| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4445 | 0.162 | -0.0821 | 0.6719 | -0.7415 | -0.4516 | -0.3438 |
| (p-val) | (0.1685 ) | (0.1922 ) | (0.4389 ) | (0.0291 ) | (6e-04 ) | (0.01 ) | (0.1782 ) |
| Estimates ( 2 ) | -0.5623 | 0.2144 | 0 | 0.772 | -0.7027 | -0.4258 | -0.3708 |
| (p-val) | (0.0861 ) | (0.0476 ) | (NA ) | (0.015 ) | (0.0013 ) | (0.0175 ) | (0.1548 ) |
| Estimates ( 3 ) | -0.5042 | 0.2395 | 0 | 0.749 | -0.9621 | -0.5849 | 0 |
| (p-val) | (0.0759 ) | (0.0271 ) | (NA ) | (0.0066 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.0748 | 0 | 0.2532 | -0.9638 | -0.584 | 0 |
| (p-val) | (NA ) | (0.4665 ) | (NA ) | (0.0093 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.2343 | -0.9709 | -0.5874 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0074 ) | (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 |
| -0.314789531817847 |
| -0.161530002219413 |
| 0.0811239365555325 |
| -0.0988037903296233 |
| 0.427247919753792 |
| 0.116704163370408 |
| -0.183324754988787 |
| -0.132214050530144 |
| 0.0540629423960628 |
| -0.242028206510801 |
| 0.108406041107594 |
| -0.147803235446279 |
| 0.0386925737042122 |
| 0.402473666490612 |
| -0.269407797707533 |
| 0.00063993424023744 |
| -0.310388595002661 |
| -0.116696178506821 |
| -0.390052963569519 |
| 0.297648455956653 |
| -0.0495337205455031 |
| -0.184768598569183 |
| 0.119290794447215 |
| -0.265999537803363 |
| 0.306843886396454 |
| 0.292225022486082 |
| 0.223558598300526 |
| -0.0955534656225831 |
| -0.663070042179328 |
| -0.486237110772613 |
| 0.197377996293475 |
| 0.0992226128551696 |
| 0.265438036843863 |
| -0.280787554022944 |
| -0.0754861880133624 |
| -0.00539222639681238 |
| 0.170828955811942 |
| 0.0702369089287986 |
| 0.0215996119900844 |
| -0.101458522895484 |
| 0.0764835590535853 |
| -0.0203858803765797 |
| -0.0499738282634467 |
| 0.269488912211116 |
| 0.0630217796650925 |
| -0.235478985389292 |
| 0.681073004706988 |
| -0.317870209919718 |
| -0.196690101099392 |
| -0.164888562948406 |
| 0.377660413968911 |
| 0.313906294794663 |
| 0.184896155871101 |
| 0.0746314326082569 |
| 0.322713760951871 |
| 0.261490715031528 |
| -0.0827296782965875 |
| -0.152099675884628 |
| 0.0157246923764944 |
| -0.0403144513421978 |
| -0.00260096322494974 |
| -0.337203340691616 |
| -0.0199646655080841 |
| -0.249666074404729 |
| 0.517568993466128 |
| 0.284023508679965 |
| -0.281059376373207 |
| 0.139159013715471 |
| -0.0989737417224036 |
| -0.476673710396199 |
| -0.0758640969897755 |
| 0.257713601571922 |
| 0.250950185158175 |
| -0.305393036652362 |
| 0.134200401393855 |
| -0.334184125455664 |
| 0.143343744716702 |
| -0.441446570773266 |
| 0.00915187878754863 |
| 0.0326846186711833 |
| -0.24373256027711 |
| 0.0859215928048513 |
| 0.349998069882546 |
| 0.981594535154897 |
| 0.220239158443761 |
| 0.127362649497996 |
| 0.122057485739901 |
| 0.384640396173921 |
| -0.207098413227911 |
| 0.778912017713878 |
| 0.256808407599166 |
| -0.0468725278846307 |
| -0.814597721024456 |
| 0.420903366906373 |
| -0.0768848054571266 |
| -0.784454703764026 |
| -0.0915023974634152 |
| 0.13958404574511 |
| -0.141022080581436 |
| -0.618023344543716 |
| -0.0931499200938931 |
| -0.222132727531189 |
| -0.141367293495492 |
| -0.414717626575694 |
| 0.459696387994882 |
| -0.240384844175708 |
| 0.00279191426074021 |
| -0.206115162432908 |
