| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.007 | -0.0123 | -0.0073 | -0.002 | -0.0481 | -0.0586 | 0.0295 |
| (p-val) | (0.9992 ) | (0.8789 ) | (0.953 ) | (0.9998 ) | (0.9194 ) | (0.2188 ) | (0.9505 ) |
| Estimates ( 2 ) | -0.0091 | -0.0123 | -0.0073 | 0 | -0.0481 | -0.0586 | 0.0294 |
| (p-val) | (0.8415 ) | (0.7888 ) | (0.8721 ) | (NA ) | (0.9189 ) | (0.2186 ) | (0.9502 ) |
| Estimates ( 3 ) | -0.0091 | -0.0122 | -0.0071 | 0 | -0.0187 | -0.058 | 0 |
| (p-val) | (0.8419 ) | (0.7905 ) | (0.8754 ) | (NA ) | (0.6801 ) | (0.2186 ) | (NA ) |
| Estimates ( 4 ) | -0.009 | -0.0121 | 0 | 0 | -0.0191 | -0.0584 | 0 |
| (p-val) | (0.8429 ) | (0.7924 ) | (NA ) | (NA ) | (0.6743 ) | (0.2149 ) | (NA ) |
| Estimates ( 5 ) | 0 | -0.0121 | 0 | 0 | -0.0189 | -0.0576 | 0 |
| (p-val) | (NA ) | (0.7915 ) | (NA ) | (NA ) | (0.677 ) | (0.2198 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.0187 | -0.0596 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.6804 ) | (0.1977 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | -0.0591 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2014 ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| 0.126639936458067 |
| 0.169702797175283 |
| -0.968304195647203 |
| 0.928374125723601 |
| -2.42575174785845 |
| 0.0598951048853964 |
| -3.91314685251242 |
| -1.93660839129441 |
| -0.878461538319123 |
| -0.68879370618203 |
| 3.13451799270478 |
| -0.939952083256485 |
| -2.31733223083065 |
| -0.735031984873704 |
| -1.27362610403969 |
| -1.32645367644346 |
| 1.93830686097299 |
| 1.65533553833869 |
| 0.927987254504133 |
| -0.54078272090016 |
| -2.90440906720796 |
| -0.996150122978479 |
| 0.846421812703814 |
| -0.786693260161048 |
| 0.693210906351917 |
| 1.58138982783012 |
| 2.63825870196136 |
| -0.71538345508219 |
| -1.83207671524325 |
| -1.06955269630447 |
| 1.94736433683842 |
| -0.315559069052397 |
| -1.07207671524325 |
| 0.586262009469389 |
| 2.20492009838278 |
| -0.27188504826917 |
| 2.61835453544841 |
| 1.26153357806068 |
| 1.24829080796913 |
| 1.50853039168671 |
| -1.97410551374298 |
| -0.72536740207833 |
| 1.05321090635192 |
| 1.06723639734363 |
| 0.167667648035276 |
| -2.2018689952653 |
| 2.01599031974406 |
| 1.12742806431769 |
| -0.0196166660518668 |
| -0.95720453360398 |
| 2.60587867552126 |
| 1.43803517124765 |
| -0.343801960277997 |
| 0.9008785543872 |
| 0.732364215704346 |
| 0.071150244112555 |
| 1.3605270841787 |
| 1.62206066223938 |
| -0.445910539260891 |
| 1.32793933776061 |
| -3.55864227817763 |
| -1.89252401893878 |
| 3.21576678903032 |
| -0.260351470208474 |
| 2.66314693660449 |
| 0.611821078521809 |
| 2.01388174076116 |
| -3.12779558753007 |
| -0.456006372747935 |
| 0.762156495726416 |
| -0.699872060505229 |
| -1.98702867736568 |
| -0.0084985279470639 |
| -0.848322671708779 |
| -1.7151438713646 |
| -0.944536764434646 |
| 0.144664461661321 |
| 1.23968063579926 |
| -0.00541531882182909 |
| -1.43980833302595 |
| -1.76837058845228 |
| 3.33947291582131 |
| 1.79817892147822 |
| 1.1309425241346 |
