| 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 ) | (0.9055 ) | (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 |
| -0.0167878255250622 |
| 0.0316514495427434 |
| 0.0117125255833526 |
| -0.0147941821450773 |
| -0.0127701052028314 |
| 0.052934834248704 |
| 0.0533094290612342 |
| 0.0196400302956064 |
| 0.0248023846760555 |
| -0.0192753454299288 |
| -0.0263271367594602 |
| 0.0602905674488451 |
| 0.0689799736485111 |
| -0.0165082239348337 |
| 0.058077579482577 |
| -0.0230184467367884 |
| 0.107054726120315 |
| -0.060623026949493 |
| -0.0334201535986842 |
| 0.00201446408301304 |
| -0.0130865155661063 |
| 0.0221776009584356 |
| 0.0488095409012023 |
| -0.0237182319786233 |
| 0.0126588315073944 |
| 0.00605177573583744 |
| -0.0731338451114376 |
| -0.0298419913612991 |
| 0.00949535487318663 |
| 0.0764064339879421 |
| -0.0296994603658607 |
| 0.0414482669435048 |
| -0.0414027783398414 |
| 0.027990518028109 |
| 0.0376338368611556 |
| -0.0240085156328631 |
| -0.0122593695371665 |
| -0.0553168218857788 |
| 0.0519027292323281 |
| 0.0769603284634227 |
| -0.0014852988055246 |
| -0.0618882455419386 |
| -0.0200300614328574 |
| -0.0044068896748027 |
| -0.0386196906666889 |
| -0.0134392351173211 |
| -0.0472060756984789 |
| -0.0485239276771748 |
| -0.0192212934970775 |
| -0.123608138853026 |
| 0.0283145854652987 |
| 0.0124800790377512 |
| 0.0335531516624543 |
| 0.0452488110392354 |
| 0.0677447054716646 |
| -0.0247154910830492 |
| -0.0079723658091259 |
| -0.00270680695298284 |
| 0.0067734068341237 |
| -0.00198131087367932 |
| 0.0386666095989477 |
| -0.000458079767519533 |
| -0.0435426913226419 |
| 0.0308609594737744 |
| 0.00667187775601417 |
| 0.0430582281217523 |
| 0.0597854445736574 |
| -0.0257675133716876 |
| 0.0120417866805026 |
| -0.000580442224276259 |
| -0.0226314029081953 |
| 0.029752536974773 |
| -0.00129860739508084 |
| 0.000788751833140902 |
| -0.0201205236919324 |
| -0.00578404862860194 |
| 0.00850696688829731 |
| 0.0335560165551001 |
| -0.0110481792418106 |
| -0.00168300156841296 |
| -0.0128889439191494 |
| -0.0322523861860661 |
| 0.00213092008166665 |
| -0.0190999814874997 |
| -0.00928908248281098 |
| -0.0204870991754627 |
| 0.00890902935514641 |
| -0.00444990346515328 |
| 0.00572922885416405 |
| 0.0337163701320399 |
| -0.00357800002522286 |
| 0.0244144361152537 |
| -0.00903305634190702 |
| -0.0223920795528755 |
| -0.00519297724486104 |
| -0.0393418085488236 |
| -0.0339783981529725 |
| -0.0449629530870257 |
| -0.0495181787597685 |
| -0.04258037268703 |
| 0.00710679349316244 |
| 0.0234759639293606 |
| 0.0219065756835302 |
| 0.0494152635277636 |
| -0.0681778197328662 |
| -8.0730542875171e-05 |
| -0.0128424471908302 |
| -0.0486432944170119 |
| 0.0291206470765465 |
| 0.00727211211286655 |
| 0.0254895788856658 |
| 0.0183631730444554 |
| 0.038877613834846 |
| -0.0323753488176351 |
| 0.0243811872648551 |
| 0.0259297084552684 |
| -0.0114661586407751 |
| 0.00287934927847489 |
| 0.0226040308027416 |
| 0.0177761052928644 |
| -0.00462357651070173 |
| -0.0134877721277869 |
| -0.091566947831093 |
| 0.0847455094900361 |
| 0.0137524694654247 |
| -0.0250661230192329 |
| 0.0270106423068402 |
| -0.0306960361133597 |
| -0.0108446022525139 |
| 0.0318302430039972 |
| -0.0314807861573791 |
| -0.0158332199653835 |
