| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5697 | -0.2768 | -0.0799 | 0.119 | 0.1632 | -0.7219 |
| (p-val) | (0 ) | (0.0019 ) | (0.2977 ) | (0.5034 ) | (0.1907 ) | (0 ) |
| Estimates ( 2 ) | -0.5716 | -0.2814 | -0.0771 | 0 | 0.1066 | -0.6248 |
| (p-val) | (0 ) | (0.0016 ) | (0.3146 ) | (NA ) | (0.2288 ) | (0 ) |
| Estimates ( 3 ) | -0.5536 | -0.2404 | 0 | 0 | 0.1083 | -0.6276 |
| (p-val) | (0 ) | (0.0023 ) | (NA ) | (NA ) | (0.2226 ) | (0 ) |
| Estimates ( 4 ) | -0.5519 | -0.2244 | 0 | 0 | 0 | -0.5878 |
| (p-val) | (0 ) | (0.0042 ) | (NA ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0192508207410273 |
| -0.0247432119527802 |
| 0.0155232046082767 |
| -0.0255996428880873 |
| 0.00756978640802667 |
| -0.0188671817508399 |
| 0.0384027906122379 |
| 0.00424834297627267 |
| -0.0035330069478785 |
| 0.0170266561532693 |
| -0.0364847821004667 |
| -0.00286418407900896 |
| -0.0258512256081314 |
| -0.0617953377782358 |
| 0.00520104352737367 |
| 0.00275666813168135 |
| 0.000641911327475341 |
| 0.00436951953979703 |
| 0.0901683784859465 |
| 0.00766438296724656 |
| -0.00845751064480788 |
| 0.0246867697027017 |
| 0.0219729267245181 |
| 0.0280072636650950 |
| -0.0103610923249706 |
| -0.0380152752740291 |
| -0.0328464038866466 |
| 0.0363491016169882 |
| 0.00772986972334921 |
| 0.0187465742880594 |
| -0.0528156878661889 |
| 0.0181311834707874 |
| -0.0251745593574778 |
| -0.0175597060458185 |
| -0.00590783795599582 |
| 0.00612253352882669 |
| 0.0090977299838176 |
| 0.0409877838298211 |
| 0.0152585773722821 |
| -0.0186495280088306 |
| 0.00967230688089414 |
| -0.00313466696473298 |
| -0.0561501946612823 |
| -0.00305971664066373 |
| 0.00298329298238082 |
| -0.0331817277169396 |
| 0.075377916914393 |
| -0.00798033005959298 |
| -0.0381766465628574 |
| 0.00473216183395178 |
| 0.070959034514292 |
| -0.00553206912722582 |
| -0.0109205559210447 |
| -0.0230803668078187 |
| -0.0108013289053553 |
| 0.00183597723677064 |
| 0.0263518172178988 |
| -0.00646860750717537 |
| 0.0267445294736527 |
| -0.025680296368738 |
| -0.0393270757497386 |
| -0.00160167510845156 |
| 0.000572482815301525 |
| 0.0103416136159873 |
| -0.0329426247520028 |
| -0.0152876695183801 |
| -0.0507126885029443 |
| -0.0398925639428604 |
| -0.00505376227821301 |
| 0.0465877635568157 |
| 0.072673500656905 |
| 0.0297785708219461 |
| 0.0061446907363952 |
| -0.0158016696673478 |
| -0.0192394287054378 |
| -0.00375227441371128 |
| -0.0668136110086264 |
| 0.0369692406951781 |
| 0.114802834059954 |
| -0.0685309175180572 |
| 0.00817612711031441 |
| 0.0107526694609268 |
| -0.0090508712392448 |
| -0.0128031686265833 |
| -0.0156934673278256 |
| 0.0241963585307856 |
| -0.00371934886833081 |
| 0.0285606888163650 |
| -0.0693726069295427 |
| -0.000293906087518199 |
| 0.0147482964063093 |
| -0.0505365663191596 |
| -0.0109179486296160 |
| 0.181837631220686 |
| 0.0524784755439056 |
| 0.052383387286634 |
| -0.0260615010414972 |
| -0.0181049401140032 |
| -0.0433556743700887 |
| 0.0362538364980867 |
| -0.00496780085706051 |
| 0.0457418684404634 |
| -0.00278062333376244 |
| -0.068795351256191 |
| 0.00189180740412531 |
| -0.10140793171657 |
| -0.00580459977956959 |
| -0.0334384739152017 |
| 0.0385663361925986 |
| 0.00231026512197317 |
| 0.0183793878255117 |
| -0.0228167439593638 |
| 0.0225542395797562 |
| 0.0065113465012169 |
| 0.0253600483103738 |
| -0.0304437022519581 |
| -0.0250676821098079 |
| -0.0629628712021753 |
| -0.0214828291853475 |
| -0.00808865891752881 |
| 0.00356696356011215 |
| -0.0217281937932308 |
| 0.00917916020171689 |
| 0.00130306578105059 |
| 0.00266254438297998 |
| -0.00627964327534575 |
| 0.0426169180022365 |
| -0.00919882057475215 |
| 0.0400784724953188 |
| -0.00998811998917129 |
| 0.0133044758016274 |
| -0.0280218896581934 |
| -0.0181393481786462 |
| 0.0302883434144134 |
| 0.00146646540267641 |
| 0.00469451706205074 |
| -0.0146805862133422 |
| 0.0191791259460172 |
| -0.0229400169275450 |
| -0.00371813209477974 |
| 0.0376903673800279 |
| 0.00799819979472504 |
| -0.0559636634633156 |
| 0.0238318189303831 |
| 0.0111058795337231 |
| -0.0206230393253288 |
| 0.00544750226547172 |
| 0.000782739541957721 |
| 0.0497093050694463 |
| -0.0229923875317170 |
| -0.0337158402782326 |
| -0.0420787399965871 |
| 0.0132303333104965 |
| -0.00237323091248078 |
| 0.0322893930430944 |
| 0.0386502682143221 |
| -0.0139601235323875 |
| 0.0133043500557635 |
| 0.0313825011526018 |
| 0.057072756001559 |
| -0.0786605067557159 |
| 0.0185672611250418 |
| 0.0177236992708289 |
| 0.0151088814950520 |
| -0.00955298843425435 |
| 0.0309398896073585 |
| -0.0170949008567913 |
| 0.0531860040767450 |
| -0.0389884208542475 |
| 0.0458134541668713 |
| 0.0111849500580418 |
| -0.0643842609614034 |
| -0.0178006167522668 |
| 0.0109961212543504 |
