| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7225 | -0.3828 | -0.314 | -0.2233 | 0.0414 | 0.0612 | 0.4325 |
| (p-val) | (0.002 ) | (0.0661 ) | (0.0633 ) | (0.3175 ) | (0.9565 ) | (0.8643 ) | (0.5631 ) |
| Estimates ( 2 ) | 0.7218 | -0.3826 | -0.3147 | -0.2228 | 0 | 0.0789 | 0.4724 |
| (p-val) | (0.002 ) | (0.0656 ) | (0.0619 ) | (0.3172 ) | (NA ) | (0.6209 ) | (9e-04 ) |
| Estimates ( 3 ) | 0.7138 | -0.3778 | -0.3185 | -0.2239 | 0 | 0 | 0.4617 |
| (p-val) | (0.0021 ) | (0.0657 ) | (0.0567 ) | (0.3156 ) | (NA ) | (NA ) | (9e-04 ) |
| Estimates ( 4 ) | 0.5378 | -0.2518 | -0.4049 | 0 | 0 | 0 | 0.4383 |
| (p-val) | (0 ) | (0.0525 ) | (8e-04 ) | (NA ) | (NA ) | (NA ) | (9e-04 ) |
| Estimates ( 5 ) | 0.3885 | 0 | -0.5586 | 0 | 0 | 0 | 0.4935 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (2e-04 ) |
| 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 |
| 0.00759998917221711 |
| -6.14408522855851e-06 |
| -0.269927688528824 |
| -0.414582521596912 |
| 0.00380903952380877 |
| -0.02462554840956 |
| 0.268298236232823 |
| -0.0636290967746952 |
| 0.00637563223245076 |
| 0.178953011528545 |
| -0.0317231477575694 |
| 0.0815541566690456 |
| -0.00253461847562353 |
| -0.0181982243227003 |
| -0.0458782098139597 |
| -0.0206512774961337 |
| 0.264893303032073 |
| -0.228243829611698 |
| 0.0831820294712542 |
| -0.05904782758849 |
| -0.119235833459164 |
| 0.0279768050802742 |
| -0.0183169445694942 |
| 0.152539211624696 |
| 0.0275325004058593 |
| 0.108563171429198 |
| 0.0406060535347315 |
| 0.139106895417404 |
| -0.232700741869428 |
| -0.0937735275003376 |
| -0.224511973176551 |
| -0.169319262120057 |
| -0.0377315705304555 |
| -0.183086534523011 |
| 0.0272419976954401 |
| 0.0802765558121888 |
| 0.00580477021002066 |
| -0.0104144464590521 |
| -0.0113351376384637 |
| 0.0335064343444658 |
| -0.223377744481008 |
| -0.238045605502082 |
| 0.237600208606709 |
| -0.34796817509229 |
| -0.237738382958841 |
| 0.337071367695802 |
| -0.250678301169936 |
| 0.134204918811616 |
| 0.170808726626714 |
| -0.152592711234585 |
| -0.109903443939365 |
| 0.00245072269029772 |
| -0.210594012113005 |
| 0.293765528550652 |
| 0.231804356371076 |
| -0.141334870685039 |
| -0.0175585178652524 |
| -0.118185230759716 |
| 0.189871650998598 |
| 0.172763238820439 |
| 0.122890881057617 |
| 0.104391628229678 |
| 0.199824864714801 |
| 0.0173946859751238 |
| 0.0751231913342609 |
| -0.0429454392764429 |
| 0.00138737742676851 |
| -0.0208780768737510 |
| -0.124327586815965 |
