| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
| Estimates ( 1 ) | 0.5474 | 0.1798 | -0.0292 | -0.4593 | -0.0469 | -0.6957 |
| (p-val) | (0.0529 ) | (0.0074 ) | (0.7568 ) | (0.0969 ) | (0.5479 ) | (0 ) |
| Estimates ( 2 ) | 0.4706 | 0.1836 | 0 | -0.3842 | -0.0462 | -0.6958 |
| (p-val) | (0.0074 ) | (0.0062 ) | (NA ) | (0.0293 ) | (0.5533 ) | (0 ) |
| Estimates ( 3 ) | 0.4617 | 0.1882 | 0 | -0.3767 | 0 | -0.7209 |
| (p-val) | (0.0078 ) | (0.0044 ) | (NA ) | (0.0307 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0447135254057231 |
| -0.0681917505478084 |
| 0.197918269607118 |
| 0.364977510288305 |
| 1.51337996933159 |
| -0.359461693683337 |
| 0.457275231643101 |
| -0.576200433829823 |
| -0.358061445786517 |
| 1.26000911969509 |
| -1.34266139991407 |
| -0.353289571497946 |
| 0.161395641494175 |
| -0.85782300297493 |
| -0.555144912298359 |
| -0.727027913044961 |
| -0.369042261655499 |
| -0.0578971497992717 |
| -0.769036818576891 |
| -0.853703554581848 |
| 0.700854566672244 |
| -0.676058766832693 |
| 0.868578036694034 |
| -0.10884588975301 |
| -1.57887204236819 |
| -1.12268950514398 |
| 0.39692385190415 |
| 0.0148495697973627 |
| 0.140259353790028 |
| 0.369865091064737 |
| -0.279776101924426 |
| 0.304546129475365 |
| 0.892466302715145 |
| 0.0893800831442478 |
| 0.135269394231309 |
| -1.20736758947938 |
| -0.230372958786898 |
| -0.0877971490509319 |
| -0.33323296780618 |
| 0.60196627511901 |
| 0.48979033192109 |
| -0.300400372794546 |
| 0.101351037939174 |
| 0.596346950582894 |
| -0.476838868063972 |
| -0.418379377485807 |
| -0.117113003673828 |
| -0.147180754345273 |
| 0.532293994236285 |
| -0.976528360213732 |
| 0.331179682756605 |
| 0.869619341823574 |
| -0.452578488121829 |
| -0.42138949463861 |
| -0.0683600581129025 |
| 0.326102644103438 |
| 0.848949464327804 |
| 0.455827855730794 |
| 0.823473300311693 |
| 0.933736135720844 |
| 1.23343911512994 |
| 0.408339888885158 |
| 0.287976014212968 |
| -0.211203400023637 |
| -0.267468886934765 |
| -1.11645429924972 |
| -0.0317247398904611 |
| 0.547972212916532 |
| 0.120802505225608 |
| -0.868321571501203 |
| -0.311155680962737 |
| -0.380689102119501 |
| -0.305618643654202 |
| -0.409940938228271 |
| -0.00967793776263202 |
| 0.495426344923855 |
| -0.704347377621387 |
| -0.0634698792084991 |
| -0.513898813333212 |
| 0.589511460763565 |
| -0.349423192928886 |
| 0.641305316979721 |
| 0.0343658031299827 |
| -0.0527521706610295 |
| -0.880138087903553 |
| -0.110617811300362 |
| 0.725017567873349 |
| -0.50521028991854 |
| 1.015061557493 |
| 0.432165488939549 |
| -0.605966485103154 |
| -0.999657590805216 |
| -0.273898494723043 |
| 0.276038635782484 |
| 1.00336898138124 |
| 0.0129978236302341 |
| -0.560227111581804 |
| -0.549704221644982 |
| -0.264710628774072 |
| 0.279628858544352 |
| 0.678638849882419 |
| 0.661069134033749 |
| -0.704450399639775 |
| -0.201260460274452 |
| 0.350125398121578 |
