| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.018 | 0.179 | -0.1364 | 0.1296 | -0.1213 | 0.0817 | -0.7555 |
| (p-val) | (0.9677 ) | (0.0389 ) | (0.1754 ) | (0.7733 ) | (0.3084 ) | (0.4542 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.1811 | -0.1334 | 0.1476 | -0.1215 | 0.0821 | -0.7553 |
| (p-val) | (NA ) | (0.0085 ) | (0.0545 ) | (0.034 ) | (0.3077 ) | (0.4508 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.1803 | -0.1336 | 0.1519 | -0.1836 | 0 | -0.6964 |
| (p-val) | (NA ) | (0.0088 ) | (0.0538 ) | (0.0286 ) | (0.0614 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.1881 | -0.129 | 0.1517 | 0 | 0 | -1.2642 |
| (p-val) | (NA ) | (0.0061 ) | (0.0638 ) | (0.0284 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0.1906 | 0 | 0.1541 | 0 | 0 | -1.2788 |
| (p-val) | (NA ) | (0.0074 ) | (NA ) | (0.025 ) | (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 |
| -0.0428218125170796 |
| -0.0100326993013991 |
| 0.0106918718216985 |
| -0.0270254228728889 |
| 0.00331295567691715 |
| -0.00172922886482726 |
| 0.00366757515519101 |
| -0.00415526854787519 |
| 0.0104271549130312 |
| 0.00427641309877716 |
| -0.0126496967383851 |
| -0.00390689047203263 |
| -0.0101206960011753 |
| -0.00468772961407567 |
| -0.0150740304292764 |
| -1.33428110902740e-05 |
| 0.0119188075076894 |
| 0.00572283197168028 |
| 0.00665070278331704 |
| 0.00090205406909518 |
| -0.0162622053844042 |
| -0.00296756232063624 |
| -0.00135456295251316 |
| -0.0042209026627126 |
| -0.00691408156016935 |
| -0.00912632470708239 |
| -0.00363510844058383 |
| -0.00306970191559634 |
| -0.00780541568564299 |
| -0.006868812991491 |
| -0.000257167935027653 |
| 0.0049273580740412 |
| -0.000471880075575950 |
| 0.00317403516926835 |
| -0.00343539003636517 |
| -0.00551097799029973 |
| -0.00331882804059151 |
| -0.00361129923103662 |
| -0.00652485052709214 |
| -0.00534106241603319 |
| -0.00135927919983362 |
| -0.0343214228787846 |
| 0.0177594984616496 |
| 0.00364339425842831 |
| -0.00121175380858133 |
| -0.0327812777406239 |
| -0.00148506143608297 |
| 0.00654626504510931 |
| -0.008351643395982 |
| 0.0203907579605412 |
| 0.000568475381496058 |
| -0.00942604815258168 |
| 0.00113916206615276 |
| 0.0043092472157751 |
| -0.00301159386164524 |
| -0.00906169822472322 |
| -0.0136304198479953 |
| -0.00212936574530797 |
| 0.0068318098515847 |
| 0.000150216886319774 |
| -0.00737963781697722 |
| -0.00153897632601257 |
| 0.000841643815183354 |
| -0.0132092570518280 |
| 0.00292140455998971 |
| 0.0129145072578084 |
| 0.00606074015887007 |
| -0.00658945299795582 |
| -0.0115849184572875 |
| -0.000552060264397507 |
| 0.00248265055500265 |
| 0.00334878283923914 |
| -0.00269702618853409 |
| 0.0115526199006686 |
| 0.00118595439052892 |
| -0.00135637686316826 |
| 0.00215929077771191 |
| -0.000482170078572539 |
| -0.00387224935612852 |
| 0.00351301275870692 |
| -0.00927814778277982 |
| -0.0029904541530031 |
| -0.00274095220266759 |
| -0.00249636536060637 |
| -0.00311171252457146 |
| -0.00805853653701809 |
| 0.000265678489948079 |
