| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3025 | 0.1857 | 0.2008 | -0.2565 | 0.4056 | -0.0956 | -0.9969 |
| (p-val) | (0.4286 ) | (0.2349 ) | (0.2865 ) | (0.496 ) | (0.14 ) | (0.7407 ) | (0.4037 ) |
| Estimates ( 2 ) | 0.3069 | 0.1752 | 0.2188 | -0.2593 | 0.4613 | 0 | -0.9994 |
| (p-val) | (0.3941 ) | (0.2491 ) | (0.2132 ) | (0.4655 ) | (0.0396 ) | (NA ) | (0.1596 ) |
| Estimates ( 3 ) | 0.0726 | 0.2078 | 0.2683 | 0 | 0.4584 | 0 | -0.9994 |
| (p-val) | (0.603 ) | (0.1306 ) | (0.0568 ) | (NA ) | (0.0386 ) | (NA ) | (0.1199 ) |
| Estimates ( 4 ) | 0 | 0.2192 | 0.2862 | 0 | 0.4689 | 0 | -0.9995 |
| (p-val) | (NA ) | (0.1073 ) | (0.0364 ) | (NA ) | (0.0365 ) | (NA ) | (0.1091 ) |
| Estimates ( 5 ) | 0 | 0.2012 | 0.3406 | 0 | -0.244 | 0 | 0 |
| (p-val) | (NA ) | (0.1308 ) | (0.0126 ) | (NA ) | (0.1027 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.3858 | 0 | -0.2608 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0054 ) | (NA ) | (0.0892 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3349 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0137 ) | (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 |
| -2.09761162225989 |
| 0.00282057263980412 |
| 0.898788077052369 |
| 0.00330875428780444 |
| -0.967016827473023 |
| -5.1893691339962 |
| 4.82547549667662 |
| 5.20052317364925 |
| -0.0410345133861638 |
| -6.69352422444596 |
| -3.79488072977592 |
| -4.02468415129051 |
| -13.6610840276778 |
| -4.25090562424886 |
| -8.91306183213647 |
| 13.743151803302 |
| -7.331701741372 |
| -4.16045566836819 |
| -1.78271464406665 |
| -9.12333650865216 |
| -9.31782722688706 |
| 7.19322408562806 |
| 8.37683065269736 |
| -13.4728408196337 |
| 9.85865475628136 |
| 2.3541929219411 |
| 17.1934934112336 |
| -3.8631232995999 |
| -0.772827799801579 |
| -3.73419461980576 |
| 2.5809985043831 |
| -9.9025695593122 |
| 17.8035452542104 |
| -4.81064790011428 |
| 0.766297936825575 |
| -4.32761323345189 |
| 8.8422618238452 |
| 15.4446041063657 |
| 12.3993505828185 |
| 5.87158987017255 |
| 9.26371857702389 |
| 13.3555841666577 |
| 1.4105690566647 |
| 0.732327884256976 |
| 1.330037625473 |
| -2.40956820431532 |
| 0.474110997787994 |
| -1.44478649692813 |
