| ARIMA Parameter Estimation and Backward Selection | |||||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1887 | 0.0284 | 0.9145 | 0.3285 | 0.1609 | -0.7663 | 0.3597 | 0.0369 | -0.8519 |
| (p-val) | (1e-04 ) | (0.5888 ) | (0 ) | (0 ) | (0.052 ) | (0 ) | (1e-04 ) | (0.6064 ) | (0 ) |
| Estimates ( 2 ) | -0.1978 | 0.0182 | 0.9062 | 0.3428 | 0.1753 | -0.7527 | 0.3529 | 0 | -0.8344 |
| (p-val) | (1e-04 ) | (0.7354 ) | (0 ) | (0 ) | (0.0385 ) | (0 ) | (1e-04 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | -0.1083 | 0 | 0.8926 | 0.2397 | 0.2103 | -0.7768 | 0.3405 | 0 | -0.8199 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (0 ) | (0 ) | (1e-04 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 14 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 15 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 16 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 17 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -1.05389947172549 |
| 8.4416022879863 |
| 0.264809227269645 |
| 3.61402647545751 |
| 2.35089967630583 |
| 3.52769728890782 |
| -2.36177429977434 |
| -2.65651876096212 |
| -3.4283485942069 |
| -2.99884785553649 |
| 1.99258765783025 |
| 2.28027601222431 |
| 4.37153301272526 |
| 3.2891912398501 |
| -4.30465796011704 |
| -7.56205660616637 |
| -3.96472569389475 |
| -1.32683160618236 |
| 1.15344273317683 |
| -1.21036276521473 |
| -0.103393269600576 |
| 2.86226847700442 |
| 3.19201503137537 |
| -0.484346036524424 |
| -2.23734272045455 |
| -1.67193083282762 |
| -3.72628235308536 |
| -1.1997435889455 |
| -4.51552147586442 |
| 0.782361843337378 |
| -1.6079816139996 |
| 6.66144507437813 |
| 0.115615097015846 |
| -3.14096477472873 |
| -11.9554357704287 |
| -9.60458651471003 |
| -0.565730541013051 |
| -2.59593660150408 |
| -2.29858759052585 |
| -6.90851594198716 |
| 5.7558335371874 |
| -2.00548827985797 |
| 2.57422580096239 |
| 10.2722338405722 |
| -7.04761284912167 |
| -3.09340157945066 |
| 3.94489631072717 |
| -8.00055683371443 |
| 16.8979740128494 |
| -12.2954413780262 |
| -12.3729171716218 |
| -10.8559610399445 |
| -6.60553080633236 |
| -12.7056286407012 |
| -6.7403618009817 |
| -3.28999071619384 |
| 4.25421478298725 |
| -0.390700042346132 |
| -1.28505319333245 |
| 12.0533780060711 |
| -7.21238785187422 |
| 1.76793712361490 |
| 4.57202059577267 |
| 4.10948518214669 |
| 5.14909984653437 |
| 8.04290388282365 |
| -10.5188719921736 |
| -7.67152468863669 |
| 3.20253937398167 |
| 17.16265889193 |
| -7.80963644246112 |
| 6.44209467186323 |
| -2.56850146035081 |
| -7.96053252053479 |
| 0.442918372643544 |
| 0.902400902718005 |
| -3.13747965267471 |
| 0.0586115500217112 |
| -0.594363204386132 |
| -9.83263587475384 |
| -2.06944538960645 |
| -2.96354673048204 |
| 1.49895087018255 |
| -4.73215337193649 |
| 0.420318403856962 |
| 1.74523389325738 |
| -3.81206784432846 |
| 0.810447426617338 |
| -1.78307109450322 |
| 0.163214499466636 |
| 2.67433073911937 |
| -4.57723527521646 |
| -8.67907940828837 |
| -1.77255966119988 |
| 2.06381114805042 |
| 2.23071928055821 |
| -1.39811757394171 |
| 1.98375072571723 |
| 9.37247395930867 |
| -6.74227766888264 |
| -0.715024887450298 |
| 2.14203936798073 |
| -4.08093041248461 |
| 3.64296045336104 |
| -7.74732385740661 |
| 0.755516796141954 |
| 1.17881917306037 |
| 2.78180428905239 |
| 0.665601360838618 |
| -0.0364235602931105 |
| -0.389504457830173 |
| 4.8262131876641 |
| -0.302478492950054 |
| 6.1732455939182 |
| 0.0993924835551327 |
| -5.79052464599116 |
| 5.84989928285716 |
| 1.63802666538586 |
| 1.34506841848302 |
| 5.97158098164758 |
| -0.858159643541342 |
| 7.89732766143513 |
| -1.49602389557607 |
| 1.26033518648678 |
| -1.47904386296764 |
| 2.82889295128891 |
| -3.62945239257948 |
| 2.6800891256584 |
| -1.42101132661476 |
| 2.16036331591487 |
| 0.298099666278185 |
| 3.4583888216932 |
| -0.747319630243315 |
| -2.08623509187243 |
| 4.64177875007438 |
| 3.38181815673068 |
| -1.80327781664126 |
| 6.33815307000637 |
| -4.91188075348182 |
| 2.5871367419019 |
| -0.857148528507152 |
| -2.00415871714141 |
| 5.12696172890453 |
| 8.35189503100999 |
| 1.45523114514816 |
| 8.25198215678349 |
| -1.39009835835298 |
| 0.521510137549863 |
| 2.85955775357443 |
| 1.17713696587334 |
| 2.08223526709373 |
