| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0522 | -0.0615 | -8e-04 | -0.0513 | 0.7176 | 0.0764 | -0.8571 |
| (p-val) | (0.996 ) | (0.9549 ) | (0.9992 ) | (0.9961 ) | (0.0029 ) | (0.4602 ) | (1e-04 ) |
| Estimates ( 2 ) | -0.0549 | -0.0617 | 0 | -0.0485 | 0.7175 | 0.0765 | -0.857 |
| (p-val) | (0.9634 ) | (0.671 ) | (NA ) | (0.9678 ) | (0.0024 ) | (0.4406 ) | (1e-04 ) |
| Estimates ( 3 ) | -0.1032 | -0.0662 | 0 | 0 | 0.717 | 0.0767 | -0.8566 |
| (p-val) | (0.2202 ) | (0.439 ) | (NA ) | (NA ) | (0.0026 ) | (0.4362 ) | (1e-04 ) |
| Estimates ( 4 ) | -0.0965 | 0 | 0 | 0 | 0.7264 | 0.0792 | -0.8592 |
| (p-val) | (0.2497 ) | (NA ) | (NA ) | (NA ) | (0.0044 ) | (0.4202 ) | (4e-04 ) |
| Estimates ( 5 ) | -0.0954 | 0 | 0 | 0 | 0.1464 | 0 | -0.2747 |
| (p-val) | (0.2551 ) | (NA ) | (NA ) | (NA ) | (0.8264 ) | (NA ) | (0.6728 ) |
| Estimates ( 6 ) | -0.0957 | 0 | 0 | 0 | 0 | 0 | -0.1302 |
| (p-val) | (0.2535 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1268 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.1332 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1185 ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| 0.0139999928758755 |
| 0 |
| 0.991249780297647 |
| -1.98249956059529 |
| -4.95624709667531 |
| -0.999845548344493 |
| -3.86855790815475 |
| -0.261648570446432 |
| 0.345724354779861 |
| -0.133123243465308 |
| -4.51506357580101 |
| -4.03482593238091 |
| -9.95394155654397 |
| -4.0177270784248 |
| 9.39875392347721 |
| 6.46270461179922 |
| 0.67448955903596 |
| 0.464980444210721 |
| -0.748417438571021 |
| 1.8606043352582 |
| -0.910181776886513 |
| -0.938081000128958 |
| -2.09966281342304 |
| 0.247766892136843 |
| -0.121204119470928 |
| -1.12491931238132 |
| -4.27960105241332 |
| -0.967006186254003 |
| -4.01614011504233 |
| -5.14979958763716 |
| 6.43010803899693 |
| 1.8712288727297 |
| -1.53480825380529 |
| -3.68577172260414 |
| 2.85626366451609 |
| 6.2491817061229 |
| -10.2043823419082 |
| 8.50918516724345 |
| 0.380353607959635 |
| 3.8321706564586 |
| 0.641136079640628 |
| -0.866876570477264 |
| -0.949350310727556 |
| -1.48968999129567 |
| 6.08537671928327 |
| -4.11543739302953 |
| 1.87358001280179 |
| -0.198374180216538 |
| -3.18964239200757 |
| -1.54803115000098 |
| 1.24949479507906 |
| -0.0264164461106143 |
| 2.57525210050711 |
| 0.793856834559239 |
| -2.83361135061191 |
| -6.0035177391753 |
| 0.342932776130615 |
| 0.10571373888873 |
| 0.622662881529458 |
| -4.7994568781982 |
| 6.04566655393524 |
| -0.98592265745745 |
| 4.08291674066175 |
| 3.36088157317275 |
| -0.194930385847366 |
| -3.13129013423788 |
| 1.54370054578718 |
| -1.55244907948725 |
| 3.97404214587081 |
| -0.416977436264647 |
| 0.205566481657038 |
| -0.206731477871678 |
| 4.52920228869056 |
| -1.05552669184268 |
| -8.97262579293881 |
| 6.97247065652091 |
| 2.60313004470977 |
| -2.1405589373725 |
| 1.80516262009931 |
| 0.928487241407985 |
| -0.653354864680803 |
| -2.28504697412723 |
| -0.759615989224523 |
| 0.123641761998834 |
| 0.912996169385005 |
| -7.30428768595976 |
| 3.89884593437409 |
| -1.98353527692314 |
| 3.12157889742218 |
| -0.972673569826267 |
| -3.48081119525456 |
| -2.26413695922598 |
| -1.58431575805998 |
| -2.12952582292961 |
| 1.5364786825569 |
| 1.69849679073579 |
| -8.21097499583517 |
| -5.2835777523122 |
| -2.79539521588159 |
| 5.22617988335249 |
| -5.09341234961281 |
| -0.70358625710686 |
| 1.62775192317065 |
| 3.69594288481626 |
| 0.321737069280819 |
| 0.906307119077976 |
| 6.21675916146421 |
| 0.492169272926968 |
| -0.957155966854324 |
| 2.1206881517779 |
| -4.17214688326765 |
| 0.0655395932141151 |
| -0.127459425366045 |
| 2.282400886132 |
| 4.44441714548183 |
| -4.99127243711675 |
| 3.98302689877384 |
| 2.30393532034013 |
| 3.59183965316734 |
| -0.664661495838645 |
| 2.53039874097392 |
| 2.30680294767026 |
| -1.52169360683789 |
| -1.08850947521223 |
| 4.33695989017492 |
| -2.6928151854822 |
| 0.797364066644051 |
| 1.85504891885905 |
| -3.42246986428554 |
| -1.35858803376269 |
| -4.89381922146294 |
| 0.247027106774191 |
| 1.54424769072057 |
| -7.1809160221418 |
| 1.34831583627592 |
| -3.96710469957916 |
| -3.79436065793022 |
| 7.04375518569659 |
| 0.179548127635319 |
| 1.47172153454041 |
| -0.505275050084831 |
| -2.06202017280573 |
| -2.97609052028463 |
