| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1937 | -0.127 | -0.1416 | -0.1538 | 0.2832 | -0.1776 | -0.3519 |
| (p-val) | (0.5746 ) | (0.3696 ) | (0.1642 ) | (0.6526 ) | (0.3247 ) | (0.0982 ) | (0.2076 ) |
| Estimates ( 2 ) | -0.343 | -0.1741 | -0.1581 | 0 | 0.2804 | -0.1787 | -0.3477 |
| (p-val) | (1e-04 ) | (0.0632 ) | (0.073 ) | (NA ) | (0.3334 ) | (0.0958 ) | (0.2168 ) |
| Estimates ( 3 ) | -0.3504 | -0.182 | -0.1599 | 0 | 0 | -0.1828 | -0.0816 |
| (p-val) | (1e-04 ) | (0.0513 ) | (0.0702 ) | (NA ) | (NA ) | (0.0724 ) | (0.3962 ) |
| Estimates ( 4 ) | -0.3456 | -0.1652 | -0.1583 | 0 | 0 | -0.179 | 0 |
| (p-val) | (1e-04 ) | (0.0704 ) | (0.073 ) | (NA ) | (NA ) | (0.0799 ) | (NA ) |
| Estimates ( 5 ) | -0.3595 | -0.1788 | -0.16 | 0 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (0.0508 ) | (0.0706 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.3399 | -0.1267 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (0.1485 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | -0.3017 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (4e-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 |
| 0.00599999664570213 |
| 1.91412925658125e-06 |
| 1.98387272185718 |
| -3.3201175641109 |
| 2.89371516585995 |
| 2.85280479650189 |
| 0.186842511165413 |
| 2.91353881969360 |
| -2.10691636498543 |
| 1.36039640262358 |
| 0.299662379431867 |
| 0.253480037638155 |
| 0 |
| 0 |
| -2 |
| -1.6798824358891 |
| -2.59342125558271 |
| 0.193377545291821 |
| 1.08646118030640 |
| -1.53331876323637 |
| -1.55314241707002 |
| -3.59342125558271 |
| -0.146563672652729 |
| -0.0402788385126831 |
| 4.12674001881908 |
| 2.3597648717782 |
| -0.153098706779138 |
| -0.213201199125472 |
| -1.12674001881908 |
| -0.33994121794455 |
| 0.873259981180922 |
| -1.66005878205545 |
| -0.553142417070023 |
| -0.253480037638155 |
| -1 |
| -0.339941217944550 |
| -0.126740018819078 |
| -3 |
| -3.01982365383365 |
| 2.93989750765367 |
| 2.10628483414005 |
| -0.153098706779138 |
| -1.21320119912547 |
| -1.46668123676363 |
| 2.53331876323637 |
| -0.106916364985426 |
| 2.04027883851268 |
| 1.55314241707002 |
| 0.593421255582706 |
| 0.126740018819078 |
| 0 |
| 0 |
| -1 |
| 0.660058782055449 |
| -0.786798800874528 |
| 0.786798800874527 |
| -0.786798800874528 |
| 1.78679880087453 |
| -2.44685758292998 |
| 0.233656383804504 |
| 0.959721161487317 |
| 0.466681236763629 |
| -0.873259981180922 |
| -2.33994121794455 |
| -1.80662245470818 |
| 0.406578744417294 |
| 0.213201199125473 |
| -0.873259981180922 |
| -2.33994121794455 |
| 3.19337754529182 |
| 1.10628483414005 |
| 1.50696007527631 |
| 1.33994121794455 |
| 0.466681236763628 |
| -0.873259981180922 |
| -0.339941217944551 |
| -2.12674001881908 |
| 1.3201175641109 |
| 0.426402398250946 |
| 0.253480037638155 |
| -2 |
| 2.3201175641109 |
| 0.766343616195496 |
| -1.61977994354277 |
| 1.3201175641109 |
| -0.573597601749054 |
| -1.08646118030639 |
| 0.533318763236371 |
| 0.213201199125472 |
| -0.873259981180922 |
| -1.33994121794455 |
| -1.46668123676363 |
| 0.533318763236372 |
| -0.786798800874527 |
| -3.21320119912547 |
| -0.146563672652729 |
| -2.04027883851268 |
| 2.44685758292998 |
| -2.23365638380450 |
| -0.639603597376418 |
| -0.380220056457233 |
| -4 |
| 0.640235128221798 |
| 2.17292236061279 |
| 2.93336247352726 |
| -4.06663752647274 |
| -0.446226052084597 |
| -1.29375887615084 |
| 3.78679880087453 |
| 0.233024852959124 |
| -1.83298114266824 |
| 2.19337754529182 |
| 2.76634361619550 |
| 1.06010249234633 |
| -2.74651996236184 |
| 1.98017634616635 |
| 0.639603597376418 |
| 2.38022005645723 |
| 0.679882435889101 |
| -1.74651996236184 |
| -0.679882435889101 |
| -1.25348003763816 |
| 1.66005878205545 |
| 0.553142417070023 |
| -2.74651996236184 |
| 0.980176346166349 |
| -0.700337620568132 |
| 0.913538819693605 |
| 0.213201199125473 |
| 2.12674001881908 |
| -0.320117564110899 |
