| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4936 | -0.3188 | -0.1824 | -1 | -0.8662 | -0.0631 | 0.8469 |
| (p-val) | (0 ) | (0 ) | (7e-04 ) | (0 ) | (0 ) | (0.2785 ) | (0 ) |
| Estimates ( 2 ) | -0.4873 | -0.3135 | -0.1875 | -1 | 0.1959 | 0 | -0.2246 |
| (p-val) | (0 ) | (0 ) | (5e-04 ) | (0 ) | (0.7816 ) | (NA ) | (0.7482 ) |
| Estimates ( 3 ) | -0.4875 | -0.3138 | -0.1877 | -1 | 0 | 0 | -0.0265 |
| (p-val) | (0 ) | (0 ) | (5e-04 ) | (0 ) | (NA ) | (NA ) | (0.6535 ) |
| Estimates ( 4 ) | -0.4915 | -0.3212 | -0.1897 | -1 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0 ) | (4e-04 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -0.0152864779740422 |
| -1.21115995808865 |
| -0.427570413882424 |
| -0.587552040245331 |
| 0.0539205310124511 |
| -0.186340086519348 |
| -1.08498443701127 |
| 0.469843448655449 |
| -1.11619316333735 |
| 1.08109634625877 |
| -0.89369638349276 |
| -0.296490414215663 |
| -0.586072236653866 |
| -0.594831207819112 |
| 0.240066294319533 |
| 0.674919786501594 |
| -0.386274437386192 |
| 0.641053631880417 |
| 0.98842642252049 |
| -0.896208677997458 |
| -0.909249206694682 |
| 0.274350185608775 |
| 1.56407736383835 |
| -0.237221623410264 |
| 0.202582814514112 |
| -0.958439122660635 |
| -0.765460231457562 |
| 1.35747988614282 |
| 0.0457720740246687 |
| 1.24508418578018 |
| -0.10082621272865 |
| -1.07352405608847 |
| 1.10967264085277 |
| -2.19209947132924 |
| -0.264638596412892 |
| -0.456796579133454 |
| 0.337545231782007 |
| -0.515088805107846 |
| 0.537239459172718 |
| -0.525187606972135 |
| 0.000403147582035289 |
| 0.0852684318229008 |
| 0.949601991896846 |
| -0.428098578133832 |
| -0.418032497446546 |
| -0.438329292040606 |
| -0.131502743109591 |
| -0.566574409129268 |
| -0.0306508817789392 |
| 0.0752474031770218 |
| -0.0569124551042512 |
| 0.350188795949039 |
| -0.362185777102175 |
| -0.42115202526961 |
| -0.229023485603154 |
| 0.422266704213984 |
| 0.0056104470638947 |
| 0.221164648263137 |
| 0.454114468715067 |
| -0.982575944200932 |
| 0.918019601013424 |
| -0.511692859748263 |
| 0.154004002919905 |
| 0.376851260141109 |
| 0.692396529374393 |
| 0.0374017284220489 |
| -0.500758468592487 |
| 0.194063806701352 |
| -0.565621336036491 |
| -0.311497295722422 |
| 0.0228272368647067 |
| 0.162551009888771 |
| 0.286570812524614 |
| 0.035829058779764 |
| -0.250116734254046 |
| -0.0942534352545342 |
| 0.126302793099758 |
| 1.07845288256614 |
| 1.76823460642914 |
| -0.80166091653171 |
| 0.652036171779726 |
| 1.11587931561954 |
| -0.792297361967612 |
| -0.165568632373364 |
| 0.775686487935591 |
| -0.434745555299311 |
| 0.217726205641055 |
| -1.16733684648268 |
| 0.424088417223861 |
| -0.16022777978402 |
| 0.657823040025207 |
| 0.696089476941725 |
| -0.913699415361758 |
| -1.70453397779539 |
| -0.84430329954855 |
| 0.161909580654805 |
| 0.0369198960534123 |
