| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4925 | -0.0969 | 0.0684 | 0.0308 | -0.1265 | 0.0112 | 0.3054 |
| (p-val) | (0.4624 ) | (0.7891 ) | (0.5689 ) | (0.963 ) | (0.9038 ) | (0.9596 ) | (0.7692 ) |
| Estimates ( 2 ) | 0.523 | -0.1126 | 0.0705 | 0 | -0.1224 | 0.0101 | 0.3014 |
| (p-val) | (0 ) | (0.3719 ) | (0.518 ) | (NA ) | (0.9057 ) | (0.9632 ) | (0.7694 ) |
| Estimates ( 3 ) | 0.5223 | -0.112 | 0.0702 | 0 | -0.0831 | 0 | 0.2619 |
| (p-val) | (0 ) | (0.3724 ) | (0.5193 ) | (NA ) | (0.8811 ) | (NA ) | (0.6288 ) |
| Estimates ( 4 ) | 0.5248 | -0.1151 | 0.0719 | 0 | 0 | 0 | 0.1809 |
| (p-val) | (0 ) | (0.3535 ) | (0.5067 ) | (NA ) | (NA ) | (NA ) | (0.1236 ) |
| Estimates ( 5 ) | 0.5175 | -0.077 | 0 | 0 | 0 | 0 | 0.177 |
| (p-val) | (0 ) | (0.4837 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1383 ) |
| Estimates ( 6 ) | 0.4804 | 0 | 0 | 0 | 0 | 0 | 0.1921 |
| (p-val) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1065 ) |
| Estimates ( 7 ) | 0.4716 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (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 |
| 0.0994999329317115 |
| 1.80860507385416 |
| 1.26784076418775 |
| 1.56619979872046 |
| 0.395227675461688 |
| -6.98977500060527 |
| -5.08220006583875 |
| 1.70460140871424 |
| 7.02095047669728 |
| -5.74154376350913 |
| 4.47844565492432 |
| 4.12328123770392 |
| -8.78027787496019 |
| -4.07685423410047 |
| 1.03094743323235 |
| -1.18185368719457 |
| 3.68782959250517 |
| 3.7230112077217 |
| 7.12865226656791 |
| -5.06118086336474 |
| -6.18710623738528 |
| -1.56775485265115 |
| 4.05467564388577 |
| -4.21902643250816 |
| 2.97437869663428 |
| -0.215894131994676 |
| 4.33436709278621 |
| -0.0428514604673844 |
| 1.47530697321537 |
| 2.14398877701503 |
| 6.36556867239754 |
| -4.03645789929424 |
| 0.631826848785037 |
| -4.06265646185752 |
| 5.07948723560053 |
| -1.41960096785824 |
| -0.0308141929213785 |
| 1.49732937105875 |
| -2.50125243942191 |
| 5.14060618157055 |
| 3.75862587909441 |
| -4.63848711037376 |
| -8.04623627224519 |
| 1.13047458118955 |
| 11.5159725188281 |
| 16.2281134489943 |
| -4.42826603409493 |
| -2.15396841007873 |
| 9.81765390896463 |
| 1.76012270585363 |
| 19.1655614735820 |
| -8.2567488565646 |
| -10.2073950561041 |
| -8.91364978969526 |
| -9.52064309747335 |
| -22.8617331041205 |
| 5.12898270469997 |
| -5.7660936893741 |
| 4.77729299889607 |
| 1.38138121528619 |
| -4.5584883073518 |
| 2.42273670482783 |
| 12.7536773860875 |
| -8.32523452779023 |
| 5.92944030034221 |
| 9.87489719749696 |
| -3.9312448508012 |
| -6.57996516654249 |
| -4.36039039246723 |
| 3.58337731719832 |
| 0.747076164307542 |
| 3.3503094567558 |
| -2.4460346722573 |
| -0.292799559103636 |
| -3.3096769525513 |
| 0.327680301633176 |
| 3.52575709815423 |
| -4.22249770160542 |
| 0.495374123998183 |
| -3.79582614756466 |
| 2.48383396979202 |
| 8.44403904860007 |
| 8.5768234032168 |
| -8.04100972146287 |
| 8.74637133829151 |
| 6.45699759182973 |
| -3.91649447629075 |
| -4.60707148909642 |
| 9.6365834029902 |
| 7.27165290989491 |
| -0.79154336446234 |
| -2.03666295160916 |
| 18.9591689145289 |
