| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1902 | 0.108 | 0.4894 | -0.6261 | 0.0671 | -0.2793 | -1 |
| (p-val) | (0.5059 ) | (0.6572 ) | (0.0034 ) | (0.0388 ) | (0.6579 ) | (0.0819 ) | (5e-04 ) |
| Estimates ( 2 ) | -0.1789 | 0.1053 | 0.5037 | -0.6346 | 0 | -0.296 | -0.9998 |
| (p-val) | (0.5204 ) | (0.6586 ) | (0.002 ) | (0.0327 ) | (NA ) | (0.0534 ) | (0.0041 ) |
| Estimates ( 3 ) | -0.2912 | 0 | 0.4451 | -0.5145 | 0 | -0.2971 | -1 |
| (p-val) | (0.0388 ) | (NA ) | (1e-04 ) | (4e-04 ) | (NA ) | (0.0519 ) | (0.0057 ) |
| Estimates ( 4 ) | -0.325 | 0 | 0.4335 | -0.5139 | 0 | 0 | -1.0001 |
| (p-val) | (0.0156 ) | (NA ) | (1e-04 ) | (2e-04 ) | (NA ) | (NA ) | (1e-04 ) |
| 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 |
| -0.357487876856165 |
| 1.03213322243711 |
| 4.69825491312001 |
| 0.474482569950477 |
| -2.62579843861073 |
| 1.65688504751995 |
| -0.254966692995566 |
| 3.19914260597389 |
| -0.539355714404328 |
| -2.91247481025789 |
| -0.339403100442276 |
| 2.45177061301795 |
| -1.71128871238477 |
| -4.1065766358034 |
| -5.30195185290025 |
| 2.32936026002719 |
| 2.44309617725562 |
| 6.22114147701846 |
| -5.95778641803127 |
| -0.160348177380264 |
| 0.154044602743691 |
| -0.857210205336665 |
| 4.33657892258829 |
| 2.63195760000889 |
| 2.30463277484981 |
| -1.43427032431387 |
| 5.09383487829321 |
| -5.61906233899656 |
| 4.99928693817776 |
| -1.38048337807612 |
| -1.34407614361804 |
| -1.71801644720189 |
| -0.0431838313728479 |
| 3.79444564624234 |
| 1.73516060338679 |
| -1.964361621547 |
| 0.471717645931308 |
| -0.716355767477998 |
| 1.70195590809979 |
| -3.97017217819589 |
| 0.700753376028875 |
| 0.61044654955841 |
| 0.696412596531601 |
| 0.730219893737894 |
| -6.1045219371015 |
| 3.65945261733721 |
| 1.79296060841843 |
| -2.71630722407563 |
| 2.8757768775632 |
| 6.25180067953198 |
| -6.2419699091405 |
| 0.877172525362433 |
| -0.770109318159862 |
| -0.224805258776711 |
| -2.18287831117144 |
| -3.30662042655882 |
| -0.195635680452197 |
| -2.59851771707927 |
| -8.5384204472266 |
| -6.70158583391307 |
| -5.55391206156227 |
| 1.00609675163605 |
| 1.30702972711866 |
| -2.40828385514109 |
| -2.45793464433710 |
| -0.487718111121879 |
| 6.88814125508179 |
| 1.92128327552705 |
| -2.46203300431787 |
