| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3084 | 0.0795 | -0.1161 | 0.5342 | -0.7529 | -0.4792 | -0.2928 |
| (p-val) | (0.4595 ) | (0.5631 ) | (0.2623 ) | (0.1957 ) | (0.0011 ) | (0.005 ) | (0.2703 ) |
| Estimates ( 2 ) | -0.1033 | 0 | -0.1088 | 0.3203 | -0.7384 | -0.473 | -0.3154 |
| (p-val) | (0.8171 ) | (NA ) | (0.3762 ) | (0.4412 ) | (0.0011 ) | (0.0057 ) | (0.2222 ) |
| Estimates ( 3 ) | 0 | 0 | -0.0936 | 0.225 | -0.7388 | -0.472 | -0.3097 |
| (p-val) | (NA ) | (NA ) | (0.3686 ) | (0.0261 ) | (0.0013 ) | (0.0061 ) | (0.2349 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | 0.2093 | -0.6982 | -0.4429 | -0.3244 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0305 ) | (0.0052 ) | (0.0176 ) | (0.2646 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.2373 | -0.9306 | -0.579 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0089 ) | (0 ) | (0 ) | (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 |
| 0.00203999754590597 |
| 0.0773627323677002 |
| 0.372421143612371 |
| -0.0515177609621391 |
| 0.0700601947162624 |
| 0.301495421655644 |
| -0.319972584668071 |
| 0.15258758096157 |
| -0.433715525400506 |
| -0.100246566944901 |
| 0.0539119560426101 |
| -0.116667666602114 |
| 0.488997000484655 |
| 0.254118930888024 |
| 0.0548722067983710 |
| -0.219322942707060 |
| 0.104449119253964 |
| -0.127850089876485 |
| -0.0839471761928557 |
| -0.0993450473606438 |
| -0.225842164119386 |
| 0.493641513156144 |
| -0.298349956272019 |
| 0.0195113941255897 |
| -0.352204625446148 |
| -0.0302419657056322 |
| -0.295253831104799 |
| 0.226459592215499 |
| 0.000936261477244581 |
| -0.0999088428894084 |
| -0.0861201368177648 |
| -0.293110770282025 |
| 0.0318683917403608 |
| 0.31894119737227 |
| 0.240162895984549 |
| -0.08385929933355 |
| -0.632853237199351 |
| -0.517347585379127 |
| 0.184763640928742 |
| 0.0389329382461284 |
| 0.301575235188412 |
| -0.266085702084044 |
| -0.137259310825954 |
| -0.0204039432078939 |
| 0.0853801819905226 |
| 0.142742844848359 |
| -0.0116601154169168 |
| -0.106387281921214 |
| 0.0273908927894755 |
| -0.0453171588623951 |
| -0.110053859256513 |
| 0.284488702289744 |
| 0.0913036946183505 |
| -0.307783994394605 |
| 0.691511591663423 |
| -0.359236090142899 |
| -0.142725672722528 |
| -0.103691766923668 |
| 0.341858160490579 |
| 0.311245970716462 |
| 0.0540524848923138 |
| 0.0127249788232297 |
| 0.331069362862632 |
| 0.332648344155167 |
| -0.0225649983912859 |
| -0.195038947843270 |
| 0.0362293675965455 |
| -0.069577313376148 |
| 0.0152645436358407 |
| -0.379910921061455 |
| 0.00361685743192846 |
| -0.275104817399173 |
| 0.49964695975772 |
| 0.264270166212225 |
| -0.170722383164307 |
| 0.151028479374174 |
| -0.0737213888984699 |
| -0.526313539335325 |
| -0.0155016986455107 |
| 0.195663681164338 |
| 0.208692332930012 |
| -0.331812263134072 |
| 0.117571728891483 |
| -0.323891314199251 |
| 0.222383835749592 |
| -0.377045988842714 |
| -0.0125123644301898 |
| 0.0510845082333554 |
| -0.266691530900874 |
| 0.00599049984082347 |
| 0.375432153681187 |
| 0.923618175643263 |
| 0.284125715016621 |
| 0.115899858105988 |
| 0.137438667905655 |
| 0.353493181097252 |
| -0.172183837906205 |
| 0.741607111873156 |
| 0.270413731141624 |
| 0.00540882423201259 |
| -0.765422875661438 |
| 0.304733879354377 |
| -0.176357591670319 |
| -0.60530977936302 |
| -0.0573191354668051 |
| 0.0260543642789634 |
| -0.168620620001144 |
| -0.604955099938894 |