| 0.959472915821299 |
| -1.47792328475677 |
| 1.55177316177828 |
| 0.724520711430782 |
| -0.538817892147841 |
| -0.00747598106120162 |
| -2.10284338313953 |
| -1.28608639549921 |
| -0.63301923937785 |
| 0.679744363278549 |
| 1.69324277009155 |
| 0.0660703424953274 |
| -0.12838664145616 |
| 0.607827451269708 |
| 1.77808308799118 |
| -1.15527156859128 |
| 0.301789214782132 |
| 1.8119329650127 |
| 0.796262009469396 |
| -0.293945710508566 |
| 1.29634178995257 |
| 0.248865808891349 |
| -0.0230031863739834 |
| 1.19369007378709 |
| -0.84301923937783 |
| 0.201437744573654 |
| 1.25482426489574 |
| -0.527699754043052 |
| 0.209648529791525 |
| -1.48950477956095 |
| -1.2290735288693 |
| -1.48581470577386 |
| 0.289408946073902 |
| 1.33856225542637 |
| -1.87615012297847 |
| 0.48595845600441 |
| 0.352699632908982 |
| 0.532172548730279 |
| 0.169456862817427 |
| -0.556884927135123 |
| 1.40316298960838 |
| 0.931341911086619 |
| -0.562859436143424 |
| -1.55493615138666 |
| -1.98757181454824 |
| 1.19777953452621 |
| -2.5734504900695 |
| -0.93630992621291 |
| -1.83054313718258 |
| 0.792220465473797 |
| 1.39747598106121 |
| 1.2902875004611 |
| 1.02571887228682 |
| -0.666341789952545 |
| 2.26888186189521 |
| -0.270846690647557 |
| -1.76308296685711 |
| 1.68266776916932 |
| 0.58124607759957 |
| 0.738466421939347 |
| -1.00257193568232 |
| -0.597300367091007 |
| 0.0926517161654363 |
| 1.40630992621294 |
| 0.670670834409249 |
| 0.33990416651295 |
| 1.06484031789962 |
| 0.0328433831395399 |
| -0.379217279099856 |
| 1.16078272090017 |
| -1.35383382401763 |
| -0.98960061304797 |
| 1.75177316177827 |
| -1.82488823464314 |
| -2.63867414191728 |
| 1.20127794133922 |
| -1.50143774457364 |
| 1.55586262251738 |
| 0.0551757351042335 |
| 1.44619803972199 |
| -0.596245956465498 |
| -0.786150122978499 |
| -0.606565562934356 |
| 1.02710870011693 |
| -1.80781139826584 |
| 0.229744363278532 |
| -1.72279546639601 |
| 0.932204412469931 |
| -0.015271568591297 |
| 0.961565441800344 |
| 0.209265195843339 |
| 0.516853063395484 |
| -0.251964828752345 |
| -1.23261985242581 |
| -0.417523897804724 |
| 0.969456862817408 |
| -0.756341789952549 |
| 1.8296485297915 |
| -0.211182107852187 |
| 1.34201274549588 |
| -0.355814705773863 |
| -0.0969009801389958 |
| -1.12241213244789 |
| -1.3368370103916 |
| -1.45891372563485 |
| -0.18325882309544 |
| 0.120990440878104 |
| -0.184792401156101 |
| -0.842412132447888 |
| 1.53624595646553 |
| -0.221868995265292 |
| -0.537683701039162 |
| -0.285606985795909 |
| 0.585527205312748 |
| 1.78488823464315 |
| 0.0158147057738579 |
| 0.379456862817404 |
| 0.662859436143418 |
| 1.48094252413459 |
| 0.146293873209037 |
| -0.14182107852178 |
| 0.25867414191726 |
| 1.06699681362605 |
| 1.10900955912189 |
| 0.2305270841787 |
| -1.17822683822174 |
| -2.1281310047347 |
| 0.410191666974076 |
| -0.379568749308339 |
| -1.70645367644347 |
| -0.707683701039149 |
| 2.0671405638566 |
| 0.0638338240176427 |
| 0.523242770091532 |
| 0.057092647113083 |
| -0.369744363278546 |
