| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3416 | 0.0812 | -0.2713 | 0.1249 | 0.9642 | -0.2438 | -1 |
| (p-val) | (0.091 ) | (0.4984 ) | (0.001 ) | (0.5378 ) | (0 ) | (0.0072 ) | (1e-04 ) |
| Estimates ( 2 ) | 0.4553 | 0.0251 | -0.2582 | 0 | 0.9634 | -0.2503 | -1 |
| (p-val) | (0 ) | (0.7743 ) | (0.0016 ) | (NA ) | (0 ) | (0.0058 ) | (7e-04 ) |
| Estimates ( 3 ) | 0.4663 | 0 | -0.2483 | 0 | 0.9661 | -0.2489 | -1.0001 |
| (p-val) | (0 ) | (NA ) | (8e-04 ) | (NA ) | (0 ) | (0.006 ) | (2e-04 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.00939999244155964 |
| -5.20572072184916e-06 |
| 0.0876567862976292 |
| -0.0422090381161363 |
| -0.0933725194487934 |
| 0.0648903182202487 |
| -0.0891049483048407 |
| 0.108819576553844 |
| -0.0393279071387363 |
| -0.207339826005492 |
| 0.0160400668841669 |
| 0.0479390130718567 |
| -0.0458098634071903 |
| -0.114630969174913 |
| 0.0324191709105948 |
| -0.0851204138662793 |
| -0.0635124095977377 |
| -0.0544076829395953 |
| -0.152900246732875 |
| -0.132574341930215 |
| -0.114622646984962 |
| -0.121396904526864 |
| -0.0539038420344689 |
| -0.19167793979405 |
| -0.138400862322442 |
| -0.107950789911163 |
| -0.134623752139937 |
| 0.0464505670252903 |
| -0.23504837537338 |
| 0.0532147241253322 |
| -0.081989305577543 |
| 0.120581219233174 |
| -0.123779773476877 |
| -0.000497770573975063 |
| 0.0346244238093993 |
| -0.181467224391887 |
| -0.0906695262919603 |
| 0.0828985027612863 |
| -0.00890486588244192 |
| 0.117110574419752 |
| 0.00774035384953526 |
| -0.142584453185122 |
| -0.125957569231838 |
| 0.101072652001275 |
| 0.159091341135434 |
| 0.282588237912592 |
| -0.132929082709178 |
| 0.180074391109501 |
| 0.0154833902212568 |
| 0.0690887203344194 |
| 0.00287577957313445 |
| -0.117480206826642 |
| 0.102252115649291 |
| 0.0739086069618718 |
| 0.081027448404258 |
| -0.0610115495051337 |
| -0.0365534949073779 |
| -0.0223702077765847 |
| 0.0096822116944817 |
| 0.0247589414551989 |
| 0.102324441067722 |
| -0.0193140651511802 |
| -0.0375239040809526 |
| 0.165043980795845 |
| -0.0816882787990676 |
| -0.0240113449161991 |
| -0.138277934697618 |
| 0.0789139212999976 |
| 0.0881419695973156 |
| 0.04488951141984 |
| -0.0685463817043825 |
| 0.0938643767810848 |
| 0.0348402350120287 |
| -0.0400400141365033 |
| -0.0831730348014143 |
| -0.325684368703324 |
| 0.0657814806324541 |
| 0.213405973357453 |
| 0.171642150768197 |
| 0.0964817031386596 |
| -0.100131038639522 |
| -0.0728655789273375 |
| -0.143257088188719 |
| 0.131187346770518 |
| -0.0468161144821099 |
| 0.0309915432994255 |
| -0.0546946498793755 |
| 0.134937882144076 |
| 0.0542650301646137 |
| -0.063529977338167 |
| -0.0306728383967314 |
| 0.0435122272462513 |
| 0.0206414004846492 |
| -0.0593601383867527 |
| -0.0733964178551546 |
| 0.0649448912220952 |
| -0.00526925057609204 |
| 0.0675826345107072 |
| -0.0704601967029122 |
| 0.0486821740306065 |
| -0.0229580222742017 |
| -0.153443974049888 |
| -0.0796838495446308 |
| -0.0628279366206056 |
| 0.038821661538652 |
| -0.0320010263221141 |
| -0.0984745355470085 |
| -0.0465981839640146 |
| 0.0499620674951049 |
| -0.0947085119062413 |
| -0.014891238532626 |
| 0.173236848483124 |
| -0.289151487850746 |
| -0.26846305922588 |
| 0.0463467345349056 |
| -0.100594775862332 |
| -0.0121619175145759 |
| 0.137481837413247 |
| -0.194060153036059 |
| 0.0563282933562676 |
| -0.145050988214627 |
| 0.0117702557956963 |
| -0.0911197575822667 |
| -0.00684788282596804 |
| -0.001700920539966 |
| 0.0648800443490184 |
| 0.23296267659996 |
| -0.113140501759665 |
| 0.0238152448444088 |
| -0.0477490360116316 |
| 0.0802393663373964 |
| 0.0881348555916319 |
| 0.13598892533458 |
| 0.0272134094296096 |
| 0.0384953491081105 |
| 0.0493652100325844 |
| -0.0340699324222422 |
| 0.0372926880147984 |
| 0.139680631563495 |
| -0.00639886589483288 |
| -0.0205179655663575 |
| -0.0358196137794788 |
| 0.0706416367125636 |
| 0.083381858846527 |
| -0.000954072279217156 |
| 0.0687768280364376 |
| -0.0678510380148396 |
| 0.0647764841701031 |
| 0.0626286121329837 |
| -0.108746243049619 |
| 0.143314352360979 |
| -0.0649688648538229 |
| -0.0912555604831598 |
| 0.0776429130994785 |
