| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4345 | 0.2364 | 0.3273 | -0.4104 | -0.9869 | -0.7961 | -0.7202 |
| (p-val) | (0.3602 ) | (0.3087 ) | (0.3824 ) | (0.445 ) | (2e-04 ) | (0 ) | (0.8055 ) |
| Estimates ( 2 ) | 0.4322 | 0.2408 | 0.3033 | -0.4278 | -1.1022 | -0.8645 | 0 |
| (p-val) | (0.3991 ) | (0.303 ) | (0.4115 ) | (0.4453 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 3 ) | 0.0904 | 0.3555 | 0.4919 | 0 | -1.1311 | -0.8481 | 0 |
| (p-val) | (0.5763 ) | (0.0287 ) | (0.0042 ) | (NA ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.3946 | 0.5244 | 0 | -1.1322 | -0.8307 | 0 |
| (p-val) | (NA ) | (0.0092 ) | (0.0012 ) | (NA ) | (0 ) | (0 ) | (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 |
| -0.0347971185693770 |
| -0.0110924435178233 |
| -0.00330017690895362 |
| 0.0239172965672113 |
| -0.0433337085798132 |
| 0.0134745661369420 |
| 0.0112283000204750 |
| -0.00230866953122761 |
| -0.0164182625050982 |
| 0.0395079189699176 |
| 0.0167863049726130 |
| 0.0201209115383833 |
| -0.0162681701086805 |
| -0.0198683879386207 |
| 0.00426913246454038 |
| 0.00834749230259368 |
| 0.0112531247748714 |
| -0.0148858506011111 |
| 0.0109735076584672 |
| -0.0301751258754596 |
| -0.0281245110316677 |
| 0.00517393897079307 |
| -0.0241607685817043 |
| 0.0163975295471715 |
| 0.0299260297464856 |
| -0.0208558275313250 |
| 0.00469729471666254 |
| -0.0126375735812638 |
| -0.0168900194944917 |
| -0.0152484532091824 |
| -0.00265344118777022 |
| -0.00258785486908444 |
| -0.0303504165804090 |
