| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4225 | 0.1349 | 0.0316 | -0.952 | 0.0423 | -0.0434 | -0.8249 |
| (p-val) | (4e-04 ) | (0.2502 ) | (0.7862 ) | (0 ) | (0.8418 ) | (0.7994 ) | (0.0078 ) |
| Estimates ( 2 ) | 0.4245 | 0.1314 | 0.0288 | -0.9502 | 0 | -0.065 | -1.2852 |
| (p-val) | (4e-04 ) | (0.2586 ) | (0.8045 ) | (0 ) | (NA ) | (0.6306 ) | (1e-04 ) |
| Estimates ( 3 ) | 0.4255 | 0.14 | 0 | -0.9476 | 0 | -0.066 | -1.2875 |
| (p-val) | (4e-04 ) | (0.2063 ) | (NA ) | (0 ) | (NA ) | (0.6244 ) | (1e-04 ) |
| Estimates ( 4 ) | 0.4242 | 0.1367 | 0 | -0.9433 | 0 | 0 | -1.2376 |
| (p-val) | (5e-04 ) | (0.2183 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0.4513 | 0 | 0 | -0.9105 | 0 | 0 | -1.2359 |
| (p-val) | (6e-04 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| 1.36919897528812 |
| -6.43098134229444 |
| 2.95660995833631 |
| 1.79915907330627 |
| -1.65226332949940 |
| -3.87851982638673 |
| -2.38314664808703 |
| 0.967538914019818 |
| 1.84955085815850 |
| -0.00537008401553314 |
| 1.36327732565294 |
| 3.4781762621443 |
| -1.14862458083871 |
| -1.00144882104128 |
| 1.95673079369687 |
| -0.771152781023383 |
| 0.34265549327844 |
| 2.60690484622967 |
| -1.33124943497770 |
| -1.06880407800214 |
| 1.43538640755254 |
| 4.02675706135276 |
| 0.99965330369959 |
| -3.63820352719418 |
| 5.51852255351351 |
| -5.49047745491522 |
| -3.05277821414796 |
| -1.76599927042549 |
| 2.69794090087595 |
| 2.83376551439996 |
| 4.59067103374000 |
| -0.0149147034711014 |
| 1.28866048710295 |
| -4.19936086229301 |
| -0.389761469327625 |
| 2.40915300726344 |
| 2.07295024520098 |
| 13.4409707800149 |
| -2.45390817293539 |
| -6.69797727890306 |
| -3.46650704806610 |
| -0.834473504469673 |
| 1.06950861977809 |
| 1.63547716356492 |
| -1.95291814380346 |
| -4.58353500788297 |
| -2.46499830064282 |
| -0.327344228109221 |
| 6.89252795828155 |
| -6.00427245778706 |
| -2.42622856115966 |
| -3.56253280607193 |
| 4.46501094638094 |
| 4.84288155454516 |
| 3.75666938539632 |
| 0.897221861453028 |
| -2.92336507055037 |
| -1.21112108882709 |
| 3.30217215227271 |
| 2.79332277464219 |
| -2.47012732130937 |
| -2.60933810589779 |
| 8.38410370006832 |
| 10.4583787414949 |
| -9.40799124301997 |
| 6.21211469417022 |
| 17.6634786044956 |
| -14.6233644508699 |
| 5.94555926851776 |
| -5.28738246415969 |
| -5.43509560653267 |
| -1.38234718756339 |
| -5.68832895433993 |
| 0.267527266254085 |
| -0.625146485728823 |
| -0.98723612692504 |
| -2.76998239554525 |
| -2.27663762610877 |
| -14.6301274442337 |
| -3.03984716999516 |
| 5.81746431439167 |
| 6.2238546302809 |
| -9.84019226351721 |
| 13.4312592404214 |
| -1.90639347804657 |
| -0.832432935901234 |
| 9.67122905572118 |
| -1.19421753147513 |
| 6.02208399368268 |
| -17.5129128127158 |
| -11.1199447411791 |
| -13.2331964109604 |
| -16.4945666086861 |
| 4.78250788480258 |
| 1.62769443971717 |
