| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4139 | -0.0168 | -0.3391 | 0.0647 | 0.7647 | -0.1697 | -0.6608 |
| (p-val) | (0.0374 ) | (0.8996 ) | (7e-04 ) | (0.7509 ) | (0.0383 ) | (0.1175 ) | (0.0721 ) |
| Estimates ( 2 ) | 0.3949 | 0 | -0.3455 | 0.0826 | 0.7633 | -0.1696 | -0.659 |
| (p-val) | (0.0023 ) | (NA ) | (0 ) | (0.5754 ) | (0.0388 ) | (0.117 ) | (0.0727 ) |
| Estimates ( 3 ) | 0.4476 | 0 | -0.3465 | 0 | 0.7748 | -0.1844 | -0.6692 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0214 ) | (0.0784 ) | (0.0459 ) |
| Estimates ( 4 ) | 0.4702 | 0 | -0.354 | 0 | 0.054 | 0 | 0.0635 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.8923 ) | (NA ) | (0.8704 ) |
| Estimates ( 5 ) | 0.4694 | 0 | -0.3533 | 0 | 0 | 0 | 0.1136 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.2476 ) |
| Estimates ( 6 ) | 0.4746 | 0 | -0.3291 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (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 |
| 0.00669999499749054 |
| -3.66637498302485e-06 |
| -0.183043444966340 |
| -0.0873299788453226 |
| 0.092395912286034 |
| -0.0702300663337209 |
| 0.130089356677224 |
| 0.00858175614158586 |
| -0.143901333189600 |
| -0.0831370828759873 |
| 0.124106601482792 |
| 0.156325203043329 |
| 0.331778328608898 |
| -0.130927082013730 |
| 0.241260686702742 |
| 0.090040032957885 |
| 0.124890467080333 |
| 0.0316343518808614 |
| -0.114698057587233 |
| 0.181279320643169 |
| 0.0692987468965603 |
| 0.127132917149961 |
| -0.072517404334914 |
| 0.0177579641559461 |
| 0.0332313453942203 |
| 0.0148227437381996 |
| 0.0726245559852842 |
| 0.142836215507438 |
| -0.00807332821515012 |
| -0.0152041221421348 |
| 0.183694393744784 |
| -0.0322045641503430 |
| -0.00787275741062044 |
| -0.0791101676946033 |
| 0.05518144880651 |
| 0.097983082593508 |
| 0.0139502212531876 |
| -0.0486270584030363 |
| 0.127081473597408 |
| 0.0721617086737597 |
| -0.0460255307595396 |
| -0.0629402870594704 |
| -0.338594832210425 |
| 0.091429874472969 |
| 0.212504860320277 |
| 0.173773009723104 |
| 0.0706273312328115 |
| -0.0812956768362972 |
| -0.0602555600897142 |
| -0.0945928366389636 |
| 0.126390258705084 |
| -0.0788631366168583 |
| -0.000767943154151603 |
| -0.0397919657531765 |
| 0.138468562436281 |
| 0.0780020113840951 |
| -0.0710859428079908 |
| 0.0155895735560131 |
| 0.0273081989032381 |
| 0.0092361949350517 |
| -0.0931542227739096 |
| -0.0423103220073554 |
| 0.0325832637912557 |
| -0.0263725094379455 |
| 0.064754910187711 |
| -0.0424219014846532 |
| 0.0842682577984294 |
| -0.020472417296773 |
| -0.191923757228963 |
| -0.0725533083979278 |
| -0.109217026909456 |
| 0.0221715010629613 |
| -0.0600812028505987 |
| -0.0658576991562183 |
| -0.103701861975794 |
| 0.0499390046335417 |
| -0.107356959122045 |
| 0.0164300765193750 |
| 0.190426083116906 |
| -0.326891940129422 |
| -0.284309563756159 |
| 0.0666786738119018 |
| -0.164370747109519 |
| -0.0499627851004783 |
| 0.136161292817345 |
| -0.157067948137115 |
| 0.0117818148033261 |
| -0.135009013592887 |
| 0.0060826014873685 |
| -0.0549238988017295 |
| -0.0453566736207191 |
| 0.00180663194158726 |
| 0.0969687470400364 |
| 0.245481716315480 |
| -0.122153732710271 |
| 0.0410087283212244 |
| -0.00947259485070884 |
| 0.164787623791023 |
| 0.051718678832839 |
| 0.133063595778322 |
| 0.0407557564407632 |
| 0.0946296110214595 |
| 0.0288749935067090 |
| 0.0351270819125196 |
| 0.124315488031547 |
| 0.125167478047119 |
| 0.0199926532383703 |
| -0.0162695225603784 |
| -0.0282591206887801 |
| 0.163553185600813 |
| 0.0471813568710484 |
| 0.00260723002672236 |
| 0.0837592181757003 |
| -0.0223615183792454 |
| 0.0320517810749692 |
| 0.131341466464141 |
| -0.0610665390200733 |
| 0.0857794255796964 |
| -0.0138818363626445 |
| -0.0981515809061388 |
| 0.0854856846756853 |
