| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.193 | 0.2933 | 0.2787 | -0.9868 | 0.9326 | 0.0657 | -0.9627 |
| (p-val) | (0.2029 ) | (0.063 ) | (0.0526 ) | (0 ) | (0 ) | (0.6817 ) | (0 ) |
| Estimates ( 2 ) | 0.1928 | 0.2841 | 0.2719 | -0.9857 | 0.9939 | 0 | -0.9347 |
| (p-val) | (0.1874 ) | (0.057 ) | (0.0512 ) | (0 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.1697 | 0.2066 | -0.8484 | 0.9936 | 0 | -0.9364 |
| (p-val) | (NA ) | (0.3236 ) | (0.1852 ) | (0 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0.1583 | -0.7593 | 0.993 | 0 | -0.9337 |
| (p-val) | (NA ) | (NA ) | (0.2512 ) | (0 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.7166 | 1.2871 | 0 | -0.9992 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.0443 ) |
| 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 |
| 0.0485797820726168 |
| -1.07338678312536 |
| 4.30214928089116 |
| -0.980404782545339 |
| -0.707036010144516 |
| 4.48903002524665 |
| -3.53652177422024 |
| -2.46769198203634 |
| -3.04769700482988 |
| 2.47235406868504 |
| -2.53871358117443 |
| -1.10769023184688 |
| -0.191703457977545 |
| 3.10517097501388 |
| 2.60874166755532 |
| 3.76677563444285 |
| 3.77135651978246 |
| 1.14626883421094 |
| -3.02877831844282 |
| -0.462475261401775 |
| 0.212586351991883 |
| 0.733949016183975 |
| -0.57544459235317 |
| 2.62129571148498 |
| 6.81455833204113 |
| -1.40666886151588 |
| -0.347319995730485 |
| -6.99645865804774 |
| 0.979175478722076 |
| -3.33974266518116 |
| 0.250004336029796 |
| -2.64335196778931 |
| -0.60431264079422 |
| -0.66813281390054 |
| -3.02955123474369 |
| -1.20979637189270 |
| -1.19395789728996 |
| -0.249740240495412 |
| 0.566024517654784 |
| -0.142048913188311 |
| -2.34257831437621 |
| 2.56872215234424 |
| 1.45519338536671 |
| -1.35272691450663 |
| -4.46061865929441 |
| 2.30000375340449 |
| -0.643939426718059 |
| -1.36873238465175 |
| 1.76004271231791 |
| 1.85067274865014 |
| -2.70767190211777 |
| 4.9731772404739 |
| -4.05229272965907 |
| 1.85989219739076 |
| -0.653761915544683 |
| -0.338440806217789 |
| 2.15069369051687 |
| -2.83909963067143 |
| -3.10909281839127 |
| -1.25801801811026 |
| -4.65695974305416 |
| -2.91204872643520 |
| 1.55654646667922 |
| -0.0581979554566128 |
| -1.20037886637178 |
| 3.41359217870446 |
| 1.53320681006867 |
