| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1235 | 0.287 | 0.1757 | -0.0195 | -0.4753 | 0.2037 | 0.1933 |
| (p-val) | (0.6812 ) | (0 ) | (0.0803 ) | (0.9493 ) | (8e-04 ) | (0.0184 ) | (0.1713 ) |
| Estimates ( 2 ) | -0.1422 | 0.2854 | 0.1809 | 0 | -0.4762 | 0.2026 | 0.194 |
| (p-val) | (0.0308 ) | (0 ) | (0.0016 ) | (NA ) | (7e-04 ) | (0.0169 ) | (0.1692 ) |
| Estimates ( 3 ) | -0.1534 | 0.2716 | 0.174 | 0 | -0.3086 | 0.2752 | 0 |
| (p-val) | (0.0229 ) | (0 ) | (0.0027 ) | (NA ) | (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 |
| 0.0368357751591943 |
| -1.0190639003189 |
| 0.208161805224601 |
| -2.2788665584041 |
| -1.83765123731929 |
| -0.594497904919413 |
| -2.40441267822996 |
| -1.21595267623615 |
| -2.42855507371705 |
| -3.40046057915535 |
| 3.15508359674545 |
| -0.373553340482945 |
| -0.76588445023371 |
| 3.59973622747415 |
| 1.20826233449091 |
| 2.19729052091375 |
| 1.88934280526474 |
| 2.17280299908972 |
| -2.49057504855422 |
| 2.71040403630057 |
| -1.27837150075848 |
| -2.58907919835159 |
| 2.33984393750344 |
| -1.61763854297886 |
| -1.41555898100296 |
| 1.02889904567058 |
| -0.394054833706567 |
| 0.233352281093463 |
| -3.92711638592384 |
| 1.45998979343389 |
| -0.973155560022386 |
| -1.52676012791688 |
| 1.89955118331678 |
| -0.040736703184997 |
| 0.0576625757107871 |
| -1.60028866327377 |
| 4.07214852767873 |
| 5.04197077107892 |
| 0.855249323366386 |
| -2.50431948897308 |
| 0.985349692364849 |
| 2.30658657655433 |
| -1.13894516103742 |
| -1.84272354440752 |
| 0.0557831160447392 |
| -0.965219257189205 |
| -0.564485855429203 |
| -3.24658615426235 |
| 1.39361817938584 |
| 0.689733579138978 |
| -2.98291313364805 |
| -0.16391565029285 |
| -1.43764633595845 |
| 1.47720704735019 |
| 1.09283275258998 |
| 1.1599446416828 |
| 0.0297836473745154 |
| -3.38215002809808 |
| 3.51255728502302 |
| 6.09045932352742 |
| -1.4380607303881 |
| 1.75006325639338 |
| -0.332349438530708 |
| 1.69912948646031 |
| -3.69496554552662 |
| -0.531908384962639 |
| 2.1911882059678 |
| 0.0487003845138038 |
| -1.87256490085429 |
| -4.99101230551626 |
| -0.357221175001607 |
| 1.87469197406837 |
| -1.18166835073059 |
| -0.905777263556753 |
| 0.709398559312217 |
| 0.159515296989041 |
| 1.00197623088057 |
| -6.36559974139515 |
| 3.7143598892987 |
| 1.48487549966236 |
| 4.4334793256306 |
| 1.7739184935925 |
| 1.85334592329955 |
| -0.586575199835857 |
| 0.35355830052386 |
| -0.292254658764286 |
| -0.449093408053045 |
| 1.04832238070239 |
| -0.83014980447115 |
| -1.57666633956783 |
| -0.671277174683842 |
| -1.32123372506703 |
| 0.704587394294252 |
| -0.0992291874343332 |
| -4.4351370345664 |
| -0.554395892028946 |
| -1.36263558897174 |
| 1.48112688125901 |
| 0.664233331749525 |
| 0.606327085737559 |
| -1.88955706388571 |
| 5.44794503219688 |
| 0.516228402681602 |
| 4.39239667204198 |
| 0.112896158180923 |
| -0.832174815602652 |
| -0.341683212507999 |
| 1.25371805660489 |
| 0.567385394419931 |
| -0.117886848361801 |
| -2.2158217020701 |
| -0.939483003618944 |
| -2.09063751521921 |
| 0.580237595114395 |
| -0.223100991231705 |
| -0.85871704699942 |
| -3.10004394974646 |
| -3.04631733096399 |
| 1.10513134894708 |
| -0.622758451182783 |
| 4.3520819242433 |
| 2.7148117720876 |
| -2.78937709524309 |
| -0.167443488159463 |
| 4.1727053002789 |
| 0.550963616634063 |
| 4.77553501951607 |
| -0.62005022356656 |
| -1.49154398268031 |
| 0.415284609604837 |
| -1.10967483726419 |
| -0.528580897611872 |
| 1.30444061351816 |
| -2.84707914464274 |
| -0.548677660690404 |
| -0.214451000294082 |
| -0.380683887149735 |
| -0.380189975484037 |
| -0.0727914887853047 |
| -5.5371399058937 |
| 1.64649539248047 |
| -1.94185664000441 |
| 1.9967570096981 |
