| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 1.0045 | -0.6055 | -0.128 | -0.442 | 0.3809 | -0.3827 | -0.9991 |
| (p-val) | (0.0015 ) | (0.0463 ) | (0.5898 ) | (0.1303 ) | (0.0932 ) | (0.0844 ) | (0.0158 ) |
| Estimates ( 2 ) | 1.1501 | -0.7587 | 0 | -0.5513 | 0.3937 | -0.3651 | -1.0004 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0.0025 ) | (0.0804 ) | (0.0929 ) | (0.0154 ) |
| Estimates ( 3 ) | 1.1109 | -0.7645 | 0 | -0.4337 | 0.4592 | 0 | -1.0002 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0.0177 ) | (0.0455 ) | (NA ) | (8e-04 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -0.0103940203530031 |
| 0.0160830701444531 |
| 0.0281757262645649 |
| 0.0370627916827079 |
| 0.00844939693710539 |
| -0.030105538252929 |
| -0.0252686971089373 |
| 0.00261160973244180 |
| -0.0126194600317772 |
| 0.00401606147903293 |
| -0.00368310903550716 |
| -0.0239309603588543 |
| 0.0266243857441323 |
| 0.00354885575921289 |
| 0.0160580785553255 |
| 0.0269436032948092 |
| -0.0298890846266955 |
| 0.00211110189032998 |
| -0.0576655467427147 |
| 0.0117205490830661 |
| -0.0144022608567259 |
| -0.0165208612699749 |
| -0.0292705411886161 |
| -0.0255214658646626 |
| -0.00569211734826584 |
| 0.00703291439983004 |
| 1.35014417127633e-05 |
| 0.0446604839095464 |
| -0.039258940031189 |
| -0.0258137193268192 |
| 0.0141138208259367 |
| -0.0351138024120098 |
| -0.0453406483098374 |
| 0.0336153581938882 |
| -0.0277364527422301 |
| -0.00345503102455672 |
| -0.00582937208557977 |
| -0.0123152595541501 |
| 0.00451738758440821 |
| -0.0385449543647028 |
| -0.000729713624017747 |
| 0.0954194659445397 |
| 0.00239012338387047 |
| 0.0175446315681543 |
| 0.0147031055519685 |
| -0.00922269476738989 |
| 0.0216398595119377 |
| 0.0104659311268387 |
