| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4867 | 0.1754 | -0.3974 | -0.1005 | -0.0616 | -0.6417 |
| (p-val) | (0.0053 ) | (0.0103 ) | (0.0223 ) | (0.3733 ) | (0.4942 ) | (0 ) |
| Estimates ( 2 ) | 0.4706 | 0.1836 | -0.3842 | -0.0462 | 0 | -0.6958 |
| (p-val) | (0.0074 ) | (0.0062 ) | (0.0293 ) | (0.5533 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.4617 | 0.1882 | -0.3767 | 0 | 0 | -0.7209 |
| (p-val) | (0.0078 ) | (0.0044 ) | (0.0307 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -0.0447135254057248 |
| -0.068191750570018 |
| 0.197918269606767 |
| 0.364977510480364 |
| 1.51337997001491 |
| -0.359461692692278 |
| 0.457275231502941 |
| -0.576200434425975 |
| -0.358061446762809 |
| 1.26000911919094 |
| -1.3426613995655 |
| -0.353289572272576 |
| 0.161395641006039 |
| -0.857823002225894 |
| -0.555144912714677 |
| -0.727027913427185 |
| -0.369042263720964 |
| -0.057897148849369 |
| -0.769036817946528 |
| -0.853703552871702 |
| 0.700854566929713 |
| -0.676058766898924 |
| 0.8685780389433 |
| -0.108845887798573 |
| -1.57887204058037 |
| -1.12268950420273 |
| 0.396923851965569 |
| 0.0148495722533744 |
| 0.140259357209249 |
| 0.369865091448743 |
| -0.27977609909265 |
| 0.304546130220721 |
| 0.892466300941603 |
| 0.0893800864394611 |
| 0.135269391227267 |
| -1.20736758943123 |
| -0.230372957020729 |
| -0.0877971494845146 |
| -0.333232968913545 |
| 0.601966274149009 |
| 0.489790332779987 |
| -0.30040037273032 |
| 0.101351037465765 |
| 0.596346948276175 |
| -0.476838868118948 |
| -0.418379377958274 |
| -0.117113004328417 |
| -0.147180753398651 |
| 0.53229399247261 |
| -0.976528361947971 |
| 0.33117968278846 |
| 0.869619340713942 |
| -0.45257848693113 |
| -0.421389493954976 |
| -0.0683600596148124 |
| 0.326102642776714 |
| 0.848949466716148 |
| 0.455827856984584 |
| 0.823473300848379 |
| 0.933736133640458 |
| 1.23343911305542 |
| 0.408339887976362 |
| 0.287976012716416 |
| -0.211203401074363 |
| -0.26746888677941 |
| -1.11645430061279 |
| -0.0317247419611393 |
| 0.547972212615497 |
| 0.120802505203706 |
| -0.868321572115532 |
| -0.311155682279801 |
| -0.380689104886608 |
| -0.305618644605495 |
| -0.409940941522515 |
| -0.00967793736508503 |
| 0.495426347825795 |
| -0.704347376462402 |
| -0.0634698794656698 |
| -0.513898813561395 |
| 0.589511461499308 |
| -0.349423190287194 |
| 0.641305318304652 |
| 0.0343658055867815 |
| -0.0527521693413458 |
| -0.88013808526258 |
| -0.110617813036417 |
| 0.725017568433121 |
| -0.505210288357341 |
| 1.0150615573079 |
| 0.43216548655901 |
| -0.605966484589926 |
| -0.999657589859428 |
| -0.273898494235233 |
| 0.276038633377334 |
| 1.00336898214727 |
| 0.0129978244196988 |
| -0.560227109760074 |
| -0.549704223972516 |
| -0.264710629286852 |
| 0.279628860388416 |
| 0.678638847868503 |
| 0.661069132524911 |
| -0.704450399948789 |
| -0.201260457770014 |
| 0.350125397880165 |
