| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2036 | 0.1967 | 0.5002 | -0.6607 | 0.3391 | -0.1038 | -0.9987 |
| (p-val) | (0.479 ) | (0.44 ) | (0.004 ) | (0.0317 ) | (0.1686 ) | (0.7014 ) | (0.3995 ) |
| Estimates ( 2 ) | -0.2094 | 0.2055 | 0.5098 | -0.6652 | 0.3734 | 0 | -0.9998 |
| (p-val) | (0.4561 ) | (0.4116 ) | (0.0027 ) | (0.0279 ) | (0.1103 ) | (NA ) | (0.1184 ) |
| Estimates ( 3 ) | 0 | 0.3286 | 0.5498 | -0.8601 | 0.357 | 0 | -1 |
| (p-val) | (NA ) | (0.0239 ) | (0 ) | (0 ) | (0.1245 ) | (NA ) | (0.0375 ) |
| Estimates ( 4 ) | 0 | 0.3111 | 0.5474 | -1.1814 | 0 | 0 | -0.5162 |
| (p-val) | (NA ) | (0.0178 ) | (0 ) | (0 ) | (NA ) | (NA ) | (0.0303 ) |
| 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 |
| -0.349242268285610 |
| 0.11027426748984 |
| -2.34752486411181 |
| 5.09628053370953 |
| 1.85563785415585 |
| 3.69011100681502 |
| 0.46634783720415 |
| 6.47871426572713 |
| -7.02389414565932 |
| 3.80084857522944 |
| -4.92940036144129 |
| 0.436561224269213 |
| -1.95820754755913 |
| -0.477935198261188 |
| 4.66016775520466 |
| 1.37178129283112 |
| -4.52992294782715 |
| 0.699061321968248 |
| 2.00468137569828 |
| 2.67986347683239 |
| -2.95665770949137 |
| -2.85569000952169 |
| -2.47425032453792 |
| 4.14303837826056 |
| 1.83032648832614 |
| -6.24142597325935 |
| 2.57376191558468 |
| 0.402554418253003 |
| -3.9454995625078 |
| 2.33736179595422 |
| 8.25616435679275 |
| -7.40255842637698 |
| 3.89619096903509 |
| -2.20210042116329 |
| -1.87767278084506 |
| -0.593088358177191 |
| -2.64933611480669 |
| 1.40640742226970 |
| -4.58278685023742 |
| -10.2365330736258 |
| -5.33152470229259 |
| -6.31849572897255 |
| -1.29290487611747 |
| 4.5488507670861 |
| -0.847117547346824 |
| -1.42007445847495 |
| 0.620881967350237 |
| 8.51824729731157 |
