| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2186 | 0.1808 | 0.5005 | -0.637 | 0.375 | -0.0899 | -0.9991 |
| (p-val) | (0.4453 ) | (0.4747 ) | (0.0038 ) | (0.0387 ) | (0.1356 ) | (0.7418 ) | (0.4099 ) |
| Estimates ( 2 ) | -0.2233 | 0.188 | 0.509 | -0.6406 | 0.4047 | 0 | -0.9995 |
| (p-val) | (0.4257 ) | (0.4498 ) | (0.0026 ) | (0.0346 ) | (0.0893 ) | (NA ) | (0.1387 ) |
| Estimates ( 3 ) | -0.4078 | 0 | 0.408 | -0.4468 | 0.4025 | 0 | -0.9998 |
| (p-val) | (0.0095 ) | (NA ) | (9e-04 ) | (0.0051 ) | (0.0928 ) | (NA ) | (0.1277 ) |
| Estimates ( 4 ) | -0.4518 | 0 | 0.4162 | -0.4372 | -0.2916 | 0 | 0 |
| (p-val) | (0.002 ) | (NA ) | (5e-04 ) | (0.0037 ) | (0.098 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.4442 | 0 | 0.4149 | -0.4664 | 0 | 0 | 0 |
| (p-val) | (0.0023 ) | (NA ) | (6e-04 ) | (0.0017 ) | (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 |
| -0.0349102355942728 |
| 0.00807721497901564 |
| -0.121638609033658 |
| 0.271140172031791 |
| 0.115362521983019 |
| 0.208637719955046 |
| 0.00736333218421053 |
| 0.364107986611877 |
| -0.401950824320542 |
| 0.208115628227064 |
| -0.231184614403349 |
| 0.0886065933683892 |
| -0.115016757667903 |
| 0.0105278025279736 |
| 0.238703049625312 |
| 0.0833760938194638 |
| -0.244263809620781 |
| 0.0300469072378363 |
| 0.160888921911825 |
| 0.136128315686798 |
| -0.178471109158176 |
| -0.156191416101216 |
| -0.123271475512903 |
| 0.287855689322172 |
| 0.114229814421261 |
| -0.373596176543768 |
| 0.0534370488169519 |
| -0.0094243656563928 |
| -0.196264153183377 |
| 0.0544183083541583 |
| 0.458801613285757 |
| -0.481978233278928 |
| 0.231921304283570 |
| -0.120496663818209 |
| -0.00860173725973467 |
| -0.101427264965322 |
| -0.096296702560096 |
| 0.0893328589991427 |
| -0.338915896651276 |
| -0.579111335739363 |
| -0.240498095063384 |
| -0.379196305811148 |
| -0.198420345132734 |
| 0.206304690993777 |
| -0.00161455539305067 |
| -0.152996595141273 |
| 0.0272720847132301 |
| 0.322114095042851 |
