| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.098 | 0.2276 | 0.0655 | -0.0891 | -0.0526 | -0.6512 |
| (p-val) | (0.0672 ) | (0 ) | (0.2171 ) | (0.4288 ) | (0.5606 ) | (0 ) |
| Estimates ( 2 ) | 0.0953 | 0.2323 | 0.0652 | -0.043 | 0 | -0.6971 |
| (p-val) | (0.0735 ) | (0 ) | (0.2186 ) | (0.5812 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.0938 | 0.235 | 0.0655 | 0 | 0 | -0.7207 |
| (p-val) | (0.0777 ) | (0 ) | (0.2165 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.1094 | 0.2417 | 0 | 0 | 0 | -0.724 |
| (p-val) | (0.0348 ) | (0 ) | (NA ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -0.0447137390230427 |
| -0.068778362173901 |
| 0.200064905344157 |
| 0.369647506184097 |
| 1.52302520143469 |
| -0.382348235575581 |
| 0.442481123302953 |
| -0.548688225400163 |
| -0.326734158696823 |
| 1.30468259726711 |
| -1.3499961122333 |
| -0.389444330854926 |
| 0.182875958172545 |
| -0.827655945543168 |
| -0.571203436128746 |
| -0.727773843868161 |
| -0.408616832728847 |
| -0.0704102119463752 |
| -0.812911802065448 |
| -0.878889742265605 |
| 0.689887044964178 |
| -0.730700715164829 |
| 0.835146028467026 |
| -0.138182610095487 |
| -1.62611373700985 |
| -1.10034892357678 |
| 0.456775029302124 |
| 0.0327527399388272 |
| 0.101998161993637 |
| 0.314319979422889 |
| -0.280297381566065 |
| 0.300458423917035 |
| 0.864927195047558 |
| 0.113438692607626 |
| 0.0734383808683579 |
| -1.19439085824408 |
| -0.151865082808314 |
| -0.0210499034840303 |
| -0.343328268139467 |
| 0.574181408860685 |
| 0.477814069872239 |
| -0.345526543718989 |
| 0.0869606031474299 |
| 0.590525693132867 |
| -0.490002114337156 |
| -0.422664091888079 |
| -0.0950390599117852 |
| -0.100980417804073 |
| 0.509364851377814 |
| -1.00698273663314 |
| 0.32882830855559 |
| 0.863393027878096 |
| -0.476121982707797 |
| -0.442131907077511 |
| -0.0557930322146298 |
| 0.327255220315304 |
| 0.866297964346517 |
| 0.446075301346585 |
| 0.800999595390282 |
| 0.913381844758492 |
| 1.21106666248245 |
| 0.432277274667487 |
| 0.307401636283489 |
| -0.163324594043776 |
| -0.171057239378714 |
| -1.03961279566805 |
| 0.0264096948412303 |
| 0.590971944182521 |
| 0.097670677054715 |
| -0.913730369936987 |
| -0.330725944996714 |
| -0.39195787582803 |
| -0.33595034452303 |
| -0.460376742093759 |
| -0.0292544642563706 |
| 0.496164472480486 |
| -0.733628064837655 |
| -0.0817196760109188 |
| -0.515669889873024 |
| 0.578909014902339 |
| -0.353325630092767 |
| 0.636523095994961 |
| 0.0383900142934602 |
| -0.05717954972781 |
| -0.858265740430048 |
| -0.0909909671169302 |
| 0.755512537455174 |
| -0.518648217936032 |
| 0.994492422667557 |
| 0.406664942162714 |
| -0.616393295045222 |
| -0.995857996261535 |
| -0.203823892252728 |
| 0.285780542685931 |
| 0.992848968316651 |
| -0.0326397207468738 |
| -0.57212454025559 |
| -0.552548081664224 |
| -0.240243601603045 |
| 0.322411611687398 |
| 0.63031194684375 |
| 0.601435260424315 |
