| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 1.3291 | -0.3709 | -0.2191 | -0.9999 | 0.0324 | -0.2677 | -0.3881 |
| (p-val) | (0 ) | (0.1248 ) | (0.1514 ) | (0 ) | (0.9378 ) | (0.227 ) | (0.4109 ) |
| Estimates ( 2 ) | 1.3265 | -0.3661 | -0.2232 | -1 | 0 | -0.2778 | -0.3605 |
| (p-val) | (0 ) | (0.1162 ) | (0.1227 ) | (0 ) | (NA ) | (0.1214 ) | (0.2686 ) |
| Estimates ( 3 ) | 1.2827 | -0.3058 | -0.1646 | -1 | 0 | -0.1642 | 0 |
| (p-val) | (0 ) | (0.157 ) | (0.2097 ) | (0 ) | (NA ) | (0.3201 ) | (NA ) |
| Estimates ( 4 ) | 1.2556 | -0.2821 | -0.1548 | -1 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.1812 ) | (0.2388 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.1839 | 0.1119 | 0 | 0.2287 | 0 | 0 | 0 |
| (p-val) | (0.917 ) | (0.8845 ) | (NA ) | (0.896 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.1851 | 0 | 0.4128 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.1788 ) | (NA ) | (0.0028 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0.3672 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0017 ) | (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 |
| 0.000504208297466085 |
| -0.0420019789675949 |
| 0.0712739555801027 |
| 0.0758351957523277 |
| -0.0213326490495624 |
| -0.00867004082613306 |
| 0.0500536750831053 |
| -0.0843548621331273 |
| -0.101350567811124 |
| 0.0199273159098178 |
| 0.0298811576426781 |
| 0.0213728918831768 |
| -0.0615862385943264 |
| 0.054634445785317 |
| 0.0523061127265784 |
| 0.0558026230143272 |
| 0.00919998622567467 |
| -0.0391688745920136 |
| 0.000680459219488515 |
| -0.0656996332380328 |
| 0.0704690849548348 |
| 0.00525932166909647 |
| 0.0786634923662389 |
| -0.070313685689895 |
| 0.00774532750204906 |
| 0.0255389359911455 |
| 0.0384527507250763 |
| 0.0574463177970358 |
| 0.0364549020270901 |
| 0.0397416896775345 |
| -0.0431412655524348 |
| -0.119458455865231 |
| -0.0180574703252936 |
| -0.157140487460499 |
| -0.114447659960774 |
| 0.0255068608089461 |
| 0.0390318489415734 |
| 0.0292591332021 |
| 0.0050001975496553 |
| 0.0173762668327535 |
| 0.0876279270297257 |
| 0.0319630186036748 |
| -0.0870400433901999 |
| 0.0959835229783745 |
| -0.0964434537982592 |
| 0.0528172587241126 |
| 0.0195156365526318 |
| -0.0389291366973755 |
| 0.0474285409841613 |
| -0.0441989425577411 |
| 0.054199409316311 |
| 0.0324069733449482 |
| -0.0521529126836504 |
| -0.0375382298874028 |
| 0.0111097776408197 |
| 0.0263124421366294 |
| -0.0181483417233995 |
| 0.0437251290683671 |
| -0.00582830898528911 |
