| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2446 | 0.1088 | -0.087 | -0.64 | -0.0789 | -0.0178 | -0.5091 |
| (p-val) | (0.4536 ) | (0.479 ) | (0.4234 ) | (0.0447 ) | (0.7182 ) | (0.9055 ) | (0.0117 ) |
| Estimates ( 2 ) | 0.24 | 0.1079 | -0.0881 | -0.6359 | -0.0614 | 0 | -0.5258 |
| (p-val) | (0.4549 ) | (0.4804 ) | (0.4131 ) | (0.043 ) | (0.6966 ) | (NA ) | (2e-04 ) |
| Estimates ( 3 ) | 0.2446 | 0.1085 | -0.096 | -0.6342 | 0 | 0 | -0.5666 |
| (p-val) | (0.4497 ) | (0.4761 ) | (0.3638 ) | (0.0463 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.0553 | 0 | -0.1199 | -0.4381 | 0 | 0 | -0.5555 |
| (p-val) | (0.808 ) | (NA ) | (0.1854 ) | (0.0358 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | -0.1242 | -0.3908 | 0 | 0 | -0.5526 |
| (p-val) | (NA ) | (NA ) | (0.154 ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.4018 | 0 | 0 | -0.5569 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -0.0167878255251196 |
| 0.0316514415699204 |
| 0.0117125295159832 |
| -0.0147941749449939 |
| -0.0127701063611249 |
| 0.052934820935756 |
| 0.0533094341188167 |
| 0.0196400478697218 |
| 0.024802392570716 |
| -0.0192753311642184 |
| -0.0263271338619528 |
| 0.0602905496230943 |
| 0.0689799737055233 |
| -0.0165081970223748 |
| 0.058077576748644 |
| -0.0230184336698035 |
| 0.107054715389785 |
| -0.0606229846780614 |
| -0.0334201463544962 |
| 0.00201445221461916 |
| -0.0130865121433173 |
| 0.0221775918411453 |
| 0.0488095375240089 |
| -0.0237182047942177 |
| 0.0126588384984836 |
| 0.00605177191370807 |
| -0.0731338233077365 |
| -0.02984201895405 |
| 0.00949536626113858 |
| 0.0764064177576984 |
| -0.0296994425867716 |
| 0.0414482669062678 |
| -0.0414027693948665 |
| 0.0279905149858921 |
| 0.0376338506035702 |
| -0.0240085014721788 |
| -0.0122593625770327 |
| -0.0553168266075711 |
| 0.051902696306053 |
| 0.07696032115409 |
| -0.0014852537231247 |
| -0.0618882182789601 |
| -0.02003008977523 |
| -0.00440688594514408 |
| -0.0386197080079936 |
| -0.013439235447275 |
| -0.0472060649952466 |
| -0.0485239515266349 |
| -0.0192213122464242 |
| -0.123608169753451 |
| 0.0283145567561132 |
| 0.0124800914738598 |
| 0.0335531653052501 |
| 0.0452488076220055 |
| 0.0677447073145886 |
| -0.0247154601444921 |
| -0.0079723857854134 |
| -0.0027068085004422 |
| 0.00677340016219319 |
| -0.00198133117382115 |
| 0.038666603790246 |
| -0.000458125636935003 |
| -0.0435426710159965 |
| 0.0308609628479777 |
| 0.00667190001467818 |
| 0.0430582432227362 |
| 0.0597854745573124 |
| -0.0257674967339541 |
| 0.0120417715811892 |
| -0.000580440172423551 |
| -0.0226314016735 |
| 0.0297525179115254 |
| -0.00129859002357121 |
| 0.000788723100441994 |
| -0.0201205309510556 |
| -0.00578403389976384 |
| 0.00850697531883208 |
| 0.0335560399043222 |
| -0.0110481373258665 |
| -0.00168301371150488 |
| -0.0128889490135786 |
| -0.0322523898536834 |
| 0.00213090056900547 |
| -0.0190999805102881 |
| -0.00928908269910916 |
| -0.0204871215585539 |
| 0.00890901040599178 |
| -0.00444989495361985 |
| 0.00572923798055704 |
| 0.0337163953678803 |
| -0.00357797649194591 |
| 0.024414431121816 |
| -0.00903305622666088 |
| -0.0223920911087978 |
| -0.00519298826433828 |
| -0.0393418169606421 |
| -0.0339784104876483 |
| -0.0449629844809492 |
| -0.0495181990653828 |
| -0.0425803896773832 |
| 0.00710678216987969 |
| 0.0234759856003208 |
| 0.02190658731204 |
| 0.0494152759797819 |
| -0.0681778107686432 |
| -8.07591730489492e-05 |
| -0.0128424579016006 |
| -0.0486433152457468 |
| 0.0291206182749276 |
| 0.0072720883917187 |
| 0.0254895626894639 |
| 0.0183631662577974 |
| 0.0388776288809843 |
| -0.032375312163267 |
| 0.0243811948223569 |
| 0.0259297340695159 |
| -0.0114661775900557 |
| 0.00287934062659282 |
| 0.0226040239615291 |
| 0.0177760843676596 |
| -0.00462356505514518 |
| -0.0134877828702165 |
| -0.0915669532073441 |
| 0.0847454815306253 |
| 0.0137525017487269 |
| -0.025066110242283 |
| 0.0270106516635048 |
| -0.0306960088409791 |
| -0.0108446287200388 |
| 0.0318302334147384 |
| -0.031480773753783 |
| -0.0158332346698195 |