| 0.0273268578244866 |
| 0.00697830979820947 |
| 0.00496746078085009 |
| 0.00859756339461414 |
| 0.00301817383550722 |
| -0.00234812076011175 |
| 0.0147587387471635 |
| -0.00544202527272388 |
| -0.00677778505404914 |
| 0.0004550798404177 |
| -0.0122394292493475 |
| -0.00234804851701877 |
| -0.0256177580063547 |
| -0.00464405104943095 |
| -2.70057488568111e-05 |
| -0.00989528047657607 |
| 0.0165312207375463 |
| 0.0080040365882147 |
| -0.00521646931112789 |
| 0.00322664055997624 |
| 0.00551614198148039 |
| -0.00100617891676795 |
| -0.00205682092387900 |
| -0.00258556303479596 |
| 0.00934819608973077 |
| 0.0179703269504516 |
| 0.0103451559754469 |
| 0.00649502857332097 |
| -0.0121013907012526 |
| 0.00364835716496857 |
| -0.00298182402789843 |
| 0.000479097204803333 |
| 0.00207952137945619 |
| 0.00431246556704327 |
| -0.0187863854547659 |
| 0.00172520467637257 |
| -0.0035514491910531 |
| -0.000874163230723674 |
| -0.000488392516677418 |
| 0.0098104397277384 |
| -0.0039659160977418 |
| -0.000399503211136772 |
| -0.00258411728185081 |
| 0.00655686668097407 |
| -0.00210834440504175 |
| 0.0110432610023186 |
| -0.0203220167411467 |
| -0.0135046593294898 |
| -0.0177584958286347 |
| 0.0142621829665637 |
| 0.0100204291181164 |
| -0.00940830173673466 |
| 0.00149121114491802 |
| -0.0058067759318511 |
| -0.000446298372889234 |
| 0.00944580002621718 |
| 0.00691718794043605 |
| -0.00100117509695559 |
| -0.0108963720487612 |
| -0.00312829444661124 |
| -0.00648819967032455 |
| -0.00660213243724198 |
| 0.0172106693358473 |
| 0.000921999931238851 |
| 0.00158697851318715 |
| -0.00200308563212723 |
| 0.00156258277386819 |
| 0.00452390423245766 |
| -0.00242752057423049 |
| 0.00653782319365939 |
| -0.00864260317110358 |
| -0.00193393493475223 |
| 0.0113212678526945 |
| -0.000295818101161019 |
| -0.0113715935595373 |
| 0.0128823719922788 |
| -0.00363190185691193 |
| -0.00783993650577952 |
| 0.00462815396898063 |
| 0.00240904978361227 |
| -0.00213947676937367 |
| -0.000228613739743290 |
| 0.00182324954083881 |
| 0.0165147809111417 |
| -0.0147601210657752 |
| -0.00185723008076251 |
| 0.00501477614625141 |
| -0.00984433525296626 |
| 0.00615059973608415 |
| -0.000979322360050031 |
| 0.00448393353602957 |
| -0.00043571402871413 |
| 0.000581224621625873 |
| -0.00466808730426968 |
| -0.0067302162881713 |
| -0.00817181013794204 |
| -0.0155557665617804 |
| -0.00274249112106238 |
| -0.000108175829954355 |
| -0.0046207976104667 |
| -0.00631784437519178 |
| -0.00256610172319716 |
| 0.00864858976183008 |
| -0.00462861129435498 |
| 0.0106395707414771 |
| -0.00183307313881890 |
| 0.0127941062754136 |
| 0.0406957999993953 |
| -0.00243510460817833 |
| 0.00769886703923425 |
| -0.00181980046600172 |
| -0.00166617365407226 |
| 0.0128619317223768 |
| 0.00716448453613985 |
| -0.007637802225223 |
| 0.0159149478080651 |
| -0.00403452114642185 |
| -0.00180503183014593 |
| -0.00850380070981158 |
| -0.0112341066169573 |
| -0.00616891274001468 |
| 0.00920188897733349 |
| 0.00796423400336723 |
| -0.0068821032663446 |
| 0.00806738315921829 |