| -0.733286674293114 |
| -0.160048874289102 |
| 0.395985413152027 |
| 0.525887497510421 |
| 0.819053315388188 |
| 0.175417251536123 |
| 0.722306904374839 |
| 1.20239659491249 |
| 0.181074936222386 |
| 0.0276801516692858 |
| -0.448687018044392 |
| -0.252681576296468 |
| 0.188300610510945 |
| -0.140216623112251 |
| -1.04008096616512 |
| -0.165183747591579 |
| -0.938098572061686 |
| 0.684172588835534 |
| -0.420125533725554 |
| -0.354904957071316 |
| -0.4402095680533 |
| -1.11887539966437 |
| 0.0686400022043326 |
| 0.616722079681329 |
| 0.0574427529225043 |
| 0.267702495589702 |
| 0.130908769970717 |
| 0.588947022236224 |
| 0.00572931435708336 |
| -0.884969238670104 |
| -0.428900391013364 |
| -0.717442437909778 |
| 1.42772319395733 |
| -0.361531025868097 |
| -0.321237196333656 |
| 1.06722596915131 |
| -0.332899505579197 |
| 0.26755493532206 |
| -0.558802728167511 |
| 0.942244603297444 |
| 0.107679924170957 |
| 0.814030268383651 |
| -0.0649701591623913 |
| 0.345683590782759 |
| -0.473259366239089 |
| -0.240987317958988 |
| 0.0553112760130569 |
| 0.177992065057002 |
| -0.284191254343871 |
| -0.425390201231931 |
| -0.207811605240561 |
| -0.175665136353111 |
| -0.705543674058894 |
| -0.0650415677691152 |
| -0.234295874318436 |
| -0.418030927809276 |
| 0.0635320706909568 |
| 0.132842596804431 |
| 0.794190648939422 |
| -0.73377919048655 |
| -0.499463118892945 |
| 1.0823913949472 |
| -0.195664376868674 |
| -0.575471991412053 |
| 0.555335920251613 |
| -0.271927109253379 |
| 0.319592469889687 |
| 0.481050873165319 |
| -0.81262021317062 |
| -0.0584292465299886 |
| 0.319300019076322 |
| 0.340162410381212 |
| -0.380473820282668 |
| -0.388108344689168 |
| 0.1685144205457 |
| 0.19661884652462 |
| 0.26596991387649 |
| -0.564467948412353 |
| -0.0741103952017459 |
| -0.245462478711435 |
| -0.000631389767717157 |
| 0.21369186850472 |
| -0.514624433562774 |
| 1.10591298637288 |
| -1.14042349320031 |
| 0.295885098368021 |
| 0.192716129404743 |
| 0.0823072358236444 |
| -0.731740593269919 |
| 0.0993108813730623 |
| -0.291266196318867 |
| 0.526798104732335 |
| -0.626284045784558 |
| 0.508876657405255 |
| -0.280279966198115 |
| 0.627929970101604 |
| -0.540421906008141 |
| -0.193912943095855 |
| -0.0379846560049439 |
| -0.0737620940200367 |
| -0.242637925283929 |
| -0.43061966286576 |
| -0.266578730393379 |
| -0.450848285320423 |
| 0.543203273712881 |
| 0.292437550526524 |
| 0.629960879633487 |
| 0.386023446038045 |
| -0.464131363980343 |
| -0.162091265117137 |
| -0.109311710481473 |
| 0.20677906778099 |
| -0.37094182476461 |
| 0.20588715574871 |
| -0.0868138860576414 |
| -0.00924483533251914 |
| -0.035028252015474 |
| 0.0295215511211097 |
| -0.325457742777693 |
| 1.5287688391028 |
| 0.227700386364204 |
| -0.575536684551323 |
| 0.594316510035283 |
| 0.37515803465652 |
| -0.979807120225475 |
| -0.738198925523941 |
| -0.295608030285202 |
| 0.782269508648891 |
| -0.284789999159792 |
