| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2313 | -0.347 | -0.0736 | -0.0666 | 0.3441 | -0.328 | -0.2477 |
| (p-val) | (0.8084 ) | (0.3854 ) | (0.8326 ) | (0.9446 ) | (0.3326 ) | (0.1073 ) | (0.6986 ) |
| Estimates ( 2 ) | -0.2972 | -0.355 | -0.0946 | 0 | 0.3388 | -0.3273 | -0.2541 |
| (p-val) | (0.0035 ) | (0.3244 ) | (0.5408 ) | (NA ) | (0.3138 ) | (0.1093 ) | (0.6782 ) |
| Estimates ( 3 ) | -0.2831 | -0.4777 | -0.1366 | 0 | 0.216 | -0.3736 | 0 |
| (p-val) | (0.0025 ) | (0.001 ) | (0.1811 ) | (NA ) | (0.1247 ) | (0.001 ) | (NA ) |
| Estimates ( 4 ) | -0.2464 | -0.345 | 0 | 0 | 0.1068 | -0.2796 | 0 |
| (p-val) | (0.0092 ) | (0.0922 ) | (NA ) | (NA ) | (0.6128 ) | (0.0222 ) | (NA ) |
| Estimates ( 5 ) | -0.2597 | -0.2494 | 0 | 0 | 0 | -0.2477 | 0 |
| (p-val) | (0.0049 ) | (0.007 ) | (NA ) | (NA ) | (NA ) | (0.0095 ) | (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 |
| 0.0409999759903108 |
| -1.84803909027358 |
| 10.004087092026 |
| -7.2174082490112 |
| 2.5753703272948 |
| -7.24127517228103 |
| 7.99228882642593 |
| -10.6547021576231 |
| 4.44423556915699 |
| -7.28852119829039 |
| -4.39417463961616 |
| 15.2095297836171 |
| 5.53325561657705 |
| 12.605608571878 |
| 4.58328829156507 |
| -23.840419261773 |
| 1.12008374089731 |
| 6.41674469638944 |
| 12.1419805934742 |
| 3.81833867155485 |
| -0.106602248902619 |
| -4.79556263439359 |
| 18.5521806300939 |
| 26.2070359909073 |
| -6.31937185547873 |
| -12.3957295913273 |
| -10.5590069269629 |
| 30.4501113399938 |
| 15.0231558696898 |
| -16.5284859009414 |
| 29.636783932811 |
| 39.7815660106246 |
| 2.07320943334151 |
| -23.6347339554178 |
| 26.527136652466 |
| 32.9932300392109 |
| 23.370485411516 |
| -30.9673802992079 |
| 12.784832864115 |
| -30.0328787196699 |
| 8.63582365005445 |
| -48.9900382880006 |
| 38.300870706442 |
| 4.94388471112511 |
| -7.95674533912919 |
| -33.3292836659205 |
| 3.1154547121857 |
| -18.9029296844461 |
| 17.4439469305302 |
| 3.81556363118118 |
| 10.2292077765985 |
| -25.4191124870065 |
| 7.83187258137289 |
| 25.1536783978063 |
| 42.9281114104004 |
| 44.3894132290889 |
| 61.9696961832745 |
| -23.1332960788709 |
| -6.62625591290987 |
| 1.06424707512276 |
| -26.8792608136651 |
| 11.1351918257335 |
| 3.60607267753848 |
| -17.0713765119988 |
| 19.936762717552 |
| -22.3197078690384 |
| 122.870633789513 |
| -32.2578672617095 |
| 13.7259723064021 |
| 40.9656538428375 |
| 34.7617900412196 |
| 25.2183889820323 |
| -43.2552203417203 |
| -22.0085542575177 |
| 26.4811106849718 |
| 52.3956151974227 |
| -72.6369119066732 |
| 13.8508575527121 |
| 99.3632485936539 |
| 31.9536239485868 |
| -22.7893491184055 |
| -68.6415881110787 |
| 8.4565746117545 |
| 60.9984553800858 |
| -2.16506581662816 |
| -33.9844635404995 |
| 20.6467960903082 |
| -48.132408035143 |
| 31.0438471695902 |
| -15.3716639963288 |
| 44.1784141688086 |
| 81.7310244914343 |
| -53.5961624975491 |
| 12.2347861773811 |
| 15.711511642503 |
| 37.8325657262366 |
| -34.3992015343962 |
| -2.9215894882049 |
| -47.6960104444577 |
| -47.81536234723 |
| -25.6350907780624 |
| 34.0346175683187 |
| 67.6828165794863 |
| 119.594274781832 |
| -62.2798714721286 |
| 129.552594642497 |
| -10.8458825164176 |
| -3.17959463455117 |
| 72.8840479367327 |
| -2.38073245157315 |
| -69.7827273384837 |
| -41.6208248602366 |
| -68.6751803542207 |
| -12.2334868904207 |
| 57.5403087213905 |
| 10.6894451885646 |
| 30.6509905490517 |
| 4.29280102032888 |
