| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.6263 | -0.1934 | -0.4229 | 0.5984 | 0.4125 | -0.0539 | -0.9964 |
| (p-val) | (0.02 ) | (0.2517 ) | (0.0071 ) | (0.0231 ) | (0.228 ) | (0.8321 ) | (0.3842 ) |
| Estimates ( 2 ) | -0.6159 | -0.1852 | -0.4193 | 0.5912 | 0.4306 | 0 | -0.9992 |
| (p-val) | (0.0184 ) | (0.2559 ) | (0.0069 ) | (0.0221 ) | (0.1805 ) | (NA ) | (0.1619 ) |
| Estimates ( 3 ) | -0.5488 | 0 | -0.3471 | 0.6118 | 0.392 | 0 | -1.0022 |
| (p-val) | (0.016 ) | (NA ) | (0.0216 ) | (0.0144 ) | (0.2286 ) | (NA ) | (0.5341 ) |
| Estimates ( 4 ) | -0.4766 | 0 | -0.3262 | 0.5413 | -0.2543 | 0 | 0 |
| (p-val) | (0.0439 ) | (NA ) | (0.0262 ) | (0.0366 ) | (0.1815 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.4671 | 0 | -0.2852 | 0.55 | 0 | 0 | 0 |
| (p-val) | (0.0548 ) | (NA ) | (0.0448 ) | (0.0357 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | -0.2443 | -5e-04 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.122 ) | (0.9981 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | -0.2442 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1203 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -5.9238531028415 |
| 469.340715590764 |
| -184.250796231223 |
| -44.6121336820717 |
| -375.797460485081 |
| -2.40182332331833 |
| 125.765874347325 |
| -186.644740787170 |
| -48.2543145573899 |
| -154.541843140443 |
| 166.881471861748 |
| 156.5910127496 |
| 126.086616873741 |
| -101.307717492084 |
| 281.761641037565 |
| -83.9941388409726 |
| -217.656137961584 |
| 63.6128295256794 |
| 318.228264499018 |
| -161.448062390307 |
| -87.7788993848815 |
| 105.232822935259 |
| -22.5737543937687 |
| 18.2644090508938 |
| 105.884402460472 |
| -29.5346792618579 |
| 150.768804920947 |
| -68.3337675746102 |
| 509.429176186266 |
| -202.564962653663 |
| -438.712471441201 |
| -64.7381963967648 |
| 208.119830843391 |
| -346.595571177845 |
| 25.3539565024798 |
| -9.03744727570529 |
| -703.833930140798 |
| -347.416151142295 |
| 151.927710896249 |
| 254.722240772759 |
| -78.1403449036379 |
| 128.517420914023 |
| 492.61869068575 |
| 130.686421353260 |
| -165.752849296941 |
| -525.265711774723 |
| 258.260175747030 |
| -3.66916300542562 |
