| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0038 | 0.2798 | 0.5781 | -0.1698 | 0.2124 | -0.0883 | -0.7956 |
| (p-val) | (0.9812 ) | (2e-04 ) | (0 ) | (0.4406 ) | (0.2208 ) | (0.5074 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.2794 | 0.5766 | -0.1743 | 0.2131 | -0.0884 | -0.7963 |
| (p-val) | (NA ) | (1e-04 ) | (0 ) | (0.1117 ) | (0.2176 ) | (0.505 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.2776 | 0.5824 | -0.1815 | 0.2589 | 0 | -0.8701 |
| (p-val) | (NA ) | (1e-04 ) | (0 ) | (0.0914 ) | (0.1032 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.2683 | 0.6059 | -0.229 | 0 | 0 | -0.6722 |
| (p-val) | (NA ) | (1e-04 ) | (0 ) | (0.0276 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| 0.00793840643179703 |
| -0.0639183131286769 |
| 0.0430737261669381 |
| 0.112163601648762 |
| -0.103443172893970 |
| -0.0229267174584029 |
| 0.0609980282279095 |
| -0.0141635129951788 |
| 0.066968288427359 |
| -0.197076491435857 |
| -0.0650847000782403 |
| -0.00314056324233717 |
| 0.0389082272653194 |
| -0.0318831413007357 |
| -0.0271649755204664 |
| -0.12690637563092 |
| 0.00398823190691838 |
| 0.0678352180201795 |
| 0.0137936456991743 |
| -0.0556122589436906 |
| 0.0134791993122653 |
| -0.0148408718585251 |
| 0.0345125164075704 |
| -0.0363691946849377 |
| -0.0547940165733609 |
| -0.036092313086451 |
| 0.0644458803029694 |
| -0.0487644319045315 |
| -0.0621329162605106 |
| -0.0671138824621084 |
| -0.0778421396009102 |
| -0.0116298114707698 |
| -0.0157674419573684 |
| -0.00508244777735796 |
| -0.0031617641340242 |
| -0.0119903689841118 |
| -0.0514137557373244 |
| -0.0130206277648600 |
| 0.00505221153582253 |
| -0.0024009815520782 |
| -0.00675548687682403 |
| -0.0421258085709265 |
| -0.0707567618528328 |
| 0.089053890389413 |
| 0.00386304099714275 |
| 0.0492478909248819 |
| 0.000219995746500414 |
| 0.0320722183660648 |
| 0.0608324084354771 |
| 0.0442229022056289 |
| 0.0136853746269034 |
| -0.0801390372509519 |
| 0.00360061707499343 |
| -0.043891402660804 |
| -0.0281018777382285 |
| 0.0153012870677775 |
| -0.00894151768477219 |
| 0.107175145438438 |
| -0.149980711189072 |
| -0.16092017710803 |
| -0.0521545204707575 |
| 0.082013261700397 |
| 0.0467308794226465 |
| 0.0471682365434126 |
| -0.196257296169377 |
| -0.154192050961628 |
| 0.0849736182901274 |
| -0.110772178929076 |
| -0.00769200356407888 |
| -0.00936670013987611 |
| 0.0641507459279931 |
| -0.0191164437370215 |
| 0.08404580651369 |
| -0.170450936869815 |
| 0.0179586070623966 |
| -0.0900183018179854 |
| -0.0623331291939376 |
| -0.081283514469098 |
| 0.0928556605236732 |
| -0.0196087127807530 |
| 0.128665927704833 |
| -0.125477710821496 |
| 0.0250336660872102 |
| 0.0293891583215557 |
| -0.00441142367424896 |
| -0.0054809651998808 |
| 0.0660802869099563 |
| 0.100934103530722 |
| -0.0121528273396790 |
| -0.0127556038510742 |
| -0.0860013699489331 |
| -0.116326706914738 |
| 0.00238184746370960 |
| -0.00233113963899326 |
| 0.0609522838878156 |
| 0.0293878679153631 |
| 0.0472977455441573 |
| 0.117132678739038 |
| 0.147899466775523 |
| -0.123187813800336 |
| -0.00652699684507216 |
| -0.0771467834176069 |
| -0.0349052100150592 |
| 0.0519237726434348 |
| -0.0732275070553118 |
| -0.0585389356690331 |
| -0.0377896445057598 |
| 0.113004234806455 |
| 0.0447436239039381 |
| 0.0374018644815916 |
| -0.09457814205452 |
| -0.124856503215817 |
| 0.0196974568089820 |
| 0.0445287792594554 |
| -0.0182518624169734 |
| 0.0258727558741343 |
| -0.00794798507552365 |
| 0.0372735283908176 |
| -0.0549415917252335 |
| 0.042750698574166 |
| 0.00922036095164791 |
