| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1399 | -0.0336 | -0.2443 | -0.2364 | 0.818 | 0.1369 | -0.6861 |
| (p-val) | (0.6622 ) | (0.8465 ) | (0.0939 ) | (0.4615 ) | (2e-04 ) | (0.4696 ) | (0 ) |
| Estimates ( 2 ) | -0.1068 | 0 | -0.2348 | -0.2673 | 0.8299 | 0.125 | -0.6911 |
| (p-val) | (0.6876 ) | (NA ) | (0.0876 ) | (0.3323 ) | (1e-04 ) | (0.4866 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0 | -0.2289 | -0.3596 | 0.8386 | 0.1158 | -0.6746 |
| (p-val) | (NA ) | (NA ) | (0.1014 ) | (0.0062 ) | (1e-04 ) | (0.5198 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | -0.2121 | -0.366 | 0.9636 | 0 | -0.7297 |
| (p-val) | (NA ) | (NA ) | (0.1236 ) | (0.0053 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.3931 | 0.9531 | 0 | -0.7145 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0063 ) | (0 ) | (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 |
| 0.0259999705743844 |
| 1.66868423818959e-05 |
| 0.734898102862537 |
| 1.06310022783011 |
| -0.25094626640564 |
| 1.83210340064188 |
| -1.54345227430963 |
| 1.64785135164261 |
| -1.33292912243586 |
| 1.23419854909719 |
| 3.13475839623356 |
| -2.5425176509547 |
| 2.7395113714145 |
| 1.05948603009161 |
| 0.333758726773106 |
| -1.47918555897434 |
| 1.63714188952354 |
| 2.46469723927753 |
| -0.10036189832947 |
| -0.241354562378678 |
| -2.01841519438337 |
| 1.51011190492339 |
| 3.00664207761573 |
| 1.08329893520502 |
| 4.13540224226198 |
| -2.07132161718498 |
| 1.33206376118211 |
| 1.50977270002923 |
| 3.12632563246406 |
| 5.47902150766951 |
| -1.36190555112347 |
| 1.4761970557816 |
| -1.97309354920661 |
| 0.583159740637238 |
| 4.89419750482918 |
| 1.02482876132383 |
| 3.29450750574792 |
| -3.2269980645336 |
| 1.20889282057955 |
| 1.92704292696471 |
| 8.48603933208041 |
| -2.40908185718532 |
| -0.780318012282672 |
| -1.65891705700542 |
| 0.985247802560917 |
| -0.237896813924913 |
| -2.78032859454129 |
| 1.09976883641454 |
| 0.592643479431689 |
| 0.335139061659237 |
| 4.98232176855476 |
| -4.97240721119049 |
| 0.668825895827113 |
| 2.60343708232641 |
| -2.97118759730754 |
| -1.84643655124512 |
| 4.57075676592583 |
| 0.204387828370656 |
| 6.00552110767019 |
| 5.21748801801136 |
