| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6981 | 0.268 | -0.6371 | -0.1492 | 0.0461 | -0.9994 |
| (p-val) | (0.0028 ) | (0.144 ) | (9e-04 ) | (0.5664 ) | (0.8644 ) | (0.043 ) |
| Estimates ( 2 ) | 0.7082 | 0.2631 | -0.6396 | -0.1769 | 0 | -1.0001 |
| (p-val) | (0.0018 ) | (0.1494 ) | (7e-04 ) | (0.3827 ) | (NA ) | (0.0657 ) |
| Estimates ( 3 ) | 0.6873 | 0.2546 | -0.6082 | 0 | 0 | -1 |
| (p-val) | (0.0045 ) | (0.1701 ) | (0.0042 ) | (NA ) | (NA ) | (0.0042 ) |
| Estimates ( 4 ) | 0.9819 | 0 | -0.7694 | 0 | 0 | -1 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.004 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0599995631416568 |
| -13.5951137656293 |
| -22.9863707005068 |
| 5.46058259480574 |
| 17.7859627901335 |
| 7.85112095067563 |
| 0.0222012044082647 |
| 13.2256927026698 |
| 5.96698664474105 |
| -12.9688304354496 |
| 14.9085866959951 |
| -7.86470797935836 |
| 18.3362918885618 |
| 9.7107909998997 |
| 3.67755120709765 |
| -5.73555216235013 |
| -2.70723797622042 |
| 10.519499419874 |
| 7.45186358371329 |
| 8.5577448203364 |
| -0.414857871340927 |
| -15.3464000604112 |
| 19.2926878780242 |
| -1.86679398675813 |
| -3.03008624207838 |
| 3.12242223146919 |
| -19.5666343986816 |
| -1.28346465361154 |
| 3.80891773928792 |
| 1.80019897315063 |
| 11.7378039334826 |
| 9.7655317491355 |
| -18.0375099024064 |
| 15.2233308067222 |
| -0.7555241348876 |
| -4.96054698492522 |
| -0.277352469425068 |
| 8.62657218104126 |
| 10.5185792044418 |
| 13.9444530563025 |
| -8.55560103293279 |
| 5.33369199037525 |
| -3.03859138134218 |
| -6.78816777611341 |
| -7.38817710151903 |
| 0.528440001003118 |
| 6.20589508243819 |
| 10.4107140590570 |
| 2.02420246262327 |
