| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2013 | -0.1038 | 0.0127 | -0.7351 | 0.0159 | -0.0199 | 0.008 |
| (p-val) | (0.0349 ) | (0.1127 ) | (0.8497 ) | (0 ) | (0.9866 ) | (0.7644 ) | (0.9933 ) |
| Estimates ( 2 ) | 0.2011 | -0.1039 | 0.0127 | -0.7349 | 0.0239 | -0.0201 | 0 |
| (p-val) | (0.035 ) | (0.1109 ) | (0.8508 ) | (0 ) | (0.6894 ) | (0.7322 ) | (NA ) |
| Estimates ( 3 ) | 0.1904 | -0.1074 | 0 | -0.7251 | 0.0237 | -0.0204 | 0 |
| (p-val) | (0.0145 ) | (0.088 ) | (NA ) | (0 ) | (0.6916 ) | (0.7275 ) | (NA ) |
| Estimates ( 4 ) | 0.191 | -0.1067 | 0 | -0.7252 | 0.0232 | 0 | 0 |
| (p-val) | (0.0144 ) | (0.0901 ) | (NA ) | (0 ) | (0.6978 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.1904 | -0.107 | 0 | -0.7239 | 0 | 0 | 0 |
| (p-val) | (0.0145 ) | (0.0885 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.2319 | 0 | 0 | -0.7814 | 0 | 0 | 0 |
| (p-val) | (8e-04 ) | (NA ) | (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 |
| 0.00692882700008225 |
| 0.0155659782327124 |
| -0.0889475705565084 |
| -0.0265349981281247 |
| -0.0211851561402943 |
| -0.0156692704921823 |
| -0.0246534538032635 |
| -0.00520582160864364 |
| -0.041690162774735 |
| -0.042776860230216 |
| -0.0462701795062391 |
| -0.0916752242554498 |
| -0.0512621660822267 |
| -0.0499713651504706 |
| -0.0400704206789383 |
| -0.0453419502919107 |
| -0.0883794419452412 |
| -0.142257809684991 |
| -0.079532812918969 |
| -0.0566003465660397 |
| -0.0548381912549182 |
| -0.048881767713683 |
| -0.0212837407291032 |
| 0.0671906180479592 |
| 0.129424602699813 |
| 0.196472509576345 |
| 0.10687243900859 |
| 0.146723393970314 |
| 0.0107893096095557 |
| 0.0190154442406557 |
| 0.00170894964126853 |
| 0.0164652743237603 |
| 0.0912184859315371 |
| 0.0519134836426673 |
| 0.0228021459521132 |
| 0.0305273695532833 |
| 0.0457973236638817 |
| 0.0516053402684827 |
| 0.0886692039329234 |
| 0.130704185951172 |
| 0.117391313014765 |
| 0.109774181769344 |
| 0.115366020853866 |
| 0.0789267176747505 |
| 0.0861296551506057 |
| 0.0142466676806724 |
| 0.0286027240813175 |
| 0.0750740960890337 |
| 0.097334383425927 |
| 0.063425656467387 |
| 0.0685391318000913 |
| 0.10565812944191 |
| 0.0729556324546637 |
| 0.00847858683792043 |
| -0.00301365732665467 |
| 0.0709789967474112 |
| 0.0820090655792384 |
| 0.0726619231165721 |
| 0.0349392305351638 |
| 0.0219364971365984 |
| -0.00516475435607565 |
| 0.0198062168980183 |
| 0.0564577435080834 |
| 0.0143031971499581 |
| 0.00678884785990949 |
| 0.0229861544341872 |
| -0.00153650257600958 |
| 0.00544709292325039 |
| 0.0498015854512577 |
| 0.103804189901913 |
| 0.16271836658132 |
| 0.10512918914684 |
| 0.051061678604418 |
| 0.141129375058416 |
| 0.162696960356992 |
| 0.180020734843718 |
| 0.131294591176831 |
| 0.0732322173057868 |
| 0.0772983742274165 |
| 0.126746740215655 |
| 0.0642073922058496 |
| 0.0353339687742941 |
| 0.067448573662897 |
| 0.0589455532774506 |
| 0.029258269546702 |
| 0.0381444187983403 |
| 0.105927272496701 |
| 0.0891699231930774 |
| 0.0666976310358845 |
| 0.05655640301572 |
| 0.122987319682334 |
| 0.12022020622357 |
| -2.09994552569456 |
| 0.957700566978899 |
| -0.131682429502307 |
| 0.0945947473575679 |
| 0.117150786220785 |
| 0.210134860860242 |
| 0.245109266691725 |
| 0.125885839728593 |
| 0.100819352617243 |
