| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2534 | 0.0087 | 0.1531 | -0.1397 | -0.0682 | -0.1007 | -0.9115 |
| (p-val) | (0.5954 ) | (0.9224 ) | (0.039 ) | (0.773 ) | (0.3924 ) | (0.2017 ) | (0 ) |
| Estimates ( 2 ) | 0.2818 | 0 | 0.1526 | -0.1674 | -0.0691 | -0.1013 | -0.9112 |
| (p-val) | (0.428 ) | (NA ) | (0.0393 ) | (0.648 ) | (0.3831 ) | (0.198 ) | (0 ) |
| Estimates ( 3 ) | 0.1197 | 0 | 0.1625 | 0 | -0.0722 | -0.1023 | -0.9042 |
| (p-val) | (0.0685 ) | (NA ) | (0.0147 ) | (NA ) | (0.3601 ) | (0.1929 ) | (0 ) |
| Estimates ( 4 ) | 0.124 | 0 | 0.1607 | 0 | 0 | -0.081 | -1.0626 |
| (p-val) | (0.0584 ) | (NA ) | (0.0158 ) | (NA ) | (NA ) | (0.2863 ) | (0 ) |
| Estimates ( 5 ) | 0.1302 | 0 | 0.156 | 0 | 0 | 0 | -1.0047 |
| (p-val) | (0.0463 ) | (NA ) | (0.0188 ) | (NA ) | (NA ) | (NA ) | (0.245 ) |
| Estimates ( 6 ) | 0.1382 | 0 | 0.1518 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0344 ) | (NA ) | (0.0234 ) | (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 |
| 0.00349998948295675 |
| -1.24279182318504 |
| -5.33515232332584 |
| 1.31515109242494 |
| 0.118275212126952 |
| -2.59835058681404 |
| -1.19669911324443 |
| 0.734690220181378 |
| -0.0938161912318094 |
| 2.61929226299784 |
| -1.95161761479650 |
| -0.433428503260531 |
| -0.239440014833928 |
| -1.16896090306541 |
| 1.13098914666913 |
| -1.57230955036240 |
| 0.646793195142430 |
| 2.14966151247881 |
| 1.95634478025933 |
| -0.407626335047368 |
| -1.40689556435467 |
| -0.249664659272312 |
| -3.19866899004670 |
| 1.64685911299394 |
| -0.0206261671975657 |
| 2.06911560754467 |
| -2.17994224101158 |
| -1.25165522736845 |
| 2.35584167329915 |
| 0.9133596690949 |
| 1.45493793551295 |
| -2.09404112863696 |
| -2.60030882707446 |
| -0.77739956510163 |
| -0.691541934716933 |
| -2.87222567294145 |
| -0.460770604524368 |
| 0.825135907440517 |
| -0.422919254280688 |
| 0.0246501698345127 |
| -0.678442949149562 |
| -0.835623776893971 |
| 0.952497812316894 |
| 3.35385926095834 |
| -0.633518244157806 |
| -0.869265871392772 |
| -0.515857448664078 |
| 4.19700019605196 |
| 1.45778833441447 |
| -0.515878764588022 |
| 2.33745186583944 |
| -2.77990814808315 |
| -0.100185022946460 |
| -0.624683916398641 |
| -0.282210459535122 |
| 2.07069894503786 |
| 1.85964339470441 |
| -0.365753739307222 |
| 3.01871631781941 |
| -0.374298365029472 |
| -2.78486049029506 |
| -2.15155914676475 |
| -2.39859967474912 |
| -2.68211449495799 |
| 1.88300394094417 |
| -2.23726595442194 |
| 1.61371155985454 |
| -2.16023413950414 |
| -0.476748929095821 |
| -1.15796542767545 |
| 0.635388004120575 |
| -1.20703950757104 |
| -2.08906187073575 |
| -3.59105722818212 |
| 3.31317016453255 |
| 1.44040876586658 |
| -0.658611379267612 |
| -0.374150602472384 |
| 0.258824365215423 |
| -1.15421092469447 |
| 2.85868895000606 |
| 0.323661168870411 |
| -0.308038592781536 |
| 0.334483614110786 |
| 1.77322088044839 |
| 0.712287725252213 |
| 1.78345550235677 |
| -0.181059995248563 |
| -0.393068678777722 |
| 1.77957404593755 |
| 0.172949115718710 |
