| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5625 | -0.296 | -0.0485 | -0.9958 | -0.4527 | -0.3053 | -0.426 |
| (p-val) | (8e-04 ) | (0.1124 ) | (0.7988 ) | (0 ) | (0.0535 ) | (0.1151 ) | (0.0929 ) |
| Estimates ( 2 ) | -0.5454 | -0.2677 | 0 | -1.0037 | -0.4453 | -0.3086 | -0.4072 |
| (p-val) | (4e-04 ) | (0.0733 ) | (NA ) | (0 ) | (0.0607 ) | (0.1115 ) | (0.0982 ) |
| Estimates ( 3 ) | -0.5403 | -0.2618 | 0 | -1.0036 | -0.2098 | 0 | -0.6197 |
| (p-val) | (4e-04 ) | (0.0781 ) | (NA ) | (0 ) | (0.2266 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | -0.5449 | -0.2494 | 0 | -1.0033 | 0 | 0 | -1.4529 |
| (p-val) | (4e-04 ) | (0.0913 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | -0.4437 | 0 | 0 | -1.003 | 0 | 0 | -0.7146 |
| (p-val) | (0.0018 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| 2.77946908421901 |
| -14.4780028090038 |
| 29.2548055276571 |
| -1.20968994932190 |
| -5.68077293412518 |
| -19.8858790558797 |
| -38.4044173013031 |
| 28.8796915871406 |
| 6.093266805373 |
| 2.69106039817191 |
| 21.1790423834657 |
| -2.83447601149105 |
| -4.01258455853034 |
| -14.4445501395098 |
| 22.6869301680530 |
| -18.0227135642063 |
| -8.58931917514473 |
| -13.4471745399120 |
| -0.707784700585438 |
| 15.5853360243667 |
| 30.1840216931485 |
| 14.3375662012955 |
| 3.75173612170287 |
| 7.66278753752201 |
| 4.8243279667169 |
| -9.81757065585032 |
| -17.2471186636920 |
| -15.1771615850184 |
| 9.59076231000375 |
| -25.0397450325084 |
| -17.3632533532552 |
| 1.57132476964716 |
| 0.677438239796938 |
| -11.7367942458504 |
| 41.5616904940618 |
| -13.8356310555217 |
| -11.0274277409371 |
| -21.8427463334244 |
| -9.36662606671818 |
| 2.52700991454554 |
| 9.77076283865611 |
| -2.29105492749123 |
| -0.6839026641088 |
| 12.6458708052213 |
| 13.2010022871763 |
| -5.97587445557562 |
| 2.25136391727656 |
| -0.188278264156915 |
| -7.51573962195902 |
| -4.72964828871676 |
| 32.2285186998827 |
