| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5238 | 0.184 | 0.0294 | -0.6286 | 0.1537 | -0.048 | -1 |
| (p-val) | (0.1482 ) | (0.0955 ) | (0.8061 ) | (0.069 ) | (0.1632 ) | (0.6626 ) | (0 ) |
| Estimates ( 2 ) | 0.5787 | 0.1962 | 0 | -0.6792 | 0.1516 | -0.0454 | -1 |
| (p-val) | (0.023 ) | (0.0492 ) | (NA ) | (0.005 ) | (0.1676 ) | (0.6784 ) | (0 ) |
| Estimates ( 3 ) | 0.5888 | 0.1918 | 0 | -0.6875 | 0.1539 | 0 | -1 |
| (p-val) | (0.0213 ) | (0.0532 ) | (NA ) | (0.0047 ) | (0.1621 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.6802 | 0.1427 | 0 | -0.7399 | 0 | 0 | -1 |
| (p-val) | (0.012 ) | (0.1418 ) | (NA ) | (0.0043 ) | (NA ) | (NA ) | (0.053 ) |
| Estimates ( 5 ) | -0.6692 | 0 | 0 | 0.6019 | 0 | 0 | -0.9999 |
| (p-val) | (0.1102 ) | (NA ) | (NA ) | (0.175 ) | (NA ) | (NA ) | (0.1434 ) |
| Estimates ( 6 ) | -0.053 | 0 | 0 | 0 | 0 | 0 | -1.0003 |
| (p-val) | (0.5659 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.014 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0014 ) |
| 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 |
| -0.105730863414344 |
| -0.487922360098324 |
| -0.810720006739537 |
| -0.474344840913376 |
| -0.792250869812004 |
| -1.38561403973321 |
| 0.00142876775976987 |
| -1.15440007896890 |
| -1.52931364122611 |
| -0.234241086840195 |
| -0.212109739791010 |
| 0.624574786205933 |
| -0.0626262805190918 |
| 0.759838637395172 |
| -1.05103817650199 |
| -0.347695289828013 |
| -0.462797386174959 |
| -1.02793587970768 |
| -0.399033019320611 |
| 0.642850323453915 |
| 0.301874922523960 |
| -0.128447127766548 |
| 0.447855574002448 |
| 1.29261162674808 |
| 0.858128308017975 |
| 0.600802713078693 |
| -0.916142582079852 |
| -1.35651498567373 |
| -0.463533578615303 |
| 0.54969153476302 |
| 0.272335661253133 |
| 0.261273959069351 |
| -0.102946577130133 |
| 0.306933295496482 |
| 0.801002546888735 |
| 0.557646125588441 |
| 1.42583812380466 |
| 1.02877752192951 |
| 1.06371777429151 |
| 0.0692960480739718 |
| -1.10680274471102 |
| 3.19946334025193 |
| 0.0990182243199157 |
| 0.750174108489468 |
| -1.74827344765795 |
| 0.40980743353167 |
| 0.0861214876027395 |
| -0.933947558360367 |
| -1.56705065053244 |
| 1.04858478139229 |
| 1.65994751958195 |
| 2.52727576980334 |
| -0.356931909651387 |
| 2.5660428322809 |
| 0.535421014763326 |
| 0.889621722442207 |
| -0.0120821661945062 |
| -0.157018857547373 |
| 0.316893191416095 |
| 0.0618011073418597 |
| 1.08994879042401 |
| 2.70357744883835 |
| 1.29271283450760 |
| -0.122244543352722 |
| 1.74538748301455 |
| 0.606105292741795 |
| 1.09772307871116 |
| -0.628331208607604 |
| -2.74954794463866 |
| 1.28224148011049 |
| -1.26785826138603 |
| -0.512831478871428 |
| 0.661001251004194 |
| 0.944822383904905 |
| 0.619742400298594 |
| 1.6214626539301 |
| -2.06487557641075 |
| 0.479219191413491 |
| 0.633054014393429 |
| -0.495925040031151 |
| 3.1236592698198 |
| 0.101869914489316 |
| 2.38628513540040 |
| -4.85745041588283 |
| 3.54525401130158 |
| 0.221323595982242 |
| -2.92427095356440 |
| 1.94776925140437 |
| 1.12324284093850 |
| -2.94897275142094 |
| -0.679580597262406 |
| 2.02673821830966 |
| 2.4688155069153 |
| -1.13241865524197 |
| -3.41154897319152 |
| -0.09782996798814 |
| -3.15603655540758 |
| -3.30996638203066 |
| -2.73377348861189 |
| 0.353218765467824 |
| -0.486208878791796 |
| -0.0776345398482316 |
| -3.12987448826438 |
| 1.08175044463650 |
| -0.548285700217198 |
| 4.02850454202063 |
| -0.513376849789534 |
| 0.534095240277785 |
| 1.79477262196548 |
| -2.36722782352271 |
| 0.207317240450972 |
| -1.74178576673083 |
| 2.38552354709564 |
| 3.10962354120788 |
| 1.62772155621456 |
| -1.56416696067813 |
| 2.54332416547112 |
| 1.99756955501980 |
| 1.80850559179347 |