| 0.472923405890828 |
| -0.768131004734717 |
| -0.837779534526198 |
| 0.408929778638752 |
| -1.30137377482627 |
| 0.751166054848298 |
| -1.33999999999997 |
| -0.152811519399901 |
| 1.16295526963044 |
| -0.477731617782687 |
| -0.434536764434641 |
| -1.44669326016106 |
| -1.54787536801323 |
| 0.600143750230576 |
| 1.17552720531275 |
| 0.567236397343625 |
| 1.54079877390401 |
| -0.100638970669582 |
| 0.228562255426353 |
| -2.52718848060011 |
| -0.857779534526208 |
| 0.0372524503475054 |
| 1.0113419110866 |
| -1.54630992621289 |
| 0.743881740761147 |
| 0.421325858082747 |
| -1.24424926397354 |
| 0.404680514665195 |
| 0.429456862817416 |
| 0.582236518477699 |
| 0.0709425241345654 |
| 0.787092647113073 |
| 0.195015931869844 |
| 0.486613479677879 |
| -0.0503993869520226 |
| 0.833051103117485 |
| 0.380798773904045 |
| -1.05576678903035 |
| 0.174824264895755 |
| 0.85314693660452 |
| -0.132907352886916 |
| 0.91610220623494 |
| -1.81231629896083 |
| 0.644281127713191 |
| -0.145319485334818 |
| -2.07212463198677 |
| -0.402811519399871 |
| -0.603833824017663 |
| -1.13113419110865 |
| 0.537875368013212 |
| -1.79827475496524 |
| 0.441421691569766 |
| -1.53757181454824 |
| -0.323945710508553 |
| 0.401725245034746 |
| -0.335303432330921 |
| -0.575415318821849 |
| 0.568083087991186 |
| 0.462619852425824 |
| -1.02103835762162 |
| -3.29579865276999 |
| -0.39694889688252 |
| 1.24547928856925 |
| -0.411277941339215 |
| 0.0442332109696562 |
| -0.712412132447877 |
| 0.0574920340650925 |
| 0.295463235565362 |
| 2.04132585808272 |
| -1.45206066223937 |
| 0.681453797577524 |
| 0.185175735104244 |
| -1.11138982783012 |
| -1.05305110311748 |
| -1.49881789214782 |
| 0.218626225173756 |
| -0.244680514665196 |
| 0.0253674020783266 |
| 0.538801839143932 |
| -0.322156495726404 |
| 0.671421691569772 |
| 2.01241213244787 |
| -1.83033541720463 |
| 1.3791214456128 |
| 0.591341911086615 |
| 0.745367402078311 |
| -0.284776348152228 |
| -0.0794089460739087 |
| 0.234824264895757 |
| -1.11418529422615 |
| -0.433354656582463 |
| -1.49178921478214 |
| 0.805974509008283 |
| 0.545111765356864 |
| 0.860191666974064 |
| 0.603146936604519 |
| 0.73404154399559 |
| 0.045271568591283 |
| 1.14241213244788 |
| 0.284984068130173 |
| -0.267779534526191 |
| -1.09515968210037 |
| -1.22621409272588 |
| 1.60718848060011 |
| 1.69846642193931 |
| -0.616900980138992 |
| 1.12432904445669 |
| -1.23704473036955 |
| -0.813210906351921 |
| -1.77931311258687 |
| 1.80581470577385 |
| -0.729105392608915 |
| -0.695654902539432 |
| 1.1733865203221 |
| 0.447523897804725 |
| -0.798418505195793 |
| -0.156166175982357 |
| 0.206709313164931 |
| 0.99798725450414 |
| -0.96638970669607 |
| -1.18242818545176 |
| -1.03960061304798 |
| -3.35664534341753 |
| -1.43616617598236 |
| 3.15068688741312 |
| -3.63492009838279 |
| 0.666996813626043 |
| -1.05345049006951 |
| -1.37793933776062 |
| -1.43083063764367 |
| 1.07375404353447 |
| -2.88910539260893 |
| -0.756229903461628 |
| 0.0613419110865999 |
| -0.265000121134059 |
| -2.31218835946605 |
