| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.674 | 0.2135 | -0.1858 | -0.9454 | -0.3498 | -0.1681 | 0.3252 |
| (p-val) | (0 ) | (0.1737 ) | (0.1756 ) | (0 ) | (0.7463 ) | (0.3362 ) | (0.768 ) |
| Estimates ( 2 ) | 0.6679 | 0.2172 | -0.1846 | -0.9456 | -0.0334 | -0.1588 | 0 |
| (p-val) | (0 ) | (0.1644 ) | (0.1774 ) | (0 ) | (0.8217 ) | (0.3693 ) | (NA ) |
| Estimates ( 3 ) | 0.6717 | 0.2234 | -0.1875 | -1.0503 | 0 | -0.1591 | 0 |
| (p-val) | (0 ) | (0.1465 ) | (0.1697 ) | (0 ) | (NA ) | (0.3689 ) | (NA ) |
| Estimates ( 4 ) | 0.6727 | 0.2331 | -0.1791 | -0.9598 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.1303 ) | (0.1963 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.3081 | 0.0556 | 0 | 0.1038 | 0 | 0 | 0 |
| (p-val) | (0.7839 ) | (0.846 ) | (NA ) | (0.9263 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.2053 | 0.0776 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.1158 ) | (0.5462 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | -0.223 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0814 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -0.00286886798023998 |
| 0.0545881345142277 |
| -0.0305104861473615 |
| 0.00840983758596162 |
| 0.0240144865918608 |
| -0.0205394593423773 |
| -0.00757567582202867 |
| 0.0185539459342379 |
| -0.018762486375258 |
| 0.0398703782437324 |
| -0.0499637835203473 |
| 0.0326183780271294 |
| 0.181259243512534 |
| -0.101862377377321 |
| -0.0582237846033622 |
| 0.141978270112208 |
| -0.0299919991335882 |
| -0.173050703071514 |
| 0.136538701771896 |
| 0.0333606496555596 |
| 0.0368848648355935 |
| -0.0725249727505166 |
| 0.145934810336627 |
| -0.150423566607490 |
| 0.0802939448512241 |
| -0.0817907019884996 |
| -0.0813099465840463 |
| 0.102287459125775 |
| 0.0336481087813327 |
| -0.15621578373695 |
| 0.159761728804777 |
| -0.0155097285881749 |
| -0.136158594939990 |
| -0.0294323250443833 |
| -0.0704460540657621 |
| 0.153388107698319 |
| -0.186308431443085 |
| 0.236041944634622 |
| -0.07321426859599 |
| 0.0264452964952824 |
| -0.154287459125773 |
| 0.0897544855088474 |
| 0.00232443317590647 |
| 0.181201297145091 |
| -0.0342939448512247 |
| -0.150950054498971 |
| -0.456885622406074 |
| -0.312232543040254 |
| -0.0423968661352117 |
| -0.00866183780271257 |
| 0.116769729671189 |
| 0.386540216912858 |
| 0.0552897318372156 |
| 0.154424324177971 |
| 0.0116843252609852 |
| -0.261352648789148 |
| 0.271905079582424 |
| 0.100375893817901 |
| -0.0139782701122088 |
| -0.00446054065762314 |
