| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5751 | 0.2539 | -0.0413 | -1 | -0.1559 | 0.0021 | -0.2083 |
| (p-val) | (0 ) | (0.0158 ) | (0.6488 ) | (0 ) | (0.356 ) | (0.9838 ) | (0.2594 ) |
| Estimates ( 2 ) | 0.5753 | 0.2535 | -0.0416 | -1 | -0.1579 | 0 | -0.2062 |
| (p-val) | (0 ) | (0.0129 ) | (0.6506 ) | (0 ) | (0.5696 ) | (NA ) | (0.4548 ) |
| Estimates ( 3 ) | 0.565 | 0.2343 | 0 | -1 | -0.1888 | 0 | -0.1781 |
| (p-val) | (0 ) | (0.0114 ) | (NA ) | (0 ) | (0.4792 ) | (NA ) | (0.5073 ) |
| Estimates ( 4 ) | 0.5566 | 0.2514 | 0 | -1 | -0.3466 | 0 | 0 |
| (p-val) | (0 ) | (0.0039 ) | (NA ) | (0 ) | (1e-04 ) | (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 |
| -0.0385860063143759 |
| 0.187466401167139 |
| 0.0858941688900686 |
| -0.0912843479556301 |
| -0.0989306295875128 |
| 0.342893578806903 |
| 0.383973173517846 |
| 0.123180823834602 |
| 0.0833005673884869 |
| -0.199514493613289 |
| -0.183990964986599 |
| 0.41024285397162 |
| 0.44758480005018 |
| -0.0625485063306558 |
| 0.437968456642005 |
| -0.135978102632384 |
| 0.704520824080236 |
| -0.306720034730805 |
| -0.0724210148415319 |
| 0.0634124649894204 |
| -0.00730194364597244 |
| 0.126230389292795 |
| 0.234080885043429 |
| -0.0687147628749499 |
| 0.0949110475780845 |
| 0.120049930264487 |
| -0.373779707162436 |
| -0.1070002539533 |
| 0.00403610882012372 |
| 0.726689722322593 |
| -0.0765687575267352 |
| 0.345527277017107 |
| -0.370257951420831 |
| 0.126759156142408 |
| 0.122309240370455 |
| -0.0305971551319798 |
| -0.0884919952252795 |
| -0.309491195331722 |
| 0.574831933681584 |
| 0.676086005114475 |
| -0.0590099482757692 |
| -0.431948028375465 |
| 0.0308019462491555 |
| 0.06416502476219 |
| -0.169075222762626 |
| -0.196505025291765 |
| -0.470910772711626 |
| -0.260102803654875 |
| -0.130092748196159 |
| -0.791382758808838 |
| 0.152968348159658 |
| -0.0712586199537352 |
| 0.162415475367943 |
| 0.262306013924747 |
| 0.570951944191539 |
| -0.332826804406404 |
| -0.117011777708434 |
| -0.172831534959328 |
| -0.0138980985368474 |
| 0.0837426262341462 |
| 0.328269153095482 |
| 0.166433085262704 |
| -0.332490694411921 |
| 0.14895870467149 |
| 0.0271618257378761 |
| 0.50238390873208 |
| 0.608320384550935 |
| -0.112232076136855 |
| 0.0923797787203175 |
| -0.0599689337712058 |
| -0.183781723590721 |
| 0.418668943886804 |
| 0.0932198823053014 |
| 0.205484115021328 |
| 0.064076786176774 |
| 0.0143024870687982 |
| 0.132025649315003 |
| 0.457968922982031 |
| 0.00269547180139557 |
| 0.205063610629282 |
| -0.116859782073661 |
| -0.284924052031028 |
| -0.00720085361313839 |
| -0.053147249441201 |
| 0.000312643047427815 |
| -0.129267727866202 |
| 0.309751865860596 |
| -0.00431926236232713 |
| 0.0710048667374054 |
| 0.351435452488935 |
| 0.0948806028687542 |
| 0.382059918276607 |
| -0.122453453915598 |
| -0.225112111053559 |
| -0.120655770854394 |
| -0.237619769256671 |
| -0.213004132782333 |
| -0.352598004680823 |
| -0.359486693948804 |
| -0.386216041347683 |
| 0.0094111678337669 |
| 0.11616225295929 |
| 0.226645373857196 |
| 0.393385320812901 |
| -0.843553250031462 |
| -0.123635945411641 |
| -0.260727365307883 |
| -0.38064121970058 |
| 0.233681211159451 |
| 0.0571858797561392 |
| 0.293390287639027 |
| 0.131015585095688 |
| 0.289546533978693 |
| -0.398879888077503 |
| 0.313545249953155 |
| 0.195953023071836 |
| -0.0267336728596268 |
| -0.0699355007960109 |
| 0.118324587382848 |
| 0.360888235746659 |
| 0.0228328469459622 |
| -0.100234838507161 |
| -0.794237933018507 |
| 0.977341399566771 |
| 0.183486721849171 |
| -0.00276804220039704 |
| 0.355042421217999 |
| -0.364331402699968 |
| -0.0316045203813172 |
| 0.279708689452153 |
| -0.38177871115786 |
| -0.0849215837709983 |