| 0.51207404046824 |
| 0.855206906792167 |
| 0.194069541636632 |
| 0.723929038782105 |
| 1.18131067298568 |
| 0.142881529978045 |
| 0.0179257992173649 |
| -0.497956665394179 |
| -0.29971968896939 |
| 0.135788263432812 |
| -0.170331262881628 |
| -1.03309848562878 |
| -0.173819271274051 |
| -0.96302408721706 |
| 0.69837973868929 |
| -0.367089112370319 |
| -0.263848478594962 |
| -0.418819018967518 |
| -1.12067684039214 |
| 0.0500585225821296 |
| 0.608903580253748 |
| 0.134690291624678 |
| 0.330041348089375 |
| 0.127838694231447 |
| 0.581319134621242 |
| -0.0387079391384443 |
| -0.870097195066174 |
| -0.46211379738008 |
| -0.775456514275368 |
| 1.39586946814998 |
| -0.373271729166201 |
| -0.268080175766345 |
| 1.08656232000804 |
| -0.325879956916868 |
| 0.306618546870411 |
| -0.552774194646825 |
| 0.928735518538036 |
| 0.0930554074196139 |
| 0.793725487523887 |
| -0.0655196058831758 |
| 0.319389737335432 |
| -0.466224916530026 |
| -0.26287280601473 |
| 0.0101377297889321 |
| 0.166709543071387 |
| -0.279488697769329 |
| -0.416437753159013 |
| -0.221155655098779 |
| -0.180257930613951 |
| -0.698512272071116 |
| -0.0309661520108812 |
| -0.218027304661754 |
| -0.373584443853832 |
| 0.0529514307570937 |
| 0.162726895411381 |
| 0.827781138825207 |
| -0.724325868294362 |
| -0.470004758449234 |
| 1.04570491786558 |
| -0.192863385796906 |
| -0.571180238732665 |
| 0.531291140851591 |
| -0.305718225764298 |
| 0.338050047369129 |
| 0.47624212229548 |
| -0.813898475121248 |
| -0.0347526285331439 |
| 0.307275271758755 |
| 0.298265457183836 |
| -0.356205548558446 |
| -0.356604248588957 |
| 0.161914372355164 |
| 0.157622109396232 |
| 0.301928817825696 |
| -0.561981938576204 |
| -0.0543444377712256 |
| -0.242625455291228 |
| -0.0291188115730895 |
| 0.228470614637006 |
| -0.510675389572873 |
| 1.12387561905997 |
| -1.12598800027546 |
| 0.29032376190433 |
| 0.190186115737645 |
| 0.0853119361597817 |
| -0.708038983594444 |
| 0.0821216891754381 |
| -0.307060856747843 |
| 0.525053351581741 |
| -0.601608779320242 |
| 0.538181814497383 |
| -0.306512068299638 |
| 0.654542044531521 |
| -0.53737486074489 |
| -0.186945154129269 |
| -0.0415286514173413 |
| -0.0882630411827104 |
| -0.256492308353941 |
| -0.413059228553879 |
| -0.270151685538235 |
| -0.435615700806758 |
| 0.546649355345503 |
| 0.323884533777379 |
| 0.661932001163851 |
| 0.402774356850292 |
| -0.428179654071949 |
| -0.185363732351798 |
| -0.146275810966406 |
| 0.177901302434422 |
| -0.37050338889839 |
| 0.205238676307464 |
| -0.0894107725670443 |
| -0.020780264582518 |
| -0.00240156148496601 |
| 0.027237260428761 |
| -0.304012118322446 |
| 1.50787083979102 |
| 0.259049820904403 |
| -0.546357644977852 |
| 0.581469267535052 |
| 0.330213798270331 |
| -0.983366581900927 |
| -0.736262988873595 |
| -0.3387444087161 |
| 0.760537196901047 |
| -0.261709569152106 |
| -0.476048052063922 |
| -0.11036774898827 |
