| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0083 | 0.2459 | -0.0423 | 0.328 | 0.3325 | 0.456 | -1 |
| (p-val) | (0.9921 ) | (0.392 ) | (0.8078 ) | (0.6934 ) | (0.029 ) | (0.004 ) | (7e-04 ) |
| Estimates ( 2 ) | 0 | 0.2485 | -0.041 | 0.336 | 0.3326 | 0.4565 | -1.0002 |
| (p-val) | (NA ) | (0.0454 ) | (0.7288 ) | (0.0054 ) | (0.0289 ) | (0.0039 ) | (6e-04 ) |
| Estimates ( 3 ) | 0 | 0.248 | 0 | 0.3283 | 0.3237 | 0.4633 | -1 |
| (p-val) | (NA ) | (0.0483 ) | (NA ) | (0.0054 ) | (0.031 ) | (0.0032 ) | (7e-04 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (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 |
| 0.00908962718249693 |
| -0.127150918013865 |
| -0.0132180301460889 |
| 0.065409563407048 |
| 0.0021118636676684 |
| 0.0476846661713762 |
| -0.00816126835292707 |
| -0.00543591616736995 |
| 0.00365488924473414 |
| -0.00500466230985818 |
| -0.0418828482692792 |
| -0.0372362318812666 |
| 0.0438236286317138 |
| -0.00597117522888604 |
| 0.0077232968421754 |
| 0.024793743284405 |
| 0.0174853172866623 |
| -0.0182514416870169 |
| -0.0194249579960804 |
| 0.0262201677115597 |
| -0.00112942488259348 |
| 0.0044657438678473 |
| 0.0467168536409317 |
| -0.0375167612397506 |
| 0.0557808828419563 |
| -0.0780769046045818 |
| 0.0347949683414801 |
| 0.0421251011352008 |
| 0.0308633548508937 |
| -0.0395814377097362 |
| 0.0045233059865664 |
| 0.0109798007243874 |
| 0.0339601330133182 |
| 0.0423495394101816 |
| 0.0213274397608164 |
| 0.0151280044393706 |
| 0.0725334890839278 |
| -0.0556394897919233 |
| -0.0399567631223453 |
| -0.0156896595345726 |
| -0.0455943008295508 |
| -0.0195521878302138 |
| -0.0083222502458577 |
| -0.0201070216559538 |
| -0.0573661911379526 |
| -0.00247908147643525 |
| -0.00407128326102147 |
| -0.0244491333358594 |
| -0.0374159051278387 |
| 0.00183292246978221 |
| 0.0777120554625245 |
| 0.0987134953429055 |
| -0.0801839435761048 |
| 0.0151720712888692 |
| 0.00671018113990931 |
| -0.0858401252853784 |
| -0.0634256552882547 |
| -0.0176608414728796 |
| 0.000321115293421169 |
| -0.0354384873318287 |
| -0.0388110394134269 |
| -0.0354919985963717 |
| -0.0158713332010901 |
| 0.0186560403982279 |
| -0.00954107422436821 |
| -0.00717738726263717 |
| 0.00905537201618728 |
| 0.131968233094744 |
| -0.0525276118758264 |
| -0.0121675686969489 |
| -0.0288346100144929 |
| -0.0141103247839516 |
| -0.0617806453149611 |
| -0.0286669713149341 |
| 0.0383096308790526 |
| -0.0886684535131904 |
| 0.0316379694646781 |
| -0.0381435492399701 |
| -0.0338380015163416 |
| -0.0264631242272953 |
| 0.00746645190504101 |
| 0.0134671606564603 |
| 0.0113467667165353 |
| 0.0764809956208895 |
| -0.0848426231754761 |
