| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0031 | 0.1756 | 0.1531 | 0.3433 | -0.0604 | -0.1037 | -0.9997 |
| (p-val) | (0.9968 ) | (0.5681 ) | (0.277 ) | (0.6567 ) | (0.7372 ) | (0.6012 ) | (0.2879 ) |
| Estimates ( 2 ) | 0 | 0.1744 | 0.1529 | 0.3403 | -0.0603 | -0.1036 | -1 |
| (p-val) | (NA ) | (0.2097 ) | (0.2521 ) | (0.0126 ) | (0.7372 ) | (0.6009 ) | (0.2877 ) |
| Estimates ( 3 ) | 0 | 0.1771 | 0.1447 | 0.3413 | 0 | -0.076 | -1.0001 |
| (p-val) | (NA ) | (0.2026 ) | (0.2687 ) | (0.0124 ) | (NA ) | (0.6812 ) | (0.0323 ) |
| Estimates ( 4 ) | 0 | 0.1869 | 0.1443 | 0.3512 | 0 | 0 | -1 |
| (p-val) | (NA ) | (0.1717 ) | (0.2695 ) | (0.0088 ) | (NA ) | (NA ) | (0.0168 ) |
| Estimates ( 5 ) | 0 | 0.2005 | 0 | 0.3696 | 0 | 0 | -1 |
| (p-val) | (NA ) | (0.1346 ) | (NA ) | (0.0106 ) | (NA ) | (NA ) | (0.0646 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.3422 | 0 | 0 | -1.0001 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0043 ) | (NA ) | (NA ) | (0.0231 ) |
| 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 |
| 0.00249999703970397 |
| -0.0649826118455392 |
| 0.0275459792715598 |
| -0.208071605124589 |
| -0.205976756595902 |
| -0.0935347183653828 |
| -0.050233446319992 |
| -0.00988797955273081 |
| -0.180572493276974 |
| -0.132637616997870 |
| 0.159982297044476 |
| -0.165395832107720 |
| 0.0338705347448762 |
| -0.105439218110932 |
| 0.287392187884027 |
| -0.122431040183128 |
| -0.0855362947771189 |
| -0.00109230629519701 |
| -0.228261862611870 |
| -0.0302492455292581 |
| -0.0626310087654128 |
| -0.0763606127993333 |
| 0.00968773912133767 |
| 0.176659169085792 |
| 0.0147152647275133 |
| -0.0343398076314363 |
| 0.172497318029791 |
| 0.0805909794619493 |
| -0.0356538336252446 |
| -0.044675717305918 |
| -0.162539592727164 |
| -0.0209701623970107 |
| 0.0421864375592211 |
| 0.173870426922868 |
| -0.007940212082814 |
| -0.268495283233181 |
| 0.224592887452782 |
| 0.143387493119256 |
| -0.0354507223655091 |
| 0.178470155660242 |
| 0.0368782754940081 |
| -0.165801514016751 |
| 0.351883066457688 |
| 0.272401448772026 |
| 0.104796183541335 |
| -0.160180311677687 |
| -0.0398217449186744 |
| -0.157925307679901 |
| -0.00270252679334952 |
| -0.272814380729499 |
| -0.0309052966524012 |
| -0.127184288801741 |
| 0.258848765649000 |
| -0.0554248461628695 |
| -0.0344273166153885 |
| 0.140358813011808 |
| -0.103212753316634 |
| 0.249045074754824 |
| 0.0638715022539165 |
| -0.0387202808279945 |
| 0.198755593507467 |