| 1.56187491212005 |
| 2.20944741193416 |
| 1.07047843684451 |
| -1.01746525511327 |
| 1.95183558863869 |
| 2.53600661602191 |
| 5.40375256393779 |
| -2.7186263606211 |
| -1.004849040061 |
| 0.31863516109105 |
| -0.867981322813375 |
| -2.52171183071327 |
| 1.23273845632762 |
| -2.66235702646079 |
| 1.80002817124374 |
| -0.661096201572958 |
| -2.41430270585832 |
| -0.310008778693897 |
| -0.833953613503462 |
| -4.82072047348237 |
| 0.0712094741764551 |
| 6.17039971400764 |
| 1.98015384703667 |
| -3.03982009090767 |
| -1.22743346232641 |
| 2.60280524958066 |
| 4.7800334467633 |
| 5.0129325270763 |
| -1.44059479812376 |
| -1.85997051745873 |
| -1.63186522596681 |
| -0.767707465308539 |
| -0.388978803320056 |
| 0.46777657817699 |
| -1.08699543059431 |
| 0.826370506937159 |
| -0.409566651156072 |
| -3.51070086958119 |
| 1.26118373465699 |
| -2.77650796710508 |
| 0.349066307576833 |
| 0.484546395174079 |
| -2.41225925983822 |
| -1.39975471544014 |
| 1.03614929106713 |
| 2.50809812165549 |
| 3.58439421250938 |
| 1.03213368098337 |
| 0.781294161759724 |
| 0.0290941640710876 |
| 2.52911581036576 |
| -0.266524208754152 |
| 2.0812332919274 |
| -1.58738810351554 |
| -1.42614655462839 |
| -1.77211327774126 |
| -1.01086560411757 |
| 0.991195831369154 |
| 1.5315489476354 |
| -3.75766642101972 |
| -1.95779168343568 |
| 2.45130315841064 |
| -1.74653903169997 |
| -2.24259910449532 |
| 1.70755549542789 |
| -1.92342834740484 |
| 1.30741333356524 |
| 2.71550198857552 |
| 3.42372633213998 |
| -1.43675398327492 |
| 2.29355429776156 |
| 3.08163264815911 |
| 2.07111738238772 |
| 0.389782913682394 |
| -4.42017454752259 |
| -0.0326198140592755 |
| -0.594183931742408 |
| -0.890834090821979 |
| 0.193681134498324 |
| 1.73682305567116 |
| -1.81273878070222 |
| -2.84585207610763 |
| -2.15936849572974 |
| 0.0930238264161019 |
| 0.654787564364268 |
| -0.775855274352993 |
| -3.02066499499275 |
| 2.0334530541507 |
| 2.08877131303298 |
| -0.512430662802789 |
| 0.739675907928347 |
| 3.40716274559129 |
| 1.14499291978022 |
| 2.10508435215283 |
| 1.16885365289879 |
| -1.88926376257524 |
| 3.07126868148612 |
| 0.526285403668501 |
| -1.07041096537501 |
| -1.47568183434488 |
| -0.176125743115906 |
| -2.59607569113522 |
| -0.350795310865224 |
| -4.40626480760035 |
| 2.26826617963964 |
| -2.26532476424654 |
| 1.73998689384217 |
| -4.47291404971826 |
| 2.67819410391647 |
| -3.22608795077426 |
| 1.60686038123645 |
| 6.58335638708255 |
| 1.34923758808235 |
| 0.374037093336989 |
| 2.39810745924056 |
| -0.849057400950937 |
| -0.205452468150575 |
| 2.50767119399353 |
| 0.0510351433973448 |
| -2.35821666225616 |
| 0.372539117556919 |
| -3.22625940441536 |
| -0.77417475332925 |
| 0.528279380937435 |
| -0.936470813462194 |
| 1.71292769694171 |
| -3.91065649823365 |
| -0.0191556056008895 |
| 1.14183431087096 |
| -2.05351986514292 |
| -0.0257643217199542 |
| -1.77788563399384 |
| -0.557997953903428 |
| 6.62708136410813 |
| 1.95570769054546 |
| 0.0284509462877964 |
| -1.47443919033645 |
| 5.14457941343711 |
| 1.23307814116522 |
| -0.608395790847639 |
| 1.30135077149576 |
| -5.17191093426233 |
| 1.53805619072917 |
| -0.553764717086649 |
| -1.2628395949886 |
| 0.93760261638218 |
| -0.852063304012524 |
| -1.4788286112616 |
| -1.85846542972199 |
| -2.63076793231397 |
| 3.05051816813332 |
| -3.2689011138175 |
| -0.188349694353825 |
| -1.15999193385793 |
| 1.71369201868517 |
| 3.3364738373542 |
| -0.808699414767659 |
| 5.10011890304847 |
| -1.52187984447781 |
| 3.47042679135923 |
| 2.4706703275427 |
| -0.229262829123134 |
| -3.21482807374368 |
| 1.10463274827445 |
| 0.830717865543033 |
| -1.37198279508075 |
| -3.13097190789517 |
| 1.08886895934984 |
| -1.69814461608981 |
