| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.7041 | 0.3156 | 0.1382 | 1 | -0.0669 | -0.107 | -0.7991 |
| (p-val) | (0 ) | (0.009 ) | (0.1671 ) | (0 ) | (0.7649 ) | (0.5608 ) | (0.0065 ) |
| Estimates ( 2 ) | -0.6964 | 0.3183 | 0.1348 | 1.0001 | 0 | -0.0703 | -0.8845 |
| (p-val) | (0 ) | (0.008 ) | (0.1747 ) | (0 ) | (NA ) | (0.6182 ) | (1e-04 ) |
| Estimates ( 3 ) | -0.7111 | 0.3004 | 0.1301 | 1 | 0 | 0 | -1.0777 |
| (p-val) | (0 ) | (0.0094 ) | (0.1869 ) | (0 ) | (NA ) | (NA ) | (0.0027 ) |
| Estimates ( 4 ) | 0.4351 | 0.0371 | 0 | -0.1992 | 0 | 0 | -0.9781 |
| (p-val) | (0.4575 ) | (0.8427 ) | (NA ) | (0.7312 ) | (NA ) | (NA ) | (0.2318 ) |
| Estimates ( 5 ) | 0.5332 | 0 | 0 | -0.2919 | 0 | 0 | -1.0109 |
| (p-val) | (0.0284 ) | (NA ) | (NA ) | (0.2768 ) | (NA ) | (NA ) | (0.4119 ) |
| Estimates ( 6 ) | 0.6481 | 0 | 0 | -0.3006 | 0 | 0 | 0 |
| (p-val) | (8e-04 ) | (NA ) | (NA ) | (0.1927 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.3938 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (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 |
| -0.0182853915387467 |
| -0.0568895589860218 |
| -0.253594807176066 |
| 0.714310428039572 |
| -0.387540850108192 |
| -0.26418144992998 |
| -0.0991911605793684 |
| 0.0866364987396454 |
| -0.221346252895341 |
| -0.278255373005292 |
| -0.153105096758309 |
| 0.793343160057445 |
| -0.107042406105189 |
| -0.157309790344154 |
| 0.664577637728094 |
| -0.144770333228764 |
| -0.397758090362009 |
| 0.0137373292969887 |
| 0.519500168435802 |
| -0.180672992453402 |
| 0.140281334515665 |
| 0.381646326515234 |
| -0.304764504947931 |
| 0.419682837054636 |
| -0.00108859010064766 |
| -0.0678380176714608 |
| -0.608844280782476 |
| -0.518028597779488 |
| 0.40032432726196 |
| 0.354492434279579 |
| -0.171068185654047 |
| 0.051414505415897 |
| -0.435006857505504 |
| 0.449416923127997 |
| 0.158245087903004 |
| -0.385223858570087 |
| -0.0647340051762954 |
| -0.0796239067747635 |
| 0.535582633859372 |
| 0.328803909061527 |
| 0.0991661084895216 |
| -0.561301426243648 |
| 0.268659758645602 |
| 0.195742354412603 |
| 0.190479876999667 |
| 0.108687453662159 |
| -0.536952899719548 |
| -0.257673045095888 |
| 0.400179562493373 |
| 0.0881745303627008 |
| 0.224674835906445 |
| -0.158928719273413 |
| -0.624911303970264 |
| 0.824544672148943 |
| -0.196879472355093 |
| 0.0211885360670356 |
| -0.123648043795527 |
| -0.729384048434036 |
| 0.56598449096865 |
| 0.323335478110533 |
| -0.0441723706339693 |
| -0.394398828518933 |
| -0.292861388945443 |
| 0.749784544506085 |
| 0.0549354223160607 |
| -0.592535814613128 |
| 0.208052695062889 |
| -0.423470215272597 |
| -0.433050797280446 |
| 0.254480207935151 |
| 0.277707911826379 |
| 0.117067253601168 |
| -1.03683003635145 |
| 0.776896646424753 |
| 0.0670316182547979 |
| -0.242707372048613 |
| 0.0609631531403991 |
| 0.315758511797514 |
| -0.0632263036033971 |
| -0.402013742603804 |
| 1.13431336413861 |
| 0.289062471781938 |
| 0.190149286775060 |
| -0.569670300781366 |
| 0.574316552486892 |
| -0.264459796952096 |
| 0.115279080716633 |
| -0.038009565147477 |
| 0.594851315907931 |
| -0.0508848171645864 |
| -0.430821032862294 |
| -0.461587717242814 |
| -0.880937616644091 |
| -1.31001289564804 |
| -1.00533527289432 |
| 0.0364330013195779 |
| 0.74918155695959 |
| -0.192702486453728 |
| -0.0384400299932272 |
| 0.0306735782599965 |
| -0.095146455233225 |
| 0.332170253541938 |
| -0.335346296350119 |
| 1.42746195158963 |
| -0.0216685444049425 |
| 1.46088953425136 |
| 0.767836937632331 |
| -0.00321610175638476 |