| -0.847193219331687 |
| 0.0240296685085297 |
| -0.521017586237466 |
| -0.747677422691307 |
| 0.446760903774391 |
| 1.61454231475466 |
| -0.203256995567139 |
| 0.74453605444595 |
| -0.653992939330446 |
| 0.34730946238063 |
| 1.11598254596143 |
| -0.961500348180837 |
| -0.814743704382401 |
| 0.47656066061649 |
| -0.0522095140107921 |
| 0.231415839709142 |
| 0.560968485948658 |
| 0.359850293696835 |
| 0.825863702500733 |
| 0.0180381258395209 |
| -0.630132437721158 |
| -0.436740219495707 |
| -0.203546252396272 |
| 0.805002379106271 |
| 0.701071049883991 |
| -0.433376648850484 |
| -0.165483931017714 |
| -1.19390316626831 |
| 0.441372680155251 |
| -0.0494978900967868 |
| 0.083034051588907 |
| -0.737799940266614 |
| 0.224709494250543 |
| -1.21821357949934 |
| -0.558540806052173 |
| -0.510544000803557 |
| 0.480894376381995 |
| 0.361849556834844 |
| 0.0132314129706165 |
| 0.24564555333557 |
| 0.163238731370961 |
| -1.03905226990485 |
| -0.326554776751858 |
| 0.151325999424711 |
| -0.124466648782153 |
| 1.31097644384816 |
| -0.660697114833535 |
| -0.374793776732431 |
| -1.29793110135782 |
| -0.180302456494857 |
| -0.205645691947707 |
| -0.315631022332638 |
| 1.04349585041061 |
| -0.32257575180248 |
| 1.35390885526869 |
| 0.0382827884146855 |
| -1.5128836316235 |
| 0.328037413492409 |
| 0.374172866060304 |
| 0.377220306031073 |
| 0.1985056761879 |
| -0.559029425696512 |
| -0.481151212098598 |
| -0.33530379534597 |
| 0.105372426293734 |
| 0.934840515632842 |
| 0.0313144424668781 |
| -0.936086237498248 |
| -0.143530512193876 |
| -0.912418813997366 |
| 0.351027164639971 |
| 0.804701979777366 |
| -0.145025050470899 |
| 0.748528259910389 |
| 0.189885513816513 |
| 0.688540015796257 |
| -0.717414359927646 |
| -0.331556796830352 |
| -0.332867533267386 |
| -0.115984571977371 |
| 0.0413709508607731 |
| 0.269296534025358 |
| -0.0102793108037113 |
| -0.779468318823105 |
| 0.541266920173331 |
| 0.33285024157438 |
| 0.406672938042061 |
| 1.15018369778915 |
| -0.557283420084614 |
| -0.175203718413532 |
| -0.52463614729013 |
| -0.428911125086588 |
| 0.141880834270427 |
| 0.0832488023076268 |
| 0.263765577516558 |
| -0.502762172068738 |
| -0.0953492283431327 |
| -0.850410516089989 |
| 0.492346226612128 |
| 0.629459420653787 |
| 0.727174046536466 |
| 0.0770074329293779 |
| -0.659813751359696 |
| -0.5583361181874 |
| -0.699308235431243 |
| 0.215577703232398 |
| -0.0804626585925877 |
| -0.31517732135863 |
| -0.20818164949751 |
| 0.253378691406043 |
| 0.233562668496514 |
| -0.500428575826255 |
| -0.4215448885174 |
| 3.0346863739638 |
| -1.11139392061123 |
| 0.0490104497820428 |
| -0.487835312875375 |
| -0.405058149298347 |
| -0.511153267163494 |
| -0.145470644820727 |
| 0.629339406294945 |
| -0.12728078901744 |
| 0.0138470471315903 |
| 0.130155172439793 |
| 0.385805530949724 |
| 0.0272027545736087 |
| -0.890217418199199 |
