| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
| Estimates ( 1 ) | -0.4932 | -0.3203 | -0.1895 | -0.0261 | -0.0428 |
| (p-val) | (0 ) | (0 ) | (4e-04 ) | (0.6476 ) | (0.4429 ) |
| Estimates ( 2 ) | -0.4975 | -0.328 | -0.1915 | 0 | -0.0432 |
| (p-val) | (0 ) | (0 ) | (3e-04 ) | (NA ) | (0.4389 ) |
| Estimates ( 3 ) | -0.4939 | -0.324 | -0.192 | 0 | 0 |
| (p-val) | (0 ) | (0 ) | (3e-04 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0142099117442019 |
| 1.49778693438742 |
| 0.0580796437265352 |
| 0.331070055198625 |
| -0.0386364489624906 |
| 0.465164899404555 |
| 0.213685014685635 |
| -0.821919461542257 |
| 0.652406506005555 |
| -0.980158171636065 |
| 1.21492362413040 |
| -0.737150483591151 |
| -0.187758418817919 |
| -0.588302890286136 |
| -0.613499646347098 |
| 0.197471753440106 |
| 0.685044386279528 |
| -0.364753022743731 |
| 0.666954143323166 |
| 1.08850214016619 |
| -0.81483196470596 |
| -0.841010991232305 |
| 0.237464813748151 |
| 1.63591536482140 |
| -0.141540216928044 |
| 0.383136260740682 |
| -0.870342242327605 |
| -0.726254336639418 |
| 1.37698850637295 |
| 0.167844546255584 |
| 1.36004267223122 |
| -0.0290889184546117 |
| -0.91246574894424 |
| 1.18164085509229 |
| -2.05709481782112 |
| -0.295193353678517 |
| -0.446449653771998 |
| 0.337220823796237 |
| -0.477896220195566 |
| 0.600182092889415 |
| -0.499898099670643 |
| 0.00884980371601252 |
| 0.101733945133168 |
| 1.03906698539876 |
| -0.377985775132625 |
| -0.44367514341746 |
| -0.356825320984411 |
| -0.0425967737536777 |
| -0.547561116579152 |
| -0.0225870183567167 |
| 0.0523617686315347 |
| -0.0946692530261668 |
| 0.434944565106498 |
| -0.343561630146942 |
| -0.363890351397098 |
| -0.267290235018352 |
| 0.383802102763827 |
| 0.0754271302376281 |
| 0.151514013348006 |
| 0.456602554768956 |
| -0.976458209044774 |
| 0.93345611202217 |
| -0.526320828469281 |
| 0.192387435709735 |
| 0.350840012164783 |
| 0.725450698956884 |
| 0.087029505735888 |
| -0.424694095535145 |
| 0.178179286129581 |
| -0.572333905927824 |
| -0.325227263226779 |
| 0.00569424815778774 |
| 0.171197570377837 |
| 0.276160102151126 |
| 0.0720673084873997 |
| -0.243220911570246 |
| -0.082248861511161 |
| 0.0985486877232553 |
| 1.07827476251241 |
| 1.81955342873501 |
| -0.717944772266122 |
| 0.714056318720072 |
| 1.17765968945716 |
| -0.700079465861606 |
| -0.155896854928642 |
| 0.847123927221091 |
| -0.397402160575464 |
| 0.293292215261680 |
| -1.10295581713208 |
| 0.484970808775664 |
| -0.145523296602121 |
| 0.645814972357645 |
| 0.78702791976021 |
| -0.889091988265292 |
| -1.71295020911505 |
| -0.826919251686126 |
| 0.174329034498376 |
| 0.0557251664979042 |
| -0.804520820559578 |
| 0.0126346948246585 |
| -0.49357453817546 |
| -0.7500760863791 |
| 0.493418661994209 |
| 1.68861091215164 |
| -0.209630647237535 |
| 0.836115547465061 |
| -0.536626584659768 |
| 0.358796124806283 |
| 1.13508047453033 |
| -0.879863117616782 |
| -0.784698247957559 |
| 0.487331947674713 |
| -0.0658785478874115 |
| 0.306746807467238 |
| 0.574018954090171 |
| 0.382129022851508 |
| 0.908723843888687 |
| 0.0115100250080999 |
| -0.642643893525054 |
| -0.457896058734583 |
| -0.207094228126323 |
| 0.862319838048261 |
| 0.737805159483898 |
| -0.387780483984923 |
| -0.148362349137020 |
| -1.21125021369307 |
| 0.4624387412548 |
| 0.0383348044851495 |
| 0.0931517497024146 |
| -0.674534260813545 |
| 0.233241092336200 |
| -1.17246159497157 |
| -0.494378594601114 |
| -0.575356281147512 |
| 0.432800804119669 |
| 0.412523072563555 |
| 0.0437950096086013 |
| 0.308223463250803 |
| 0.194336654733828 |
| -1.00401612553382 |
| -0.289546872739839 |
| 0.168513836896635 |
| -0.143286747113283 |
| 1.34389670662891 |
| -0.626813966908106 |
| -0.306579189225905 |
| -1.28449300942426 |
| -0.222029999703516 |
| -0.220857846889496 |
| -0.371364397416359 |
| 1.05722658271548 |
| -0.286009335470425 |
| 1.38136630398268 |
| 0.0235787302227450 |
| -1.48029429024143 |
| 0.226340572230882 |
| 0.359107919845595 |
| 0.384720348019782 |
| 0.274921627824462 |
| -0.526534538183707 |
| -0.476225605259495 |
| -0.321973337622531 |
| 0.0823976371084338 |
| 0.90610260954682 |
| 0.00158986881288214 |
| -0.916371054153528 |
