| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
| Estimates ( 1 ) | 0.5255 | 0.1555 | 0.0089 | -0.4719 | 0.0069 | -0.714 |
| (p-val) | (0.0221 ) | (0.0129 ) | (0.9091 ) | (0.0347 ) | (0.9358 ) | (0 ) |
| Estimates ( 2 ) | 0.5271 | 0.1548 | 0.009 | -0.4734 | 0 | -0.7098 |
| (p-val) | (0.0211 ) | (0.0125 ) | (0.9087 ) | (0.0333 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.5461 | 0.1557 | 0 | -0.4918 | 0 | -0.71 |
| (p-val) | (3e-04 ) | (0.0114 ) | (NA ) | (8e-04 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0179893584885372 |
| -0.0229021387492326 |
| 0.0280429835971824 |
| 0.0535703026036586 |
| 0.197165243189745 |
| -0.0689096681524256 |
| 0.0424098097243248 |
| -0.0405518044679509 |
| -0.0199501920587409 |
| 0.164056277242568 |
| -0.181118321437722 |
| -0.0600807835538196 |
| -0.0384120744294222 |
| -0.105366725334679 |
| -0.035626014817518 |
| -0.0604194105145409 |
| -0.0332514553378854 |
| -0.0258266880629454 |
| -0.0842364299241464 |
| -0.108333133725642 |
| 0.0711357203577705 |
| -0.0878217713122598 |
| 0.108879456870827 |
| -0.00955100445671593 |
| -0.157607520113961 |
| -0.134325167906659 |
| 0.0173230246266935 |
| -0.0338005437718034 |
| 0.0130558418423466 |
| 0.0872620701063723 |
| -0.0212828753874976 |
| 0.00796967377374119 |
| 0.111295455284151 |
| 0.0285947719511149 |
| 0.0229654549108211 |
| -0.162772696640074 |
| 0.0195108058780264 |
| -0.0062226368710357 |
| -0.0746409685890145 |
| 0.0513029738703083 |
| 0.0641844671203819 |
| -0.0142198358340714 |
| 0.0227582451676658 |
| 0.0555829401171517 |
| -0.0822153797686847 |
| -0.0683964630971519 |
| -0.0126308236757366 |
| -0.0121485946790087 |
| 0.122541313542487 |
| -0.127957171424098 |
| 0.0202706426934789 |
| 0.0932662029491878 |
| -0.074404601859599 |
| -0.0290358157538822 |
| -0.00950675440834915 |
| 0.0100626734084002 |
| 0.127576725218434 |
| 0.0805227427008438 |
| 0.133628543317006 |
| 0.135025079767545 |
| 0.112556949903848 |
| 0.0402750003435495 |
| 0.043692034772172 |
| -0.00885676898360417 |
| -0.00751224027693925 |
| -0.15769155794901 |
| -0.0132112350979269 |
| 0.0786305775899495 |
| 0.00982211277821875 |
| -0.0785248133196623 |
| -0.0775964482441849 |
| -0.0597829586826348 |
| -0.0731234849097623 |
| -0.0404338308971618 |
| 0.0134666107654212 |
| 0.0644257893958874 |
| -0.0710895312807327 |
| -0.0175640734893054 |
| -0.0652799369619497 |
| 0.07316174465563 |
| -0.0482135268151744 |
| 0.0899369900394413 |
| -0.00336053971805446 |
| -0.00101428877932261 |
| -0.105249086664769 |
| -0.00984068164902856 |
| 0.0842366083706621 |
| -0.0575141169172991 |
| 0.129866243539943 |
| 0.0385764249907077 |
| -0.0600623233744282 |
| -0.117082366260016 |
| -0.0435737011810422 |
| 0.0212062173934167 |
| 0.123252127115801 |
| 0.00654152982514736 |
| -0.0646284268269722 |
| -0.0615993256460771 |
| -0.0348977411443962 |
| 0.0301792765218959 |
| 0.0784577179986572 |
| 0.0728057809912201 |
| -0.0740312113541948 |
| -0.0151112415928301 |
| 0.0407402503481891 |
