| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3384 | 0.3759 | -0.1477 | -1 | -0.3265 | -0.3533 | 0.04 |
| (p-val) | (0.059 ) | (0.0235 ) | (0.4166 ) | (0 ) | (0.6801 ) | (0.1434 ) | (0.9632 ) |
| Estimates ( 2 ) | 0.3386 | 0.3751 | -0.1478 | -1 | -0.2911 | -0.3465 | 0 |
| (p-val) | (0.0589 ) | (0.0229 ) | (0.4159 ) | (0 ) | (0.1372 ) | (0.0742 ) | (NA ) |
| Estimates ( 3 ) | 0.2749 | 0.3428 | 0 | -1 | -0.3459 | -0.3213 | 0 |
| (p-val) | (0.1028 ) | (0.0369 ) | (NA ) | (0 ) | (0.0751 ) | (0.0976 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.263 | 0 | -0.7788 | -0.444 | -0.3438 | 0 |
| (p-val) | (NA ) | (0.2764 ) | (NA ) | (0.001 ) | (0.0284 ) | (0.0825 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.6357 | -0.3808 | -0.2611 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (0.0494 ) | (0.1844 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.6167 | -0.2879 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (4e-04 ) | (0.0859 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.5383 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0015 ) | (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 |
| -0.304471444811582 |
| -11.4120872000614 |
| -10.2549138982292 |
| -11.7446613606829 |
| 5.10800759254614 |
| 4.17272576800617 |
| 7.92254107294948 |
| 1.24205314101455 |
| 0.28685320414728 |
| 3.43270387109597 |
| 4.31948087729212 |
| 1.13168232030914 |
| 3.16660400692858 |
| -8.64288523350335 |
| 1.17943632464396 |
| -5.75210368157515 |
| -4.55468115271804 |
| -3.69007896220072 |
| -8.16241219005786 |
| -0.427820473344341 |
| 2.39216567588355 |
| 4.15423824899906 |
| -9.57567087433632 |
| 4.93355895555405 |
| -2.74360794221274 |
| -5.49234880234087 |
| 7.08711992606863 |
| 2.71777817315748 |
| 6.72299118158728 |
| 2.40090123393581 |
| 6.52139854928813 |
| -5.03682432384173 |
| 7.19970282133266 |
| -4.37013677160322 |
| -2.08057641125454 |
| 2.47023458380191 |
| -0.81759500308664 |
| 6.64871254115303 |
| -1.63851859279830 |
| -1.69692888548841 |
| 4.49607030023843 |
| 2.86986725344787 |
| 1.44296840235653 |
| -0.990730292016761 |
| -2.27584908671093 |
| -5.98122765735685 |
| 4.14911398888263 |
| 2.0029188625428 |
