| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -1.1275 | -0.49 | -0.0537 | 0.5572 | 0.1319 | 0.0538 | 0.5572 |
| (p-val) | (0.4381 ) | (0.7195 ) | (0.9133 ) | (0.3814 ) | (0.9281 ) | (0.9216 ) | (0.3814 ) |
| Estimates ( 2 ) | -1.0196 | -0.3942 | -0.0269 | 0.569 | 0 | 0.0953 | 0.569 |
| (p-val) | (0.111 ) | (0.5074 ) | (0.9404 ) | (0.3505 ) | (NA ) | (0.8131 ) | (0.3505 ) |
| Estimates ( 3 ) | -0.9855 | -0.3512 | 0 | 0.5524 | 0 | 0.0671 | 0.5524 |
| (p-val) | (0.0237 ) | (0.0271 ) | (NA ) | (0.3576 ) | (NA ) | (0.7116 ) | (0.3576 ) |
| Estimates ( 4 ) | -1.048 | -0.3519 | 0 | 0.5781 | 0 | 0 | 0.5781 |
| (p-val) | (0.0057 ) | (0.0391 ) | (NA ) | (0.1961 ) | (NA ) | (NA ) | (0.1961 ) |
| Estimates ( 5 ) | -0.5976 | -0.0679 | 0 | 0 | 0 | 0 | 0.7097 |
| (p-val) | (0.0067 ) | (0.5944 ) | (NA ) | (NA ) | (NA ) | (NA ) | (2e-04 ) |
| Estimates ( 6 ) | -0.5998 | 0 | 0 | 0 | 0 | 0 | 0.7458 |
| (p-val) | (0.0042 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
| 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 |
| 0.0133929360855781 |
| 0.281648591363861 |
| 0.211685060373259 |
| 0.350799241891143 |
| 0.0432597823382267 |
| -0.0772433195102324 |
| 0.675142490420327 |
| -0.192001666102789 |
| -0.589073769009875 |
| -0.0296700022801204 |
| -0.366861320474795 |
| 0.0023117938266194 |
| -0.345126249941504 |
| 0.407158441094788 |
| 0.086053884144904 |
| 0.416156264363472 |
| 0.0085095263438823 |
| -0.0487913096057396 |
| 0.742552433357844 |
| -0.371912471275645 |
| -0.475827992643756 |
| -0.00989157958316494 |
| -0.390374588205556 |
| -0.13401309018186 |
| -0.216576201981229 |
| 0.295406334251005 |
| 0.240489812800937 |
| 0.396020970139615 |
| -0.161715839396995 |
| 0.187886430701198 |
| 0.50015696781423 |
| -0.0843323174042185 |
| -0.564711383432666 |
| -0.00683605706547329 |
| -0.381977167878366 |
| -0.00989105818195597 |
| -0.344072542779472 |
| 0.294213591986122 |
| 0.121906753001088 |
| 0.41815859916523 |
| -0.124600178857378 |
| 0.0789013282271392 |
| 0.601205668666012 |
| -0.105727592647147 |
| -0.569422773548704 |
| -0.0300690961131769 |
| -0.409676020237536 |
| 0.00103656672726621 |
| -0.396448863457687 |
| 0.497638492296283 |
| 0.0701908062259643 |
| 0.28389059720391 |
| 0.0950844225607879 |
| -0.0580112703676329 |
| 0.658605334504177 |
| -0.125178785242485 |
| -0.575238498868122 |
| -0.0276809901873965 |
| -0.393377555104374 |
| -0.0578084743747373 |
| -0.277298068927904 |
| 0.272380789350373 |
| 0.156934220641388 |
| 0.388821619784298 |
| -0.0611946304846748 |
| 0.0652369571179457 |
| 0.597022427097682 |
| -0.0672027835339002 |
| -0.620047716559067 |
| 0.00463987851224987 |
| -0.42873687272238 |
| -0.0125466576399689 |
