| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2852 | -0.1905 | -0.285 | -0.2699 | -0.5086 | 0.3834 | 0.786 |
| (p-val) | (0.2253 ) | (0.2196 ) | (0.0219 ) | (0.2397 ) | (0.1802 ) | (0.004 ) | (0.1048 ) |
| Estimates ( 2 ) | -0.5239 | -0.2985 | -0.3114 | 0 | -0.5132 | 0.3846 | 0.7889 |
| (p-val) | (0 ) | (0.0158 ) | (0.0055 ) | (NA ) | (0.1622 ) | (0.0038 ) | (0.0975 ) |
| Estimates ( 3 ) | -0.5368 | -0.3118 | -0.3034 | 0 | 0 | 0.2892 | 0.2261 |
| (p-val) | (0 ) | (0.0114 ) | (0.0069 ) | (NA ) | (NA ) | (0.0471 ) | (0.0739 ) |
| Estimates ( 4 ) | -0.542 | -0.2968 | -0.2977 | 0 | 0 | 0.2742 | 0 |
| (p-val) | (0 ) | (0.0172 ) | (0.0084 ) | (NA ) | (NA ) | (0.0618 ) | (NA ) |
| Estimates ( 5 ) | -0.5103 | -0.3178 | -0.2924 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0094 ) | (0.0104 ) | (NA ) | (NA ) | (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 |
| 0.0036109152155184 |
| -0.171584925807968 |
| 0.325067808640341 |
| -0.0940679676614769 |
| -0.233834268716418 |
| 0.310278731297227 |
| 0.679977143523932 |
| -0.295172714736033 |
| 0.0681080865203015 |
| -0.806884524163399 |
| 0.336467587196128 |
| 1.23735958557298 |
| 0.0184771687168986 |
| -0.3331931465722 |
| 0.0286769412881763 |
| -0.0103909608468235 |
| 0.187591510868386 |
| -0.00398038473564299 |
| 0.727693146356356 |
| -0.221759528438456 |
| 0.192535819331278 |
| -0.336633767976511 |
| -0.869034414850496 |
| 0.0601564687766434 |
| 0.282111790899119 |
| 0.206116096745581 |
| -0.238747039500387 |
| 0.383662573694648 |
| -0.366409434900751 |
| 0.326874793487138 |
| 0.0017050918247572 |
| -0.184737528261849 |
| -0.0592986757848862 |
| -0.0644865643145161 |
| -0.832895002123145 |
| 0.176521208961043 |
| 0.203269164392835 |
| -0.000814212589783953 |
| -0.18517250317619 |
| 0.188597191214611 |
| 0.109498678644736 |
| 0.426905804844609 |
| -0.32545423779884 |
| 0.453004237678114 |
| -0.0570516429882141 |
| -0.0342235899344155 |
| 0.237148838150567 |
| 0.176075687481638 |
| 0.23044451695179 |
| -0.0960195503362943 |
| -0.189213639660799 |
| -0.236911645229776 |
| -0.21302952427676 |
| -0.826673059108413 |
| -0.453326832520124 |
| -0.593901475865971 |
| 0.161838802436164 |
| -0.0820073782983919 |
| 0.310644546237324 |
| 0.377107967845728 |
| -0.842811304101193 |
| 0.0231887352541481 |
| -0.718701346087977 |
| -0.119339465474083 |
| 0.240644206590055 |
| -0.773528755094417 |
| 0.0797711008843767 |
| -0.357595311339551 |
| -0.0375727200472735 |
| 0.209607207928601 |
| -0.601970089769743 |
| 0.319391533455687 |
| 0.474390700480027 |
| -0.357690289543053 |
| -0.508051995875865 |
| -0.456688386342127 |
| 0.0366168630140685 |
| -0.174113048971846 |
| 0.339063546115365 |
| -0.827250924444718 |