| 0.512074040088484 |
| 0.855206906549666 |
| 0.194069541456855 |
| 0.723929039883086 |
| 1.18131067430518 |
| 0.142881527616885 |
| 0.0179257999324864 |
| -0.497956664934098 |
| -0.299719686680144 |
| 0.135788266531753 |
| -0.170331262015486 |
| -1.03309848477463 |
| -0.173819270986569 |
| -0.963024089117263 |
| 0.698379739279439 |
| -0.367089110910285 |
| -0.263848476436372 |
| -0.418819019840622 |
| -1.12067684130113 |
| 0.0500585205773671 |
| 0.608903578527248 |
| 0.134690293435901 |
| 0.330041347787177 |
| 0.127838692569612 |
| 0.581319132516197 |
| -0.038707943536881 |
| -0.870097194938441 |
| -0.462113796849836 |
| -0.775456514875537 |
| 1.39586946762297 |
| -0.373271731449701 |
| -0.268080176510487 |
| 1.08656232048461 |
| -0.325879955921929 |
| 0.30661854788457 |
| -0.552774192453423 |
| 0.92873551861249 |
| 0.0930554068879337 |
| 0.793725485236928 |
| -0.0655196055781843 |
| 0.31938973725902 |
| -0.466224915112164 |
| -0.262872803122968 |
| 0.0101377300966978 |
| 0.166709542388761 |
| -0.27948869702557 |
| -0.416437753013764 |
| -0.221155653982262 |
| -0.180257931963139 |
| -0.698512272287555 |
| -0.030966150632744 |
| -0.218027303452022 |
| -0.373584442457798 |
| 0.052951427314271 |
| 0.16272689702871 |
| 0.827781138510899 |
| -0.724325872700048 |
| -0.470004756981797 |
| 1.04570491743371 |
| -0.192863384714994 |
| -0.571180242416833 |
| 0.531291140789517 |
| -0.305718227359467 |
| 0.338050048474922 |
| 0.476242122330785 |
| -0.81389847635506 |
| -0.0347526256916431 |
| 0.307275272687164 |
| 0.298265453953272 |
| -0.356205547514144 |
| -0.356604247457693 |
| 0.16191437451988 |
| 0.157622107243432 |
| 0.301928819166272 |
| -0.561981939800824 |
| -0.0543444359644914 |
| -0.242625453729012 |
| -0.0291188126122587 |
| 0.228470615616776 |
| -0.510675391591978 |
| 1.12387561916997 |
| -1.12598799910629 |
| 0.290323760058927 |
| 0.190186117613125 |
| 0.0853119358914609 |
| -0.708038983963899 |
| 0.0821216895899207 |
| -0.307060856617881 |
| 0.525053351110559 |
| -0.601608778527341 |
| 0.538181815538459 |
| -0.306512070731953 |
| 0.654542044064886 |
| -0.537374859392079 |
| -0.186945154314925 |
| -0.0415286501896635 |
| -0.0882630415428836 |
| -0.256492309570866 |
| -0.41305922709641 |
| -0.270151685278353 |
| -0.435615700218057 |
| 0.546649355951026 |
| 0.323884533274196 |
| 0.661932000134874 |
| 0.402774353219053 |
| -0.428179650529226 |
| -0.185363732952745 |
| -0.146275810216944 |
| 0.177901302311226 |
| -0.370503387950712 |
| 0.205238677067021 |
| -0.0894107718996266 |
| -0.0207802658241128 |
| -0.00240155924277281 |
| 0.0272372593388978 |
| -0.30401211751709 |
| 1.50787083654869 |
| 0.259049823633271 |
| -0.546357645795726 |
| 0.581469268528577 |
| 0.330213798462058 |
| -0.983366580775167 |
| -0.736262986208755 |
| -0.338744406461673 |
| 0.760537197604814 |
| -0.261709569948611 |
| -0.476048053943411 |
| -0.110367750063647 |
