| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7368 | 0.0929 | -0.241 | -0.6097 | -0.0898 | -0.1064 | -1 |
| (p-val) | (0.0681 ) | (0.586 ) | (0.0885 ) | (0.1253 ) | (0.6021 ) | (0.553 ) | (0.0068 ) |
| Estimates ( 2 ) | 0.7205 | 0.0869 | -0.227 | -0.6063 | 0 | -0.0659 | -1.0001 |
| (p-val) | (0.0981 ) | (0.6068 ) | (0.097 ) | (0.1619 ) | (NA ) | (0.6936 ) | (4e-04 ) |
| Estimates ( 3 ) | 0.7017 | 0.0883 | -0.2295 | -0.5871 | 0 | 0 | -0.9999 |
| (p-val) | (0.0965 ) | (0.595 ) | (0.0902 ) | (0.1613 ) | (NA ) | (NA ) | (2e-04 ) |
| Estimates ( 4 ) | 0.8054 | 0 | -0.1932 | -0.6558 | 0 | 0 | -1.0001 |
| (p-val) | (0.0058 ) | (NA ) | (0.0801 ) | (0.029 ) | (NA ) | (NA ) | (3e-04 ) |
| Estimates ( 5 ) | 0.4061 | 0 | 0 | -0.266 | 0 | 0 | -1 |
| (p-val) | (0.3344 ) | (NA ) | (NA ) | (0.5354 ) | (NA ) | (NA ) | (7e-04 ) |
| Estimates ( 6 ) | 0.1324 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (0.3053 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0011 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0027 ) |
| 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 |
| 0.00407753267209325 |
| -0.0311526206230183 |
| -0.380223632819692 |
| 0.112434773564916 |
| -0.199679922011197 |
| 0.000555828895523582 |
| -0.0828987437607006 |
| 0.192943220500555 |
| 0.15946207518055 |
| 0.011356749561103 |
| -0.214941140122231 |
| -0.00190099719433433 |
| -0.101407625110282 |
| 0.130074250356824 |
| 0.219333084036803 |
| 0.0267741163160624 |
| -0.118247935490471 |
| -0.0760418801540165 |
| 0.100971639344179 |
| -0.222770152008894 |
| 0.0080259209937053 |
| -0.0613085633886106 |
| 0.0566792966112159 |
| -0.175556349852849 |
| -0.234301557686098 |
| 0.281603637049686 |
| -0.158305790774561 |
| -0.138654572784485 |
| 0.11615006785119 |
| -0.287179426273972 |
| 0.0992609508199806 |
| -0.406659161127451 |
| -0.0210789361541988 |
| -0.209216523958383 |
| -0.0371716097308702 |
| 0.0134355491522535 |
| 0.293142453708112 |
| 0.112102767159553 |
| 0.0787552483542998 |
| -0.148594667798568 |
| 0.00674731226866103 |
| 0.00613629041608818 |
| -0.120568808458238 |
| -0.0108445379724858 |
| -0.26934803513364 |
| 0.045992642258764 |
| 0.13120710904594 |
| 0.272838581137321 |
| 0.0346703083694427 |
| -0.280281586318496 |
| -0.00551359157726616 |
| -0.105184086852596 |
| -0.0509744151294793 |
| -0.164746694627298 |
| 0.0682031889132431 |
| 0.0202406799451142 |
| 0.319455040750137 |
| 0.211139267401185 |
| 0.0745491996723639 |
| 0.0965032978420278 |
| 0.147860849990354 |
