| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7606 | 0.0826 | -0.2427 | -0.6443 | -0.0658 | -0.083 | -0.9999 |
| (p-val) | (0.0306 ) | (0.6264 ) | (0.0878 ) | (0.0582 ) | (0.7075 ) | (0.6447 ) | (0.0104 ) |
| Estimates ( 2 ) | 0.7501 | 0.0776 | -0.2311 | -0.6438 | 0 | -0.0532 | -1 |
| (p-val) | (0.0406 ) | (0.6444 ) | (0.0917 ) | (0.0717 ) | (NA ) | (0.7478 ) | (0.0012 ) |
| Estimates ( 3 ) | 0.7339 | 0.079 | -0.2323 | -0.6289 | 0 | 0 | -1 |
| (p-val) | (0.0398 ) | (0.6332 ) | (0.0876 ) | (0.0706 ) | (NA ) | (NA ) | (7e-04 ) |
| Estimates ( 4 ) | 0.813 | 0 | -0.1975 | -0.6749 | 0 | 0 | -1.0001 |
| (p-val) | (0.003 ) | (NA ) | (0.0752 ) | (0.0156 ) | (NA ) | (NA ) | (0.001 ) |
| Estimates ( 5 ) | 0.3933 | 0 | 0 | -0.2609 | 0 | 0 | -1.0002 |
| (p-val) | (0.3689 ) | (NA ) | (NA ) | (0.5578 ) | (NA ) | (NA ) | (0.0026 ) |
| Estimates ( 6 ) | 0.1246 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (0.3358 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0043 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.9999 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0132 ) |
| 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 |
| 0.00768113687760075 |
| -0.104592134777747 |
| -1.31200887542751 |
| 0.420603396293866 |
| -0.719818900072334 |
| -0.00791410035135214 |
| -0.314855932187224 |
| 0.660837435429852 |
| 0.431792309961301 |
| 0.0740662670213808 |
| -0.834311819573952 |
| -0.00104387257576217 |
| -0.376155549454185 |
| 0.452148895987637 |
| 0.765504037685049 |
| 0.141264352893704 |
| -0.427498418955354 |
| -0.283724491308405 |
| 0.384993482291114 |
| -0.729994849772056 |
| 0.0212333706634812 |
| -0.234311426885522 |
| 0.202686442185208 |
| -0.578449008303705 |
| -0.813982885536589 |
| 1.02247773842403 |
| -0.601496335627492 |
| -0.565235992189696 |
| 0.410295504159917 |
| -0.98448965483184 |
| 0.360400862287102 |
| -1.21235203576903 |
| -0.0590644682589442 |
| -0.758773933170662 |
| -0.169979099837262 |
| 0.0418969328967503 |
| 1.10149217258277 |
| 0.40781518598748 |
| 0.248702303770489 |
| -0.582707738861928 |
| 0.0163998118183194 |
| 0.00654076457744565 |
| -0.455799182172177 |
| -0.06580825540279 |
| -0.682225563216439 |
| 0.112532429848359 |
| 0.520016586224177 |
| 0.984573473667622 |
| 0.108349063556215 |
| -0.957306799197206 |
| -0.0673786071498503 |
| -0.420790423188565 |
| -0.183258450398899 |
| -0.573287208592275 |
| 0.245174612293729 |
| 0.0268010819034118 |
| 0.916297835222158 |
| 0.881909456160806 |
| 0.302899377932578 |
| 0.323665151979563 |
| 0.552098884357521 |
