| ARIMA Parameter Estimation and Backward Selection | |||||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6755 | -0.4163 | 0.3097 | -1.3168 | 0.8642 | -0.5474 | 0.1097 | 0.1468 | -0.704 |
| (p-val) | (0.0106 ) | (0.1257 ) | (0.0256 ) | (0 ) | (0.0239 ) | (0.0079 ) | (0.5424 ) | (0.2422 ) | (0 ) |
| Estimates ( 2 ) | 0.6718 | -0.4236 | 0.32 | -1.3128 | 0.869 | -0.5562 | 0 | 0.0968 | -0.6142 |
| (p-val) | (0.0076 ) | (0.1101 ) | (0.0176 ) | (0 ) | (0.0181 ) | (0.0059 ) | (NA ) | (0.2875 ) | (0 ) |
| Estimates ( 3 ) | 0.6827 | -0.4023 | 0.2849 | -1.3291 | 0.8647 | -0.5356 | 0 | 0 | -0.5795 |
| (p-val) | (0.0174 ) | (0.1572 ) | (0.0392 ) | (0 ) | (0.0352 ) | (0.0111 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.3979 | 0 | 0.2199 | -1.0568 | 0.2898 | -0.233 | 0 | 0 | -0.5744 |
| (p-val) | (0.1382 ) | (NA ) | (0.1297 ) | (2e-04 ) | (0.1971 ) | (0.0272 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0.0763 | 0 | 0.3334 | -0.7053 | 0 | -0.2962 | 0 | 0 | -0.5819 |
| (p-val) | (0.4981 ) | (NA ) | (1e-04 ) | (0 ) | (NA ) | (0.002 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0.356 | -0.6562 | 0 | -0.3433 | 0 | 0 | -0.5787 |
| (p-val) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -0.0192508842078761 |
| -0.0243384070148590 |
| 0.0158952358252125 |
| -0.0260722519603377 |
| 0.00884040098416066 |
| -0.0212744425298722 |
| 0.0374645687523337 |
| 0.000287491611075654 |
| -0.00339379103432857 |
| 0.0171818334669544 |
| -0.033426965424278 |
| 0.00217934347065340 |
| -0.0274115854113506 |
| -0.0569170628639589 |
| -0.000209124152662078 |
| -0.00400646079770227 |
| -0.00748529583959452 |
| -0.00585685997080524 |
| 0.0752980051262616 |
| 0.00262906294324769 |
| -0.00639835830921532 |
| 0.0257097451976159 |
| 0.0327139661508631 |
| 0.0363171189336884 |
| -0.00129610688362125 |
| -0.0219713395125436 |
| -0.0176410998712386 |
| 0.0411130767250018 |
| 0.0124816435524092 |
| 0.020793906880278 |
| -0.0484360434735618 |
| 0.0263730615102121 |
| -0.0200050532987077 |
| -0.0134631900868672 |
| -0.013113310509618 |
| 0.00219519903716346 |
| 0.00349361484962575 |
| 0.0314382751789365 |
| 0.0140064877187480 |
| -0.0167139079425391 |
| 0.0122645988561186 |
| 0.00114204009422627 |
| -0.0409497518101819 |
| -0.00376200146549827 |
| 0.000868011842158073 |
| -0.0322586305360591 |
| 0.0682477804173895 |
| -0.0118187390548836 |
| -0.0359119197592944 |
| -0.00236630329867407 |
| 0.0668542802302875 |
| 0.000748549879677433 |
| -0.0097707458515968 |
| -0.0168718298288839 |
| -0.00438484896246825 |
| 0.00552586381473103 |
| 0.0219829902429555 |
| -0.00573500441714712 |
| 0.0238920416800163 |
| -0.0221259220432080 |
| -0.0310115591186089 |
| 0.00225903855869600 |
| -0.00289136404543944 |
| 0.00486404360736588 |
| -0.0379857416078679 |
| -0.0192308004977295 |
| -0.0604836676986188 |
| -0.0523951106616251 |
| -0.0264459462048099 |
| 0.0190059857944224 |
| 0.051579422018824 |
| 0.0105776720459108 |
| -0.00355602540245227 |
| -0.0163280881061046 |
| -0.0107869871318581 |
| -0.00460914546299842 |
| -0.0694566072240325 |
| 0.0275743671281808 |
| 0.103706651222640 |
| -0.0682976491656814 |
| 0.00956417905378418 |
| 0.00777995668698742 |
| -0.000471725526274496 |
| -0.0170756133168365 |
| -0.0219398274893341 |
| 0.0266415497232234 |
| -0.00718744004864717 |
| 0.0255235333060244 |
| -0.0689794396176606 |
| -0.00269863966055686 |
| -0.00134991577133056 |
| -0.05643065977133 |
| -0.0254379905104139 |
| 0.165898547230958 |
| 0.0537206816137991 |
| 0.0642377469045096 |
| -0.00592693533019978 |
| 0.0194027109676582 |
| -0.0100689167955129 |
| 0.0582650246376592 |
| 0.0165272380190866 |
| 0.0724558629310153 |
| 0.0306429617300824 |
| -0.0387863822572402 |
| 0.0310497861315557 |
| -0.0857565364396057 |
| 0.00579522547072407 |
| -0.0384897916145452 |
| 0.0360585980557015 |
| -0.00320594887898824 |
| 0.0137113324902744 |
| -0.0240598741976394 |
| 0.0184468748372574 |
| 0.00325157937184180 |
| 0.0254779586910709 |
| -0.0283919147746814 |
| -0.0227883523855816 |
| -0.0430964564458684 |
| -0.0216370051000690 |
| -0.0140707505733256 |
| -0.0154464375494437 |
| -0.0406067597697643 |
| -0.0137719609823467 |
| -0.0143160597857540 |
| -0.0155991144608775 |
| -0.0225547231065048 |
| 0.0228793700809542 |
| -0.0265463902544472 |
| 0.0287954700277272 |
| -0.0300888958159422 |
| 0.00711730170513459 |
| -0.0388479619658106 |
| -0.0210517741393705 |
| 0.0209016660704892 |
| -0.00736398444160426 |
| -0.00695634652202435 |
| -0.0215118032211888 |
| 0.0130815818198251 |
| -0.0294445694816839 |
| -0.0117484040652358 |
| 0.0237400494796378 |
| -0.000850108661828754 |
| -0.0633816370082633 |
| 0.0161387564701593 |
| 0.0039191450328204 |
| -0.0300291383913910 |
| -0.00743127215616451 |
| -0.0087841632926546 |
| 0.0442649141203364 |
| -0.0331697190770205 |
| -0.0340606317626467 |
| -0.0469800100804107 |
| 0.00632880283139771 |
| -0.0186025106792085 |
| 0.0183753561468092 |
| 0.0199570007781874 |
| -0.0224484565035172 |
| 0.0120439983018481 |
| 0.0276616630681987 |
| 0.0595111245787349 |
| -0.0756624215189736 |
| 0.0273649927990675 |
| 0.0215180661735496 |
| 0.0274133738668157 |
| -0.00463098036463181 |
| 0.0393431417763206 |
| -0.00890522610843237 |
| 0.0664244228906462 |
| -0.0242474922714065 |
| 0.0613863253342411 |
| 0.0261613141046088 |
| -0.0436635790987991 |
| 0.0076741977290358 |
| 0.0201218132900302 |
