| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2446 | 0.1088 | -0.087 | -0.64 | -0.0789 | -0.0178 | -0.5091 |
| (p-val) | (0.4536 ) | (0.479 ) | (0.4234 ) | (0.0447 ) | (0.7182 ) | (0.9054 ) | (0.0117 ) |
| Estimates ( 2 ) | 0.24 | 0.1079 | -0.0881 | -0.6359 | -0.0614 | 0 | -0.5258 |
| (p-val) | (0.4549 ) | (0.4804 ) | (0.4131 ) | (0.043 ) | (0.6966 ) | (NA ) | (2e-04 ) |
| Estimates ( 3 ) | 0.2446 | 0.1085 | -0.096 | -0.6342 | 0 | 0 | -0.5666 |
| (p-val) | (0.4497 ) | (0.4762 ) | (0.3638 ) | (0.0463 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.0553 | 0 | -0.1199 | -0.4381 | 0 | 0 | -0.5555 |
| (p-val) | (0.808 ) | (NA ) | (0.1855 ) | (0.0358 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | -0.1242 | -0.3908 | 0 | 0 | -0.5526 |
| (p-val) | (NA ) | (NA ) | (0.154 ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.4018 | 0 | 0 | -0.5569 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -0.0167878255251082 |
| 0.0316514431628465 |
| 0.0117125287284113 |
| -0.0147941763912191 |
| -0.0127701061122684 |
| 0.0529348236070206 |
| 0.0533094330957617 |
| 0.0196400443404839 |
| 0.0248023910154591 |
| -0.0192753339888282 |
| -0.0263271344356728 |
| 0.0602905531974216 |
| 0.0689799736790692 |
| -0.0165082024235429 |
| 0.0580775773220431 |
| -0.0230184362519321 |
| 0.107054717527790 |
| -0.0606229931123459 |
| -0.0334201478174612 |
| 0.00201445464976539 |
| -0.0130865128619388 |
| 0.0221775936505847 |
| 0.0488095381909689 |
| -0.0237182102405654 |
| 0.0126588371167401 |
| 0.00605177270388615 |
| -0.0731338276800284 |
| -0.02984201342507 |
| 0.00949536398982095 |
| 0.0764064209663338 |
| -0.0296994461648622 |
| 0.0414482669190051 |
| -0.0414027711414239 |
| 0.0279905155827503 |
| 0.0376338478752856 |
| -0.0240085043363398 |
| -0.0122593639502618 |
| -0.0553168256444337 |
| 0.0519027028856424 |
| 0.0769603226044623 |
| -0.00148526277685491 |
| -0.0618882237039485 |
| -0.0200300840616971 |
| -0.00440688668398953 |
| -0.0386197045755082 |
| -0.0134392353928622 |
| -0.0472060671350477 |
| -0.0485239467694362 |
| -0.0192213084958797 |
| -0.123608163595612 |
| 0.0283145624855698 |
| 0.0124800889805289 |
| 0.0335531625143127 |
| 0.0452488083201164 |
| 0.0677447069484102 |
| -0.0247154663130941 |
| -0.00797238177037313 |
| -0.00270680815538674 |
| 0.0067734014801744 |
| -0.00198132712301080 |
| 0.0386666049458943 |
| -0.00045811646391953 |
| -0.0435426750776465 |
| 0.0308609621983866 |
| 0.00667189556189874 |
| 0.0430582401789945 |
| 0.0597854685718034 |
| -0.0257675000642503 |
| 0.0120417746256129 |
| -0.000580440553698127 |
| -0.0226314019350368 |
| 0.0297525217279222 |
| -0.00129859350283516 |
| 0.000788728834152803 |
| -0.0201205294845415 |
| -0.00578403684298261 |
| 0.0085069736362165 |
| 0.0335560352229583 |
| -0.0110481457127419 |
| -0.00168301127959821 |
| -0.0128889479753815 |
| -0.0322523891246778 |
| 0.00213090447241509 |
| -0.0190999807139289 |
| -0.00928908267013954 |
| -0.0204871170802586 |
| 0.00890901418815925 |
| -0.00444989665809961 |
| 0.00572923614522406 |
| 0.0337163903278818 |
| -0.00357798120244817 |
| 0.0244144321236515 |
| -0.00903305623506187 |
| -0.0223920888002167 |
| -0.00519298604656865 |
| -0.0393418152845792 |
| -0.0339784080290327 |
| -0.0449629782036208 |
| -0.0495181950195898 |
| -0.0425803862900122 |
| 0.00710678441709638 |
| 0.0234759812455123 |
| 0.0219065849649139 |
| 0.0494152734942516 |
| -0.0681778125510764 |
| -8.07534303176426e-05 |
| -0.0128424557328425 |
| -0.0486433111179407 |
| 0.0291206240369382 |
| 0.00727209312370156 |
| 0.0254895659054381 |
| 0.0183631676277193 |
| 0.0388776258750306 |
| -0.0323753194802955 |
| 0.0243811933204042 |
| 0.0259297289666381 |
| -0.0114661738239557 |
| 0.00287934236833625 |
| 0.0226040253403777 |
| 0.0177760885453254 |
| -0.00462356734804729 |
| -0.0134877807122933 |
| -0.0915669521214004 |
| 0.084745487127337 |
| 0.0137524952811075 |
| -0.0250661128501804 |
| 0.0270106498396373 |
| -0.0306960142873828 |
| -0.0108446234333154 |
| 0.0318302353426095 |
| -0.0314807762534805 |
| -0.0158332317327114 |
