 0.0856359167387129 |
| 0.040195942558638 |
