| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2545 | -0.0066 | -0.3421 | -0.7889 | 0.7716 | -0.1488 | -0.7556 |
| (p-val) | (7e-04 ) | (0.9199 ) | (0 ) | (0 ) | (2e-04 ) | (0.0388 ) | (2e-04 ) |
| Estimates ( 2 ) | 0.2538 | 0 | -0.3432 | -0.7904 | 0.7712 | -0.1498 | -0.7549 |
| (p-val) | (7e-04 ) | (NA ) | (0 ) | (0 ) | (2e-04 ) | (0.0353 ) | (2e-04 ) |
| Estimates ( 3 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -0.0113591850752756 |
| -8.6518899761141e-06 |
| -5.6557551088544e-06 |
| 0.168229500253146 |
| -0.0320099932782198 |
| -0.0912869199079564 |
| -0.0737997581476174 |
| 0.0316110879246532 |
| 0.0627984789031965 |
| -0.00926792799832685 |
| -0.0708513107721589 |
| 0.0031569048123766 |
| -0.0951713149752486 |
| 0.0144401124145216 |
| -0.0140455722463345 |
| 0.145941251162517 |
| 0.00567017782992075 |
| 0.0331478496341385 |
| -0.202285093769148 |
| 0.0755423258756973 |
| 0.105143281703604 |
| -0.0383385445038863 |
| 0.137926281456979 |
| 0.114414130560142 |
| 0.189990131413203 |
| -0.0428073562848907 |
| 0.0182144429877465 |
| -0.135297536969464 |
| 0.0606233027133379 |
| 0.183930690150509 |
| 0.0364747724953055 |
| 0.296956465158057 |
| 0.0567811285956908 |
| -0.300944156500182 |
| 0.113647659151100 |
| 0.0742137530718311 |
| -0.218418443852695 |
| 0.0380960493435882 |
| -0.0664088568005431 |
| -0.0189743914369353 |
| -0.0143973023997882 |
| 0.145479771998791 |
| 0.0394618821104517 |
| 0.0610239219750115 |
| -0.0678552674906209 |
| -0.111482938300908 |
| 0.0385830349231341 |
| -0.156381102780178 |
| -0.0233131222398497 |
| -0.0309312891486626 |
| 0.0480587893470082 |
| 0.0528807443680175 |
| -0.0556650208263209 |
| 0.0275020611820284 |
| -0.0136898352576436 |
| 0.0164994735952832 |
| -0.0994195844682754 |
| -0.110321826440264 |
| 0.0660547458589914 |
| -0.100746611580983 |
| 0.0119405878154078 |
| 0.0306178847836493 |
| 0.279793113557795 |
| 0.0820500990149693 |
| -0.0992700381003312 |
| -0.192790947733781 |
| -0.244775054289026 |
| 0.00877119963802444 |
| 0.125427167427990 |
| 0.238473841665460 |
| -0.0602933851920037 |
| 0.0122637007429261 |
| 0.0210569769560785 |
| -0.0501608417288871 |
| 0.0226359785882449 |
| -0.135156039611153 |
| -0.0858358641116854 |
| 0.101695413095520 |
| 0.0961777610972297 |
| -0.0212744099171373 |
| 0.00554502037156527 |
| -0.100164418182338 |
| 0.0755458060314596 |
| -0.107477080420254 |
| -0.185565631533684 |
| 0.0233618160299947 |
| 0.0944179377910712 |
| 0.00208336753466703 |
| 0.00636679305858535 |
| 0.0421481785877869 |
| -0.194499557749096 |
| 0.0433896121493462 |
| -0.000526932670600404 |
| 0.132497084534863 |
| -0.0113718648654063 |
| -0.0989271666153056 |
| 0.126283472913259 |
| -0.166702463200091 |
| 0.0222667721969455 |
| -0.407748676149526 |
| -0.00718693575509461 |
| 0.170982531362106 |
| 0.137459814257151 |
| 0.075142735712888 |
| -0.0420861313701555 |
| -0.0261038236470605 |
| 0.185369671246747 |
| -0.00390005747665409 |
| 0.153160010448646 |
| 0.161703365002268 |
| -0.0395661786297285 |
