| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3858 | 0.0635 | 0.4181 | -0.9988 | 0.0501 | -0.2724 | -0.3063 |
| (p-val) | (0.0364 ) | (0.7175 ) | (0.0069 ) | (0 ) | (0.9286 ) | (0.2159 ) | (0.6424 ) |
| Estimates ( 2 ) | -0.3853 | 0.0619 | 0.4143 | -1.0029 | 0 | -0.2759 | -0.3036 |
| (p-val) | (0.0284 ) | (0.7207 ) | (0.0061 ) | (0 ) | (NA ) | (0.2097 ) | (0.124 ) |
| Estimates ( 3 ) | -0.4203 | 0 | 0.3827 | -1.0028 | 0 | -0.2624 | -0.3029 |
| (p-val) | (0.0044 ) | (NA ) | (0.0015 ) | (0 ) | (NA ) | (0.2335 ) | (0.1272 ) |
| Estimates ( 4 ) | -0.4976 | 0 | 0.3818 | -1.002 | 0 | 0 | -0.3142 |
| (p-val) | (0 ) | (NA ) | (8e-04 ) | (0 ) | (NA ) | (NA ) | (0.1312 ) |
| Estimates ( 5 ) | -0.5055 | 0 | 0.4066 | -1.0013 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (4e-04 ) | (0 ) | (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 |
| 0.013551563514513 |
| 0.00483420208919869 |
| 0.0119085673435881 |
| 0.0173956227848446 |
| 0.0387548691496136 |
| 0.0480146055883291 |
| -0.0396808282536836 |
| -0.0433014987021938 |
| 0.0616782888314626 |
| 0.0527870139835268 |
| -0.0711023891430693 |
| 0.045015252583241 |
| 0.0390187988673293 |
| 0.0325679990938308 |
| -0.0502886405187471 |
| 0.0299237996135665 |
| -0.107660220295603 |
| 0.123625814049688 |
| 0.00181661362400566 |
| 0.0254268769750315 |
| -0.0451687834472691 |
| -0.0140477175431504 |
| 0.0538752132266602 |
| -0.000302331779310395 |
| -0.0823511694588717 |
| 0.0531288586071715 |
| 0.0418716772073502 |
| -0.00343530123106395 |
| -0.0247195883502835 |
| 0.0267761164352873 |
| 0.0183199986326199 |
| 0.0599117473081627 |
| 0.0202881524029796 |
| -0.0995648234262534 |
| 0.0475022304921615 |
| -0.0180362808417979 |
| -0.0343352411478951 |
| 0.0520787981279601 |
| 0.105661771775402 |
| -0.112811040191664 |
| 0.11110092621583 |
| -0.0365352423539747 |
| 0.0493051469576555 |
| -0.0358617576524229 |
| -0.0441386026729691 |
| 0.00554089872601624 |
| -0.0589879802078119 |
| -0.181903480792588 |
| -0.0624374865158449 |
| -0.0736875152547556 |
| 0.0293417986118121 |
| 0.0254794509264469 |
| 0.0116027080152431 |
| -0.0282718322377417 |
| 0.0301848539921686 |
| 0.0798128118542341 |
| 0.215814183142521 |
