| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6921 | -0.3604 | -0.2657 | -0.1503 | 1.2515 | -0.2534 | -0.941 |
| (p-val) | (0.0119 ) | (0.1219 ) | (0.1414 ) | (0.5603 ) | (0 ) | (0.2607 ) | (0.0235 ) |
| Estimates ( 2 ) | 0.5621 | -0.2649 | -0.328 | 0 | 1.2386 | -0.2412 | -0.9281 |
| (p-val) | (0 ) | (0.0613 ) | (0.0107 ) | (NA ) | (0 ) | (0.293 ) | (0.0594 ) |
| Estimates ( 3 ) | 0.5729 | -0.2847 | -0.3253 | 0 | 0.9233 | 0 | -0.5356 |
| (p-val) | (0 ) | (0.0443 ) | (0.0121 ) | (NA ) | (0 ) | (NA ) | (0.0854 ) |
| Estimates ( 4 ) | 0.5786 | -0.2729 | -0.3371 | 0 | 0.6731 | 0 | 0 |
| (p-val) | (0 ) | (0.0524 ) | (0.009 ) | (NA ) | (0 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.4255 | 0 | -0.5018 | 0 | 0.6756 | 0 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (0 ) | (NA ) | (0 ) | (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 |
| 0.00929998246717206 |
| -0.309003362418259 |
| -0.127518388405113 |
| 0.0916799501845395 |
| -0.156096001362145 |
| -0.0918963615577081 |
| -0.00267265945017732 |
| -0.0737048936751745 |
| 0.0435976909379241 |
| -0.265998267765630 |
| 0.437568271226515 |
| -0.294934512748889 |
| 0.124201677344445 |
| 0.205638769249389 |
| 0.136423535541776 |
| -0.0120526858379091 |
| 0.179724977351537 |
| -0.016488253180297 |
| 0.0351126021162198 |
| 0.124509449576058 |
| -0.223272238685283 |
| -0.071819816766805 |
| -0.177308374681781 |
| -0.100282218616268 |
| -0.0329357851370773 |
| -0.102438217624195 |
| -0.109115298532746 |
| -0.0389450187336555 |
| 0.00707589559354815 |
| -0.00935998720989417 |
| -0.0648260995811238 |
| 0.174555549990218 |
| -0.271110903592819 |
| -0.167754234306948 |
| 0.349118569745187 |
| -0.365473705101294 |
| -0.278569219655253 |
| 0.260422996763737 |
| -0.0982285097524205 |
| 0.0783008261562745 |
| -0.0419711670073575 |
| -0.141652790330802 |
| -0.040638270291959 |
| -0.3762274252242 |
| 0.041387239539505 |
| 0.587327019327883 |
| 0.387645832735664 |
| -0.0749452177885184 |
| 0.128938413254795 |
| -0.0576538365609514 |
| 0.105893648450987 |
| 0.108468662589430 |
| 0.352892104862072 |
| -0.0453105400538085 |
| 0.206140917847636 |
| 0.217967206824962 |
| 0.0213224480886689 |
| 0.0050467014959823 |
| -0.0741902274126591 |
| 0.0147420769985676 |