| -1.99353184284293 |
| -1.27977873301023 |
| 1.20680783331773 |
| -0.762849768537846 |
| -2.45645890996971 |
| 1.46214383928723 |
| 1.73315688332998 |
| -0.936012946032145 |
| 0.485053958728427 |
| 0.23336557498064 |
| 1.38290437699809 |
| -0.463245710316268 |
| 1.11947783429018 |
| -0.775541971471392 |
| 3.36882942772892 |
| -0.486237806142384 |
| -0.0588865687393984 |
| 0.270552623234693 |
| 0.137683563643392 |
| 1.61881843285715 |
| -0.608441075627923 |
| 0.898372219119612 |
| 0.880942862855059 |
| 0.828793245488715 |
| -3.38049346676393 |
| 0.114139201290755 |
| 1.30984814729587 |
| 0.982485494784702 |
| 1.44729882102934 |
| 1.60319042577442 |
| -0.707849944936597 |
| 0.25000961693531 |
| -1.19754981643208 |
| -0.92626005910389 |
| 1.21667103738697 |
| -0.204774369740413 |
| 0.596507685107324 |
| 0.445650565888864 |
| -1.79661520191465 |
| 3.74881013888881 |
| -0.80694365431042 |
| -0.0466514297541923 |
| 0.326163899542685 |
| 2.63429229680154 |
| 0.188602981400091 |
| 0.148332021515790 |
| -0.852077803658555 |
| 1.14632514391621 |
| -0.697727665795964 |
| 0.171833665841575 |
| -0.0614678310190433 |
| -0.379059395128315 |
| 2.13706827650664 |
| 0.443325547661722 |
| -1.46168222748684 |
| -1.86145499363916 |
| 1.52220654777268 |
| 1.12614175613810 |
| 0.0593452257552759 |
| 2.98852625132492 |
| 0.592845050432247 |
| 1.63153883110029 |
| -0.0353754778236129 |
| -3.18183075769809 |
| 1.74402817347644 |
| 0.454243689528696 |
| -0.116511890256516 |
| 0.321142460055233 |
| -0.993762074930966 |
| 1.57443048782194 |
| -1.3858732205156 |
| 0.359296227067192 |
| -1.15593433657025 |
| 0.501903358431157 |
| 1.08800435056842 |
| 0.953472703109043 |
| -0.458634477476318 |
| -0.956753509833905 |
| 0.968637242056837 |
| -2.11341384864884 |
| 0.217490155196269 |
| 0.784748048921987 |
| -0.274608277925310 |
| 2.29525905504950 |
| -0.428091602325415 |
| -1.76274427621988 |
| 1.72301011874331 |
| 2.97438314988458 |
| -0.705311755011512 |
| -0.397348006146658 |
| -2.42967296089678 |
| -1.65867459049021 |
| -2.48665206240645 |
| 0.175155768110771 |
| 0.707726727487278 |
| 1.30117681977878 |
| 4.50894976295297 |
| -2.85261796037716 |
| 3.6040315206069 |
| 1.95286100458525 |
| 2.30273858015600 |
| 1.29779311000144 |
| 2.72648260844748 |
| 1.65250892374206 |
| 0.11920942517811 |
| 3.73907838566218 |
| -0.256530329894009 |
| 0.840782469867596 |
| -2.15361659200489 |
| -1.14497383919505 |
| -0.914649643459363 |
| -0.324705070829617 |
| 0.272781857435456 |
| 0.420128542029744 |
| 2.68633687619782 |
| 1.31993669539029 |
| -1.17678372176334 |
| -0.9976305308634 |
| 2.24311246793946 |
| -0.53408225208059 |
| -0.325516982376643 |
| -1.06814214907288 |
| -0.800404265540934 |
| -0.414404480463030 |
| 0.295141598846777 |
| -0.862047639367903 |
| -2.9273690355843 |
| -0.459865259777134 |
| -0.213929165577435 |
| 2.99427949955768 |
| 0.157280834723929 |
| 0.0746800438004132 |
| -0.164385766901111 |
| 0.95169438152835 |
| 0.702144154392535 |
| 0.049570417603127 |
| 2.6279573497608 |
| -1.34893569749707 |