| 0.315572428606648 |
| -0.385496937513809 |
| -0.153843252734811 |
| -0.0391971135163003 |
| 0.00350045559130597 |
| -0.343369737727087 |
| -0.172114729675776 |
| 1.17056178267186 |
| 0.111509704952904 |
| 0.15273402358458 |
| 0.289909451130699 |
| -0.741889451234826 |
| -1.00168622676642 |
| 0.39005797060651 |
| 0.373495660696655 |
| -0.30738070556304 |
| 0.135648994541815 |
| -0.0866534670035348 |
| 0.099220323587135 |
| -0.987879002430718 |
| -0.103284622092608 |
| 1.0252782535173 |
| -0.161800715177985 |
| 1.2238166470497 |
| 0.126988997694716 |
| -0.892011382158763 |
| -0.300323506799769 |
| 0.713572824082544 |
| 1.09400741984142 |
| -1.02181612097596 |
| 0.332445153362372 |
| -0.210128100087761 |
| -0.747630315433501 |
| -0.883652967781689 |
| 0.483226425198998 |
| 0.0149016563665805 |
| 0.24763525128547 |
| -0.17551430648225 |
| 0.558567577359638 |
| 0.251952242208968 |
| -1.1430995770474 |
| 0.557358561755264 |
| 0.378099790855296 |
| 0.126382645035831 |
| -0.226608818916355 |
| -0.263628291456879 |
| -0.0523122275169663 |
| -0.044987603652532 |
| -0.0815516316055274 |
| 1.65847217864447 |
| 1.3334672701132 |
| 0.832798829414817 |
| 0.796399628720942 |
| -0.742882033229053 |
| -2.16515029176506 |
| -1.48115678871578 |
| -0.0921491440632384 |
| 0.152886845085396 |
| 0.0550097186324637 |
| 0.958372188814484 |
| -0.169571985791728 |
| 0.106736982304208 |
| 1.75905537813938 |
| 0.72579699607419 |
| -0.0912114719925332 |
| -0.615736975749632 |
| -1.36889427955527 |
| -0.586798712835589 |
| -1.36514301793566 |
| 1.14669845087429 |
| 1.59228202659912 |
| 0.541603271619092 |
| -0.115612071173193 |
| 0.138358901217322 |
| -0.435265269271807 |
| -0.001999538004003 |
| 0.374162607081933 |
| 0.797905372409246 |
| -1.32571685163662 |
| 1.31456510724477 |
| -0.966402211469799 |
| -1.00413157082829 |
| 0.324442358339862 |
| 0.708232428092512 |
| 0.291284842492374 |
| -0.471790842869381 |
| 0.0318250322974959 |
| 0.737235072545969 |
| 0.106096989496439 |
| -1.63740824611133 |
| 1.01433510272198 |
| 0.332959403053944 |
| 0.156185909930954 |
| 0.955603481092724 |
| 0.0388774601130379 |
| -0.0625507388234932 |
| 0.729168976818281 |
| -0.245106399065247 |
| 0.049286468373659 |
| -0.450262811866806 |
| -1.6725458600538 |
| 0.1208639643248 |
| 0.190940264531429 |
| -0.208715290721593 |
| -0.364585548060382 |
| 1.20216543845048 |
| 0.0271831893530308 |
| 0.958810986338468 |
| -0.206927882994412 |
| -0.57722413320565 |
| 0.34160168128937 |
| -0.411309294516809 |
| 0.150849839983981 |
| -1.06672697882392 |
| -0.355064429993383 |
| -0.263862254007588 |
| 0.100702241506096 |
| -0.627786318802507 |
| -0.93833236585821 |
| 0.299635919918478 |
| 0.844226233385236 |
| -0.310235516851207 |
| 0.20272053358716 |
| 0.00731280264026239 |
| 1.54513790517345 |
| -0.461459893240908 |
| -0.386838790021763 |
