| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0268 | 0.7248 | 0.2095 | 1 | -0.7082 | -0.4023 | 0.14 |
| (p-val) | (0.8605 ) | (0 ) | (0.1708 ) | (0 ) | (0.3145 ) | (0.211 ) | (0.8651 ) |
| Estimates ( 2 ) | 0.0358 | 0.7232 | 0.2055 | 1 | -0.5914 | -0.354 | 0 |
| (p-val) | (0.8024 ) | (0 ) | (0.1726 ) | (0 ) | (0.003 ) | (0.0698 ) | (NA ) |
| Estimates ( 3 ) | 0 | 0.7308 | 0.2335 | 1 | -0.5948 | -0.357 | 0 |
| (p-val) | (NA ) | (0 ) | (0.0214 ) | (0 ) | (0.0027 ) | (0.0668 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.7153 | 0.2065 | 1 | -0.3992 | 0 | 0 |
| (p-val) | (NA ) | (0 ) | (0.0494 ) | (0 ) | (0.0138 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.00464973808687367 |
| -0.015766504998903 |
| 0.0772360954287184 |
| 0.0982022759637309 |
| -0.0329692190715151 |
| -0.0506006042236113 |
| -0.0757957096887636 |
| 0.113602706874845 |
| 0.148113165575529 |
| 0.11283782970597 |
| -0.0734448051927948 |
| 0.0309083994462973 |
| 0.0415428693562429 |
| 0.0990602005738147 |
| 0.0837931058956103 |
| -0.0067032171280419 |
| -0.125827020074751 |
| 0.0186219857908631 |
| -0.00636317046817537 |
| 0.154908906664468 |
| 0.0614461027761167 |
| -0.0534101137161245 |
| 0.0821269601547382 |
| 0.0138257304471803 |
| 0.0530011136686116 |
| 0.0225633696682789 |
| -0.0790410323606212 |
| 0.00955457733070171 |
| 0.0195756926187227 |
| 0.0297518431766851 |
| -0.0715088389418379 |
| -0.00776263120637199 |
| 0.147123602676945 |
| 0.0343408123002774 |
| -0.0380715582820428 |
| 0.010715691207195 |
| -0.0689013435291349 |
| -0.0974355272093552 |
| -0.112062089990222 |
| 0.0496777575083287 |
| 0.0362679585784115 |
| -0.173851595563217 |
| 0.0648912091258341 |
| -0.0345220837131864 |
| 0.0744086670288252 |
| -0.0686910177983837 |
| 0.0912384392627708 |
| -0.0295753032675454 |
| -0.0303037088788914 |
| 0.0955045626049881 |