| 0.0609737839536507 |
| 0.131722358700442 |
| -0.171154013532478 |
| 0.0777083238946297 |
| -0.0231830418603554 |
| 0.140341600563747 |
| -0.0617555049176702 |
| 0.160922275964244 |
| 0.111460971839868 |
| 0.0386382062748509 |
| 0.0775263053360445 |
| 0.0056762378327989 |
| 0.049080174645339 |
| 0.0493292780687226 |
| 0.0474296147388475 |
| 0.0403343157538628 |
| -0.0479127230222326 |
| -0.0302952180449882 |
| -0.0107623674916332 |
| -0.124301257873752 |
| -0.0146784845651023 |
| -0.098290600888411 |
| -0.100291890225713 |
| 0.0601066277599924 |
| 0.0424003600243756 |
| -0.148479440313917 |
| -0.142756812587062 |
| 0.158926255109624 |
| -0.0952307509837064 |
| 0.0270162257584413 |
| -0.0531757214370839 |
| -0.101540507502869 |
| 0.047487758676967 |
| -0.00103455161120334 |
| -0.135119020263754 |
| 0.0403187804855864 |
| -0.0105553848777246 |
| -0.0097584179707375 |
| 0.0131410200010588 |
| -0.078724845981045 |
| -0.0484521454571725 |
| 0.0706410377335986 |
| -0.0157968597904605 |
| 0.00662889490377375 |
| 0.13180992882461 |
| -0.0227531148196406 |
| 0.00854123470673183 |
| 0.147949825183123 |
| 0.0512023362254601 |
| -0.0675735210713128 |
| 0.0935803097614031 |
| 0.0959989550305141 |
| 0.000135584367762449 |
| -0.046306960367772 |
| 0.072333686067884 |
| 0.0287816699289111 |
| -0.095118628906589 |
| -0.0233064292220186 |
| -0.139053183401626 |
| 0.00892397583351869 |
| -0.126419414354658 |
| -0.0177501735968160 |
| -0.113035024910096 |
| 0.0247475193950714 |
| 0.00018073788622999 |
| -0.00293463422234671 |
| 0.00847219135004564 |
| 0.105563162065614 |
| -0.00816943193226852 |
| -0.0059458334526844 |
| 0.0192519676245614 |
| 0.120068028558991 |
| -0.0431216505834648 |
| -0.0316539417120600 |
| 0.0284229472024969 |
| 0.0994842617466577 |
| -0.0728208829933948 |
| -0.117557884373248 |
| -0.0333302377265589 |
| -0.0675145052278329 |
| 0.0203598831405042 |
| -0.120284925556134 |
| -0.191556502047975 |
| 0.0499298225594339 |
| -0.147046228414621 |
| -0.0288004207229793 |
| -0.113839621295569 |
| -0.0767785408711485 |
| 0.0566666328801274 |
| -0.108351917686911 |
| 0.0450844402127403 |
| -0.0456838571004651 |
| 0.0420583845654912 |
| -0.0610471389718223 |
| 0.0327104156805171 |
| 0.0729068870450746 |
| -0.111842372947006 |
| 0.170291307493630 |
| -0.0101572024726142 |
| 0.0104343231942755 |
| 0.142860406252934 |
| -0.0503893738414125 |
| -0.00352689177931582 |
| 0.0351032496712236 |
| 0.0913606014182145 |
| -0.0723180682667302 |
| 0.0482579209599523 |
| -0.000836006580224476 |
| 0.0424805102143349 |
| -0.0497519410663582 |
| 0.046750602098619 |
| 0.0634542713930147 |
| 0.0086422930084781 |
| -0.082743769822804 |
| 0.186154465244440 |
| -0.0156402181767197 |
| -0.00876253714360251 |
| 0.0348857255635493 |
| -0.0107668774236468 |
| 0.0342276183204024 |
| -0.031184905858541 |
| 0.122030391988898 |
| -0.0576620561891015 |
| 0.0933428491351968 |
| 0.00129526132907220 |
| -0.0477381040494791 |
| 0.115778106848596 |
| -0.069158581565319 |
| 0.0897810339727588 |
