| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4037 | -0.2307 | -0.0625 | 0.1114 | 0.1346 | -0.8146 |
| (p-val) | (0 ) | (0.0018 ) | (0.3698 ) | (0.4233 ) | (0.2755 ) | (0 ) |
| Estimates ( 2 ) | -0.4016 | -0.2321 | -0.0581 | 0 | 0.0811 | -0.7297 |
| (p-val) | (0 ) | (0.0017 ) | (0.4039 ) | (NA ) | (0.4475 ) | (0 ) |
| Estimates ( 3 ) | -0.4068 | -0.2415 | -0.058 | 0 | 0 | -0.6976 |
| (p-val) | (0 ) | (0.001 ) | (0.4038 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 4 ) | -0.3941 | -0.2196 | 0 | 0 | 0 | -0.701 |
| (p-val) | (0 ) | (0.0013 ) | (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 |
| -0.240600026232336 |
| -0.613375343874455 |
| 0.866567483997328 |
| -0.546909199616508 |
| -0.709948340696499 |
| 0.455135284622183 |
| 0.889185919594475 |
| 0.222769642479619 |
| 0.128022106733669 |
| 0.625902025547936 |
| -0.456338524889344 |
| -0.119571788690849 |
| 0.427840327658173 |
| -0.469597381753202 |
| 1.17394170881898 |
| -1.4425742380174 |
| 0.207497373508682 |
| -0.445007429810673 |
| 0.0661568613654873 |
| -0.761226127576886 |
| 0.606769077834566 |
| -0.029479399723708 |
| 0.528781523924755 |
| -0.0801246492253169 |
| 0.19235889320238 |
| -0.447552230222283 |
| 0.674221604320942 |
| -0.626000311997476 |
| -0.754820134284226 |
| -0.626769499433814 |
| -0.522696059839909 |
| -0.368439487887009 |
| 0.419608077996879 |
| 0.660845407726878 |
| 0.514693418962021 |
| 0.311078093622992 |
| -0.61426295851354 |
| 0.592883349304903 |
| 0.76952494685173 |
| -1.20946916524787 |
| -0.0144470616537308 |
| -0.00649008845695685 |
| -1.05782931761827 |
| -0.184134960868751 |
| 0.451557629174904 |
| 0.727631054904793 |
| 1.11298754839491 |
| 0.233361983247565 |
| -0.923580611360356 |
| 0.731439565569902 |
| 0.872820440087685 |
| -0.135696418510682 |
| 0.103215826908769 |
| -0.260868054490084 |
| 0.0580889470061088 |
| -0.189766999863888 |
| -0.474357745546151 |
| 0.850696551059687 |
| 0.968464930466287 |
| -0.454266551458322 |
| -0.410169895231774 |
| 0.719283620211567 |
| -0.224053489957268 |
| -0.589960193221013 |
| -0.228845113232804 |
| -0.50325442188276 |
| -0.119858270847153 |
| 0.4754283100644 |
| -0.858007907557423 |
| 0.417953865592208 |
| 0.204436572075395 |
| -0.384933277946812 |
| -0.307469522533744 |
| 0.421985910523601 |
| -0.0276399332832311 |
| -0.381624036474763 |
| 0.0649688026705721 |
| -0.447042767261461 |
| -0.187070079272655 |
| 0.0921852095701198 |
| 0.114034724410144 |
| 0.728508070943131 |
| 0.316721007641144 |
| -2.16323185381227 |
| -0.309509496232056 |
| 1.22139595019387 |
| 0.328273013322242 |
| 0.639870091865956 |
| -0.205776093495391 |
| -0.494841432774765 |
| 0.122321260480438 |
| -0.732688669564879 |
| 0.108808569227033 |
| 0.0552220947484601 |
| -0.470615949780462 |
| -0.38166883767138 |
| -0.164553131876425 |
| -0.767228631321535 |
| 0.0283595821427344 |
| 0.442433778530404 |
| -0.556966869011897 |
| 0.504983231229348 |
| -0.0864975201082427 |
| -0.592534107337127 |
| -2.25580572457483 |
| -3.01747833513587 |
| -0.72256255541981 |
| 0.783420235419904 |
| 0.371233486920776 |
| 1.08292897865905 |
| 0.552510096358362 |
| 0.164732560863913 |
| 0.570750976538461 |
| -0.104111809304645 |
| 0.214896880769577 |
| -0.137800006715324 |
| 0.461066873024567 |
| 0.297801814251535 |
| -1.13549089620802 |
| 0.452203636258059 |
| -0.658367401849188 |
| -0.55292300247959 |
| -2.11253626802259 |
| -2.14630369661635 |
| -0.540596674654219 |
| 0.974730489083142 |
| 1.25039941306069 |
| 0.172947877924109 |
| 0.146718528758706 |
| 1.32370541012438 |
| 0.030100250518724 |
| 0.112868768846848 |
| -0.650843460940939 |
| 1.00506195878931 |
| -0.374690382364161 |
| 0.932874004738237 |
| 0.174769683307723 |
| -0.549649145979495 |
| 0.14223379527421 |
| -0.657930697471746 |
| -0.202504065669719 |
| 0.526772738819865 |
| -0.242782132283579 |
| -0.0225511429483965 |
| 0.416792633585437 |
| -0.886544571585417 |
| -0.63538221981778 |
| 0.652186444397049 |
| 1.22702643911288 |
| -0.376695215179671 |
| 0.376989350386814 |
| -0.423431489378433 |
| 0.158949519925357 |
| 0.0975989499933086 |
| -0.48184483705612 |
| -0.12505319670219 |
| -0.127181961978104 |
| -1.14078082389913 |
| 0.0159951130606634 |
| 1.65296250724759 |
| 0.252880375691246 |
| 0.757919333802435 |
| -0.0955583471968713 |
| -0.572789745704261 |
| -0.190460357520077 |
| -0.239543596077928 |
| -0.0374821900028542 |
| 0.508503611868757 |
| -0.343492827579504 |
| -0.378875009287375 |
| 0.712836389434924 |
| -0.116220600412975 |
| -0.182105113903996 |
| -0.476351159560966 |
| 0.568543586004086 |
| 0.0895364264028102 |
| -0.320242996643969 |
| 0.0901688849480215 |
| -0.248496898941482 |
| -0.0646514252919644 |
| -0.761137315098707 |
| 0.106024068452102 |
| 0.122184573655512 |
| -0.416977743967867 |
| 0.307346786255449 |
| 0.155471056806025 |
| -0.845901244746122 |
| -0.641752946956709 |
| -0.846373811112595 |
| -0.0167476121092132 |
| -1.07647456793913 |
| -0.342128743596185 |
| -1.64846858246564 |
| -1.69085893811781 |
| -1.12725436816214 |
| 1.61363621963797 |
| -0.71603501988876 |
| -0.314777088123196 |
| 0.855286175970694 |
| 0.647575590565847 |
| -0.420218993695928 |
| -0.022228504464457 |
| 0.222017539745544 |
| 0.530432830211274 |
| 0.0461913018410732 |
| 0.325917334121764 |
| 0.767620142108618 |
| -5.79779769656099 |
| 3.5801831719413 |
| 1.17154691775643 |
| 1.42476842862166 |
| 0.46855970050592 |
| 0.0882690632179075 |
| 0.776523202563168 |