| 0.0995199477170964 |
| 0.0676730010995321 |
| 0.0472473182367454 |
| 0.07083230750884 |
| 0.0887810494077683 |
| 0.0645179637077433 |
| 0.0632296498822481 |
| 0.0882251491740565 |
| 0.0699338863084996 |
| 0.0400068942959985 |
| 0.06156451573277 |
| 0.0619184342369533 |
| 0.0440416172295568 |
| 0.0243129711304608 |
| 0.0671733941364157 |
| 0.083707225356948 |
| 0.0390315246402932 |
| 0.0213887826572782 |
| 0.0174712193761085 |
| 0.0041411622076445 |
| -0.0814820745686726 |
| -0.0273776463257764 |
| -0.0170811116274879 |
| -0.0142809509623077 |
| 0.00217029271239369 |
| -0.00822404483121221 |
| -0.0991697450779099 |
| -0.125203004316816 |
| -0.118770227456899 |
| -0.0975540417413062 |
| -0.085831915028762 |
| -0.106376516743558 |
| 0.0263199502573466 |
| 0.074362289736221 |
| 0.0651478364744147 |
| 0.0317006023882351 |
| 0.0193410093778632 |
| -0.00763699118576344 |
| -0.0119944708881321 |
| -0.0291132247800811 |
| -0.0308186445050503 |
| -0.0228404453457646 |
| -0.0380142820533707 |
| 0.0327549030966949 |
| 0.0288212377736395 |
| 0.0319420942842167 |
| 0.00358146169472786 |
| 0.0204896557000864 |
| -0.0078438837432645 |
| -0.029361514912027 |
| -0.0689641956476438 |
| -0.0563317413704066 |
| -0.0433972514298007 |
| -0.00236751583907287 |
| -0.0130177607781529 |
| 0.0180438803075684 |
| 0.0571693734430397 |
| 0.068067151879367 |
| 0.0606430523100123 |
| 0.00752636454351069 |
| 0.0262130725961922 |
| 0.0759092106419096 |
| 0.0664592961142358 |
| 0.0221828071201171 |
| 0.0558828734212473 |
| 0.056400090201757 |
| 0.0801746474239836 |
| 0.0939272357658579 |
| 0.0709872457479064 |
| 0.042859418599726 |
| 0.024219239556614 |
| 0.0393666153875473 |
| -0.0314026863230035 |
| -0.0257308925709457 |
| 0.00735304817055736 |
| -0.0341953357864319 |
| -0.0554241217478419 |
| -0.0259194879088471 |
| -0.0174225990251642 |
| -0.0279138890358521 |
| -0.0262487722354688 |
| -0.0504583376676892 |
| 0.0133084186615465 |
| 0.0475882756230466 |
| 0.0185731796915999 |
| 0.0346610684613937 |
| 0.0325596183138279 |
| 0.0264237156498116 |
| 0.00299407122237554 |
| 0.018929479228634 |
| 0.0539064832175858 |
| 0.0920666251145033 |
| -2.28164935971782 |
| -1.21386031281219 |
| 1.25650658958099 |
| 0.47401188275387 |
| 0.602784153921942 |
| 0.420331020488306 |
| 0.32401842653273 |
| 0.244841129720997 |
| 0.201731464855544 |
| 0.169103440673852 |
| 0.141701166007332 |
| 0.15758631315067 |
| 0.161070603424677 |
| 0.139389136962143 |
| 0.104255257189743 |
| 0.130646248228495 |
| 0.122731222392229 |
| 0.142907630906619 |
| 0.0585510399802254 |
| 0.0466767502759916 |
| 0.0358505053037435 |
| 0.00923900585619966 |
| 0.0603521309553843 |
| 0.0804880915543633 |
| 0.104581915214632 |
| 0.154738277027958 |
| 0.171071975580143 |
| 0.152196713680642 |
| 0.170480806884751 |
| 0.191112988957928 |
| 0.0451118150774626 |
| -0.0372471239072058 |
| -0.074999738669077 |
| 0.0160057885597552 |
| 0.0478504647701737 |
| 0.0976430914840793 |
| 0.0649910630852818 |
| 0.00989097479705831 |
| 0.00930050203772122 |
| -0.0266558755248576 |
| -0.0264810001095526 |
| -0.0559618115917891 |
| -0.0647346300994041 |
| -0.0141704738032037 |
| -0.077504040018653 |
| 0.0280381517350121 |
| -0.024206314867236 |
| -0.0483510709605546 |
| -0.0965095836856675 |
| -0.0690491195453606 |
