| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0546 | 0.4671 | 0.079 | -0.8259 | 0.138 | 0.2238 | -0.9992 |
| (p-val) | (0.9253 ) | (0.3039 ) | (0.6663 ) | (0.1414 ) | (0.5778 ) | (0.4939 ) | (0.05 ) |
| Estimates ( 2 ) | 0 | 0.4277 | 0.0725 | -0.7742 | 0.1368 | 0.2279 | -1 |
| (p-val) | (NA ) | (0.0231 ) | (0.659 ) | (0 ) | (0.5775 ) | (0.4661 ) | (0.0508 ) |
| Estimates ( 3 ) | 0 | 0.3972 | 0 | -0.7373 | 0.1534 | 0.2143 | -1.0001 |
| (p-val) | (NA ) | (0.0205 ) | (NA ) | (0 ) | (0.5289 ) | (0.5082 ) | (0.0471 ) |
| Estimates ( 4 ) | 0 | 0.4014 | 0 | -0.7399 | 0 | 0.1388 | -0.7499 |
| (p-val) | (NA ) | (0.019 ) | (NA ) | (0 ) | (NA ) | (0.5991 ) | (0.0188 ) |
| Estimates ( 5 ) | 0 | 0.3785 | 0 | -0.708 | 0 | 0 | -0.8058 |
| (p-val) | (NA ) | (0.0226 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.083 ) |
| Estimates ( 6 ) | 0 | 0.2997 | 0 | -0.6573 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0659 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.5598 | 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 |
| -0.445904513393027 |
| 5.61139893439121 |
| -1.12273930259678 |
| -15.1598763816855 |
| 4.56536204554698 |
| -12.6612860420752 |
| 23.4768031345658 |
| 28.3915513011693 |
| 19.5983501219037 |
| -21.0836894434521 |
| 2.96536310062274 |
| -27.7230988106891 |
| -5.57078866475015 |
| -1.69919098794171 |
| -7.7739787211011 |
| 13.9843465151137 |
| -7.80594621867047 |
| -6.63481509844032 |
| -7.62283205838205 |
| -16.5018335153055 |
| -8.60437928607135 |
| 4.95831486054014 |
| 2.69617202840230 |
| 23.4332465857641 |
| 17.1982019418843 |
| -6.85879800584802 |
| -2.52807057524369 |
| 11.2253195867805 |
| -2.80861239041931 |
| -1.70065309279415 |
| -3.09538495903503 |
| 16.1501082180387 |
| -17.2423208993656 |
| 34.6041468281523 |
| -8.95139507206373 |
| -23.8483811469395 |
| -7.03294078836618 |
| -5.49961696894598 |
| 4.42101597418929 |
| -10.368361714718 |
| -18.1605887425138 |
| 5.08686939018421 |
| -17.1536907084708 |
| -18.3122280825076 |
| 5.47768164037731 |
| -18.5191929881777 |
| -3.74243660387714 |
| 15.5048939627124 |