| 0.0678765718233152 |
| 0.0849378058134437 |
| 0.0218224684172425 |
| 0.0430581314944743 |
| 0.110992135770151 |
| 0.036302437011883 |
| 0.0251230932063136 |
| -0.0373993020924075 |
| -0.0699190517879334 |
| 0.0193309490147938 |
| 0.0172541533605494 |
| -0.094839627582851 |
| -0.0152765103684735 |
| -0.146702279482889 |
| 0.0574898703189509 |
| -0.0708699909465252 |
| -0.0200861089287583 |
| -0.0244324692835071 |
| -0.104336272880683 |
| 0.00173909630878653 |
| 0.0516322060139094 |
| 0.0168646100378082 |
| 0.0454242535945335 |
| 0.0177183650363739 |
| 0.0731767799780365 |
| -0.0157258878641171 |
| -0.0936305393470805 |
| -0.0594853694364505 |
| -0.0749767968549114 |
| 0.143208737975668 |
| -0.0264942237253769 |
| -0.0219459322994378 |
| 0.0989689452837429 |
| -0.027065813833588 |
| 0.0423183028909502 |
| -0.0611467206244912 |
| 0.101399901196484 |
| -0.00934606111774475 |
| 0.0799867629052247 |
| -0.0326810274870238 |
| 0.0336128064748801 |
| -0.0338289660779604 |
| -0.00318325076664828 |
| 0.00688983627344987 |
| -0.0164165802243857 |
| -0.0175883978568521 |
| -0.0236790815605635 |
| -0.0171398299015652 |
| -0.0225718966818004 |
| -0.0911638988514875 |
| -0.0110380820957755 |
| -0.0327208875835475 |
| -0.0314878305738627 |
| 0.00990356660503662 |
| 0.0164315660997527 |
| 0.086062534907244 |
| -0.0712125214441618 |
| -0.0461512257033233 |
| 0.105796022494838 |
| -0.0196982246311905 |
| -0.0544062847684785 |
| 0.0513231842701481 |
| -0.0293701444122053 |
| 0.0297452905680139 |
| 0.0473827361229477 |
| -0.0704643681308127 |
| -0.00285735337587809 |
| 0.0251704197589145 |
| 0.0270494499730836 |
| -0.0298272304693446 |
| -0.0370478163553226 |
| 0.0124522312718107 |
| 0.0191183770533667 |
| 0.0238031017720203 |
| -0.0541641615232703 |
| -0.00978625462258909 |
| -0.0240379333127799 |
| -0.000922038316053416 |
| 0.0202131068147506 |
| -0.0527423854340909 |
| 0.111987698469204 |
| -0.110596947319442 |
| 0.0322920683548671 |
| 0.0114242820006066 |
| 0.0113338895488954 |
| -0.0763405875047957 |
| 0.0106045831471736 |
| -0.0247409387595913 |
| 0.0544209344301501 |
| -0.0650859420794188 |
| 0.0484254056303855 |
| -0.0335232171635393 |
| 0.076070594627282 |
| -0.0565865420338881 |
| -0.0250754660159247 |
| -0.0169241178164743 |
| -0.0130484933512635 |
| -0.0182705101787353 |
| -0.0475204615106873 |
| -0.00826667252365125 |
| -0.0504469000775166 |
| 0.0449280773834241 |
| 0.0166111608928661 |
| 0.0794718805640949 |
| 0.0702301443133141 |
| -0.0537869729144881 |
| -0.0284491756815673 |
| -0.0309803537666525 |
| 0.020330700100375 |
| -0.033101429644418 |
| 0.0297330511669077 |
| 0.00949211939536568 |
| 0.0016989598259102 |
| -0.0163512329819465 |
| -0.0124238627779335 |
| -0.0467203121429411 |
| 0.195453973688743 |
| 0.0274816769898767 |
| -0.0587764311654517 |
| 0.0649429568136572 |
| 0.0386313384255983 |
| -0.108161667492347 |
| -0.0905529532949484 |
| -0.0329325199814003 |
| 0.0824000600462453 |
| -0.0364007384302335 |
| -0.0666639131245875 |
| -0.0214753167651936 |