| -0.508090777505369 |
| -0.101173612551281 |
| 1.69597904328625 |
| 0.086829700334653 |
| -0.935437972650999 |
| 0.0840202441044248 |
| -0.0643789061728054 |
| -0.198880993996696 |
| -0.384724066124665 |
| 0.0966832596098639 |
| 0.0394759573842357 |
| 0.24174601300767 |
| 0.371825825061598 |
| -0.398580802115616 |
| 0.45354385188004 |
| 0.616055635170869 |
| -0.182235403952182 |
| 0.705125508379164 |
| -0.285630485701543 |
| -0.940748069114885 |
| -0.014961905002704 |
| 1.03118125958687 |
| 0.812714622723828 |
| 0.243127768612531 |
| 0.127520356958432 |
| -0.118773508976652 |
| 0.201560302973906 |
| 0.562828109567238 |
| 0.0391841113595466 |
| 0.360470642466829 |
| 0.00772967872452958 |
| 0.520052218813871 |
| 0.139321006052018 |
| -0.101107123566241 |
| -0.484393929597704 |
| -0.0577542791946067 |
| -0.217551105155161 |
| -0.118845039993276 |
| -0.403654241306614 |
| 0.601786011528683 |
| 0.320911327979352 |
| -0.378816314728272 |
| -0.500309884634342 |
| 0.315580203318693 |
| -0.0462215702820841 |
| -0.00959682701864157 |
| -0.380509115912296 |
| 0.161104299620352 |
| -0.215810334992719 |
| -0.231483682772306 |
| -0.287379168849087 |
| 0.264765750682409 |
| 0.147438035699739 |
| -0.17225831298373 |
| -0.141335815257429 |
| -0.845249892948913 |
| -0.07116998703821 |
| -0.0997707750594097 |
| 0.312584621295038 |
| -0.18488831144209 |
| 0.142210938319076 |
| -0.258926987546677 |
| -0.183942477676906 |
| 0.0508125243226326 |
| -0.00280282672347421 |
| 0.264522266026299 |
| -0.669526688925139 |
| 0.598261632565563 |
| 0.315603413028144 |
| 0.542034140419243 |
| -0.123599550236359 |
| -0.45576812630854 |
| -0.1808289556203 |
| 0.423548877510037 |
| 0.194698872251254 |
| 0.318093988550252 |
| -0.167334117885655 |
| 0.882620358576855 |
| 0.0779770145823035 |
| 0.822929220036745 |
| 0.82078582440982 |
| 1.77156595829527 |
| -0.557596462788049 |
| 0.184472787533444 |
| -0.192694836126969 |
| 0.102324610915626 |
| -1.12766298471575 |
| -0.0361697366624325 |
| 0.110558331268631 |
| -0.216038204587198 |
| 0.0312628043758275 |
| -0.555202236199007 |
| -0.105295179383841 |
| -0.417645222751738 |
| -0.363087876677658 |
| -0.259927749492462 |
| -0.030401184504028 |
| -0.425424354754701 |
| 0.278579063448424 |
| 0.570200202631144 |
| 0.317954382336276 |
| -0.606007242696958 |
| 0.054328479815075 |
| 0.133601531670096 |
| -0.213625062404201 |
| -0.677702387621696 |
| 0.454032416538173 |
| -0.267527781164567 |
| -0.842082469327236 |
| 0.0427494961667498 |
| 0.274541114949432 |
| -0.425880299551981 |
| 0.414783000696576 |
| -0.322934639291387 |
| 0.0091548270495709 |
| -0.135962089356316 |
| -0.916593232971699 |
| 0.147517728153363 |
| -0.278725545439982 |
| 0.29705481550847 |
| -0.249411715064457 |
| 0.281147963945179 |
| -0.633173983199397 |
| 0.83947288177533 |
| -0.335288304565954 |
| -0.0537324995837137 |
| -0.226994780779326 |
| 0.000315597805152081 |
| 0.516500742069267 |
