| 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 |
| 0.00793840643179704 |
| -0.0639183131290524 |
| 0.0430737261666148 |
| 0.112163601649093 |
| -0.103443172893944 |
| -0.0229267174580687 |
| 0.0609980282279654 |
| -0.0141635129955175 |
| 0.0669682884278755 |
| -0.197076491435702 |
| -0.0650847000788451 |
| -0.00314056324258675 |
| 0.0389082272646499 |
| -0.0318831413013342 |
| -0.0271649755205713 |
| -0.126906375631363 |
| 0.0039882319057171 |
| 0.067835218019568 |
| 0.0137936456987637 |
| -0.0556122589440576 |
| 0.0134791993122198 |
| -0.0148408718602896 |
| 0.0345125164069357 |
| -0.0363691946852865 |
| -0.0547940165740061 |
| -0.0360923130871607 |
| 0.0644458803023164 |
| -0.0487644319060679 |
| -0.062132916260901 |
| -0.0671138824623857 |
| -0.077842139602173 |
| -0.0116298114720312 |
| -0.0157674419583209 |
| -0.00508244777831673 |
| -0.00316176413441908 |
| -0.0119903689851791 |
| -0.0514137557388194 |
| -0.0130206277658247 |
| 0.00505221153534641 |
| -0.00240098155332031 |
| -0.00675548687764267 |
| -0.0421258085721541 |
| -0.0707567618544965 |
| 0.0890538903888167 |
| 0.00386304099620221 |
| 0.0492478909248658 |
| 0.000219995746486518 |
| 0.032072218365643 |
| 0.0608324084350433 |
| 0.0442229022058139 |
| 0.0136853746270407 |
| -0.0801390372508375 |
| 0.0036006170751246 |
| -0.0438914026613583 |
| -0.0281018777390935 |
| 0.0153012870683303 |
| -0.00894151768524666 |
| 0.107175145439245 |
| -0.149980711189216 |
| -0.160920177108468 |
| -0.0521545204711724 |
| 0.0820132616998251 |
| 0.0467308794221723 |
| 0.0471682365431603 |
| -0.196257296169719 |
| -0.154192050962758 |
| 0.084973618289171 |
| -0.110772178930569 |
| -0.00769200356508201 |
| -0.00936670013991178 |
| 0.0641507459259918 |
| -0.0191164437382588 |
| 0.0840458065129295 |
| -0.170450936870173 |
| 0.0179586070617873 |
| -0.0900183018184118 |
| -0.0623331291960214 |
| -0.0812835144704218 |
| 0.092855660523068 |
| -0.0196087127825031 |
| 0.12866592770433 |
| -0.125477710822367 |
| 0.0250336660871736 |
| 0.029389158321465 |
| -0.00441142367475177 |
| -0.00548096520098103 |
| 0.0660802869094025 |
| 0.100934103530377 |
| -0.0121528273388526 |
| -0.0127556038504058 |
| -0.0860013699487206 |
| -0.116326706915193 |
| 0.00238184746362286 |
| -0.00233113964056275 |
| 0.06095228388796 |
| 0.0293878679160397 |
| 0.0472977455437946 |
| 0.117132678739642 |
| 0.147899466775921 |
| -0.123187813798867 |
| -0.0065269968431633 |
| -0.077146783416245 |
| -0.0349052100160776 |
| 0.051923772643733 |
| -0.0732275070560515 |
| -0.058538935669029 |
| -0.0377896445054221 |
| 0.113004234806547 |
| 0.0447436239039724 |
| 0.0374018644828845 |
| -0.0945781420545806 |
| -0.124856503216176 |
| 0.0196974568100015 |
| 0.0445287792601229 |
| -0.0182518624174373 |
| 0.0258727558752725 |
| -0.00794798507662381 |
| 0.0372735283909646 |
| -0.0549415917253576 |
| 0.0427506985745846 |
| 0.00922036095139281 |
