| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7004 | 0.262 | -0.2887 | -0.4948 | 0.0271 | -0.3224 | -0.4948 |
| (p-val) | (0.0077 ) | (0.0122 ) | (0.0017 ) | (0.3358 ) | (0.8573 ) | (0.001 ) | (0.3358 ) |
| Estimates ( 2 ) | 0.6739 | 0.2621 | -0.2864 | -0.4684 | 0 | -0.3294 | -0.4684 |
| (p-val) | (0.0032 ) | (0.0109 ) | (0.0018 ) | (0.4777 ) | (NA ) | (2e-04 ) | (0.4777 ) |
| Estimates ( 3 ) | 0.4895 | 0.3602 | -0.1707 | 0 | 0 | -0.2617 | -0.7476 |
| (p-val) | (0.014 ) | (0.001 ) | (0.0329 ) | (NA ) | (NA ) | (0.0059 ) | (1e-04 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.122359933711618 |
| 0.931905548058437 |
| -0.0557755886086416 |
| 1.46898583667581 |
| 1.05512315929655 |
| 0.94499650199384 |
| 1.06845895336288 |
| 0.316141817635236 |
| 0.760538936949058 |
| -2.20217257966831 |
| -0.131541264911483 |
| -0.532224764864036 |
| -1.74132166875016 |
| 0.204726282223398 |
| -0.147865278443115 |
| 1.39602576933746 |
| 0.162345476257076 |
| 0.0156658528122816 |
| 0.217672980662529 |
| -0.91748642572513 |
| -0.903483081998686 |
| 0.370579440255109 |
| -1.52818602422665 |
| 1.42544297721367 |
| 0.823776349188927 |
| 1.16416148037617 |
| 0.548322967652161 |
| -0.145197568173486 |
| 0.144016721279726 |
| -0.00872941435794416 |
| -0.0444888248422615 |
| 2.26508514149803 |
| -2.30024615036733 |
| -0.802974594506779 |
| 1.90508129136049 |
| 0.141275448448866 |
| -0.274557317715974 |
| -1.08939027488572 |
| -0.106056667682111 |
| 0.153839662138196 |
| 1.37858154850476 |
| 0.984071836164532 |
| -1.09384067521910 |
| -2.33585528819545 |
| 0.0196206729281414 |
| -0.773231639433362 |
| 0.531269745591146 |
| -3.1304604557497 |
| -1.06383274119953 |
| 1.86441097748884 |
| -1.76541667863674 |
| -0.68007795409369 |
| -0.465236896697832 |
| 2.08719973577767 |
| -3.08370281028559 |
| -0.865874128478026 |
| 0.852274105126952 |
| -2.17088619437286 |
| -0.425425839940573 |
| -6.88580356520474 |
| 0.797287753727673 |
| 2.74374543090462 |
| -1.35125328942577 |
| 2.72377524819798 |
| -0.265752016835052 |
| 0.628595850634056 |
| 1.68536602601220 |
| -3.5124130684776 |
| 0.21387168389775 |
| 3.18828647246316 |
| 0.2715041852735 |
| -0.39848060719855 |
| -0.968286123408419 |
| -0.812342822962819 |
| 1.71481733313033 |
| -2.9103790035677 |
| -0.863810553998732 |
| -0.211153485474682 |
| -1.47174177745772 |
| 1.32151756424993 |
| 0.263207299827187 |
| -3.58610800910776 |
| 3.52463838715232 |
| 2.07386999926804 |
| -1.34971448578551 |
| 0.647566187945273 |
| 1.61037340492037 |
| -0.205131216365174 |
| 3.11797602287709 |
| 1.98381150704510 |
| -0.57476469227015 |
| 2.00556883623676 |
| 1.26101963924432 |
| -0.0249396291840043 |
| -0.237549844417089 |
| 0.211769735111332 |
| -0.0682978982746363 |
| 0.0209236871725977 |
| -0.0492927782573105 |
| -0.0467414388356104 |
| -0.199106019361381 |
| -1.86797015758629 |
| -1.91072142169203 |
| 1.57233691184804 |
| 0.278963541925279 |
| -3.00232491599969 |
| -0.429296011279803 |
| -0.360255949450092 |
| -1.54444216025685 |
| 2.07426733718530 |
| 2.26828346614056 |
| 0.47084312261822 |
| 0.612020641369568 |
