| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4865 | -0.1493 | 0.0979 | -0.3151 | 0.3082 | 0.2242 | -1 |
| (p-val) | (0.7973 ) | (0.9213 ) | (0.895 ) | (0.8671 ) | (0.0646 ) | (0.2386 ) | (3e-04 ) |
| Estimates ( 2 ) | -0.3024 | 0 | 0.1724 | -0.4964 | 0.3075 | 0.2228 | -1 |
| (p-val) | (0.0682 ) | (NA ) | (0.1573 ) | (0.002 ) | (0.0656 ) | (0.2407 ) | (3e-04 ) |
| Estimates ( 3 ) | -0.2935 | 0 | 0.1645 | -0.4624 | 0.2618 | 0 | -0.9981 |
| (p-val) | (0.0923 ) | (NA ) | (0.1848 ) | (0.0069 ) | (0.1055 ) | (NA ) | (0.64 ) |
| Estimates ( 4 ) | -0.3188 | 0 | 0.1657 | -0.5231 | -0.4716 | 0 | 0 |
| (p-val) | (0.0452 ) | (NA ) | (0.1688 ) | (5e-04 ) | (1e-04 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.328 | 0 | 0 | -0.4935 | -0.445 | 0 | 0 |
| (p-val) | (0.0306 ) | (NA ) | (NA ) | (2e-04 ) | (3e-04 ) | (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 |
| -0.385969428426841 |
| 1.36816116136400 |
| 0.437212702073700 |
| 9.03352098796282 |
| 0.161516305358169 |
| -3.36768364062203 |
| 4.18895924239336 |
| -0.240728842219758 |
| 5.28513483356066 |
| -0.300524900949241 |
| 6.97977716107643 |
| 3.38760445820568 |
| -3.53476675758723 |
| -1.40862799078437 |
| -3.03315303299269 |
| -0.382261449479282 |
| -7.78455080865262 |
| 0.491445259077391 |
| 1.84121565232229 |
| -2.40068019874178 |
| 3.50598794759249 |
| 7.01102021573288 |
| -4.46274446730089 |
| 3.24457755625680 |
| -2.62449251512595 |
| 0.756893162403467 |
| 8.72003995622276 |
| 1.01223223709029 |
| -0.143088545441135 |
| 5.57106818982966 |
| -1.74416277172731 |
| 2.16616675721271 |
| 2.82380994667536 |
| 4.78092716297798 |
| 2.19295805821082 |
| 6.84396464557932 |
| -4.87310043922397 |
| -3.11648481951927 |
| -0.946601932539053 |
| 6.74261687667928 |
| -0.428386671770994 |
| 3.14345228431557 |
| -5.37471490841163 |
| 4.28408410088825 |
| 1.98589534515463 |
| -9.94857155333324 |
| 4.57213805688433 |
| 5.03681462247638 |
| 9.58816963859366 |
| 3.84908207683935 |
| 6.46624494053427 |
| -7.16975885415852 |
| 6.40692660279785 |
| 5.71750696983719 |
| -4.25566665295955 |
| -5.79092689610904 |
| -7.91078622066682 |
| 6.49824952247535 |
| 0.323059857108845 |
| -5.55154443947978 |
| -1.51459727494896 |
| -2.21066962682298 |
| -2.32915144266627 |
| -4.68957698074092 |
| 4.18300337391531 |
| 0.543696415891873 |
| 6.6760855136024 |
| -3.29113459558721 |
| -6.12903056199409 |
