| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2545 | -0.0066 | -0.3421 | -0.7889 | 0.7716 | -0.1488 | -0.7556 |
| (p-val) | (7e-04 ) | (0.9199 ) | (0 ) | (0 ) | (2e-04 ) | (0.0388 ) | (2e-04 ) |
| Estimates ( 2 ) | 0.2538 | 0 | -0.3432 | -0.7904 | 0.7712 | -0.1498 | -0.7549 |
| (p-val) | (7e-04 ) | (NA ) | (0 ) | (0 ) | (2e-04 ) | (0.0353 ) | (2e-04 ) |
| Estimates ( 3 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -0.0113591850752756 |
| -8.65188998670514e-06 |
| -5.65575508761435e-06 |
| 0.168229500231350 |
| -0.0320099931824270 |
| -0.0912869200737269 |
| -0.0737997580897304 |
| 0.0316110878727880 |
| 0.0627984789359012 |
| -0.00926792806258576 |
| -0.070851310794764 |
| 0.00315690481803239 |
| -0.0951713149013692 |
| 0.0144401123228791 |
| -0.0140455721480797 |
| 0.145941251066043 |
| 0.00567017800001205 |
| 0.0331478495382289 |
| -0.202285093619592 |
| 0.0755423256780745 |
| 0.105143281923521 |
| -0.0383385446926924 |
| 0.137926281466822 |
| 0.114414130693263 |
| 0.189990131404489 |
| -0.0428073561961286 |
| 0.0182144427876749 |
| -0.135297537017331 |
| 0.060623302437059 |
| 0.183930690270549 |
| 0.0364747724303882 |
| 0.296956465052915 |
| 0.0567811287317443 |
| -0.300944156722568 |
| 0.113647659020246 |
| 0.0742137531751339 |
| -0.218418444168780 |
| 0.0380960491775203 |
| -0.066408856635496 |
| -0.0189743916559809 |
| -0.0143973022840846 |
| 0.145479771898594 |
| 0.0394618823669728 |
| 0.0610239217569029 |
| -0.0678552674447298 |
| -0.111482938330072 |
| 0.0385830348496634 |
| -0.15638110285626 |
| -0.0233131224670087 |
| -0.0309312889891232 |
| 0.0480587892942067 |
| 0.0528807445960655 |
| -0.0556650208471639 |
| 0.0275020610628471 |
| -0.0136898351700832 |
| 0.0164994733569949 |
| -0.0994195844482837 |
| -0.110321826334603 |
| 0.0660547458097662 |
| -0.100746611522417 |
| 0.0119405877763499 |
| 0.0306178849540314 |
| 0.279793113552264 |
| 0.0820500993242426 |
| -0.0992700382596252 |
| -0.192790947812322 |
| -0.244775054452949 |
| 0.0087711994771104 |
| 0.125427167529556 |
| 0.238473841760974 |
| -0.0602933850788963 |
| 0.0122637007920445 |
| 0.0210569772519642 |
| -0.0501608418338005 |
| 0.0226359784313148 |
| -0.135156039648884 |
| -0.0858358642031632 |
| 0.101695413187281 |
| 0.0961777611584513 |
| -0.0212744098759938 |
| 0.0055450204574934 |
| -0.100164418114206 |
| 0.0755458059444826 |
| -0.107477080199020 |
| -0.185565631771853 |
| 0.0233618160777827 |
| 0.094417937719136 |
| 0.00208336758239113 |
| 0.00636679315151313 |
| 0.0421481788223423 |
| -0.194499557638349 |
| 0.0433896121259264 |
| -0.000526932485928667 |
| 0.132497084187373 |
| -0.0113718646322630 |
| -0.0989271666857299 |
| 0.126283472997651 |
| -0.166702463086603 |
| 0.0222667718822517 |
| -0.407748675858739 |
| -0.00718693608775224 |
| 0.170982531848996 |
| 0.137459814108641 |
| 0.0751427360084417 |
| -0.0420861313040210 |
| -0.0261038236788134 |
| 0.185369671315188 |
| -0.00390005737549110 |
| 0.153160010225907 |
| 0.161703365166406 |
| -0.039566178753964 |
