| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.9155 | -0.0609 | 0.2775 | 0.208 | -0.1473 | -0.6174 | 0.208 |
| (p-val) | (0.0202 ) | (0.8688 ) | (0.1436 ) | (0.7932 ) | (0.4203 ) | (0 ) | (0.7932 ) |
| Estimates ( 2 ) | -0.8578 | 0 | 0.303 | 0.1757 | -0.1379 | -0.6284 | 0.1757 |
| (p-val) | (0 ) | (NA ) | (0.0056 ) | (0.8197 ) | (0.4093 ) | (0 ) | (0.8197 ) |
| Estimates ( 3 ) | -0.8686 | 0 | 0.2986 | 0 | -0.1357 | -0.6114 | 0.3578 |
| (p-val) | (0 ) | (NA ) | (0.0053 ) | (NA ) | (0.4175 ) | (0 ) | (0.2687 ) |
| Estimates ( 4 ) | -0.7894 | 0 | 0.2968 | 0 | 0 | -0.6015 | 0.1499 |
| (p-val) | (0 ) | (NA ) | (0.008 ) | (NA ) | (NA ) | (0 ) | (0.4758 ) |
| Estimates ( 5 ) | -0.6717 | 0 | 0.2474 | 0 | 0 | -0.542 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0184 ) | (NA ) | (NA ) | (0 ) | (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 |
| -0.0173269496499584 |
| -0.0389800076023951 |
| 0.0713200021660766 |
| -0.220563499202514 |
| -0.307328979497648 |
| 0.533120993141194 |
| -0.397168076792089 |
| -0.73163083188012 |
| 0.0383194214112224 |
| -0.238569366456285 |
| 0.224379963307235 |
| 0.0316330317513363 |
| 0.651145711912381 |
| 0.0402082417475336 |
| 0.415648593933786 |
| -0.221422662493937 |
| -0.269170128590209 |
| 0.53251580350469 |
| -0.591002938123035 |
| -0.599057613160636 |
| 0.0532397677219634 |
| -0.254567523170567 |
| 0.0775290233596572 |
| 0.208746629811854 |
| 0.50884007478111 |
| 0.239716037347782 |
| 0.397969423341804 |
| -0.426981919989173 |
| -0.0380084835732629 |
| 0.286197011998464 |
| -0.286621229859199 |
| -0.704034410468893 |
| 0.0400804267554268 |
| -0.319035357612202 |
| 0.232592785210231 |
| 0.00532728147894276 |
| 0.53558758378084 |
| 0.131766833240287 |
| 0.437782737831675 |
| -0.327190079401186 |
| -0.102728926198247 |
| 0.406500203467353 |
| -0.312878494581144 |
| -0.722296190497245 |
| 0.00898100559841741 |
| -0.328847047569085 |
| 0.231054344322459 |
| -0.0160967616796134 |
| 0.76520952363667 |
| 0.0423160702580076 |
| 0.27058665531026 |
| -0.116265175747622 |
| -0.270663023098482 |
| 0.45162577658598 |
| -0.305309367236013 |
| -0.733121083042287 |
| -0.0254549249525932 |
| -0.262551283795087 |
| 0.151299219192827 |
| 0.110725809362361 |
| 0.534181402726816 |
| 0.151429130425896 |
| 0.404565281277588 |
| -0.276920524627204 |
| -0.140734218114342 |
| 0.398555093473592 |
| -0.285035839117323 |
| -0.786199169928298 |
| 0.0413407125057927 |
| -0.343628717580466 |
| 0.221200995759032 |
