| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1834 | 0.0326 | 0.0455 | -0.7829 | 0.05 | -0.0999 | -1 |
| (p-val) | (0.1695 ) | (0.8005 ) | (0.6753 ) | (0 ) | (0.6601 ) | (0.3449 ) | (0 ) |
| Estimates ( 2 ) | -0.2037 | 0 | 0.0334 | -0.7669 | 0.0431 | -0.0999 | -1 |
| (p-val) | (0.0598 ) | (NA ) | (0.7297 ) | (0 ) | (0.697 ) | (0.3448 ) | (0 ) |
| Estimates ( 3 ) | -0.2059 | 0 | 0 | -0.7611 | 0.047 | -0.1063 | -0.9997 |
| (p-val) | (0.0562 ) | (NA ) | (NA ) | (0 ) | (0.6692 ) | (0.3061 ) | (0 ) |
| Estimates ( 4 ) | -0.2166 | 0 | 0 | -0.756 | 0 | -0.112 | -1 |
| (p-val) | (0.0378 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.2729 ) | (0 ) |
| Estimates ( 5 ) | -0.2265 | 0 | 0 | -0.7481 | 0 | 0 | -1 |
| (p-val) | (0.0296 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -0.022233741935946 |
| -0.0337049618302789 |
| 0.0483091173022536 |
| -0.0328230112698192 |
| -0.00129211833139745 |
| 0.0493110612449295 |
| 0.0546224665122492 |
| -0.117861816687168 |
| 0.0964634691039859 |
| -0.057206691269101 |
| 0.0169055095472312 |
| 0.000418453742588826 |
| -0.0332118403822401 |
| 0.0549981998657286 |
| 0.0127322326541685 |
| 0.0610913283233975 |
| -0.0019111424907391 |
| 0.0429458684670947 |
| 0.0883744311870188 |
| -0.0253372305781694 |
| 0.0442751936347496 |
| -0.0498065743387287 |
| -0.115577586197062 |
| 0.0482822007571424 |
| -0.0269254394285212 |
| 0.0417421106977919 |
| 0.121288318284434 |
| 0.0506920605675248 |
| -0.0452100830718099 |
| 0.0262370611392832 |
| -0.114723096048744 |
| -0.0508642347280115 |
| 0.0633687372187966 |
| -0.0541211052632598 |
| 0.0407749763734133 |
| -0.0941128595786898 |
| 0.015435653543991 |
| -0.055324663916535 |
| -0.00950078905111242 |
| -0.0107386844092742 |
| 0.0648371464786483 |
| 0.11783327215929 |
| -0.0699628235512219 |
| -0.0169086371785917 |
| 0.0125207069884029 |
| -0.117606708120584 |
| -0.12614630195538 |
| -0.0120468227653684 |
| 0.101403460910754 |
| 0.0406400849913568 |
| -0.0998269376329929 |
| -0.0840652332813605 |
| 0.067433385830686 |
| -0.0265257998508688 |
| -0.132208402109275 |
| -0.0634075932392397 |
| -0.074637185996262 |
| 0.00439331775862862 |
| 0.0714154313280112 |
| -0.00840885782343924 |
| -0.0197141074033701 |
| -0.0151630828547778 |
| 0.0023018283282845 |
| 0.0626848114865405 |
| -0.0375980238509903 |
| -0.00672354088742954 |
| -0.0634845532183547 |
| 0.0080777000853584 |
| 0.0532357321344355 |
| 0.156246992095981 |
| 0.00428156239990805 |
| -0.0907271168789632 |
| 0.0149871900305455 |
| -0.0654535629443536 |
| -0.0436503883976878 |
| 0.114006133819454 |
| -0.0464039946737136 |
| 0.163564705337558 |
| 0.196650273011862 |
| -0.0365294743495848 |
| 0.0551816376522701 |
| 0.0193293408632397 |
| -0.00119475807828245 |
| 0.13824857305317 |
| 0.0326052113167632 |
| 0.0345141739983188 |
| 0.163559451703034 |
| 0.0519730070697135 |
| -0.0978115986661146 |
| -0.0343292816406266 |
| 0.021378350032612 |
| -0.066554633721728 |
| 0.0439363847934594 |
| -0.0372268476233024 |
| 0.129504606838199 |
| -0.0475261499399805 |
| -0.0252802111384205 |
| -0.0255631547951124 |
| 0.0621350132274366 |
| -0.00616652765913827 |
| -0.036725766927999 |
| 0.0146705008550498 |
| 0.122403575135419 |
| 0.0190496624176541 |
| 0.0194296827557652 |
| -0.0830623797931113 |
| -0.0579912101991109 |
| -0.0912263140235452 |
| -0.066820349773012 |
| 0.0570150520255438 |
| 0.105734369136635 |
| -0.0731390574093828 |
| 0.163256913206732 |
| -0.0919587164866352 |
| 0.0533918381211822 |
| -0.032307594418593 |
| 0.101959726283765 |
| 0.126263056913576 |
| -0.0253694810886072 |
| -0.00381195416068994 |
