| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0822 | 0.0828 | -0.0786 | -0.9279 | 0.048 | -0.0368 | -1 |
| (p-val) | (0.4196 ) | (0.4145 ) | (0.4644 ) | (0 ) | (0.6591 ) | (0.7467 ) | (3e-04 ) |
| Estimates ( 2 ) | 0.0781 | 0.0768 | -0.0907 | -0.9258 | 0.0528 | 0 | -1.0002 |
| (p-val) | (0.4403 ) | (0.4418 ) | (0.3677 ) | (0 ) | (0.6258 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.0809 | 0.073 | -0.0983 | -1.0843 | 0 | 0 | -1 |
| (p-val) | (0.4234 ) | (0.4622 ) | (0.3224 ) | (0 ) | (NA ) | (NA ) | (0.0033 ) |
| Estimates ( 4 ) | 0.0719 | 0 | -0.1053 | -0.9066 | 0 | 0 | -1 |
| (p-val) | (0.486 ) | (NA ) | (0.294 ) | (0 ) | (NA ) | (NA ) | (0.0011 ) |
| Estimates ( 5 ) | 0 | 0 | -0.1159 | -1.129 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (0.2505 ) | (0 ) | (NA ) | (NA ) | (0.0074 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.0976 | 0 | 0 | -0.9988 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0038 ) |
| 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 |
| -0.0079998372170932 |
| -1.39716087620003 |
| -2.40815982495955 |
| -2.00403364358714 |
| -1.07302848268938 |
| -2.81732899941375 |
| 1.28922242835901 |
| -3.13410078201481 |
| 1.42608217835076 |
| -4.10192317998436 |
| -5.19803546887275 |
| -0.182660301498588 |
| 2.59830675677786 |
| 0.899842105203276 |
| 1.45537198986188 |
| -1.60200457629346 |
| 2.41991231032634 |
| 1.73961380931053 |
| 1.13556448006816 |
| 5.36062608918254 |
| -4.35489677548235 |
| -2.14480085711468 |
| -1.34255817472713 |
| 0.716225467638636 |
| 2.90212334513734 |
| 0.208275296388138 |
| -0.00767764902448643 |
| 4.76547391557672 |
| -2.46995352920097 |
| 5.14822323433518 |
| -1.82430095312621 |
| -1.83396167153111 |
| -1.01311440504683 |
| -2.82241372912373 |
| 0.713494013560601 |
| -4.97534406261816 |
| 0.0884979731775432 |
| -2.90408532537941 |
| 1.17374312309839 |
| 1.14819777532446 |
| 2.78152423168838 |
| 2.3486197969148 |
| 5.38132235122842 |
| -3.31677266747325 |
| 0.762128639667711 |
| 0.976272949295993 |
| 2.35637096625062 |
| -1.82665361970977 |
| 0.310074792854799 |
| 1.03005509999823 |
| 3.14544272464334 |
| 8.28412941664331 |
| 1.04875166032434 |
| -1.66182380927664 |
| 3.51560547675357 |
| -2.80127167902016 |
| 1.06581731331379 |
| -3.46020709304519 |
| -2.46375014933843 |
| -2.86508588831137 |
| 0.0388087765839704 |
| 7.10940167948349 |
| 1.08130152483895 |
| 1.71123296388192 |
| -1.36745305828431 |
| -1.79043529147602 |
| -1.11767353364844 |
| -0.872393304362172 |
| 4.96201820402239 |
| 2.74891311977896 |
| -7.98882490343862 |
| -0.792446588493484 |
| 3.37608663077011 |
| 0.354335597711854 |
| 0.718620152896264 |
| -1.00070874892853 |
| -1.75532673131064 |
| -2.40420291810422 |
| -1.18272067284288 |
| 0.996922685247323 |
| -2.5271481115021 |
| -0.255267321201694 |
| 3.36803271327589 |
| 7.45976057495104 |
| -1.05143016728108 |
| 4.03945161022573 |
| 0.579311420038821 |
| 2.73024009358995 |
| -1.85235471956889 |
| 0.559373743200481 |
| -0.598471024392924 |
| -1.71379119551196 |
| -0.798191235363769 |
| 0.754610285508343 |
| 1.03548701762743 |
| -0.585791667657657 |
| -0.616653030849657 |
| 0.252122835787286 |
| 1.90863299873564 |
| -0.586078168724131 |
| -0.52435302390462 |
| 2.92436530878843 |
| -1.49454262776945 |
| 3.14369088535521 |
| 2.6816129607928 |
| 3.39076697716525 |
| 1.39351599550383 |
| -1.05000932458721 |
| 1.485807284787 |
| 0.898035515222101 |
| 5.59734879630937 |
| -2.72485700467756 |
| -3.35609804213326 |
| 1.33209025482818 |
| 1.02202092224882 |
| -5.28285795464689 |
| -0.446663473108876 |
| 0.1682666144319 |
