| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 1.5989 | -0.4558 | -0.161 | -0.5474 | -0.1094 | -0.074 | -0.6022 |
| (p-val) | (0 ) | (0.0162 ) | (0.0175 ) | (0 ) | (0.3644 ) | (0.4197 ) | (0 ) |
| Estimates ( 2 ) | 1.5867 | -0.4357 | -0.1691 | -0.5388 | -0.0397 | 0 | -0.672 |
| (p-val) | (0 ) | (0.0264 ) | (0.0131 ) | (1e-04 ) | (0.6233 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 1.5768 | -0.4213 | -0.1741 | -0.5303 | 0 | 0 | -0.6941 |
| (p-val) | (0 ) | (0.0278 ) | (0.0091 ) | (1e-04 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| 0.0148472273370109 |
| 0.413915292192211 |
| -0.00777879633063395 |
| 0.270434583797752 |
| 0.466878346911479 |
| 1.67948425916379 |
| -0.130819811683101 |
| 0.707670310782234 |
| -0.344946937687041 |
| -0.126632134669601 |
| 1.52399865673111 |
| -1.03176273688468 |
| -0.0798812008945543 |
| 0.412186932325802 |
| -0.676868867823195 |
| -0.373756486320489 |
| -0.548232268289332 |
| -0.197905045882497 |
| 0.131589877836775 |
| -0.587772376382491 |
| -0.702639794707593 |
| 0.811945261712179 |
| -0.566603251456188 |
| 0.999502238914618 |
| 0.0015555814341208 |
| -1.48950986508081 |
| -1.14345275197275 |
| 0.326195082721081 |
| -0.0110784874918399 |
| 0.128611273495061 |
| 0.340099792647291 |
| -0.305162899373474 |
| 0.256882683302347 |
| 0.811388795059617 |
| 0.0611964986020829 |
| 0.0812272846030938 |
| -1.27083863618187 |
| -0.311378066220168 |
| -0.190656463553647 |
| -0.434777606631968 |
| 0.511337980588421 |
| 0.417183319622572 |
| -0.352146999567463 |
| 0.0380311864564824 |
| 0.511601924298659 |
| -0.558682716339858 |
| -0.494374549522044 |
| -0.230390901461298 |
| -0.212135449129815 |
| 0.466618117517961 |
| -1.02868541333534 |
| 0.239618818010266 |
| 0.753293559041355 |
| -0.514071279616172 |
| -0.491013762072426 |
| -0.181004739579799 |
| 0.204533616618688 |
| 0.765299848297257 |
| 0.419988008610955 |
| 0.789225251972356 |
| 0.931656324436656 |
| 1.24344312350042 |
| 0.487272332098156 |
| 0.336074617133678 |
| -0.182621542741344 |
| -0.195085144592974 |
| -1.02466215158442 |
| 0.0469480853751054 |
| 0.635763238090095 |
| 0.268255935806664 |
| -0.684760012274342 |
| -0.185819375225073 |
| -0.263013741002188 |
| -0.200642137598886 |
| -0.27570931708547 |
| 0.0938753601544931 |
| 0.598968395702197 |
| -0.564515455753289 |
| 0.0696367685403537 |
| -0.445802926187007 |
| 0.617761846744427 |
| -0.304105887654045 |
| 0.719518424989116 |
| 0.0856558678725244 |
| 0.0141890475378262 |
| -0.853854404134122 |
| -0.0969728239806911 |
| 0.705578774379212 |
| -0.489825757744734 |
| 1.06226879849356 |
| 0.492267343361526 |
| -0.518526459653444 |
| -1.01176463196803 |
| -0.306816152904135 |
| 0.239978831777369 |
| 1.01149564361525 |
| 0.0771362783995746 |
| -0.486146403895228 |
| -0.533945222387455 |
| -0.314585464984152 |
| 0.259199760964635 |
| 0.664317859459639 |
| 0.698684691305274 |
| -0.624975503029473 |
