| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3858 | 0.0635 | 0.4181 | -0.9988 | 0.0501 | -0.2724 | -0.3063 |
| (p-val) | (0.0364 ) | (0.7175 ) | (0.0069 ) | (0 ) | (0.9286 ) | (0.2159 ) | (0.6424 ) |
| Estimates ( 2 ) | -0.3853 | 0.0619 | 0.4143 | -1.0029 | 0 | -0.2759 | -0.3036 |
| (p-val) | (0.0284 ) | (0.7207 ) | (0.0061 ) | (0 ) | (NA ) | (0.2097 ) | (0.124 ) |
| Estimates ( 3 ) | -0.4203 | 0 | 0.3827 | -1.0028 | 0 | -0.2624 | -0.3029 |
| (p-val) | (0.0044 ) | (NA ) | (0.0015 ) | (0 ) | (NA ) | (0.2335 ) | (0.1272 ) |
| Estimates ( 4 ) | -0.4976 | 0 | 0.3818 | -1.002 | 0 | 0 | -0.3142 |
| (p-val) | (0 ) | (NA ) | (8e-04 ) | (0 ) | (NA ) | (NA ) | (0.1312 ) |
| Estimates ( 5 ) | -0.5055 | 0 | 0.4066 | -1.0013 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (4e-04 ) | (0 ) | (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 |
| 0.0135515635113916 |
| 0.00483420167907173 |
| 0.0119085661786282 |
| 0.0173956229932545 |
| 0.0387548678901017 |
| 0.0480146044043014 |
| -0.0396808255678444 |
| -0.0433015001524102 |
| 0.0616782848038606 |
| 0.0527870166041505 |
| -0.0711023864803007 |
| 0.0450152453657495 |
| 0.039018800768037 |
| 0.0325680005694573 |
| -0.0502886431023086 |
| 0.0299237989292955 |
| -0.107660215649435 |
| 0.123625807254105 |
| 0.00181661672904638 |
| 0.0254268791127917 |
| -0.0451687890153665 |
| -0.0140477127633995 |
| 0.0538752084471953 |
| -0.000302329801636831 |
| -0.0823511646848246 |
| 0.0531288506394724 |
| 0.0418716804307517 |
| -0.00343529792406159 |
| -0.0247195948433807 |
| 0.0267761191754734 |
| 0.0183199985536017 |
| 0.0599117437807408 |
| 0.0202881530713369 |
| -0.0995648208044523 |
| 0.0475022233226791 |
| -0.0180362762847176 |
| -0.0343352386886519 |
| 0.0520787903891816 |
| 0.105661774607668 |
| -0.112811034260734 |
| 0.111100912213394 |
| -0.0365352354939853 |
| 0.0493051472291685 |
| -0.0358617645798828 |
| -0.0441385942173182 |
| 0.00554089127906446 |
| -0.0589879758520008 |
| -0.181903471363099 |
| -0.0624374926190253 |
| -0.0736875045831895 |
| 0.0293418041709912 |
| 0.0254794482138073 |
| 0.0116027168251206 |
| -0.0282718333715972 |
| 0.0301848531916983 |
| 0.0798128130572683 |
| 0.215814175101819 |
