| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.739 | -0.3765 | 0.1284 | 0.0467 | 0.1051 | -0.1663 | -0.9976 |
| (p-val) | (0.1963 ) | (0.4066 ) | (0.6609 ) | (0.935 ) | (0.5898 ) | (0.5201 ) | (0.2895 ) |
| Estimates ( 2 ) | -0.6949 | -0.3433 | 0.1486 | 0 | 0.102 | -0.1638 | -0.9999 |
| (p-val) | (0 ) | (0.0563 ) | (0.3016 ) | (NA ) | (0.5934 ) | (0.5239 ) | (0.2951 ) |
| Estimates ( 3 ) | -0.7005 | -0.3498 | 0.1449 | 0 | 0 | -0.1996 | -0.7135 |
| (p-val) | (0 ) | (0.0508 ) | (0.3131 ) | (NA ) | (NA ) | (0.3794 ) | (0.031 ) |
| Estimates ( 4 ) | -0.7344 | -0.3857 | 0.1223 | 0 | 0 | 0 | -0.704 |
| (p-val) | (0 ) | (0.0275 ) | (0.3851 ) | (NA ) | (NA ) | (NA ) | (0.0098 ) |
| Estimates ( 5 ) | -0.8014 | -0.4882 | 0 | 0 | 0 | 0 | -0.7301 |
| (p-val) | (0 ) | (2e-04 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0125 ) |
| 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 |
| -0.352492744598468 |
| -3.40663716220934 |
| 1.78012297753587 |
| -3.82869952117772 |
| 1.91403109709860 |
| 1.77010088629929 |
| 4.64819462113043 |
| -5.81578771734828 |
| 9.05706151713077 |
| 1.40506968496578 |
| 0.797882360056344 |
| -4.60176723175528 |
| -2.26820056628581 |
| 7.90817668569698 |
| 2.77814031511301 |
| -5.38676135872601 |
| -5.68606568647739 |
| -1.78973371789552 |
| 0.750954851498538 |
| -1.30286120044434 |
| 1.82822952513359 |
| -0.96368072549313 |
| 11.0577182279305 |
| 3.92528872854363 |
| -12.1446324551463 |
| 1.70722076373992 |
| -0.83937307241714 |
| -4.92747884193671 |
| 9.3466729675023 |
| 7.20415055686043 |
| -13.5263463870406 |
| 8.22550006478276 |
| -26.7072125374295 |
| -14.3267822580518 |
| -3.00885306135223 |
| 7.94754004397469 |
| -3.73205915125830 |
| -6.12963881767611 |
| -5.1115612569948 |
| 6.0892753324064 |
| -19.1163164980723 |
| -6.2845091044791 |
| -7.96486688073611 |
| 3.55812391721144 |
| -1.48730261509434 |
| 6.01853704239093 |
| 3.9990630528092 |
| -3.78783132632149 |
| -4.86157039606626 |