| -0.120328953057507 |
| -0.875690339668095 |
| 0.3062180865525 |
| 0.77945220460523 |
| -0.190993889712342 |
| 0.764518537898468 |
| 0.202201720907430 |
| 0.700658531404354 |
| -0.657721419732827 |
| -0.364584320437110 |
| -0.282920297261775 |
| -0.0904762780134867 |
| -0.0156643749670824 |
| 0.311669042145661 |
| 0.00525583474186142 |
| -0.77836951982913 |
| 0.548749750054448 |
| 0.291399820593648 |
| 0.399081655043332 |
| 1.13560975718221 |
| -0.511295418543533 |
| -0.112733395667236 |
| -0.517501769051087 |
| -0.466690683428157 |
| 0.135332085954731 |
| 0.0420187241882299 |
| 0.289171105743309 |
| -0.438421026634609 |
| -0.114531760860761 |
| -0.830624057101318 |
| 0.483722773984477 |
| 0.632671360251218 |
| 0.732682678080314 |
| 0.088673504139738 |
| -0.649445004977714 |
| -0.556606566456002 |
| -0.7116471419939 |
| 0.218490643914345 |
| -0.0869989570524403 |
| -0.331965715732503 |
| -0.187832580926791 |
| 0.282183885556117 |
| 0.240757402715760 |
| -0.461132131955306 |
| -0.469940130950796 |
| 3.01760103787561 |
| -1.08089149200291 |
| 0.0721933410572504 |
| -0.478905235392288 |
| -0.414730399132118 |
| -0.500237131632318 |
| -0.163005528626538 |
| 0.62477332437514 |
| -0.163400871707159 |
| 0.0350953398440765 |
| 0.166878737826677 |
| 0.431802936170193 |
| -0.0392982322332003 |
| -0.88373607441837 |
| 0.278844040199775 |
| -0.409759666884851 |
| -0.132460164850766 |
| -0.0344102389236749 |
| -0.00954429757988784 |
| -0.371320163365789 |
| -0.163636911703902 |
| 1.17283033032607 |
| 0.0982575611221499 |
| 0.138562684005446 |
| 0.420682689497275 |
| -0.762566118200713 |
| -1.01254473209661 |
| 0.359373831615061 |
| 0.354215699888371 |
| -0.316673845710474 |
| 0.129037892679539 |
| -0.0579761534406771 |
| 0.0964301200775175 |
| -1.01978611001667 |
| -0.114972675846015 |
| 1.02291739638998 |
| -0.161002907417103 |
| 1.21771457382254 |
| 0.175776076287434 |
| -0.908057463951963 |
| -0.328342180398593 |
| 0.705789755951647 |
| 1.10167132094825 |
| -1.00922645929466 |
| 0.321542498032779 |
| -0.145620227892744 |
| -0.736684195279901 |
| -0.911773126041567 |
| 0.480375984744599 |
| -0.0532063379628287 |
| 0.208237130958025 |
| -0.134899579769876 |
| 0.579022533459352 |
| 0.223326597725267 |
| -1.15913486625465 |
| 0.567162371099927 |
| 0.364971524400048 |
| 0.101019837720434 |
| -0.205227898632627 |
| -0.202457855071753 |
| -0.0805580621251405 |
| 0.00597198404836519 |
| -0.0816096868621017 |
| 1.62480055931455 |
| 1.32654413544753 |
| 0.896070145304531 |
| 0.90234150059694 |
| -0.780845939965442 |
| -2.15806544266885 |
| -1.52235419175023 |
| -0.15208102707496 |
| 0.115644833333368 |
| 0.0883910649755126 |
| 0.963341242707092 |
| -0.148042036002979 |
| 0.0644646493489685 |
| 1.75016341799464 |
| 0.739959483374896 |
| -0.127919962351331 |
| -0.562316328022256 |
| -1.30469462197821 |
| -0.55710110928365 |
| -1.38385225643251 |
| 1.11976602929967 |
| 1.59469429171461 |
| 0.553152434402211 |
| -0.0885268603737437 |
| 0.208986869607797 |
| -0.422427916796783 |
| 0.0218282973419672 |
| 0.418579540478209 |
| 0.79642371338721 |
| -1.36225950259265 |
| 1.26683029622507 |
| -0.9291802589665 |
| -1.01531358775732 |
| 0.271212865776127 |
| 0.734821040724976 |
| 0.311159014325447 |
| -0.452155724516764 |
| 0.117878771130087 |
| 0.769031962450164 |
| 0.11297427006458 |
| -1.66588446770450 |
| 0.979633121724499 |
| 0.273791489633325 |
| 0.151411712571257 |
| 1.04892226225842 |
| 0.117819723366093 |
| -0.0381752731344456 |
| 0.728817039195967 |
| -0.207686336221030 |
| 0.0470808477601814 |
| -0.460250199556071 |
| -1.65422535067778 |
| 0.18758284518505 |
| 0.106072668130391 |
| -0.141023989646268 |
| -0.398219838400005 |
| 1.13255385957309 |
| 0.0552045739124196 |
| 1.01670959674441 |
| -0.192459878242754 |
| -0.5761774183824 |
| 0.342537706812632 |
| -0.358164754446729 |
| 0.214091245236084 |
| -1.13195414224452 |
| -0.317009900064074 |
| -0.252322672610802 |
| 0.124023770778535 |
| -0.607607320174745 |
| -0.937900256338057 |
| 0.257144873131516 |
| 0.88118659875339 |
| -0.282524426482631 |
| 0.207654263594929 |
| -0.00331511577642729 |
| 1.47606902455095 |
| -0.400509403914846 |
| -0.352317612020704 |
