| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7258 | -0.2012 | 0.2346 | -0.4646 | -0.6777 | -0.1096 | 0.6418 |
| (p-val) | (0.0092 ) | (0.2438 ) | (0.0674 ) | (0.0799 ) | (0.8588 ) | (0.4565 ) | (0.8693 ) |
| Estimates ( 2 ) | 0.7281 | -0.2079 | 0.2382 | -0.4677 | -0.0473 | -0.0971 | 0 |
| (p-val) | (0.008 ) | (0.2009 ) | (0.0537 ) | (0.0751 ) | (0.7026 ) | (0.5183 ) | (NA ) |
| Estimates ( 3 ) | 0.7228 | -0.1966 | 0.2319 | -0.4706 | 0 | -0.0937 | 0 |
| (p-val) | (0.0085 ) | (0.2168 ) | (0.0588 ) | (0.073 ) | (NA ) | (0.5335 ) | (NA ) |
| Estimates ( 4 ) | 0.7133 | -0.1768 | 0.2219 | -0.4601 | 0 | 0 | 0 |
| (p-val) | (0.0115 ) | (0.2588 ) | (0.0705 ) | (0.0892 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.508 | 0 | 0.1723 | -0.3035 | 0 | 0 | 0 |
| (p-val) | (0.1281 ) | (NA ) | (0.1577 ) | (0.468 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.2721 | 0 | 0.1954 | 0 | 0 | 0 | 0 |
| (p-val) | (0.017 ) | (NA ) | (0.0822 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.293 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.012 ) | (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 |
| 2.35043865362449 |
| 83.9067920080634 |
| -57.291570133702 |
| 66.8343403091727 |
| -100.221034950264 |
| 70.9419697197154 |
| -31.9040676712402 |
| 64.319691181307 |
| 125.063187660152 |
| 72.183195610327 |
| 52.5423118832855 |
| 18.1158042520847 |
| 19.0580385450658 |
| 64.2145967212682 |
| -15.3289933079641 |
| -5.69127407174119 |
| -80.9036595893167 |
| 46.8370793138006 |
| 52.0120348251362 |
| 89.2931505474512 |
| -13.1741320854408 |
| 0.328624399912314 |
| 45.0328235145957 |
| 107.614329747315 |
| 133.856629968518 |
| 85.5720252491396 |
| 39.7243857903431 |
| -84.772502424356 |
| -116.874476900266 |
| -225.734581102273 |
| 198.721957115458 |
| 143.333055797209 |
| 109.234747667935 |
| 113.383716586325 |
| -15.994252925585 |
| 53.407976536304 |
| 95.3095433353383 |
| 5.12480056672666 |
| -179.450534509664 |
| 244.028626558138 |
| 30.4574266704603 |
| -75.8597777763407 |
| -83.7774426336009 |
| -365.035628307856 |
| 206.787424123018 |
| 124.610527002811 |
| -297.399796080304 |
| 82.954525650789 |
| -302.428791199373 |
| 15.0512243999592 |
| -15.2164964542117 |
| 249.080719523457 |
| -82.2859166248145 |
| -272.196853687977 |
| -426.832814955751 |
| 153.863586570623 |
| -30.64461155248 |
| -649.291230262359 |
| 21.8579399030782 |
| -85.1717044610305 |
| 233.224652608642 |
| -70.17735854755 |
| -85.5996244552894 |
| 224.398332416039 |
| 153.135767707838 |
| -45.9305421568201 |
| 9.35189049747828 |
| 174.707668037409 |
| 93.6704780576079 |
| 21.0626567331042 |
| -108.763128633362 |