| 0.088859022403426 |
| -0.741154231467377 |
| -1.70243845386806 |
| -0.701120629469713 |
| 0.848785544950218 |
| -3.11855380927459 |
| -0.340791363485735 |
| -2.08445015581022 |
| -2.65713858238455 |
| 2.48396920784313 |
| 1.09218399782704 |
| 0.214914882898512 |
| -2.25255630214636 |
| 0.0819237757423537 |
| -1.09001693652485 |
| 0.09175074655667 |
| -0.302970611742438 |
| 3.26672141894451 |
| 0.272181497165718 |
| -1.50928240513785 |
| 3.11801025218274 |
| 0.709336134087451 |
| 0.797929556840259 |
| 0.02498701227276 |
| -0.510022677841519 |
| 1.67203944726437 |
| 1.17811794012830 |
| -0.195060586836831 |
| 2.00388868649836 |
| -1.99146270589135 |
| -3.78099395149347 |
| -2.94306250969795 |
| -2.75502897201336 |
| -1.54787007448232 |
| -1.46406303373807 |
| -0.355532873768027 |
| 2.48419280150544 |
| 0.128414605338079 |
| -0.645552653415933 |
| 0.493284806116279 |
| 2.15522733148853 |
| 0.84282363681406 |
| -3.60926633369256 |
| -3.02895621952429 |
| 0.253120656545789 |
| 0.469936281032162 |
| -2.41470895655745 |
| -0.332056481385479 |
| 0.0216845166650614 |
| -0.723477194647415 |
| -4.49250336949841 |
| 1.73609177519138 |
| 0.568687819377075 |
| -2.86646042990078 |
| -7.45754195180459 |
| -0.113160554444946 |
| 2.05020599328235 |
| 5.68888691452605 |
| -2.78987075677090 |
| 1.85301834269137 |
| 0.587478284020236 |
| 1.42574092789069 |
| 0.245486658272085 |
| 2.21544981246454 |
| 0.306220770305188 |
| -4.48678616838542 |
| -1.24522542646780 |
| -2.08122813508805 |
| -0.102782372427697 |
| -0.231228849408765 |
| -1.15524550471912 |
| 3.83946993860837 |
| 0.756141264468852 |
| -0.334519185511809 |
| 1.50193851277811 |
| -3.50325168325389 |
| 2.54582284317272 |
| -0.249882714504295 |
| 1.82689729475834 |
| 1.18328815473977 |
| 2.17845389425787 |
| 0.98288222362629 |
| 0.192963832718306 |
| -4.74827049312482 |
| -1.54627811142298 |
| -0.957344136770786 |
| 2.77184165578369 |
| 0.9886376258099 |
| 0.046130643852166 |
| 0.0589117628922935 |
| -1.61305326681345 |
| -2.82796294832386 |
| -0.409646708672312 |
| -3.47210021526131 |
| -2.67352482007496 |
| 3.73960334396430 |
| 0.94057524803108 |
| 2.71523815160232 |
| 1.59058493849535 |
| -1.90119691192699 |
| 2.16824162257537 |
| -3.29125851618417 |
| 2.43198933069999 |
| 1.37962408827683 |
| 1.66095790930298 |
| 0.803376279021123 |
| 0.635350876099949 |
| -1.93508835240425 |
| -1.36411746248226 |
| -1.28807663614622 |
| 2.76303055690802 |
| -1.85094802083287 |
| -0.426026229417943 |
| 1.41655752874325 |
| 1.05451804150502 |
| 0.100735978615276 |
| 3.01821025996 |
| -0.582956861571446 |
| -0.465121784033059 |
| -1.27844967402997 |
| 3.85216891864980 |
| 1.51612783314089 |
| 0.679014194307115 |
| -1.18770338175595 |
| 1.02540373448986 |
| 0.921134291896266 |
| 0.473279557640907 |
| 1.21877305511822 |
| -1.96771226801361 |
| -0.284285614876879 |
| -0.739335621849122 |
| 0.177297096419437 |
| 0.617738343059912 |
| 1.9637048794103 |
| 1.77079589658274 |
| 0.862954668410396 |
| 0.736632081876877 |
| -1.57670800970577 |
| -0.757226618256922 |
| 0.459526318802645 |
| -2.74054467244487 |
| 0.642873603306072 |
