| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1506 | 0.4981 | 0.2171 | 0.3889 | -0.165 | -0.3169 | -0.9999 |
| (p-val) | (0.8366 ) | (0.0345 ) | (0.4941 ) | (0.5932 ) | (0.4063 ) | (0.1422 ) | (0.1086 ) |
| Estimates ( 2 ) | 0 | 0.4606 | 0.1524 | 0.2427 | -0.1615 | -0.3123 | -0.9981 |
| (p-val) | (NA ) | (0.0011 ) | (0.2538 ) | (0.1031 ) | (0.4141 ) | (0.1454 ) | (0.1101 ) |
| Estimates ( 3 ) | 0 | 0.4513 | 0.1424 | 0.2594 | 0 | -0.2092 | -1 |
| (p-val) | (NA ) | (0.0012 ) | (0.2801 ) | (0.0794 ) | (NA ) | (0.2782 ) | (0.0072 ) |
| Estimates ( 4 ) | 0 | 0.4598 | 0 | 0.2646 | 0 | -0.2132 | -1 |
| (p-val) | (NA ) | (8e-04 ) | (NA ) | (0.0918 ) | (NA ) | (0.2622 ) | (0.0084 ) |
| Estimates ( 5 ) | 0 | 0.4616 | 0 | 0.2273 | 0 | 0 | -0.9999 |
| (p-val) | (NA ) | (7e-04 ) | (NA ) | (0.1389 ) | (NA ) | (NA ) | (0.0061 ) |
| Estimates ( 6 ) | 0 | 0.5031 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (2e-04 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0012 ) |
| 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 |
| 0.0268429011406361 |
| 4.75962015933802 |
| 3.85959278345677 |
| 6.4389071215544 |
| -3.88301041791271 |
| -3.14153317960396 |
| -1.89804324390353 |
| 2.65557933960415 |
| -0.342756515051374 |
| -1.17031787203731 |
| 1.01662148912519 |
| 1.09529643829075 |
| 0.112930949277597 |
| 1.70906107035614 |
| -0.99279019661038 |
| 0.683189845287924 |
| -1.26146218059414 |
| 6.03553073206663 |
| 5.45782127720123 |
| 2.19589023029141 |
| -0.413377345053058 |
| -9.24223590127238 |
| 9.52910830246518 |
| 3.36897443794534 |
| -1.86826227356753 |
| 1.57964126453885 |
| 5.84047488739903 |
| -3.69623521714987 |
| 10.7620162822418 |
| 3.22705336653407 |
| -2.35175233300159 |
| 2.56935975937972 |
| -1.85341924030568 |
| 6.03229844191603 |
| 4.11760108979387 |
| -8.75061320978878 |
| 0.959910950326568 |
| -6.13482116335464 |
| -5.27610224842747 |
| -4.34907361495985 |
| -1.86923185319190 |
| -3.73020030512563 |
| -2.04466315746678 |
| 2.23968669924066 |
| -1.54919084746902 |
| 2.60052930670152 |
| -0.0231675329098597 |
| -1.31841751585902 |
| 4.91716010120823 |
