| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2011 | -0.0082 | 0.0901 | -0.4638 | 0.0779 | 0.0957 | -0.9998 |
| (p-val) | (0.9152 ) | (0.9948 ) | (0.8779 ) | (0.8052 ) | (0.5818 ) | (0.4971 ) | (0 ) |
| Estimates ( 2 ) | -0.1887 | 0 | 0.0938 | -0.4761 | 0.0778 | 0.0956 | -0.9998 |
| (p-val) | (0.2822 ) | (NA ) | (0.3971 ) | (0.0037 ) | (0.5787 ) | (0.4955 ) | (0 ) |
| Estimates ( 3 ) | -0.1984 | 0 | 0.104 | -0.4663 | 0 | 0.0758 | -1 |
| (p-val) | (0.2569 ) | (NA ) | (0.3376 ) | (0.0046 ) | (NA ) | (0.5669 ) | (0.0051 ) |
| Estimates ( 4 ) | -0.1851 | 0 | 0.094 | -0.4656 | 0 | 0 | -0.9984 |
| (p-val) | (0.2942 ) | (NA ) | (0.3834 ) | (0.0051 ) | (NA ) | (NA ) | (0.0441 ) |
| Estimates ( 5 ) | -0.2027 | 0 | 0 | -0.4442 | 0 | 0 | -1.0001 |
| (p-val) | (0.2156 ) | (NA ) | (NA ) | (0.0029 ) | (NA ) | (NA ) | (0.0501 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.5789 | 0 | 0 | -0.9998 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0523 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.6441 | 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 |
| -0.505188343016415 |
| -3.18396960939423 |
| -7.1693721191659 |
| 26.6438459706194 |
| 7.4877069741811 |
| 5.29890390355880 |
| -2.80509958495048 |
| 10.1142399277359 |
| 5.50033196757669 |
| 13.7205684691070 |
| -14.0504097840105 |
| -1.34519550444307 |
| -3.47884055175226 |
| 1.24433546175523 |
| -3.95802633123554 |
| 10.5987385530197 |
| -0.211913444722640 |
| 2.40792571083471 |
| 8.29250183488682 |
| -9.65303954294323 |
| -1.38274398336174 |
| -12.2734315615275 |
| 11.798402141996 |
| 20.8752673600796 |
| 2.20345247450237 |
| -1.49799068403458 |
| 17.1444495112133 |
| 11.7148234860182 |
| -15.0177362151634 |
| 25.6617561991679 |
| -18.0288354687364 |
| 11.1293144152077 |
| 9.84938873406087 |
| 7.6361434234227 |
| -10.7074764847503 |
| -2.33013443133086 |
| 12.8400386907572 |
| 4.66829041759356 |
| 6.02367882651113 |
| 1.68861071091059 |
| -21.8946991795233 |
| 11.9710059002378 |
| -7.62848637443423 |
| 10.4997916128752 |
| 7.01758950552693 |
| -22.3480249243319 |
| -0.146049275547299 |
| 0.228481817187203 |
| 0.387921493317512 |
| 13.7623854118487 |
| 7.28132633847315 |
| -20.1570097338811 |
| 24.5223154820154 |
| 5.1917976880408 |
| -10.7070703129993 |
| 2.69383532642222 |
| 7.16501964412851 |
| 7.05108793899111 |
| 6.12695179840519 |
| -19.3866386574316 |
| 8.4459005057665 |
| -8.17084975835378 |
| -9.04238500724586 |
| -5.92168528200495 |
| 2.99233497807514 |
| 14.2158919934951 |
| 8.30647205026972 |
| -3.13875478718792 |
| -4.94974605964737 |
| 7.45840152250747 |
| -3.49078942900568 |
| 0.355608113349491 |
| 2.08098796948298 |
| -4.56651226002946 |
| -19.1946981586915 |
| 20.2841428756965 |
| -1.03651740093040 |
| -6.06587748418862 |
| 10.8684235106274 |
| -5.45547871577032 |
| -2.22275497707204 |
| -1.79465763302113 |
| -33.8084343575500 |
| -13.3978434459079 |
| -23.9901829142035 |
| -9.08485919678074 |
| -17.026437888486 |
| 0.956748567601 |
| -12.6931844060676 |
| 7.06666559134289 |
| 18.8471492508971 |
| 8.56527711661197 |
| 1.35192001810652 |