| -1.94239007363473 |
| 0.969546937078178 |
| 2.91626099895821 |
| 2.80488663472055 |
| -1.17726798377902 |
| 1.44203142134270 |
| -1.00827971221524 |
| 1.68504873314171 |
| -3.57512205319462 |
| -3.36169991009139 |
| 0.544584548524298 |
| -3.81296825818831 |
| -0.255478374591775 |
| 2.36107514987053 |
| 0.231398526897905 |
| 0.961587016943241 |
| -2.76640617727993 |
| -1.8893306861401 |
| -1.72286329131873 |
| -0.492311850781547 |
| -0.378296018467012 |
| -0.661148327683236 |
| -0.391163065056332 |
| -0.147328807819079 |
| -0.155178326411360 |
| -1.41034616686666 |
| -1.65675277462999 |
| -0.498316341627685 |
| 0.635940123178884 |
| -2.53305208420269 |
| 0.0666889189629529 |
| 0.0103324556998672 |
| 0.100325395273700 |
| -0.159212101589048 |
| -1.11876830078837 |
| -0.360506506234017 |
| -0.794671339200988 |
| -1.82637031003802 |
| 0.020284412948655 |
| 2.05969234835923 |
| 1.01468764982569 |
| 3.21968986665108 |
| -2.43358832891826 |
| -2.37230679931579 |
| -0.370563409588044 |
| 1.26605044209998 |
| 0.82459214817331 |
| -1.85299928639252 |
| -3.16164202480013 |
| 0.442927211082576 |
| -0.428942111797568 |
| -1.31096102523996 |
| 1.01482008230931 |
| -0.305111501577699 |
| 0.0180501465201104 |
| -2.69650643787188 |
| -1.10764416998141 |
| 1.14146333177437 |
| 0.159323081222155 |
| -2.05527708197697 |
| 0.202725995105297 |
| -0.367171400369685 |
| -0.0561455578500301 |
| -0.897022271594466 |
| -0.261083775896125 |
| -0.651847454349422 |
| -0.339317343405156 |
| 3.95488560598974 |
| -2.97265790505017 |
| 0.291575513614134 |
| 0.387896938898933 |
| 0.0619206576440376 |
| -4.01927070495667 |
| 2.79993697482965 |
| -0.961852566429712 |
| -0.689420887395542 |
| -0.528085855325628 |
| 0.0888213189998197 |
| -3.5961773548017 |
| -1.46479019095270 |
| 0.759085451149147 |
| -3.39206369208148 |
| 2.38375555686558 |
| 3.77319715860013 |
| 0.172714160102387 |
| -1.37366448319261 |
| -0.554515625279393 |
| -0.616708158643604 |
| 0.338243237019029 |
| -4.96950126461306 |
| -1.45922606660551 |
| -3.45839340613689 |
| -0.708571910739948 |
| -0.967100647020018 |
| -2.76488372874606 |
| -6.35839934919478 |
| -1.21680299725467 |
| -7.37860426883016 |
| 6.32625304925136 |
| 2.24455346891347 |
| 1.06493776777849 |
| -5.86503723366961 |
| -2.54831640201446 |
| 1.93610007080301 |
| -0.678052689190693 |
| -0.197814711313953 |
| -2.76346016374477 |
| -0.426954938564023 |
| -6.33345672204749 |
| 2.59846092162435 |
| 0.687911290897802 |
| 5.04709867626092 |
| -1.22107077914812 |
| -1.43961403323658 |
| 8.78759081760948 |
| -2.38672446077584 |
| 0.539774274628741 |
| 0.369474032100328 |
| -2.14916787466325 |
| 0.0193340901589210 |
| 1.01687041375899 |
| -5.48595180469691 |
| 0.506223898966908 |
| -1.93461475897979 |
| -0.521110536394801 |
| 0.0557162820993824 |
| -3.49465033533436 |
| -0.275822553344398 |
| 2.61069626182498 |
| -0.486156758942698 |
| -0.247611741059075 |
| 1.07784154707426 |
| 1.09154008472909 |
| -3.13311396335504 |
| -0.451612277306182 |
| 0.819605095872078 |
| -0.47651851120817 |
| -0.344000554002761 |
| 2.175325118768 |
| 0.390570471927333 |
