| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4251 | 0.1077 | 0.2543 | 0.3003 | -0.6044 | -0.3742 | -0.0179 |
| (p-val) | (0.3148 ) | (0.4618 ) | (0.0452 ) | (0.4889 ) | (0.2711 ) | (0.1921 ) | (0.9767 ) |
| Estimates ( 2 ) | -0.423 | 0.1074 | 0.255 | 0.2977 | -0.6199 | -0.381 | 0 |
| (p-val) | (0.3131 ) | (0.4602 ) | (0.0405 ) | (0.4872 ) | (0 ) | (0.0178 ) | (NA ) |
| Estimates ( 3 ) | -0.1438 | 0.1412 | 0.2213 | 0 | -0.6076 | -0.3715 | 0 |
| (p-val) | (0.2694 ) | (0.2686 ) | (0.0786 ) | (NA ) | (0 ) | (0.0211 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.1491 | 0.2037 | 0 | -0.6149 | -0.4182 | 0 |
| (p-val) | (NA ) | (0.2494 ) | (0.1072 ) | (NA ) | (0 ) | (0.0062 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.1849 | 0 | -0.6266 | -0.4552 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1445 ) | (NA ) | (0 ) | (0.0017 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.6291 | -0.4525 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0018 ) | (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 |
| 0.931604072615309 |
| -1.35595362228352 |
| 17.0144881618304 |
| 0.24325952613346 |
| 0.208091722467692 |
| 5.55252974747677 |
| 5.25179486432416 |
| 70.8810525116702 |
| -55.3373250932427 |
| 1.49566635438904 |
| 16.6194480161713 |
| 16.5348368386514 |
| -41.7505816419413 |
| -6.40167972951037 |
| -26.3271879128683 |
| 22.9847721482614 |
| 34.2620959315445 |
| -73.7993105003124 |
| 50.3023685712011 |
| -60.2474790804512 |
| 66.1032119376183 |
| 46.7747314520883 |
| 41.0114980201433 |
| 31.7487680483353 |
| 48.5598296773566 |
| 28.4622949248977 |
| 2.01138477845142 |
| -20.4800531281495 |
| -12.3749355971056 |
| -45.8211644225247 |
| -24.7873795850688 |
| -32.1353325703644 |
| 24.105245006241 |
| 22.4854591294209 |
| 6.78783699818387 |
| -14.7628215138891 |
| -5.38447620208669 |
| -27.983834997092 |
| 34.8959838622472 |
| 23.2283403408492 |
| -68.2873386930735 |
| 26.5724559600277 |
| -16.5637259368208 |
| -27.9618157098084 |
| 58.4235424079648 |
| 17.3938866569047 |
| 9.81619981713911 |
| -4.30231652433951 |
| 4.1908227666725 |
| 18.546374320134 |
| -24.8762061950862 |
| -34.7426463577744 |
| -15.1945502759412 |
| -10.9095372878533 |
| -16.863241745745 |
| -12.0957612637696 |
| 21.6914847771557 |
| -11.9461939848506 |
| -4.85226906355751 |
| -22.8998242194568 |
| -14.9220354182024 |
