| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0417 | 0.1746 | -0.1224 | 0.1065 | -0.1204 | 0.0914 | -0.7716 |
| (p-val) | (0.9322 ) | (0.0568 ) | (0.2366 ) | (0.8292 ) | (0.3048 ) | (0.4036 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.1797 | -0.1157 | 0.1482 | -0.1204 | 0.0925 | -0.7713 |
| (p-val) | (NA ) | (0.0091 ) | (0.0936 ) | (0.0335 ) | (0.3056 ) | (0.3958 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.1776 | -0.1174 | 0.1531 | -0.1896 | 0 | -0.7056 |
| (p-val) | (NA ) | (0.0099 ) | (0.0884 ) | (0.0274 ) | (0.0536 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.18 | 0 | 0.1533 | -0.1812 | 0 | -0.7043 |
| (p-val) | (NA ) | (0.0114 ) | (NA ) | (0.0261 ) | (0.0653 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0.1867 | 0 | 0.1571 | 0 | 0 | -1.2543 |
| (p-val) | (NA ) | (0.0084 ) | (NA ) | (0.0222 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -0.52374480397648 |
| -0.288361715303982 |
| 0.345483732026524 |
| -0.816905506263942 |
| 0.145034188744529 |
| -0.099401539884145 |
| 0.223502798390389 |
| -0.145276377483508 |
| 0.352369551994772 |
| 0.114222563819357 |
| -0.381596315834949 |
| -0.149274079374981 |
| -0.364506463466575 |
| -0.131497048871967 |
| -0.428928897957025 |
| -0.0128029445731647 |
| 0.417547580819552 |
| 0.253567809001675 |
| 0.237899815412068 |
| -0.0136767235765247 |
| -0.525393295813975 |
| -0.106285788912696 |
| -0.109709083824742 |
| -0.0779139906509786 |
| -0.276618297718814 |
| -0.255097319502197 |
| -0.167453241941011 |
| 0.0033271972235008 |
| -0.183243797051705 |
| -0.168630989911728 |
| 0.0189100323389874 |
| 0.211950610566072 |
| -0.0648135188510749 |
| 0.107025348222725 |
| -0.138322204494206 |
| -0.178522727757717 |
| -0.154390446352741 |
| -0.0930828394745394 |
| -0.185887464297410 |
| -0.113283903040525 |
| -0.0829781677262606 |
| -1.16540295867325 |
| 0.60920181880751 |
| 0.160757523234962 |
| 0.142372143826710 |
| -1.16421021167506 |
| -0.0484899660961531 |
| 0.174606377147616 |
| -0.130754518326490 |
| 0.735513692367742 |
| 0.02873973769248 |
| -0.265108225849052 |
| -0.0602546402983856 |
| 0.0180017038742341 |
| -0.0180923837366958 |
| -0.284436409099758 |
| -0.44436460698603 |
| -0.195822494605576 |
| 0.272672297656948 |
| 0.108489887826107 |
| -0.235168565685108 |
| 0.0587534134213678 |
| 0.0613075600251907 |
| -0.407444998261471 |
| 0.100129136178290 |
| 0.523400942946945 |
| 0.217166038043875 |
| -0.27346058527365 |
| -0.48173870852231 |
| 0.0086946833692491 |
| 0.144438297793334 |
| 0.177084520218175 |
| -0.0890208191408817 |
| 0.398869073021547 |
| 0.0548822037071899 |
| -0.0122097583692534 |
| 0.0315803665719613 |
| 0.0647857171065976 |
| -0.131952243873601 |
| 0.114010842802942 |
| -0.324872329366068 |
| -0.0348883988715922 |
| -0.110274402880525 |
| -0.0249891770234306 |
| -0.081718654322768 |
| -0.193232000126616 |
| 0.0439594282300216 |
| 1.05354070143321 |
| 0.273574898212201 |
| 0.177320466942412 |
| 0.142402012912143 |
| 0.117920576129720 |
| -0.0929376290161563 |
| 0.529608127868264 |
| -0.234523879622836 |
| -0.237465235947183 |
| -0.0353078922529346 |
| -0.423297789916321 |
| -0.0398114675724483 |
| -0.728950589060202 |
| -0.0882887590535755 |
| 0.016905908843429 |
| -0.215737013021926 |
| 0.62612454718676 |
| 0.364266172837773 |
| -0.0598636007940919 |
| 0.0227812067894789 |
| 0.13832751484115 |
| -0.0077164398165806 |
| -0.087510844881476 |
| -0.0963734147998768 |
| 0.241809202827894 |
| 0.616466521859784 |
| 0.374566597138869 |
| 0.159450456202993 |
| -0.444107324982977 |
| 0.172825571278153 |
| -0.170808387285465 |
| 0.0949355461621432 |
| 0.0886391824848962 |
| 0.207429699689407 |
| -0.631581829567683 |
| 0.0802945024987532 |
| -0.0549242238104122 |
| 0.113633307290431 |
| -0.0061867462491774 |
| 0.422956175260977 |
| -0.238091449285586 |
| 0.0364373730488438 |
| -0.153323002409131 |
| 0.278396092587863 |
| -0.0816392733211193 |
| 0.468294608492834 |
| -0.781560717256575 |
| -0.434163960688174 |
| -0.698414659989165 |
| 0.577281587759107 |
| 0.371075879542926 |
| -0.197286798037801 |
| -0.0111944344049922 |
| -0.229578327168158 |
| 0.00664372513288023 |
| 0.368679927857223 |
| 0.279885889981472 |
| 0.00785452638088507 |
| -0.406002915906195 |
| -0.174266375425880 |
| -0.268313066291987 |
| -0.174937936173617 |
| 0.673768944725947 |
| 0.0202950067121689 |
| 0.118771704546288 |
| -0.158404820896165 |
| 0.0830328512616531 |
| 0.15752149674081 |
| -0.0360228406351563 |
| 0.20164488636655 |
| -0.238804044531652 |
| -0.0199280729380379 |
| 0.461223303429214 |
| -0.056133915696854 |
| -0.402453851621938 |
| 0.450557249291248 |
| -0.112790608474864 |
| -0.223838008190007 |
| 0.141286494695174 |
| 0.0948556876353299 |
| -0.0805240925513677 |
| -0.0100328284360783 |
| 0.164912185218094 |
| 0.682482831092595 |
| -0.427247122528398 |
| -0.0991204216994101 |
| -0.0128278411212124 |
| -0.261600157301203 |
| 0.227060102277355 |
| -0.0245420821445065 |
| 0.234879271165509 |
| -0.0686901897667455 |
| 0.0280645423923847 |
| -0.23830001916173 |
| -0.112041737720483 |
| -0.214994102426051 |
| -0.576858533068063 |
| -0.106447262177217 |
| 0.0277723778955199 |
| -0.159338833737699 |
| -0.181329243183862 |
| -0.0452735377680643 |
| 0.368164583940315 |
| -0.182844023786306 |
| 0.433977629768653 |
| -0.146317419525741 |
| 0.588171838001187 |
| 1.47174492794147 |
| -0.0437192223165927 |
| 0.220558651331199 |
| -0.278086295912511 |
| -0.0679383492549549 |
| 0.414285631873695 |
| 0.345630680998224 |
| -0.275424852206537 |
| 0.548354542075289 |
| -0.156962707914349 |
| -0.0367355412491467 |
| -0.274017462894157 |
| -0.234934345311429 |
| -0.154977478547228 |
| 0.445242923221808 |
| 0.323484904801379 |
| -0.214187104038128 |
| 0.339258439245050 |
