| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5327 | -0.4945 | -0.3766 | -0.3858 | 0.314 | -0.3517 | -0.9994 |
| (p-val) | (0.0243 ) | (0.0129 ) | (0.0463 ) | (0.0891 ) | (0.2137 ) | (0.1103 ) | (0.3863 ) |
| Estimates ( 2 ) | -0.4729 | -0.4982 | -0.3385 | -0.4133 | -0.2196 | -0.4109 | 0 |
| (p-val) | (0.0432 ) | (0.0091 ) | (0.0715 ) | (0.0543 ) | (0.2185 ) | (0.0353 ) | (NA ) |
| Estimates ( 3 ) | -0.4923 | -0.4987 | -0.3635 | -0.4207 | 0 | -0.339 | 0 |
| (p-val) | (0.0347 ) | (0.0091 ) | (0.0455 ) | (0.0592 ) | (NA ) | (0.0881 ) | (NA ) |
| Estimates ( 4 ) | -0.5114 | -0.4626 | -0.3142 | -0.4424 | 0 | 0 | 0 |
| (p-val) | (0.039 ) | (0.0287 ) | (0.0976 ) | (0.0588 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.2652 | -0.2656 | 0 | -0.648 | 0 | 0 | 0 |
| (p-val) | (0.1404 ) | (0.118 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | -0.1651 | 0 | -0.7463 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.3216 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.7813 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| -0.0108837341003631 |
| 0.272563504333506 |
| -0.247482671063272 |
| 0.214354919029220 |
| 0.0454385347382 |
| 0.102103218517357 |
| -0.0775891752557526 |
| 0.128763280753373 |
| 0.035047498646203 |
| 0.150247043890961 |
| -0.118225195212111 |
| -0.438209374959053 |
| 0.367951207321594 |
| 0.246571592262139 |
| -0.0881890721330055 |
| -0.0559461957114498 |
| -0.145475689060387 |
| -0.221807316809558 |
| -0.0759063294494493 |
| 0.193826244959938 |
| -0.065094302779313 |
| -0.0131311361556875 |
| 0.224624173720156 |
| 0.0169299931773437 |
| 0.064640034206473 |
| 0.017383255030769 |
| 0.363922194948051 |
| -0.0239484760692196 |
| 0.187975014770362 |
| 0.111044640058953 |
| 0.25424289067488 |
| -0.276089328494640 |
| 0.168924219213632 |
| 0.190950439925184 |
| 0.138179625925874 |
| 0.115711956283236 |
| -0.128335704889091 |
| 0.238072871909288 |
| 0.0816517252261673 |
| 0.224183860440571 |
| -0.1966781509664 |
| 0.254117264695829 |
| -0.0473608186247592 |
| 0.102058729326874 |
| -0.00282231831536083 |
| -0.192273919964059 |
| -0.239210549964741 |
| 0.288983257209521 |
