| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8385 | -0.2165 | 0.0206 | -0.756 | 0.0265 | 0.2094 | -0.0445 |
| (p-val) | (0.0023 ) | (0.2201 ) | (0.8899 ) | (0.0021 ) | (0.9507 ) | (0.2091 ) | (0.9162 ) |
| Estimates ( 2 ) | 0.8388 | -0.2163 | 0.0201 | -0.756 | 0 | 0.2092 | -0.0195 |
| (p-val) | (0.0022 ) | (0.2207 ) | (0.8925 ) | (0.002 ) | (NA ) | (0.2105 ) | (0.8727 ) |
| Estimates ( 3 ) | 0.8191 | -0.1998 | 0 | -0.7404 | 0 | 0.2068 | -0.0193 |
| (p-val) | (6e-04 ) | (0.1149 ) | (NA ) | (0.001 ) | (NA ) | (0.2132 ) | (0.8735 ) |
| Estimates ( 4 ) | 0.8222 | -0.1987 | 0 | -0.7455 | 0 | 0.2068 | 0 |
| (p-val) | (5e-04 ) | (0.1166 ) | (NA ) | (7e-04 ) | (NA ) | (0.2133 ) | (NA ) |
| Estimates ( 5 ) | 0.8113 | -0.1814 | 0 | -0.7443 | 0 | 0 | 0 |
| (p-val) | (9e-04 ) | (0.1531 ) | (NA ) | (0.0011 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.7056 | 0 | 0 | 0.83 | 0 | 0 | 0 |
| (p-val) | (0.0378 ) | (NA ) | (NA ) | (0.0037 ) | (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 |
| 0.024999986993995 |
| 0.0882297783022535 |
| -0.0662075080793645 |
| 0.194786760273558 |
| 0.10624704330529 |
| -0.0857912811211422 |
| -0.0606959109334078 |
| -0.0820445745153968 |
| 0.00198150768006912 |
| 0.103312177792587 |
| 0.00951329847907079 |
| -0.275475595818918 |
| 0.307584775915731 |
| 0.0209652508655552 |
| 0.0395917452738222 |
| 0.0578217491158544 |
| -0.0339772407453645 |
| -0.0274677420501749 |
| -0.0689454358979689 |
| 0.274523356138571 |
| 0.280754039598296 |
| -0.0535848875930344 |
| 0.0550193236494662 |
| -0.341819502502736 |
| -1.31791820779346 |
| 0.221703875144349 |
| 0.0567320386958913 |
| -0.087813664629743 |
| -0.0650681866008528 |
| 0.0624536506095971 |
| 0.305350579844102 |
| 0.219550775016208 |
| 0.0522378620749915 |
| 0.0798795256544687 |
| 0.0886660689116904 |
| -0.0228343184691241 |
| 0.278938534765717 |
| 0.0120070096414599 |
| 0.034349796184444 |
| 0.0254921133857825 |
| 0.0752724362132067 |
| 0.203643298874122 |
| 0.136482802881016 |
| -0.0194330320599549 |
| 0.12967929906964 |
| 0.0125425590949468 |
| 0.0219569887637804 |
| -0.147358633976376 |
| 0.186436038693835 |
| 0.18811615302529 |
| 0.00864985644170974 |
| 0.106410365594452 |
| 0.0442190884006966 |
| 0.0893796713549418 |
| 0.111470491443777 |
| 0.0308268949240906 |
| 0.0611526899623214 |
| 0.092987975054217 |
| 0.0778564826105788 |
| -0.148037786230976 |
| 0.248625812094214 |
| -0.036163912480968 |
| -0.0626035132159214 |
| 0.0127975202389026 |
| 0.231315443571805 |
| 0.483743981079278 |
| 0.146089256667456 |
| 0.0377122069775801 |
| -0.00227542643030618 |
| -0.0159295971565863 |
| 0.0767268985748434 |
| -0.609856288429275 |
| 0.636374905549078 |
