| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2526 | 0.2791 | -0.0631 | -0.7869 | 0.0119 | -0.1348 | -0.6877 |
| (p-val) | (0.7228 ) | (0.5072 ) | (0.7475 ) | (0.2771 ) | (0.9521 ) | (0.3406 ) | (8e-04 ) |
| Estimates ( 2 ) | 0.2448 | 0.2769 | -0.0654 | -0.7795 | 0 | -0.1394 | -0.6776 |
| (p-val) | (0.6694 ) | (0.4269 ) | (0.6899 ) | (0.1807 ) | (NA ) | (0.2408 ) | (0 ) |
| Estimates ( 3 ) | 0.4234 | 0.3911 | 0 | -1 | 0 | -0.1576 | -0.6621 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0 ) | (NA ) | (0.1792 ) | (0 ) |
| Estimates ( 4 ) | 0.4154 | 0.3978 | 0 | -1 | 0 | 0 | -0.7053 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -0.0294367483509260 |
| 0.141805775881584 |
| 0.125529242914473 |
| -0.119527257588837 |
| -0.332522927264204 |
| -0.165932029674465 |
| -0.0373318056300648 |
| -0.0420357238947534 |
| 0.484260333793857 |
| 0.0851293159134662 |
| 0.421657518299706 |
| -0.209168888738327 |
| 0.0500154658876815 |
| -0.450693121078007 |
| -0.132854513810534 |
| -0.0266202534143681 |
| 0.431693656193127 |
| 0.217070499802821 |
| 0.0231498186425998 |
| -0.0987926618276118 |
| 0.355394946840312 |
| -0.0285363941310467 |
| 0.302184633431939 |
| -0.335803340907142 |
| -0.0504635314861536 |
| 0.237878482526690 |
| -0.0103974381058204 |
| -0.0917592569979596 |
| 0.267254724370855 |
| -0.358512357606801 |
| -0.635949033436031 |
| 0.206051456722437 |
| 0.0967966290594218 |
| 0.172974194275974 |
| -0.0367446414446447 |
| -0.0225184500557438 |
| 0.485795007117115 |
| -0.176116247409914 |
| 0.119078986924709 |
| -0.0245644576969319 |
| -0.0392129579030077 |
| 0.293422221100992 |
| 0.123881488161293 |
| 0.209789484365200 |
| 0.200249894770578 |
| 0.261125948653436 |
| -0.0273775590191883 |
| -0.119791683928970 |
| 0.236203077165402 |
| 0.183114070104145 |
| -0.104342923694407 |
| 0.26403255343599 |
| 0.0231910417951301 |
| 0.0644762740256287 |
| 0.0173327661981751 |
| 0.154743898238585 |
| -0.167174193705001 |
| 0.0143883926298813 |
| -0.0444140801435806 |
| -0.0957277048242036 |
| -0.362226812797657 |
| 0.110716016818137 |
| -0.0260199022929554 |
| 0.514553811865488 |
| 0.345519871020107 |
| -0.355400282240806 |
| -0.065675423753433 |
| 0.208574029225293 |
| 0.0509607206752183 |
| 0.229385604132865 |
| 0.0472644114027331 |
| -0.184880205560117 |
| 0.123537677228064 |
| 0.197609278654151 |
| -0.198706083457323 |
| 0.00785061642507634 |
| -0.207588119145061 |
| 0.118977188969655 |
| 0.193258248163247 |
| -0.419076699615105 |
| 0.461493991371146 |
| 0.0657141120880881 |
| -0.291942187966263 |
| -0.0217493468944917 |
| -0.00891583124366032 |
| 0.0183484259447572 |
| -0.43236476771972 |
| -0.161350242301241 |
| -0.26525138739628 |
| -0.478475583579851 |
| -0.117205253741241 |
| -0.112746135946498 |
| 0.172548533045439 |
| -0.125904444811116 |
| -0.0128835079122449 |
| -0.0620463046077722 |
| 0.476435430565205 |
| -0.205353301634692 |
| -0.195776496497607 |
| -0.260077175231000 |
| 0.396377797233241 |
| -0.0163075184859914 |
| -0.120505403548091 |
| -0.227754354338665 |
| -0.0497148859864418 |
| 0.35169012114537 |
| 0.0832844542538675 |
| 0.273685510332028 |
| 0.0816351647784337 |
