| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5348 | -0.1623 | 0.1421 | -0.3666 | -0.7844 | -0.069 | 0.7722 |
| (p-val) | (0.2034 ) | (0.0967 ) | (0.0351 ) | (0.3862 ) | (0.0217 ) | (0.4033 ) | (0.023 ) |
| Estimates ( 2 ) | 0.5343 | -0.1663 | 0.1519 | -0.379 | 0.0187 | 0 | -0.0339 |
| (p-val) | (0.1796 ) | (0.07 ) | (0.0234 ) | (0.3441 ) | (0.9894 ) | (NA ) | (0.981 ) |
| Estimates ( 3 ) | 0.5326 | -0.1661 | 0.1518 | -0.3773 | 0 | 0 | -0.0151 |
| (p-val) | (0.1828 ) | (0.0708 ) | (0.0234 ) | (0.3483 ) | (NA ) | (NA ) | (0.8355 ) |
| Estimates ( 4 ) | 0.5333 | -0.1651 | 0.1539 | -0.3785 | 0 | 0 | 0 |
| (p-val) | (0.174 ) | (0.069 ) | (0.0196 ) | (0.3378 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.1609 | -0.1095 | 0.1212 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0128 ) | (0.0908 ) | (0.0589 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.1444 | 0 | 0.1049 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0244 ) | (NA ) | (0.1 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.1371 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0331 ) | (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 |
| 0.00863999553267331 |
| 0.245841705850727 |
| -0.0567489236610813 |
| -0.0605742080037394 |
| 0.0424355425295423 |
| 0.183434109620016 |
| 0.0388582986104712 |
| -0.474959054849704 |
| -0.443508374135396 |
| -0.0655373911233947 |
| -0.262966911054713 |
| -0.060938869387184 |
| 0.00674337625640208 |
| -0.1010461058137 |
| 0.177002752433408 |
| -0.227068986817825 |
| -0.344987326937036 |
| 0.211629141911194 |
| -0.0425164575096652 |
| 0.366692797788158 |
| -0.384044442484371 |
| -0.209594449778923 |
| -0.436027871390075 |
| 0.187109988859926 |
| 0.464281512280463 |
| 0.251181043352838 |
| 0.251568873233195 |
| 0.359467542370751 |
| -0.14330829131592 |
| 0.135745784486399 |
| 0.289683965864723 |
| 0.073260638809079 |
| -0.134114691934269 |
| -0.183328937618044 |
| 0.10051473728853 |
| -0.0525048166589754 |
| -0.105993519812714 |
| -0.0806699167840332 |
| -0.251757999960302 |
| -0.457372290998335 |
| 0.323087852756467 |
| -0.29632979590436 |
| -0.00461669926803182 |
| 0.0692608090865357 |
| -0.201127020793822 |
| -0.177739878922327 |
| -0.0566244989791938 |
| -0.265366555711719 |
| 0.526402109778806 |
| -0.168032227010468 |
| -0.132641300493292 |
| 0.0377318487913628 |
| 0.0928764196484478 |
| -0.0341116521892555 |
| -0.130518752354012 |
| -0.390669916784034 |
| 0.0519577922176314 |
| -0.254917077487137 |
| 0.100954639086966 |
| -0.131838914940424 |
| -0.172900676670297 |
| 0.359670374373095 |
| 0.00598589402750702 |
| 0.0673050812934502 |
| -0.301841954685438 |
| -0.126651795746058 |
| 0.197858756199534 |
| -0.10871475996566 |
| 0.162670661684701 |
| -0.16765701330127 |
| -0.159687005609735 |
| -0.266202317521477 |
| -0.0759282607487661 |
| 0.0787061588599837 |
| 0.0835999546457394 |
| -0.135025289234122 |
| -0.0439801587408892 |
| -0.0976306918548741 |
| -0.290871659682298 |
| -0.137496158661494 |
| 0.0179280303289651 |
| -0.0535392816219848 |
| -0.127069962138294 |
| -0.174797224889461 |
| 0.34832291501982 |
| 0.00202139120279051 |
| -0.16334917957441 |
| 0.273469032172085 |
| 0.396419716335916 |
| 0.215347289075819 |
| 0.103079137867181 |
| 0.149289081173867 |
| 0.000953549982889004 |
| -0.0164996559955692 |
| 0.065474767458703 |
