| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1379 | -0.0426 | 0.1943 | 0.5192 | -0.0897 | -0.2545 | 0.2026 |
| (p-val) | (0.6572 ) | (0.774 ) | (0.1653 ) | (0.0982 ) | (0.8632 ) | (0.0796 ) | (0.7129 ) |
| Estimates ( 2 ) | -0.1377 | -0.0442 | 0.1957 | 0.5173 | 0 | -0.2638 | 0.111 |
| (p-val) | (0.6534 ) | (0.7633 ) | (0.1594 ) | (0.0945 ) | (NA ) | (0.0426 ) | (0.41 ) |
| Estimates ( 3 ) | -0.1911 | 0 | 0.1804 | 0.5773 | 0 | -0.2546 | 0.1114 |
| (p-val) | (0.3911 ) | (NA ) | (0.1635 ) | (0.0048 ) | (NA ) | (0.0464 ) | (0.4053 ) |
| Estimates ( 4 ) | -0.1407 | 0 | 0.1836 | 0.5186 | 0 | -0.2527 | 0 |
| (p-val) | (0.5487 ) | (NA ) | (0.1555 ) | (0.0165 ) | (NA ) | (0.0485 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.2132 | 0.3982 | 0 | -0.2525 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0588 ) | (2e-04 ) | (NA ) | (0.0497 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.4105 | 0 | -0.2551 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (8e-04 ) | (NA ) | (0.0503 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0.3968 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.001 ) | (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 |
| 0.102699935818480 |
| 0.447193919577085 |
| 2.12507418097001 |
| -2.50069746628735 |
| 4.21388624805646 |
| -8.01368764278697 |
| -5.02579505658137 |
| 0.322700907063486 |
| 2.86492727730022 |
| 3.7551212760027 |
| 0.682356951875734 |
| 1.17023955552474 |
| 1.84017108813891 |
| -4.23626349145336 |
| 2.02910619871996 |
| -2.67008789482223 |
| 0.0325083358807185 |
| -2.04384202384258 |
| 5.09339542596638 |
| -1.6074461226937 |
| -0.210337748382712 |
| -2.33091222375810 |
| 0.570105121824227 |
| 0.92626041308888 |
| 0.575580386903348 |
| -0.79848065017253 |
| 0.0385979494740243 |
| -1.54937514491765 |
| 2.9778610456373 |
| 2.41914165008902 |
| 7.41268333756098 |
| 6.5977514213457 |
| 7.78249020880939 |
| -4.29357279236534 |
| -3.85060969762828 |
| -3.73656559796577 |
| -2.85375329250706 |
| 0.852983848998795 |
| -3.27361683477607 |
| -0.240914153346876 |
| 3.71824071435695 |
| -6.56218122134473 |
| -3.28351930708696 |
| 8.87549420125967 |
| -1.97312184059710 |
| -1.62786822177432 |
| 6.966201536744 |
| 1.54646526588483 |
| 5.24581544087178 |
| 0.167931914001926 |
| 7.00143327716123 |
| 1.14517325663806 |
| -4.08739233145639 |
| -3.66982006641098 |
| -9.28898024920674 |
| -0.00982146235159576 |
| 3.0789192274826 |
| -5.07627525957652 |
| 1.10198296308990 |
| -0.506692041257352 |
| -1.76771220803124 |
| 0.878752143226066 |
| 5.3738329788969 |
| -7.28667797980506 |
| 4.88632348339961 |
| -1.25403599486732 |
| 3.8032807704828 |
| -4.67323235157276 |
| 3.40318773715819 |
| -1.55630541776144 |
| -2.32820320995651 |
| 7.20184079727466 |
| 1.6723619593416 |
| 7.25133363462949 |
| 0.185787729867428 |
| 4.52084702074713 |
| 6.12356783945518 |
| -7.22325379421642 |
| 5.22079837660465 |
| -12.2761135698604 |
| 10.5925725476294 |
| 14.2351686493374 |
| 5.40938430174728 |
| 2.73658536884241 |
| -0.502000094554461 |
| 5.30607684997335 |
| -1.11977626674721 |
| -11.4650054301402 |
| 7.63614617626371 |
| 9.85004535797691 |
| -9.84232818411652 |
| 9.66467449804153 |
| 23.0876822714612 |
| -5.50121792631828 |
| 1.68465569698932 |
