| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5842 | 0.3004 | 0.3552 | 0.9144 | -0.1879 | 0.3264 | 0.088 |
| (p-val) | (1e-04 ) | (0.027 ) | (0.0085 ) | (0 ) | (0.7996 ) | (0.143 ) | (0.9127 ) |
| Estimates ( 2 ) | -0.5877 | 0.3008 | 0.3519 | 0.916 | -0.1078 | 0.3413 | 0 |
| (p-val) | (0 ) | (0.0266 ) | (0.0074 ) | (0 ) | (0.3916 ) | (0.036 ) | (NA ) |
| Estimates ( 3 ) | -0.6264 | 0.2758 | 0.3071 | 0.9448 | 0 | 0.3282 | 0 |
| (p-val) | (0 ) | (0.0413 ) | (0.0108 ) | (0 ) | (NA ) | (0.0496 ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.0110399915450360 |
| -0.0161637906205666 |
| 0.0129577157827054 |
| 0.120343529591891 |
| -0.00274914367330842 |
| -0.0630365350408413 |
| -0.0353334472447212 |
| -0.0386814818877747 |
| -0.0306634250559348 |
| 0.0435153387479717 |
| -0.0268220942673262 |
| -0.0343079553872537 |
| 0.0644431614101821 |
| 0.0564144808661894 |
| -0.0187025114471849 |
| -0.00701443287530006 |
| -0.0116287883483739 |
| 0.0982716655755721 |
| 0.00988431015193999 |
| -0.0586303335052017 |
| 0.100323648263571 |
| -0.0816659871520953 |
| 0.0291436086120875 |
| -0.0501045735574971 |
| -0.0574259035806895 |
| 0.0153865367568990 |
| 0.0670559939786594 |
| 0.0146989243573128 |
| -0.00275829777393571 |
| 0.0863364027609265 |
| 0.0247301127544012 |
| 0.0504838772580336 |
| -0.00547807807184603 |
| 0.00847041093279245 |
| -0.00293494737440230 |
| -0.0122530107935236 |
| -0.0371380921306515 |
| 0.0225771588475514 |
| 0.0413350885612467 |
| 0.0246961119711762 |
| -0.015331027699228 |
| -0.0375243276566353 |
| 0.0121194179371742 |
| 0.0398967311059194 |
| -0.051169629424861 |
| 0.0525039740557585 |
| 0.00492081821127656 |
| -0.000978667657463711 |
| 0.0743607340095187 |
| 0.0853320356349992 |
| 0.0255071667826913 |
| 0.0689176483006647 |
| -0.0186607582533085 |
| 0.0220858495159635 |
| -0.0184312236394893 |
| 0.0211791626348409 |
| -0.0311283508358991 |
| 0.0289287292917306 |
| -0.0193505192240232 |
| 0.0359506199548579 |
| 0.0452650989625491 |
| 0.0339988773672599 |
| -0.00105736682657102 |
| 0.00189414495928651 |
| 0.0385301145805869 |
| 0.00637163342713707 |
| -0.0149255171196132 |
| -0.0287923593321475 |
| -0.019471767008177 |
| -0.00885730659676682 |
| 0.00381407527251742 |
| -0.0597970477183369 |
| 0.0512651644406331 |
