| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4219 | -0.0255 | -0.4915 | -0.8954 | 0.0085 | -0.4658 | -0.3561 |
| (p-val) | (0.0061 ) | (0.8758 ) | (7e-04 ) | (0 ) | (0.9831 ) | (0.0301 ) | (0.536 ) |
| Estimates ( 2 ) | 0.4135 | -0.0276 | -0.4979 | -1.1383 | 0 | -0.4642 | -0.3592 |
| (p-val) | (0.0068 ) | (0.8645 ) | (5e-04 ) | (0 ) | (NA ) | (0.0172 ) | (0.2201 ) |
| Estimates ( 3 ) | 0.4024 | 0 | -0.5096 | -1.1353 | 0 | -0.4766 | -0.345 |
| (p-val) | (0.0033 ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.0074 ) | (0.2173 ) |
| Estimates ( 4 ) | 0.4556 | 0 | -0.4669 | -0.9438 | 0 | -0.5106 | 0 |
| (p-val) | (4e-04 ) | (NA ) | (1e-04 ) | (0 ) | (NA ) | (0.0021 ) | (NA ) |
| 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 |
| 0.0268364801934054 |
| 0.268974804631799 |
| -0.142698040626084 |
| -0.0649895177038167 |
| 0.0877955643403605 |
| 0.0567131851744123 |
| -0.0893170785872131 |
| 0.134075000403698 |
| -0.378633585964905 |
| -0.108898850310898 |
| -0.453629669499431 |
| -0.0442437022248864 |
| 0.062510077595423 |
| -0.143468461277700 |
| -0.0305889206088328 |
| -0.0552847126011986 |
| 0.0794528506838844 |
| 0.0184331732234474 |
| -0.0446538010417529 |
| 0.223981726197178 |
| -0.0523367016098643 |
| 0.0513722371200867 |
| 0.40231333199086 |
| -0.0423978557696024 |
| -0.236840065892825 |
| 0.252370158220452 |
| -0.0482718775183034 |
| 0.0825611235099097 |
| 0.0442032386877798 |
| -0.0237518571796082 |
| -0.162166669783396 |
| -0.0101834507930462 |
| -0.071262984201312 |
| 0.54342252788313 |
| 0.08597878503618 |
| -0.277484540867257 |
| -0.034642853199093 |
| -0.267410035974983 |
| 0.116966817660426 |
| 0.0330382584768762 |
| 0.183471417812309 |
| 0.143484341422960 |
| 0.184688541573045 |
| 0.11662330405596 |
| 0.099488776130697 |
| 0.194725033551557 |
| -0.20923056188151 |