| 1.69080994427218 |
| 0.149871963217245 |
| -0.894443959355815 |
| 0.0854707859389192 |
| -0.11791601547532 |
| -0.215892867114871 |
| -0.394092028282406 |
| 0.0924263195771732 |
| 0.0585916699118239 |
| 0.253245871086333 |
| 0.370568028643833 |
| -0.386523945873816 |
| 0.447110885622225 |
| 0.623154288482199 |
| -0.184203126128336 |
| 0.705478214339162 |
| -0.317030724633314 |
| -0.927475247660233 |
| -0.0393758868190344 |
| 1.00274756958954 |
| 0.812619294578388 |
| 0.298293415694118 |
| 0.152551035780658 |
| -0.150639291567325 |
| 0.110741928054486 |
| 0.552786542794449 |
| 0.0434953176436756 |
| 0.36320976255479 |
| -0.0227970084706981 |
| 0.504138678148357 |
| 0.138779289305853 |
| -0.0853035308417627 |
| -0.496484911315902 |
| -0.0852251911409686 |
| -0.247830972313436 |
| -0.120849214187909 |
| -0.451770225463026 |
| 0.612150462832891 |
| 0.350625301752197 |
| -0.359290488889771 |
| -0.48443652903107 |
| 0.339430852270146 |
| -0.0417944819768526 |
| -0.0100068969566531 |
| -0.403912575239062 |
| 0.151831207953882 |
| -0.229701003816198 |
| -0.217361643531106 |
| -0.332188937105688 |
| 0.264417994027136 |
| 0.176869376138034 |
| -0.176677800263279 |
| -0.13567036715417 |
| -0.827944200296052 |
| -0.0722734399204132 |
| -0.117607845832746 |
| 0.314635053724412 |
| -0.154386181086533 |
| 0.163002765901451 |
| -0.244739215669361 |
| -0.204481562449259 |
| 0.0360259309576058 |
| 0.00417168114426594 |
| 0.266111866388443 |
| -0.651003114649842 |
| 0.589994534676577 |
| 0.312322955620027 |
| 0.55266992874864 |
| -0.0962287489408765 |
| -0.467083613141822 |
| -0.198196785314411 |
| 0.395575343631519 |
| 0.175735234004809 |
| 0.315653622056974 |
| -0.16114907850581 |
| 0.882040919470631 |
| 0.0637848764427299 |
| 0.858633851994301 |
| 0.822761597215925 |
| 1.77266886690859 |
| -0.56698109822252 |
| 0.153261675817821 |
| -0.27923293044209 |
| 0.0495720504717388 |
| -1.16973330350604 |
| -0.0821094023297278 |
| 0.0681021355630733 |
| -0.201544972117822 |
| 0.0764370043961384 |
| -0.526360142929291 |
| -0.080413992290807 |
| -0.390603734038536 |
| -0.366201530340293 |
| -0.236325627413761 |
| -0.0197748907207431 |
| -0.400593230734885 |
| 0.273305313443572 |
| 0.571670833577946 |
| 0.355107022563815 |
| -0.598053247795437 |
| 0.0680124314430932 |
| 0.0825157705041395 |
| -0.236688909377818 |
| -0.720993035857936 |
| 0.445855527021637 |
| -0.278184399175569 |
| -0.813695706192547 |
| 0.0382223634028161 |
| 0.287981462997023 |
| -0.397401294088736 |
| 0.453441800201652 |
| -0.336993631715909 |
| 0.0350016901300973 |
| -0.129074066212103 |
| -0.92948724921499 |
| 0.112538313206619 |
| -0.266214839380579 |
| 0.318919353798613 |
| -0.235823743806211 |
| 0.312056037492047 |
| -0.607348899940245 |
| 0.821439552875318 |
| -0.330769416907474 |
| -0.0368470896545833 |
| -0.223411512848023 |
| -0.0162393530813711 |
| 0.494328753928909 |