| 0.220708854401587 |
| -0.115705871548378 |
| -0.20789006803188 |
| 0.105145141831797 |
| -0.00604713802597372 |
| 0.00203205673301314 |
| -0.0176033950880101 |
| 0.121444030249569 |
| -0.085230071877402 |
| 0.00115735730570015 |
| -0.221145716455009 |
| -0.0923313458480405 |
| -0.100178461196884 |
| -0.000639580272155826 |
| -0.0105849867384295 |
| 0.316921837453286 |
| 0.0508756747477807 |
| -0.129848835569979 |
| -0.204146003766615 |
| -0.132005735286618 |
| 0.0642502004481184 |
| -0.344398325133125 |
| 0.227722272365218 |
| 0.273748079330746 |
| 0.00444833262665811 |
| -0.00823035918900787 |
| 0.207081602988984 |
| -0.135705871548378 |
| 0.0233911569369779 |
| -0.196623523658727 |
| -0.124960030170172 |
| -0.237944661565607 |
| -0.214619739013045 |
| 0.245775145677808 |
| -0.0701587902152286 |
| -0.311564858167714 |
| -0.149392706880657 |
| -0.0966634365967485 |
| 0.275492487799422 |
| 0.0271159545663437 |
| -0.382137228734983 |
| 0.103235977441475 |
| 0.285695206018156 |
| 0.0275957693028013 |
| -0.161676109659711 |
| 0.280186086982093 |
| 0.0449756860863458 |
| -0.1272590888654 |
| -0.0616528279583309 |
| -0.182222158780588 |
| -0.0203685632444587 |
| 0.36390990929099 |
| 0.0383435613219433 |
| 0.0261866616053045 |
| -0.151052185303729 |
| -0.161459686165742 |
| -0.0285989224334666 |
| -0.12123924760629 |
| -0.101948102007877 |
| -0.0945378487124556 |
| -0.10798359918316 |
| 0.194904461315979 |
| -0.01051473728853 |
| -0.195311962177991 |
| -0.156461693698483 |
| -0.125451485757322 |
| 0.133692510476552 |
| -0.10516079774797 |
| 0.0816215161259854 |
| 0.22333753872372 |
| -0.00311612484379919 |
| -0.148133788292713 |
| 0.195036930084812 |
| -0.0109788961088155 |
| 0.31179997732287 |
| 0.125696181338623 |
| -0.0595348658592456 |
| 0.0928577239872611 |
| -0.187262128610415 |
| -0.105192109580316 |
| -0.113817353460178 |
| 0.133065546375555 |
| -0.0808014102323994 |
| 0.284141988701133 |
| 0.131963757924049 |
| -0.187599380022528 |
| 0.0972707297160904 |
| 0.10667507744744 |
| 0.207619051004183 |
| 0.129183909171896 |
| -0.169236552064686 |
| -0.043259663488612 |
| 0.0279406465001241 |
| -0.122137228734983 |
| -0.0170310245207397 |
| 0.131579538763417 |
| -0.325133500981107 |
| 0.0604055502210767 |
| 0.144917077487137 |
| 0.130468173885768 |
| 0.231622491446454 |
| 0.23711291482133 |
| -0.284466623942088 |
| -0.20301594322778 |
| -0.160100585961776 |
| -0.162765168156449 |
| -0.177643308026033 |
| 0.00999902467953188 |
| 0.34780817773129 |
| -0.272078620135775 |
| -0.129702661525909 |
| -0.0990241436361984 |
| 0.119224911213996 |
| -0.103716767498401 |
| -0.104673357226304 |
| -0.0196207712253181 |
| -0.344127308105428 |
| 0.345623981247788 |
| -0.157285410311796 |
| -0.434902396891432 |
| 0.381381406584878 |
| 0.183492718219223 |
| 0.699639466886505 |
| -0.183865005967018 |
| 0.184138948956119 |
| -0.0902225029839986 |
| 0.0338016975440054 |
| -0.0253150019230057 |
| -0.0710491455587152 |
| -0.0430392249291594 |
| 0.237220151247846 |
| -0.395868676829089 |
| -0.301325152972362 |
| 0.797854741134052 |
| 0.547628056455616 |
| -0.991760635359559 |
| -0.315045364561533 |
| -0.12161790540626 |
| -0.035495984735538 |
| -0.0495211605840096 |
| -0.322575066108874 |
| 0.226278242115649 |
| -0.601563882847245 |
| 0.0619178792796098 |
| 0.031877852557977 |
| -0.0438765330340981 |