| 0.0609737840012397 |
| 0.131722358703286 |
| -0.171154013651715 |
| 0.0777083235944314 |
| -0.023183041647497 |
| 0.140341600318631 |
| -0.061755504914507 |
| 0.160922275736735 |
| 0.111460972112253 |
| 0.0386382059624612 |
| 0.0775263053946092 |
| 0.00567623781206788 |
| 0.0490801747412423 |
| 0.0493292779365681 |
| 0.047429614601199 |
| 0.0403343155472132 |
| -0.0479127230419619 |
| -0.0302952181235167 |
| -0.0107623675895852 |
| -0.124301258002768 |
| -0.0146784847385771 |
| -0.0982906009743678 |
| -0.100291890411662 |
| 0.060106627956276 |
| 0.0424003601274048 |
| -0.148479440429736 |
| -0.142756812507060 |
| 0.158926255060392 |
| -0.0952307507242663 |
| 0.0270162255332529 |
| -0.0531757211917137 |
| -0.101540507612733 |
| 0.0474877586629069 |
| -0.00103455160845317 |
| -0.135119020361201 |
| 0.0403187805785972 |
| -0.0105553848161690 |
| -0.00975841809993624 |
| 0.0131410201886529 |
| -0.0787248460907057 |
| -0.0484521453367695 |
| 0.0706410378088483 |
| -0.0157968597243781 |
| 0.00662889499163143 |
| 0.131809928819575 |
| -0.0227531147043338 |
| 0.00854123465904006 |
| 0.147949825326308 |
| 0.0512023361029146 |
| -0.0675735211352841 |
| 0.0935803098175972 |
| 0.095998954986599 |
| 0.000135584383514733 |
| -0.0463069604268317 |
| 0.0723336860174105 |
| 0.0287816701322204 |
| -0.0951186291323784 |
| -0.0233064292568681 |
| -0.139053183304552 |
| 0.00892397573201078 |
| -0.126419414351374 |
| -0.0177501737177084 |
| -0.113035024694380 |
| 0.0247475193052647 |
| 0.000180738190718929 |
| -0.00293463425297781 |
| 0.00847219146150218 |
| 0.105563162211143 |
| -0.00816943189526073 |
| -0.00594583348730222 |
| 0.0192519677394078 |
| 0.120068028529640 |
| -0.0431216506090081 |
| -0.0316539418325436 |
| 0.0284229472502283 |
| 0.0994842617057676 |
| -0.0728208829552485 |
| -0.117557884465556 |
| -0.0333302377580629 |
| -0.0675145051942396 |
| 0.0203598831055101 |
| -0.120284925464761 |
| -0.19155650209462 |
| 0.0499298226769786 |
| -0.147046228238579 |
| -0.0288004208518698 |
| -0.113839621033233 |
| -0.0767785409122163 |
| 0.0566666330748191 |
| -0.108351917508676 |
| 0.0450844401672281 |
| -0.0456838568704114 |
| 0.0420583845542314 |
| -0.0610471387511278 |
| 0.0327104155930077 |
| 0.0729068872501563 |
| -0.111842372942956 |
| 0.170291307436263 |
| -0.0101572022413886 |
| 0.0104343230176550 |
| 0.142860406388706 |
| -0.0503893737365531 |
| -0.00352689191756903 |
| 0.0351032497748159 |
| 0.0913606013605864 |
| -0.0723180682088148 |
| 0.0482579208181125 |
| -0.00083600640694637 |
| 0.0424805101298256 |
| -0.049751941068159 |
| 0.0467506020041318 |
| 0.0634542715748597 |
| 0.00864229285714552 |
| -0.0827437697346819 |
| 0.186154465147509 |
| -0.0156402179567565 |
| -0.00876253741071347 |
| 0.0348857257040488 |
| -0.0107668775869833 |
| 0.0342276183672857 |
| -0.0311849058774619 |
| 0.122030391786781 |
| -0.0576620561115781 |
| 0.0933428490269104 |
| 0.00129526137895046 |
| -0.0477381041847096 |
| 0.115778106840913 |
| -0.069158581529311 |
| 0.0897810337728347 |