| 3.94730038555576 |
| 2.30209207232646 |
| -10.2204425177615 |
| 2.26988280576407 |
| -4.33510774462436 |
| -2.75959339560696 |
| -1.08375312766277 |
| -4.65657126458126 |
| -2.43276121142529 |
| 0.310539400796128 |
| -3.01600836416012 |
| -8.64256680644585 |
| 6.00185099616093 |
| -3.18960658784065 |
| -4.22561345270917 |
| -5.37141272177894 |
| 1.18741444744113 |
| 1.75712465429544 |
| 3.93977951240657 |
| -3.77134959542952 |
| 2.65125462626012 |
| -1.89989574702174 |
| 1.18374453467759 |
| 3.50710639907773 |
| 5.77573710302503 |
| 0.608262579498656 |
| 2.05816885861869 |
| -6.29327210861513 |
| 0.898792841791191 |
| 4.4518149400203 |
| -8.01541706005978 |
| -6.12640390341727 |
| 0.888963362094796 |
| -6.9354774459447 |
| -8.81890475846638 |
| 5.2409852263649 |
| 4.02361696956346 |
| -9.12615720537498 |
| -9.3333700427019 |
| 3.24809064701777 |
| -2.06229812947806 |
| 0.0292789946023568 |
| 9.48582980321639 |
| 4.84442772392704 |
| 1.79904157643567 |
| -0.045866502215208 |
| 8.67895504738705 |
| -6.78878050664347 |
| -1.11683523555325 |
| -0.66130246943713 |
| -7.9836903597607 |
| -5.44139285218807 |
| 2.1944481846405 |
| -2.53506676859463 |
| 2.63226705644079 |
| 0.326889627644759 |
| -2.77381840644999 |
| -1.43884133016045 |
| -6.10645393640706 |
| 2.08020999583957 |
| 12.106615103282 |
| -8.02775422556687 |
| -13.3939755139849 |
| -4.59863355065739 |
| 5.11875368220678 |
| 5.48532446616882 |
| -2.08437210885651 |
| 3.392706040891 |
| -1.48493248366128 |
| 2.70026695182974 |
| 1.84814665788656 |
| -1.67866482077488 |
| 3.24709996727309 |
| -8.48435405937905 |
| -0.915914780845507 |
| -4.57656328288288 |
| -0.809525063645757 |
| 1.34854004655264 |
| -0.311163437842765 |
| -3.17812027344872 |
| 7.76253192299654 |
| -3.57505148119773 |
| 1.73526471570766 |
| -1.76129779799427 |
| 9.91930725016443 |
| -6.38044799914943 |
| -0.0927649213110234 |
| -5.17046591677725 |
| -4.34801338264625 |
| 6.63853034434849 |
| 5.54078016201049 |
| 4.06113912444872 |
| 0.443619152117213 |
| 6.35528726455257 |
| -4.26389615760859 |
| 0.571020932025585 |
| -1.17826872848335 |
| 16.5109581253798 |
| 0.964963159468123 |
| -17.4071839919191 |
| -0.522791412377851 |
| 0.835531276998813 |
| 8.5031318202778 |
| 5.7355289404567 |
| -4.06144368788898 |
| 2.79137616821308 |
| 2.11604172514896 |
| 7.20331712589241 |
| -18.7714140835119 |
| 0.585507839187224 |
| 8.97803171466246 |
| 12.4920066744206 |
| -2.40392575957367 |
| 1.87695973399627 |
| 1.25438410518603 |
| -1.46293052161354 |
| 6.72871131739579 |
| -1.99220013159346 |
| 3.09877181914469 |
| 4.1582661600124 |
| -7.45859851214467 |
| 0.053321192990512 |
| -4.41071328984103 |
| -5.7184912450394 |
| 4.61799934272152 |
| 3.58961153220946 |
| 2.52747349919649 |
| 1.30446220990521 |
| -5.81881391304613 |
| 0.811845327841342 |
| 2.86751837618379 |
| -5.71751886020892 |
| -0.123780313822417 |
| 6.52739153590004 |
| 11.2885579472426 |
| -4.33411208739956 |
| -5.8723950678609 |
| -8.15122283905666 |
| 1.07783271226473 |
| 4.57433096261199 |
| -0.592770433482863 |
| 0.411365331134307 |
| -0.149933001584183 |
| 0.206222228581196 |
| -12.1907499967954 |
| 3.72839107758182 |
| -7.10628259662316 |
| -0.508924801394239 |
| 3.30403981260061 |
| -1.76792038730655 |
| 0.4810722515175 |
| 0.561913067646686 |
| 4.88308987912015 |
| 5.06547426939577 |
| -0.0142817041629347 |
| -6.71006157054785 |
| -8.38938781207838 |
| 0.704364827602098 |
| -17.56025835431 |
| -2.88442777435588 |
| -4.75130653934548 |
| 8.6155726079912 |
| -5.89752723606562 |
| -1.5604059970912 |
| 3.53749491284865 |
| -8.11860712937344 |
| -6.85424970452308 |
| 8.84042979403381 |
| 1.29888334418643 |
| -14.0967619469544 |
| 9.48883828306574 |
| 5.36986019608196 |
| 9.77164681377232 |
| -1.81963419747215 |
| 0.583058745629914 |
| -0.848389732198407 |
| 2.32268639016988 |
| -8.64597651446204 |
| 16.2317200162606 |
| -7.10023505565231 |
| -5.88936251888072 |
| -1.20391877890568 |
| 2.65476422162358 |
| 14.4993442735723 |
| 9.47757739311795 |
| 5.2678308701691 |
| 9.95388372773352 |
| 10.6380864211721 |
| -0.813023914066638 |
| -2.48362281747688 |
| 2.81638569930519 |
| -5.75612039362401 |
| -2.63274456116255 |
| -7.3073934090228 |
| -5.3570041988903 |
| 4.85353129641589 |