| -0.182215023053915 |
| 0.33452349435324 |
| 0.513085651511652 |
| 0.862920428158292 |
| 0.265005809049938 |
| 0.819658968092357 |
| 1.28957090804248 |
| 0.273692851382293 |
| 0.149568590175499 |
| -0.396163148225893 |
| -0.189584004789233 |
| 0.307622062491413 |
| 0.0159890327703148 |
| -0.84234553645445 |
| -0.0292215299022084 |
| -0.840691873778733 |
| 0.849846352493816 |
| -0.193656236692907 |
| -0.0965063969697771 |
| -0.28379311207015 |
| -1.00117541521771 |
| 0.12355861498536 |
| 0.679255559040335 |
| 0.260484542783667 |
| 0.439492764949669 |
| 0.235892965576213 |
| 0.64387169575604 |
| 0.0380643121604414 |
| -0.827838969389215 |
| -0.437134068988598 |
| -0.778063389607291 |
| 1.39629869492228 |
| -0.284828484095511 |
| -0.201952962687658 |
| 1.08186526090321 |
| -0.258941271219302 |
| 0.355767181316444 |
| -0.509172483424919 |
| 0.930160308128103 |
| 0.143104819048596 |
| 0.885942367758589 |
| 0.0426264553908237 |
| 0.436100238999264 |
| -0.41247243844913 |
| -0.148933419955174 |
| 0.0948627977985194 |
| 0.228526274449698 |
| -0.138373949046873 |
| -0.304606870788629 |
| -0.09237207319997 |
| -0.117074827016401 |
| -0.596703816174815 |
| 0.029949690195371 |
| -0.130192298403547 |
| -0.294382138007755 |
| 0.100932729483162 |
| 0.234651076220192 |
| 0.882377470954503 |
| -0.681792310845238 |
| -0.422777931810822 |
| 1.0307491849101 |
| -0.141142936798257 |
| -0.551114413701606 |
| 0.534674372586547 |
| -0.307175105530141 |
| 0.363739930522758 |
| 0.498839015375918 |
| -0.783693321438262 |
| -0.0258230950759964 |
| 0.267092966864979 |
| 0.319420731455943 |
| -0.298725600242041 |
| -0.370430889326617 |
| 0.171030627945738 |
| 0.167314855790138 |
| 0.318160208460341 |
| -0.528639966807055 |
| -0.0517568194095153 |
| -0.25940712505409 |
| -0.0145103795295016 |
| 0.231179569584507 |
| -0.523118300567414 |
| 1.09941094806429 |
| -1.08429099470705 |
| 0.27631509656932 |
| 0.159458178728793 |
| 0.0808679914378423 |
| -0.725314081626001 |
| 0.0609784760236189 |
| -0.347167809520287 |
| 0.494261489727816 |
| -0.613317404096956 |
| 0.499784087881396 |
| -0.341852435538114 |
| 0.580039886492653 |
| -0.519319851728064 |
| -0.240944279694139 |
| -0.111271618378966 |
| -0.151138549970324 |
| -0.298326359961256 |
| -0.472291851053403 |
| -0.342302576874434 |
| -0.540947347223921 |
| 0.467661794258596 |
| 0.2241916032542 |
| 0.604868866700028 |
| 0.29887478378878 |
| -0.44571253472695 |
| -0.284176216154194 |
| -0.259037701372426 |
| 0.0715572292439166 |
| -0.445023614682322 |
| 0.129807986469379 |
| -0.163717069674211 |
| -0.0935318302173802 |
| -0.0913952549937199 |
| -0.0755684742799816 |
| -0.40483953634468 |
| 1.37313185484491 |
| 0.255502698036574 |
| -0.56066000800089 |
| 0.510608630088062 |
| 0.264917004848632 |
| -0.98680847348349 |
| -0.797823649643363 |
| -0.423864968243135 |
| 0.685531916113347 |
| -0.285967630630776 |
| -0.51029543787914 |
