| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5648 | -0.2794 | -0.3839 | -0.8902 | -0.6836 | -0.5785 | 0.2168 |
| (p-val) | (0.0013 ) | (0.1207 ) | (0.0128 ) | (0 ) | (0.1977 ) | (0.0098 ) | (0.7546 ) |
| Estimates ( 2 ) | 0.5451 | -0.2564 | -0.392 | -0.8899 | -0.5223 | -0.523 | 0 |
| (p-val) | (8e-04 ) | (0.1171 ) | (0.0095 ) | (0 ) | (0.0024 ) | (0.0023 ) | (NA ) |
| Estimates ( 3 ) | 0.4043 | 0 | -0.5392 | -0.8929 | -0.4866 | -0.5389 | 0 |
| (p-val) | (0.0022 ) | (NA ) | (0 ) | (0 ) | (0.0028 ) | (0.0013 ) | (NA ) |
| 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 |
| 0.0416397327668075 |
| -0.226070794535416 |
| 0.0381291491480697 |
| -0.111786911030025 |
| -0.0579750779497831 |
| 0.0431434103653406 |
| -0.295836443950937 |
| -0.0577389207245531 |
| -0.365730715864955 |
| 0.0128705629933426 |
| 0.00691236073562171 |
| -0.0545969012175975 |
| -0.0107145252738622 |
| -0.0904214809113189 |
| 0.0777009082682003 |
| 0.0781896694041776 |
| 0.00851729764938717 |
| 0.235807108006857 |
| -0.248671213050527 |
| -0.0830277588931297 |
| 0.0987272371909362 |
| -0.217893848244278 |
| -0.198961357665694 |
| 0.314834210908924 |
| 0.0666846926824422 |
| -0.0224051440398750 |
| 0.0656117417917948 |
| -0.04208535055183 |
| 0.0105854247629828 |
| -0.234346751849289 |
| -0.0320628707842446 |
| 0.70542202911809 |
| 0.115360802966041 |
| -0.0266632084409602 |
| 0.0391520851408793 |
| -0.0667359888665514 |
| 0.0150878948262654 |
| 0.0210516610827024 |
| 0.265491917135411 |
| -0.086756005559301 |
| 0.144005199637349 |
| 0.114333883702871 |
| -0.00686745754400598 |
| 0.120710922755776 |
| -0.177703151872136 |
| 0.0179888713171780 |
| -0.0485978701062578 |
