| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5094 | 0.0103 | 0.18 | -0.965 | 7e-04 | -0.1322 | -0.8801 |
| (p-val) | (1e-04 ) | (0.9295 ) | (0.1115 ) | (0 ) | (0.9972 ) | (0.4037 ) | (0.0238 ) |
| Estimates ( 2 ) | 0.5093 | 0.0103 | 0.18 | -0.9649 | 0 | -0.1326 | -1.1377 |
| (p-val) | (1e-04 ) | (0.929 ) | (0.1056 ) | (0 ) | (NA ) | (0.2519 ) | (0 ) |
| Estimates ( 3 ) | 0.51 | 0 | 0.1818 | -0.9609 | 0 | -0.1309 | -1.1337 |
| (p-val) | (1e-04 ) | (NA ) | (0.0978 ) | (0 ) | (NA ) | (0.2517 ) | (0 ) |
| Estimates ( 4 ) | 0.5008 | 0 | 0.1724 | -0.9575 | 0 | 0 | -1 |
| (p-val) | (3e-04 ) | (NA ) | (0.1357 ) | (0 ) | (NA ) | (NA ) | (5e-04 ) |
| Estimates ( 5 ) | 0.3557 | 0 | 0 | -0.8066 | 0 | 0 | -1.0002 |
| (p-val) | (0.0545 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (1e-04 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.5426 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (1e-04 ) |
| 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 |
| -0.039946852380617 |
| -0.315589971496551 |
| 0.507298763254143 |
| 0.0720064483333946 |
| -0.407650602989497 |
| 0.0713007119894112 |
| 0.336849315807543 |
| -0.507860812579947 |
| -0.184703431697422 |
| -0.121153471414913 |
| 0.0185926077213306 |
| -0.795868608385904 |
| -0.040558087278299 |
| 0.068082317000558 |
| 0.108759035003136 |
| -0.371333537407691 |
| 0.514396804453193 |
| -0.0224458329283340 |
| 0.0982770764288666 |
| -0.218179116386384 |
| 0.156436618802062 |
| 0.211450546737832 |
| 0.0630516215595278 |
| -0.012993646844133 |
| 0.839649165157683 |
| 0.0197509806418582 |
| -0.0947390720842523 |
| 0.0372704048180682 |
| -0.14648981081098 |
| -0.183592460106211 |
| 0.0347447774295044 |
| -0.191824677702134 |
| 0.565175169726718 |
| -0.282494654524988 |
| -0.434192500889632 |
| -0.0334535175865650 |
| 0.243580444203757 |
| 0.232744418225944 |
| -0.376414052328499 |
| 0.375286015926180 |
| -0.152682933222058 |
| 0.190044084415882 |
| -0.0635585507938923 |
| -0.0226119250020036 |
| -0.300711526248445 |
| 0.0189152401443393 |
| 0.113929578338868 |
| 0.638257145462547 |
| -0.585912825124204 |
| -0.0837498027285901 |
| 0.136010798278153 |
| -0.384434183738537 |
| 0.297470772825319 |
| 0.359781729578417 |
| 0.0366084794924331 |
| 0.124858265616998 |
| -0.617662856820945 |
| -0.356232371036954 |
| -0.175799845809612 |
| -0.211233018620827 |
| -1.22580693026322 |
| 0.631504219721569 |
| 0.0602124983735749 |
| -0.182799421873237 |
| 0.0826971192847698 |
| -0.273613176861056 |
| -0.169744469848779 |
| -0.361609001742235 |
| -0.0840919813429837 |
| -0.440852036859888 |
| -0.165046539537896 |
| -0.729342958149854 |
| 0.0751972529404557 |
| 0.823352004721834 |
| 0.392930934619683 |
| -0.375620190348744 |
| -0.398788724977605 |
| 0.229611273096092 |
| -0.069217128844169 |
| 0.0826643206379988 |
| 0.225950834264436 |
| 0.082854401700889 |
| 0.820330189601049 |
| 0.717970659623447 |
| -0.121111028136425 |
| 0.499629897935428 |
| -0.269134171507314 |
| -0.0761976135967192 |
| -0.182752955024993 |
| 0.145700096581933 |
| -0.0629671038460616 |
| -0.519277286745729 |
| -0.654900699690967 |
| -0.0534034001529168 |
| 0.0647583407100598 |
| 0.0655517520413294 |
| -0.0290341377374226 |
| -0.123521241474743 |
| 0.253790804556206 |
| 0.408169731780436 |
| -0.152600661801058 |
| -0.191083852624269 |
| 0.195489606142875 |
| 0.120459511541391 |
| 0.42315073161399 |
| -0.0499415492339224 |
| -0.00299232927257127 |
| 0.0489761393281791 |
