| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3994 | -0.2048 | 0.1228 | 0.0124 | 0.5834 | 0.1735 | -0.6957 |
| (p-val) | (0.5064 ) | (0.4196 ) | (0.361 ) | (0.9837 ) | (0.207 ) | (0.1157 ) | (0.1434 ) |
| Estimates ( 2 ) | 0.4116 | -0.2096 | 0.1248 | 0 | 0.5874 | 0.1733 | -0.7002 |
| (p-val) | (0 ) | (0.0449 ) | (0.1972 ) | (NA ) | (0.1899 ) | (0.1127 ) | (0.1282 ) |
| Estimates ( 3 ) | 0.3892 | -0.1549 | 0 | 0 | 0.5114 | 0.1542 | -0.6098 |
| (p-val) | (1e-04 ) | (0.103 ) | (NA ) | (NA ) | (0.2772 ) | (0.1552 ) | (0.1983 ) |
| Estimates ( 4 ) | 0.3768 | -0.1505 | 0 | 0 | 0 | 0.079 | -0.1006 |
| (p-val) | (1e-04 ) | (0.1117 ) | (NA ) | (NA ) | (NA ) | (0.464 ) | (0.2982 ) |
| Estimates ( 5 ) | 0.3617 | -0.1504 | 0 | 0 | 0 | 0 | -0.086 |
| (p-val) | (2e-04 ) | (0.1109 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.3408 ) |
| Estimates ( 6 ) | 0.3672 | -0.1519 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (0.107 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.3155 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (5e-04 ) | (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 |
| 0.0074270957686647 |
| 0.317672843902361 |
| -0.24256588990092 |
| 0.00112233153382935 |
| -0.128833509583067 |
| -0.109657948352255 |
| -0.141615809293881 |
| 0.103411168131955 |
| 0.280435567411851 |
| -0.0238282383175790 |
| -0.0254874917634051 |
| -0.116063975398283 |
| 0.0804848105647071 |
| -0.109643049272766 |
| -0.0769650553121348 |
| 0.0765661707435106 |
| 0.0489221176011698 |
| 0.234626115987290 |
| 0.236107770597177 |
| 0.226409902688503 |
| -0.182754106274126 |
| 0.115133143606291 |
| -0.0247512745807850 |
| 0.170557123960721 |
| 0.0786077300694519 |
| 0.337727799931537 |
| 0.0128009690341369 |
| 0.0370778523529225 |
| 0.0427896323104608 |
| 0.599335655045683 |
| -0.150874983201255 |
| -0.173165351154964 |
| -0.0943766440764353 |
| 0.103007907595282 |
| 0.334659095907385 |
| -0.124198556960733 |
| 0.539160070317713 |
| 0.0949440433999236 |
| 0.00140854338420837 |
| -0.287463745779243 |
| -0.111540545256036 |
| 0.0475871888837052 |
| 0.0869035257917616 |
| 0.0645849400843073 |
| -0.100189036142602 |
| 0.076085379308287 |
| 0.205707538291110 |
| 0.331854297085961 |
| 0.226815050604085 |
| -0.30143750133389 |
| 0.0525747515909227 |
| 0.150083545397582 |
| -0.288063633720443 |
| -0.0982332458201345 |
| -0.396928042988245 |
| -0.0427306047550982 |
| 0.0604924821480548 |
| -0.090778617471777 |
| -0.174025658174209 |
| -0.124848605475171 |
| 0.0874723472955523 |
| 0.141930777277260 |
| -0.213305623955865 |
| 0.130576807251408 |
| 0.137981701731006 |
| 0.340877049290251 |
| -0.226371510454005 |
| 0.106048781961201 |
| 0.0609032477970786 |
| -0.145217722658041 |
| -0.0769736705772335 |
| 0.194207544216059 |
| 0.126908319972001 |
| -0.262988981828364 |
| 0.118019984656499 |
| 0.0787019486575069 |
| 0.152733709907006 |
| -0.124760142903792 |
| -0.0719321444733279 |
| 0.184389094169239 |
| -0.147547660376119 |
| 0.186703684852764 |
| 0.159257693283267 |
| 0.161333629362780 |
| -0.203148560783669 |
| 0.00708790951631855 |
| -0.0814838176081594 |
| 0.434941565815819 |
| -0.125499540896229 |
| -0.129295062445724 |
| -0.0461782654286917 |
| 0.06839428061609 |
| -0.557015083033988 |
| -0.236804472011221 |
| -0.637063912574217 |
| -0.214550945906876 |
| 0.567783430340445 |
| -0.42647376984643 |
| -0.166429443786187 |
| 0.267924216196477 |
| -0.0231793106212397 |
| 0.299045407211862 |
| 0.164668573471094 |
| -0.00427383499962097 |
| 0.146933587387538 |
| 0.156084303165123 |
| 0.119450773699736 |
| 0.0338510890375385 |
| -0.203652090093865 |
| -0.148563298284621 |
| -0.342561303144810 |
| 0.0264905021764736 |
| -0.141341624108934 |
| -0.542783891002545 |
| -0.062145058931959 |
| 0.336177421245683 |
| -0.0614459990681784 |
| 0.0723475897351324 |
| 0.449566577136995 |
| -0.335631578336947 |
