| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 1.1545 | -0.1115 | -0.2852 | -0.7295 | -0.3443 | -0.1875 | 0.1882 |
| (p-val) | (0 ) | (0.5274 ) | (0.0046 ) | (3e-04 ) | (0.662 ) | (0.2044 ) | (0.8152 ) |
| Estimates ( 2 ) | 1.1496 | -0.1115 | -0.2856 | -0.72 | -0.1615 | -0.1628 | 0 |
| (p-val) | (0 ) | (0.529 ) | (0.0046 ) | (3e-04 ) | (0.1384 ) | (0.1783 ) | (NA ) |
| Estimates ( 3 ) | 1.0432 | 0 | -0.3345 | -0.6367 | -0.1667 | -0.1682 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0.0012 ) | (0.109 ) | (0.1626 ) | (NA ) |
| Estimates ( 4 ) | 1.0623 | 0 | -0.3287 | -0.7024 | -0.1483 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (2e-04 ) | (0.1574 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 1.1386 | 0 | -0.3324 | -0.8189 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (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 |
| 0.0326799763806121 |
| -0.948210140865705 |
| 1.31775695277446 |
| -5.72384201804306 |
| 1.2568079894424 |
| 3.58561706384319 |
| -3.09576079606216 |
| -0.70454278049026 |
| 3.59924783422083 |
| -2.34471000535835 |
| -2.989620808753 |
| 1.82848026673821 |
| 0.867406044652756 |
| -5.31350276508493 |
| -0.929286157076638 |
| 1.29698608341727 |
| 0.556921007230199 |
| -0.0233100263777321 |
| 2.55596018827231 |
| -0.361416691444688 |
| -1.58934021456799 |
| -1.10837043086146 |
| 1.47786959811465 |
| 1.03724274024881 |
| 2.09592562691563 |
| -2.52485282024109 |
| -3.02854928038647 |
| 5.11841760936073 |
| 2.67335286331825 |
| -0.0337627205147761 |
| -3.22198681075089 |
| -4.0913310871613 |
| 3.44922099409475 |
| 2.87616723248858 |
| -0.209660432960636 |
| 0.285059576872534 |
| -3.04811897760346 |
| 2.63115167630307 |
| -0.534608108493555 |
| 0.93987263670119 |
| 1.47647427083872 |
| -0.692555149561432 |
| 1.57805388587354 |
| -0.509641129678686 |
| 3.95104867743037 |
| -2.24260248313829 |
| 2.10977095770074 |
| 4.59638453198225 |
| -1.05219825518802 |
| 5.79575946283695 |
| -6.0187205018209 |
| -3.39863275328804 |
| 8.46155122144953 |
| 1.59779748036101 |
| 5.87630129482488 |
| -2.88107929115406 |
| -2.33019974185080 |
| 5.13716011655738 |
| 2.96459580540549 |
| 5.53664737235919 |
| -2.24253330315628 |
| -4.31450690329314 |
| -0.580875723811879 |
| 4.16454557617349 |
| 7.71449516869876 |
| -4.47932948405506 |
| 1.15119340334905 |
| 5.5937205174593 |
| 1.57354154675426 |
| -3.72116627293326 |
| 5.98232888324607 |
| 0.882622434724226 |
| -10.9608895852359 |
| -0.191972055215800 |
| 4.2994240157116 |
| 4.05159070596540 |
| -8.77364595669872 |
| 3.49083917384408 |
| 4.07347502448791 |
| 3.19580183065757 |
| -3.05938743065843 |
| 0.734364167425412 |
| 5.87813977974351 |
| -5.50859889253316 |
| 4.37469546783051 |
| 6.01893709617511 |
| 8.75096962085911 |
| -5.74961974823077 |
| -0.319494662937842 |
| 5.11906598002663 |
| 9.82275942751156 |
| 4.97559831737166 |
| 10.4814225736623 |
| 4.12290361003019 |
| -0.305554836701702 |
| -19.8829430553374 |
| -3.34762924408284 |
| -11.1932656693866 |
| -6.72350884105087 |
| -1.47847004245831 |
| 5.23368621262139 |
| -5.29192778347316 |
| -1.82632816244524 |
| -1.16317956771913 |
| 2.86415985839632 |
| 6.59723839746982 |
| -10.0779820362446 |
| 3.33232685697513 |
| -4.79223897645672 |
| 3.73448262822686 |
| 4.12967929947457 |