| -0.175859083081698 |
| 1.54994919606394 |
| 0.16334615478232 |
| -0.86876432647765 |
| -0.00172752865308999 |
| -0.208825787250946 |
| -0.23107702767677 |
| -0.42913785418592 |
| 0.0411282272407324 |
| -0.0232049572509222 |
| 0.211630159949702 |
| 0.331363668325428 |
| -0.418406695840831 |
| 0.298497800743588 |
| 0.573253191659459 |
| -0.169575629604734 |
| 0.662915918147885 |
| -0.340530859716277 |
| -0.917843657290549 |
| -0.0815312669659646 |
| 0.95505105682931 |
| 0.815079529620278 |
| 0.35011855042319 |
| 0.189146894017538 |
| -0.103078376640738 |
| 0.0731233650705183 |
| 0.577228034169569 |
| 0.14441667416899 |
| 0.427326036264224 |
| 0.0860029166030177 |
| 0.663886008791624 |
| 0.291034201163783 |
| 0.0456305801739628 |
| -0.380367527086071 |
| 0.0406652788848775 |
| -0.112810732129781 |
| 0.0482484156106994 |
| -0.336579724913845 |
| 0.741482871962252 |
| 0.540193864574062 |
| -0.184273022999492 |
| -0.313563872474063 |
| 0.485268798479633 |
| 0.117709171880322 |
| 0.144420582179513 |
| -0.255175679418268 |
| 0.283967692883179 |
| -0.0910152876909487 |
| -0.0695684465997769 |
| -0.227998839345299 |
| 0.343074203271816 |
| 0.294751653168921 |
| -0.0517494378288261 |
| -0.00716998912961142 |
| -0.731557284219605 |
| -0.00231739388806979 |
| -0.0680590281601689 |
| 0.390997685522294 |
| -0.0857067448885923 |
| 0.236368922881834 |
| -0.177461441376963 |
| -0.165634008843868 |
| 0.0321711750137575 |
| 0.0237414676647842 |
| 0.290704488196968 |
| -0.607275330536087 |
| 0.619942323942834 |
| 0.331912455157713 |
| 0.594087422526792 |
| -0.0567291765357936 |
| -0.430698591213139 |
| -0.19580372027261 |
| 0.41216991996138 |
| 0.212272496174718 |
| 0.351414210255295 |
| -0.105325528145935 |
| 0.923547701593034 |
| 0.169557764588192 |
| 0.948686296699373 |
| 0.926799186486123 |
| 1.90569346491101 |
| -0.356986734662303 |
| 0.356613797567421 |
| -0.106500025360856 |
| 0.244772717087531 |
| -0.953784229948534 |
| 0.106443574259927 |
| 0.291262031314263 |
| 0.0351206917169001 |
| 0.35879240335902 |
| -0.280980338237062 |
| 0.145336958889668 |
| -0.214902676204382 |
| -0.119718574781101 |
| -0.0242657316051429 |
| 0.194704728138551 |
| -0.201690524808479 |
| 0.485846946147488 |
| 0.738463805001646 |
| 0.552815423515616 |
| -0.414581259254151 |
| 0.223869827057713 |
| 0.218917843588137 |
| -0.0969390366335289 |
| -0.603012248789996 |
| 0.574187646168881 |
| -0.139488248177942 |
| -0.668183179966591 |
| 0.139311768731067 |
| 0.386889047089368 |
| -0.305549395900636 |
| 0.5349531443472 |
| -0.236399267731475 |
| 0.120758977066844 |
| -0.0696177955507891 |
| -0.869668056240908 |
| 0.135438643087938 |
| -0.250001261908918 |
| 0.360334974359546 |
| -0.177705722174424 |
| 0.337779059320384 |
| -0.595237490578653 |
| 0.808724727544693 |
| -0.347678210174075 |
| -0.0190484946194339 |
| -0.246825889312924 |
| -0.039796538682945 |
| 0.491429331888782 |
