| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.042 | 0.0368 | 0.1306 | 0.2564 | -0.5836 | 0.0079 | 0.7043 |
| (p-val) | (0.8985 ) | (0.7785 ) | (0.1551 ) | (0.4227 ) | (0.1451 ) | (0.9478 ) | (0.0698 ) |
| Estimates ( 2 ) | 0.0422 | 0.0375 | 0.1306 | 0.2561 | -0.572 | 0 | 0.6901 |
| (p-val) | (0.8981 ) | (0.7734 ) | (0.1556 ) | (0.4228 ) | (0.1205 ) | (NA ) | (0.0375 ) |
| Estimates ( 3 ) | 0 | 0.0495 | 0.1293 | 0.2954 | -0.5736 | 0 | 0.6928 |
| (p-val) | (NA ) | (0.5904 ) | (0.1607 ) | (0.0012 ) | (0.1139 ) | (NA ) | (0.0334 ) |
| Estimates ( 4 ) | 0 | 0 | 0.1355 | 0.2815 | -0.538 | 0 | 0.6677 |
| (p-val) | (NA ) | (NA ) | (0.139 ) | (8e-04 ) | (0.1543 ) | (NA ) | (0.0512 ) |
| Estimates ( 5 ) | 0 | 0 | 0.1268 | 0.2949 | 0 | 0 | 0.1272 |
| (p-val) | (NA ) | (NA ) | (0.1634 ) | (4e-04 ) | (NA ) | (NA ) | (0.2004 ) |
| Estimates ( 6 ) | 0 | 0 | 0.0991 | 0.3159 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.2639 ) | (1e-04 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0.3314 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (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 |
| 0.00503304609379793 |
| 0.0369990364302084 |
| -0.0242253351525622 |
| 0.0774302913819214 |
| -0.00764564307593042 |
| -0.0615028099029395 |
| -0.00325428840227112 |
| -0.0123720899756001 |
| -0.0121167399878335 |
| -0.0555780237857432 |
| 0.000566454761534063 |
| -0.0128295409407334 |
| 0.0333721592949187 |
| 0.0580101905630014 |
| 0.068144322930172 |
| -0.00190855402359612 |
| 0.0630611837886725 |
| -0.099173840670388 |
| -0.0547062428745422 |
| 0.00146161103846953 |
| 0.00332756954060009 |
| -0.0129861283501000 |
| 0.00828503800214442 |
| 0.00490815785100907 |
| -0.0239934193883204 |
| 0.00859110731553958 |
| -0.0401668590238771 |
| -0.0151402191409042 |
| -0.0111881596304491 |
| -0.034313519274618 |
| -0.0114415359525752 |
| -0.0408561468763118 |
| -0.00516004612766263 |
| 0.0238717452666721 |
| 0.0227434563437132 |
| -0.0169648548379087 |
| -0.0284217359364245 |
| -0.04372801472545 |
| -0.0115017844438929 |
| -0.0167654149249827 |
| 0.000131664027486877 |
| -0.000197945656498888 |
| -0.0727844280851953 |
| 0.0613314010816017 |
| -0.0219983778735946 |
| 0.0143970353497691 |
| 0.00424764682678269 |
| 0.00939639794455438 |
| -0.00770575510573135 |
| -0.0208875226171585 |
| 0.0133008235715266 |
| -0.00759397480233925 |
| 0.0275323432358752 |
| -0.0519422596420513 |
| -0.0275692601985194 |
| -0.0217925628961622 |
| 0.035190209057431 |
| -0.00156089575412199 |
| -0.0112336238504849 |
| 0.0136233293094081 |
| 0.000331213276318465 |
| -0.0204624539762008 |
| -0.0127689635938335 |
| -0.019167050670025 |
| 0.0255498113425121 |
| -0.0214409560932260 |
| 0.0369804725779241 |
| -0.0176513890898153 |
| -0.0253928193263784 |
| -0.0237668717208255 |
| 0.0413405410035761 |
| -0.00547298468324708 |
| 0.0122082838606632 |
| -0.0115049363205761 |
| 0.0415860303545941 |
| -0.0118019105819762 |
| 0.0104018998342141 |
| 0.0195251565982408 |
| 0.0713332837677605 |
| 0.00176536914999215 |
| 0.054369511060961 |
| -0.0274598360070444 |
| -0.0120782054880664 |
| -0.0124868418131703 |
| 0.0139227878367221 |
| 0.0165768970921327 |
| -0.0537109866158012 |
| 0.0250315498933045 |
| 0.00888544930718549 |
| -0.0448416547272101 |
| -0.0186545351743934 |
| 0.0154273952082749 |
| 0.044965398993444 |
| 0.0252596703861769 |
| 0.0200283930802225 |
| 0.0142181875359606 |
| 0.0510818777227975 |
| 0.00324108655092736 |
| 0.0696829862742891 |
| -0.0194434812935693 |
| -0.0208602478491304 |
| -0.0349563408194555 |
| -0.0645277276935783 |
| -0.0727873041575275 |
| 0.00773451265950609 |
| -0.0223149917053602 |
| 0.050946467850733 |
| 0.0233278838704400 |
| -0.0141471722941908 |
| 0.0401139422966903 |
| 0.084876777442429 |
| -0.0626624161464466 |
| 0.0252528267421308 |
| 0.00643754378152739 |
| -0.00977534536026603 |
| -0.0455191277539297 |
| -0.0214176684336396 |
| 0.0177791357832877 |
| -7.43775976124184e-05 |
| 0.0458210429699735 |
| 0.0439677925676429 |
| 0.00144100703965755 |
| -0.0215577949166317 |
| 0.00830477214712921 |
| 0.0133426314557363 |
| -0.0296399750462832 |
| 0.0357312385014144 |
| -0.0460763442095855 |
| 0.0149983540855594 |
| 0.0479043557764234 |
| 0.0605261105261965 |
| 0.00453841177683056 |
| 0.000778060657639301 |
| 0.0240132737937353 |
| -0.015493232135241 |
| -0.0255503726249735 |
| 0.0271469368419943 |
| 0.0480546001633302 |
| -0.0051538252567056 |
| -0.000569555116127773 |
| 0.084623977811395 |
