| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3866 | -0.1255 | 0.1312 | -0.8695 | 0.2783 | -0.1861 | -1 |
| (p-val) | (0.0014 ) | (0.3418 ) | (0.2483 ) | (0 ) | (0.016 ) | (0.0821 ) | (0 ) |
| Estimates ( 2 ) | -0.3168 | 0 | 0.1984 | -0.903 | 0.237 | -0.1961 | -1 |
| (p-val) | (8e-04 ) | (NA ) | (0.0277 ) | (0 ) | (0.0242 ) | (0.063 ) | (0 ) |
| Estimates ( 3 ) | -0.352 | 0 | 0.2083 | -1.1132 | 0.2381 | 0 | -1 |
| (p-val) | (1e-04 ) | (NA ) | (0.0176 ) | (0 ) | (0.0285 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -0.0104025830522303 |
| -0.0714334329229186 |
| -0.0995064676836761 |
| 0.163198701782496 |
| 0.36142800799824 |
| -0.758830210083711 |
| -0.280923294820148 |
| 0.075183371231508 |
| 0.154190324636215 |
| 0.127958356375997 |
| 0.363990714116991 |
| 0.166666466195239 |
| 0.0172515620763903 |
| 0.0253349183603396 |
| -0.121911958381925 |
| -0.614856599849835 |
| 1.38740356540236 |
| 0.0629084553192581 |
| 0.000689034886923815 |
| -0.38186462536894 |
| -0.0407443520654618 |
| 0.258318623500894 |
| 0.0129634660023712 |
| -0.213966216832736 |
| -0.0448664102862932 |
| -0.112065791640078 |
| -0.527883426756413 |
| 0.403082142957878 |
| -1.16757279875838 |
| 0.597107141758497 |
| 0.95616843812446 |
| -0.225546969218817 |
| -0.871050740388371 |
| -0.143321654985796 |
| 0.134069166574253 |
| 0.0731671702987183 |
| 0.11717305434693 |
| -0.0772995612070689 |
| -0.502120094280669 |
| 0.150550045028844 |
| 0.0291581559751598 |
| -0.366265846211223 |
| -0.287365303380543 |
| -0.183431410723205 |
| 0.321769695963004 |
| 0.115286903748232 |
| -0.0721753084156575 |
| -0.122668007541687 |
| -0.0761261090347971 |
| 0.00948013104955231 |
| -0.308945099429461 |
| -0.46753677115134 |
| -0.734152865903762 |
| 0.29989101546999 |
| -0.13770110453077 |
| -0.174954966160625 |
| 0.107281313447625 |
| 0.0334999449863641 |
| 0.134645942777128 |
| 0.141606029475724 |
| 0.153245487030742 |
| 0.0374767077473094 |
| -0.122075594504494 |
| -0.394894457991122 |
| -0.616647259722715 |
| 0.0378634686336821 |
| 0.0189878167742953 |
| -0.00470056089196065 |
| 0.268589811234742 |
| 0.104728560637061 |
| 0.421661739777239 |
| 0.173093724629412 |
| 0.0032644725894678 |
| -0.120983269888494 |
| -0.201156182582088 |
| -0.592899684825152 |
| 0.146556585291294 |
| -0.787259937821691 |
| -0.339708294520809 |
| -0.00266557891111382 |
| 0.0381327212331041 |
| 0.227621014305973 |
| 0.207159770321242 |
| 0.0578058236619743 |
| -0.107097336569641 |
| 0.0451785328700968 |
| -0.0894016082334297 |
| -0.620713229937356 |
| 0.134937752448451 |
| -0.453645740571081 |
| 0.277585559500302 |
| -0.240095743337974 |
| -0.243738803762141 |
| -0.0910204653556592 |
| 0.371875395690946 |
| 0.0985058048313883 |
| 0.384138376783551 |
| 0.070768651334279 |
| -0.196519313892308 |
| 0.377760520221168 |
| -0.0751034198381923 |
| -0.685676857045228 |
| 0.255143653126309 |
| 0.132241422479096 |
| -0.0176484269901571 |
| 0.338518457626966 |
| 0.246446638993261 |
| 0.270347673961829 |
| 0.0909623935962501 |
| -0.027291132726675 |
| -0.210440515073401 |
| 0.670527373391481 |
| 0.133966551192176 |
| 0.946204501908423 |
| -0.133312704835668 |
| 0.00224419186757342 |
| 0.235942117819152 |
| 0.106216242703013 |
| -0.0567532223944739 |
| -0.097359854019818 |