| 0.213530985550636 |
| 0.0165418805685754 |
| -0.0989037989169854 |
| 0.00034652968625778 |
| -0.0200534311339725 |
| -0.0188361929566473 |
| -0.0482408992104009 |
| 0.0279268400633223 |
| 0.00491303892466521 |
| 0.0207248694361688 |
| 0.0384466786346313 |
| -0.0489315010430596 |
| 0.0711438814714091 |
| 0.0626004782853006 |
| -0.0186727172883603 |
| 0.0844355604037486 |
| -0.0329903213852082 |
| -0.108174778240205 |
| -0.00894015408733285 |
| 0.112713770545816 |
| 0.0888155817013307 |
| 0.0391641903059183 |
| 0.02761608948552 |
| -0.00559542583932835 |
| -0.0336614258229306 |
| 0.059836402518513 |
| 0.0254207518050847 |
| 0.0417466828295273 |
| 0.00202247893787978 |
| 0.0449950806034727 |
| 0.0175965897560758 |
| -0.0526358619627585 |
| -0.0542708105515266 |
| 0.00816576782473587 |
| -0.00272886221019455 |
| -0.000710911729433776 |
| -0.10455979336366 |
| 0.0647972360898613 |
| 0.056130021085766 |
| -0.0215359555835293 |
| -0.042334887807415 |
| 0.0204861022539571 |
| -0.00232604573374888 |
| -0.0298127867999069 |
| -0.0379752773499128 |
| 0.026699009795762 |
| -0.00421952989145618 |
| -0.0118904965108056 |
| -0.0725445799509211 |
| 0.0306948482575873 |
| 0.0310853029293684 |
| -0.0078733962871266 |
| -0.00991605417778497 |
| -0.0837387765579793 |
| -0.00911697691323066 |
| -0.0251784619887476 |
| 0.0270149786299318 |
| -0.0084728907390887 |
| 0.0224232609706857 |
| -0.0216103416813831 |
| -0.0319083892547857 |
| 0.0066302064197225 |
| 0.00480174318337817 |
| 0.0279734374428722 |
| -0.0656120530250649 |
| 0.0615612049363504 |
| 0.032003545847772 |
| 0.0459136196830059 |
| -0.0107910122425362 |
| -0.0349110929961409 |
| -0.0159843589223942 |
| 0.03947862475284 |
| -0.00577246316797439 |
| 0.0355807383820849 |
| -0.00244413022148956 |
| 0.0815743832631844 |
| 0.0137342140695531 |
| 0.0682898085041308 |
| 0.0701748912422909 |
| 0.0921857177478373 |
| -0.0444633665978677 |
| 0.0337759475635627 |
| 0.00673672543380001 |
| 0.0176030962196867 |
| -0.165196510762924 |
| 0.0024490639712448 |
| 0.0298305986726164 |
| -0.0134243814491168 |
| 0.0130869661985968 |
| -0.0545931596863071 |
| -0.00958120017113257 |
| -0.0683812284621945 |
| -0.0281379280178957 |
| -0.00210518327763034 |
| 0.0151230383130583 |
| -0.0233072199607228 |
| -0.0196378457181759 |
| 0.0499427580539649 |
| 0.0456818969237438 |
| -0.0380459221130992 |
| 0.0103078267666189 |
| -0.0014369944466916 |
| -0.0166212253723336 |
| -0.0729181546454124 |
| 0.0277011430523485 |
| -0.00806707552639536 |
| -0.0491657476947418 |
| 0.00615963209440751 |
| -0.00954748921134172 |
| -0.0253952840662558 |
| 0.0432324989315578 |
| -0.0235698856828625 |
| 0.00589240632417434 |
| -0.0150609976586852 |
| -0.073986330843366 |
| 0.00467419734572249 |
| -0.0246181217121718 |
| 0.0271706311418335 |
| -0.017672311793066 |
| 0.027087654192281 |
| -0.0547959525624825 |
| 0.0674532598619193 |
| -0.0241408874740512 |
| -0.00128492787104647 |
| -0.0200501509517768 |
| -0.00147277047624942 |
| 0.0432028885513198 |
