| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.302 | 0.1463 | 0.1392 | -0.4474 | 0.6968 | 0.1914 | -0.4858 |
| (p-val) | (0.2476 ) | (0.15 ) | (0.1897 ) | (0.0731 ) | (7e-04 ) | (0.2164 ) | (0.0097 ) |
| Estimates ( 2 ) | 0 | 0.1144 | 0.1676 | -0.154 | 0.6908 | 0.1874 | -0.474 |
| (p-val) | (NA ) | (0.2334 ) | (0.0803 ) | (0.1094 ) | (0.0013 ) | (0.2376 ) | (0.0166 ) |
| Estimates ( 3 ) | 0 | 0.1347 | 0.1606 | -0.1666 | 0.9221 | 0 | -0.6356 |
| (p-val) | (NA ) | (0.1562 ) | (0.0941 ) | (0.0796 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0.1682 | -0.1481 | 0.9214 | 0 | -0.6584 |
| (p-val) | (NA ) | (NA ) | (0.0897 ) | (0.0838 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.1071 | 0.9472 | 0 | -0.6937 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.1808 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.9528 | 0 | -0.6981 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| 0.0533853473954335 |
| -3.7487063955467 |
| 3.59067987866719 |
| 1.25260777686926 |
| 0.985104445816638 |
| -1.39498862164168 |
| 3.1404806251823 |
| 2.63961201614223 |
| -4.94855204884753 |
| 6.83749613991192 |
| 4.23710466553069 |
| -4.23359105408085 |
| 1.27779121703875 |
| 2.05444857645354 |
| -2.78453914746617 |
| 0.526993361868773 |
| 0.447088737315994 |
| 3.67722809081387 |
| -3.77287862084423 |
| 0.620934252101037 |
| 1.64478620114841 |
| -3.97299465228258 |
| 0.0838062532400061 |
| -1.56050387387838 |
| -2.36511417811285 |
| 1.15628278413524 |
| -2.27545333334002 |
| 0.558103278590572 |
| -0.23703792777574 |
| -1.15730683007061 |
| 1.43239600015136 |
| -0.493472337995603 |
| -0.958699473768423 |
| -0.867344486979043 |
| 0.0621853748924113 |
| -3.89000776124233 |
| -0.0958314669746051 |
| -2.41254613327805 |
| -3.03782848776241 |
| 0.0671229522887621 |
| -1.56236621873749 |
| -1.13645797932371 |
| 4.00241742209781 |
| 1.25485513936017 |
| 3.58340407757612 |
| 3.92814055353444 |
| 4.06087660053467 |
| 4.56847231217645 |
| 5.00074725424244 |
| 3.95988080431381 |
| 0.12920185470765 |
| -4.09783218576469 |
| -5.40549350080297 |
| -2.49383917355682 |
| 0.0311692433537351 |
| -3.15273655983086 |
| -1.33995137949698 |
| -3.22061482115074 |
| -1.48208276861035 |
| -0.531270044647897 |
| -4.87902138592646 |
| -1.4927664417923 |
| -3.74898830960188 |
| -0.95028965796657 |
| 1.13166315870075 |
| -4.46929818275461 |
| 1.81643468866419 |
| -0.656609802704453 |
| -2.4774347215506 |
| -3.71240372123494 |
| 2.22010898087602 |
| -2.0090235328793 |
| 4.6589020811901 |
| 0.217860669311478 |
| -2.79302901615007 |
| 0.601346235296715 |
| -0.375657149756142 |
| 0.842466206259988 |
| -1.89806667937809 |
| 4.5799334786148 |
| -3.16909118687136 |
| -2.3404641963704 |
| -1.35267549081412 |
| -3.12260189392642 |
| 4.72088715535948 |
| -1.11751577126253 |
| -0.980547217230232 |
| 1.73435445629044 |
| -0.195138213041514 |
| -3.87619677576793 |
| 2.40510967505419 |
| -0.330626538457546 |
| 5.62024852778743 |
| 0.0501411585874898 |
| -0.398917922102335 |
| 0.298111967746206 |
| 4.73807900391379 |
| 2.65168899771896 |
| -4.34050699891071 |
| 1.49345533087541 |
| 1.0377928195011 |
| 2.06357122143614 |
| -0.430386185796991 |
| 1.33082566278753 |
| 2.65522269889487 |
| 1.18450114997409 |
| 2.44685208064398 |
| -4.22652438001848 |
| 9.13296845814065 |
| 2.56030935184356 |
| 0.307831643570498 |
| -3.30516984650184 |
| 0.0433248400037336 |
| 0.813934402789513 |
| 4.27755809256512 |
| -1.2129729602631 |
| -3.9546054086588 |
| 0.401313574000584 |
| -1.49234729399327 |
| 2.52059675001439 |
| -2.67407870805232 |
| 2.21190123769006 |
| -1.75113843087916 |
| 2.38770748393396 |
| 1.57046910460841 |
| 0.478059474496741 |
