| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2818 | 0.2236 | 0.1237 | -0.5028 | -0.7332 | -0.6965 | 0.002 |
| (p-val) | (0.5655 ) | (0.1978 ) | (0.4911 ) | (0.2939 ) | (0.0089 ) | (2e-04 ) | (0.9968 ) |
| Estimates ( 2 ) | 0.2825 | 0.2237 | 0.1236 | -0.5034 | -0.7323 | -0.6961 | 0 |
| (p-val) | (0.5517 ) | (0.1976 ) | (0.4906 ) | (0.2817 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 3 ) | 0 | 0.1792 | 0.1595 | -0.2254 | -0.7215 | -0.6935 | 0 |
| (p-val) | (NA ) | (0.2558 ) | (0.2879 ) | (0.1408 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.1802 | 0 | -0.2171 | -0.7207 | -0.7243 | 0 |
| (p-val) | (NA ) | (0.2771 ) | (NA ) | (0.1506 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.178 | -0.7705 | -0.7498 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.1778 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.767 | -0.7054 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (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 |
| -0.00581382250367116 |
| -0.449848031865539 |
| -0.398892461635874 |
| -0.132252557387883 |
| -0.200078411499183 |
| 0.0480251223951241 |
| -0.295854189839954 |
| -0.33254127838186 |
| 0.153317444060522 |
| -0.678746462780769 |
| -0.201744541754352 |
| -0.24981524821073 |
| -0.113608284042343 |
| -0.153430789855867 |
| -1.03132341656963 |
| -1.41818393426003 |
| -0.339068544269586 |
| -0.66239684327059 |
| -1.17200824639756 |
| -0.176130408241402 |
| -0.540287217065006 |
| -1.12747307817994 |
| -1.25412337819531 |
| 1.34826866906567 |
| 0.0579228550127423 |
| 0.950919991454378 |
| -0.721763274899866 |
| 1.04041571113027 |
| 0.133966045275669 |
| 0.581708353123177 |
| -0.488768799978306 |
| -0.559149252754347 |
| -0.496516346683497 |
| 0.485235849958575 |
| 0.0866901741358648 |
| 0.0789945473610231 |
| 2.01963438687074 |
| -2.13600109573551 |
| -0.456035750859216 |
| 0.572832603586011 |
| -0.0605000126182826 |
| 0.444300971868536 |
| -0.118228489972956 |
| 0.319954467501991 |
| -0.073454409780819 |
| 0.294461970974148 |
| -0.645343570639871 |
| -0.0794973385557727 |
