| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1598 | 0.331 | 0.1936 | 0.3478 | 0.6819 | -0.0604 | -0.885 |
| (p-val) | (0.7343 ) | (0.0124 ) | (0.1904 ) | (0.4663 ) | (0.0021 ) | (0.6147 ) | (0.0012 ) |
| Estimates ( 2 ) | 0 | 0.2985 | 0.1483 | 0.1884 | 0.6889 | -0.0633 | -0.8978 |
| (p-val) | (NA ) | (6e-04 ) | (0.0852 ) | (0.0412 ) | (0.0012 ) | (0.5945 ) | (0.0012 ) |
| Estimates ( 3 ) | 0 | 0.2984 | 0.1518 | 0.1865 | 0.717 | 0 | -0.993 |
| (p-val) | (NA ) | (6e-04 ) | (0.0751 ) | (0.0428 ) | (0 ) | (NA ) | (0.6205 ) |
| Estimates ( 4 ) | 0 | 0.2847 | 0.1835 | 0.2274 | -0.1152 | 0 | 0 |
| (p-val) | (NA ) | (0.001 ) | (0.0288 ) | (0.0116 ) | (0.207 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.2844 | 0.1813 | 0.2488 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.001 ) | (0.0298 ) | (0.0049 ) | (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 |
| 0.0063999959972842 |
| 1.1623579040945 |
| 1.00296430538875 |
| -1.29796351215115 |
| -1.55413047359197 |
| 1.44931953022696 |
| -2.25404335143316 |
| 0.207194936646494 |
| 1.03000019716370 |
| -1.20417603742314 |
| -0.220948703075392 |
| 0.721938927446008 |
| -1.11846144863482 |
| -1.33655120654068 |
| -1.21381859982323 |
| -4.70865315723728 |
| 1.83681674539857 |
| 0.869829564215539 |
| -0.723241421038685 |
| 0.0368059342576761 |
| -3.2689825046295 |
| -2.54832831784224 |
| 1.58320123229128 |
| 3.52311389443394 |
| 2.25310998396922 |
| -1.18908048113902 |
| 2.48244093880708 |
| -0.811576399907131 |
| 0.682858172193534 |
| -1.09139766302042 |
| -1.83187574971328 |
| -1.39386097859599 |
| 0.390797534379301 |
| -1.02412772430933 |
| 1.54920109889802 |
| -0.342872991538290 |
| -1.47435088617239 |
| 0.842587158149474 |
| -3.12697902552669 |
| -0.346679630856279 |
| 2.94175901706862 |
| -2.60649069491747 |
| 1.68304270382173 |
| 3.00522101860781 |
| 2.64673615739514 |
| -0.543507963379286 |
| 1.48131884164034 |
| -0.54360104991446 |
| -1.40457402110237 |
| 0.56103715899729 |
| 0.340877852325007 |
| 1.39528331713285 |
| 0.886191758104452 |
| -1.48814653071452 |
| 3.19081311643331 |
| -3.03585194522228 |
| 0.973315425908315 |
| -0.690692105041515 |
| -1.35303177411361 |
| -1.58645183357168 |
| 2.26107985079167 |
| -1.40420433881885 |
| -0.234021424502875 |
| -2.20698816476462 |
| 0.0041498779818907 |
| 1.25362800702026 |
| 0.134620169270644 |
| 0.314901041781974 |
| 3.92504343584191 |
| 1.00943833240445 |
| -0.64011223257407 |
| -0.455603488404521 |
| 0.08828419440926 |
| 1.03530284592778 |
| 0.510690310438619 |
| 1.07329914962834 |
| -0.719789893805479 |
| 0.351334800522303 |
| 0.908718369441749 |
| -1.59506878021417 |
| -0.72085862271507 |
| 1.87424039553740 |
| -1.14667887542312 |
| 1.20128548761380 |
| -1.01739573603368 |
| -1.05640481864630 |
| -0.75762534786704 |
| 2.95867148908749 |
| 0.83209134823489 |
| 1.11811172607641 |
| -2.11175478939484 |
| -2.55605345159231 |
| 0.161268418526199 |
| -1.40072795682591 |
| 0.82745871888284 |
| -1.63634798845963 |
| 2.50153561637487 |
| -0.296153751767520 |
| 0.151028141153953 |
| -3.90611548912998 |
| 3.41825134852488 |
| -1.37171882672774 |
| -1.88278091416741 |
| 0.669733186964511 |
| -4.48049925143299 |
| -4.83352980277106 |
| -5.4444651047666 |
| -3.20825518966858 |
| 5.54442857445876 |
| -1.57814055957751 |
| 0.907402621297866 |
| 2.57438976821628 |
| 2.29672392941683 |
| 2.78210443253665 |
| -1.01212668625863 |
| 3.42703152358405 |
| -1.83646679389546 |
| 1.90720395684966 |
| 3.24657309288858 |
| -1.42808022636930 |
| -0.447665319686715 |
| -1.18763263375443 |
| 3.30911411409753 |
| 0.65831528006518 |
| -3.31672521426295 |
| -2.62066907053549 |
| 2.26980044018390 |
| 2.50054715237398 |
| 1.23884666512634 |
| -0.053399858136995 |
| 3.38318486887584 |