| -0.0217108079141099 |
| -0.0219430732135932 |
| -0.00281694570105791 |
| 0.0257061274470824 |
| 0.055183581059189 |
| 0.0161826054611279 |
| 0.0131614072527486 |
| 0.0248218704375501 |
| -0.012854284076757 |
| -0.0306134318600338 |
| -0.00726548587014835 |
| -0.0584506925561064 |
| -0.0328915484664286 |
| -0.0413584034131432 |
| -0.0113606360995729 |
| 0.00231255374912889 |
| -0.00743371255138471 |
| -0.0980457052513408 |
| -0.0484026759782297 |
| -0.0227820638361545 |
| -0.0144088641594039 |
| 0.0177163363690144 |
| 0.0127614986956834 |
| 0.0159051349409411 |
| 0.040582698039643 |
| 0.0200355647374448 |
| -0.0615564659334716 |
| -0.127763466643615 |
| -0.118517706449222 |
| -0.153317078890524 |
| -0.159332481087783 |
| -0.0623653553513663 |
| -0.0834925649824291 |
| -0.0731855058327159 |
| -0.140671575387686 |
| -0.148821045490433 |
| 0.0029191403703213 |
| 0.0133089552519022 |
| 0.0463164712644101 |
| 0.0337557240728046 |
| 0.0709697325299947 |
| 0.0597807126170508 |
| 0.0556951928527686 |
| 0.0633732973326716 |
| 0.049848992533262 |
| 0.106152621973275 |
| 0.111819847229402 |
| 0.0709502752170412 |
| 0.0846904367717662 |
| 0.0331778395148101 |
| 0.0469206508418979 |
| 0.0295502624936061 |
| 0.0405317774953703 |
| 0.0779154347089042 |
| 0.0894990079135078 |
| 0.0985414637354057 |
| 0.104234643427798 |
| 0.0939016939036953 |
| 0.107959141593812 |
| 0.085142852001773 |
| 0.0663043401040904 |
| 0.0370171904284319 |
| 0.0456896765942776 |
| 0.0550296945094894 |
| 0.0677166739243288 |
| 0.0611801973768342 |
| 0.0504942855033771 |
| 0.0541013585070531 |
| 0.0750817366791936 |
| 0.102023707137581 |
| 0.106727997873903 |
| 0.100357333581338 |
| 0.0658323752854755 |
| 0.0294554001384067 |
| -0.0360893216754981 |
| 0.0181838617978135 |
| 0.0409601250097617 |
| 0.0523028156705627 |
| 0.0727171470170397 |
| 0.0658975413786326 |
| 0.0705586124459376 |
| 0.0823677657392899 |
| 0.0707247189532081 |
| 0.0271729733035797 |
| 0.0755689757246607 |
| 0.0634502835745556 |
| 0.031912300656644 |
| 0.0157607662917406 |
| -0.0632805216685588 |
| -0.0127399666531221 |
| 0.00812845353710191 |
| -0.0646284965071804 |
| -0.0253475211917179 |
| -0.0908769581749497 |
| -0.0856776377283679 |
| -0.070554872800996 |
| -0.00901712651743076 |
| -0.0268579066608334 |
| -0.0810172077155436 |
| -0.178083631060372 |
| -0.125867560394883 |
| -0.141904117912959 |
| -0.368985509184326 |
| -0.279968475904963 |
| -0.305799308549098 |
| -0.173837614746397 |
| -0.204349193063017 |
| -0.198721291941184 |
| -0.062575377765658 |
| 0.0246688059819599 |
| 0.0126559586226215 |
| 0.0246665813987304 |
| 0.105499000456665 |
| 0.138126151399232 |
| 0.114472205291689 |
| 0.071587879564758 |
| 0.0730574524797695 |
| 0.06262593512269 |
| 0.018167737142755 |
| 0.0665003919490681 |
| 0.0490150736013537 |
| -0.0260323163301154 |
| 0.00685149890163774 |
| -0.00148144649448754 |
| 0.014532671217844 |
| 0.0397757745622548 |
| 0.0542449464351646 |
| 0.033307060125825 |
| 0.0234065111079097 |
| 0.0281115098822871 |
| 0.0296715782418976 |
| -0.00542993835111609 |
| 0.0234676633239686 |
| -0.00368575581626038 |
| -0.0445244784372056 |
| -0.0484055951482788 |
| -2.44996358540459 |
| 0.97515557144356 |
| 0.0405413438215517 |
| 0.230996865750962 |
| 0.20482080903768 |
| 0.180159475728141 |