| 1.86019166697406 |
| -0.623242770091541 |
| 2.18488823464314 |
| -0.521565441800318 |
| -1.90202879849973 |
| 1.54273173891673 |
| 1.346900980139 |
| -2.00113419110865 |
| -1.89659742667402 |
| -0.664121324478754 |
| 0.77757181454825 |
| -0.18309901986099 |
| 1.42416924122226 |
| 1.27399362725208 |
| -0.776437623439598 |
| 0.481070221361276 |
| 0.821565441800315 |
| -0.88880183914394 |
| 0.869472915821295 |
| -2.04191691200881 |
| -0.290399386952017 |
| -1.17886580889134 |
| 0.476245956465508 |
| 0.336837010391612 |
| -1.97900955912189 |
| 0.502460049191397 |
| -0.6062620094694 |
| 1.69448884769112 |
| 0.10792328475676 |
| 0.411198160856043 |
| -0.919504779560938 |
| 1.86084669064755 |
| 0.38364215704357 |
| -0.484632597921679 |
| -0.514664461661311 |
| 1.56837058845228 |
| 0.581581494804201 |
| -0.467156616860459 |
| 0.302955269630444 |
| -1.30867414191727 |
| -0.0331948533480384 |
| 0.164073407735227 |
| 0.931277941339225 |
| -0.199552696304466 |
| 1.45635784295643 |
| 0.311022304617747 |
| -0.333354656582469 |
| -1.05369007378708 |
| 0.66773161778267 |
| 0.160798773904046 |
| -0.588817892147825 |
| 0.742955269630441 |
| -0.466214092725871 |
| 0.329952083256486 |
| -0.162524018938787 |
| -2.65699681362604 |
| -1.08186899526531 |
| 0.219712499538895 |
| -0.251581494804204 |
| 0.184185294226145 |
| 0.235127818360743 |
| -0.0662620094694074 |
| -1.31073480415663 |
| -0.289904166512967 |
| -2.05477634815224 |
| 0.14218860173416 |
| 0.597348283834547 |
| 0.606549509930489 |
| -0.217140563856578 |
| -0.459952083256495 |
| 0.485958456004424 |
| 0.263498406813013 |
| 0.494345097460566 |
| 0.0216773282912385 |
| -1.68057500092222 |
| -0.432268382217325 |
| 0.08900955912189 |
| 0.414872181639276 |
| 0.83817892147821 |
| -0.677779534526188 |
| 4.0277795345262 |
| 0.905958456004411 |
| 0.0836900737870856 |
| 0.0923642157043467 |
| -0.112204412469923 |
| 1.06340257332599 |
| -0.64704473036956 |
| 0.732460049191401 |
| 0.370239583717581 |
| -0.3384185051958 |
| 0.866421570435706 |
| -0.117396200578042 |
| 0.582955269630445 |
| -0.154680514665208 |
| 0.698817892147825 |
| 0.244424877943738 |
| 0.081581494804187 |
| -0.848035171247661 |
| 0.0489137256348576 |
| -0.907731617782679 |
| 0.917236397343634 |
| 0.189952083256486 |
| -0.115718872286828 |
| -1.28945686281743 |
| 0.201373774826246 |
| -0.559361029330386 |
| 1.06709264711307 |
| -0.522603799421945 |
| 0.0317731617782548 |
| -0.15260379942194 |
| -0.277987254504141 |
| -0.198178921478222 |
| -0.708865808891328 |
| -0.0056549025394344 |
| 1.24945686281744 |
| 0.456309926212907 |
| 1.54265171616547 |
| -0.767779534526205 |
| -1.52822683822173 |
| -0.44591053926089 |
| 1.02049522043906 |
| -0.712412132447878 |
| -0.231373774826246 |
| 0.724137377482623 |
| -0.0267093131649376 |
| -0.68103835762162 |
| 1.30747598106121 |
| 0.326262009469397 |
| -0.210431250691664 |
| -1.49600637274793 |
| -1.15853039168671 |
| 0.0286262251737436 |
| -0.441230024595689 |
| -0.14744411732157 |
| -1.7359105392609 |