| 1.69080994703978 |
| 0.149871960917807 |
| -0.89444395874598 |
| 0.0854707841839252 |
| -0.117916015644284 |
| -0.215892868582292 |
| -0.394092028680007 |
| 0.0924263184543216 |
| 0.058591669486815 |
| 0.253245871408703 |
| 0.370568030327609 |
| -0.386523945370544 |
| 0.447110890424461 |
| 0.623154286603536 |
| -0.18420312666525 |
| 0.705478215065575 |
| -0.317030723430716 |
| -0.927475251460118 |
| -0.039375889939744 |
| 1.00274756764144 |
| 0.81261929695723 |
| 0.29829341575836 |
| 0.152551035337065 |
| -0.150639292038429 |
| 0.110741934834994 |
| 0.552786540926509 |
| 0.0434953147112301 |
| 0.363209762786509 |
| -0.0227970081427034 |
| 0.504138675352424 |
| 0.138779286905376 |
| -0.0853035323190891 |
| -0.496484911108282 |
| -0.085225191991771 |
| -0.247830972188592 |
| -0.120849215406307 |
| -0.451770219371036 |
| 0.612150463129442 |
| 0.350625299958072 |
| -0.359290486177318 |
| -0.484436529581368 |
| 0.339430847526538 |
| -0.04179448345411 |
| -0.0100068949516317 |
| -0.40391257230065 |
| 0.151831208519986 |
| -0.229701002820787 |
| -0.217361644443429 |
| -0.332188932423211 |
| 0.264417995396671 |
| 0.176869374863164 |
| -0.176677797319851 |
| -0.135670367156522 |
| -0.827944202014328 |
| -0.0722734412054292 |
| -0.117607844899363 |
| 0.3146350548744 |
| -0.154386180190955 |
| 0.163002766297209 |
| -0.244739216220372 |
| -0.204481560160278 |
| 0.0360259332914365 |
| 0.00417168096220324 |
| 0.266111867403148 |
| -0.651003115556459 |
| 0.589994534374599 |
| 0.3123229553376 |
| 0.552669929926551 |
| -0.0962287491235329 |
| -0.46708361270574 |
| -0.198196786667396 |
| 0.395575342061826 |
| 0.175735235024807 |
| 0.315653624555208 |
| -0.161149078162954 |
| 0.882040919260029 |
| 0.0637848758882274 |
| 0.85863384948623 |
| 0.822761596570881 |
| 1.77266886701177 |
| -0.56698109715146 |
| 0.153261674779983 |
| -0.279232931851406 |
| 0.0495720476014342 |
| -1.1697333044563 |
| -0.082109402254228 |
| 0.0681021351452311 |
| -0.201544971565849 |
| 0.0764370021920877 |
| -0.526360143076404 |
| -0.0804139924411478 |
| -0.390603733294242 |
| -0.366201529954764 |
| -0.236325628463171 |
| -0.0197748908005201 |
| -0.40059323025076 |
| 0.273305314699106 |
| 0.571670836112908 |
| 0.355107023195257 |
| -0.598053244582319 |
| 0.0680124296295634 |
| 0.0825157723798942 |
| -0.236688907197677 |
| -0.720993030836092 |
| 0.445855525389991 |
| -0.278184399046103 |
| -0.813695706906145 |
| 0.0382223632234146 |
| 0.287981460707054 |
| -0.397401292522107 |
| 0.453441800228948 |
| -0.336993629724672 |
| 0.0350016894417679 |
| -0.129074066176102 |
| -0.929487247871639 |
| 0.112538315342205 |
| -0.266214841056696 |
| 0.318919353458226 |
| -0.235823743490795 |
| 0.312056036916161 |
| -0.607348900500754 |
| 0.821439554981428 |
| -0.330769415699755 |
| -0.0368470899315831 |
| -0.223411513405448 |
| -0.0162393529216278 |
| 0.494328754593185 |
