| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0038 | 0.2798 | 0.5781 | -0.1698 | 0.2124 | -0.0883 | -0.7956 |
| (p-val) | (0.9812 ) | (2e-04 ) | (0 ) | (0.4406 ) | (0.2208 ) | (0.5074 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.2794 | 0.5766 | -0.1743 | 0.2131 | -0.0884 | -0.7963 |
| (p-val) | (NA ) | (1e-04 ) | (0 ) | (0.1117 ) | (0.2176 ) | (0.505 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.2776 | 0.5824 | -0.1815 | 0.2589 | 0 | -0.8701 |
| (p-val) | (NA ) | (1e-04 ) | (0 ) | (0.0914 ) | (0.1032 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.2683 | 0.6059 | -0.229 | 0 | 0 | -0.6722 |
| (p-val) | (NA ) | (1e-04 ) | (0 ) | (0.0276 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.00793840643179494 |
| -0.0639183126786082 |
| 0.0430737263057497 |
| 0.112163600982582 |
| -0.103443172516906 |
| -0.0229267181747622 |
| 0.0609980273817716 |
| -0.0141635116979016 |
| 0.0669682880030801 |
| -0.197076492565439 |
| -0.0650846994658646 |
| -0.00314056431449550 |
| 0.0389082290536783 |
| -0.031883140224434 |
| -0.0271649759601868 |
| -0.126906375153242 |
| 0.00398823298410539 |
| 0.0678352186022862 |
| 0.0137936476731210 |
| -0.0556122585452525 |
| 0.0134791992283937 |
| -0.0148408698946332 |
| 0.0345125174500607 |
| -0.0363691944389899 |
| -0.0547940155388404 |
| -0.0360923125825646 |
| 0.0644458812196919 |
| -0.0487644300771893 |
| -0.0621329156436946 |
| -0.0671138825997273 |
| -0.0778421380561488 |
| -0.0116298101291955 |
| -0.0157674407457872 |
| -0.00508244561340765 |
| -0.00316176320438559 |
| -0.011990367365131 |
| -0.0514137538942075 |
| -0.0130206263938527 |
| 0.00505221267357085 |
| -0.0024009793983237 |
| -0.00675548555797075 |
| -0.0421258071331066 |
| -0.0707567600561319 |
| 0.0890538915433366 |
| 0.00386304264664167 |
| 0.0492478926257734 |
| 0.000219995742118015 |
| 0.0320722197642712 |
| 0.0608324093003858 |
| 0.0442229026943085 |
| 0.0136853749856809 |
| -0.0801390374215724 |
| 0.00360061695289648 |
| -0.043891402307883 |
| -0.0281018765973299 |
| 0.0153012865465992 |
| -0.00894151691393377 |
| 0.107175145765334 |
| -0.149980711299786 |
| -0.160920176595988 |
| -0.0521545211547663 |
| 0.0820132635287241 |
| 0.0467308812397703 |
| 0.0471682375686576 |
| -0.196257295580200 |
| -0.154192049920358 |
| 0.0849736189127084 |
| -0.110772176273431 |
| -0.00769200141689003 |
| -0.00936670058669995 |
| 0.0641507500192478 |
| -0.019116441727843 |
| 0.084045807820216 |
| -0.170450935611608 |
| 0.0179586080763163 |
| -0.0900183015536981 |
| -0.0623331252025667 |
| -0.0812835130384006 |
| 0.0928556623226423 |
| -0.0196087096316539 |
| 0.128665929478676 |
| -0.125477709973602 |
| 0.0250336680117024 |
| 0.0293891585697454 |
| -0.00441142153224594 |
| -0.00548096350033702 |
| 0.066080287194549 |
| 0.100934105644100 |
| -0.0121528264464045 |
| -0.0127556035576892 |
| -0.0860013703299768 |
| -0.116326706255784 |
| 0.00238184713605639 |
| -0.00233113778467497 |
| 0.0609522851942894 |
| 0.0293878681500238 |
| 0.0472977466082745 |
| 0.11713267920727 |
| 0.147899466553637 |
| -0.123187814220387 |
| -0.00652699803768497 |
| -0.0771467847117815 |
| -0.0349052085704489 |
| 0.0519237722532089 |
| -0.0732275067743376 |
| -0.0585389348617862 |
| -0.0377896457664246 |
| 0.113004235880145 |
| 0.0447436244495852 |
| 0.0374018639804872 |
| -0.0945781430998144 |
| -0.124856502690929 |
| 0.0196974564233517 |
| 0.0445287804541761 |
| -0.0182518609764714 |
| 0.0258727554314076 |
| -0.00794798426602798 |
| 0.037273529442782 |
| -0.0549415919462025 |
| 0.0427506985140113 |
| 0.00922036078062922 |
