| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6427 | -0.274 | -0.3452 | -0.994 | 0.1018 | -0.4314 | -0.9538 |
| (p-val) | (0 ) | (0.064 ) | (0.0062 ) | (0 ) | (0.5094 ) | (0.0107 ) | (0.0016 ) |
| Estimates ( 2 ) | 0.6413 | -0.271 | -0.343 | -1.0059 | 0 | -0.4436 | -1.0789 |
| (p-val) | (0 ) | (0.0673 ) | (0.006 ) | (0 ) | (NA ) | (0.0068 ) | (0.015 ) |
| Estimates ( 3 ) | 0.4845 | 0 | -0.5081 | -1.0072 | 0 | -0.4772 | -1.072 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.0027 ) | (0.0114 ) |
| 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 |
| 0.0240886087252070 |
| -0.122120241713183 |
| -0.139798510241542 |
| 0.317954847176401 |
| -0.0467821844278985 |
| 0.181194174647438 |
| -0.0436425997038122 |
| -0.0347346597039032 |
| -0.162983899150763 |
| 0.0272606671787285 |
| 0.0500457281227344 |
| -0.212917255086521 |
| 0.034094719030717 |
| 0.117843441674719 |
| 0.101853801608441 |
| 0.0993368768202152 |
| -0.180963687948229 |
| -0.0844254052202338 |
| -0.00684935020835807 |
| -0.0539730184005447 |
| -0.00143514144913413 |
| 0.0461863682226082 |
| -0.0362631658977486 |
| 0.126376441857390 |
| 0.0140755896507162 |
| 0.0494760864501790 |
| 0.0361484077081449 |
| -0.0202224486087764 |
| -0.101598745043367 |
| -0.209129822767451 |
| 0.0738440938764818 |
| -0.0346300549103362 |
| -0.155288201496210 |
| -0.0393638276210602 |
| -0.0174014515960666 |
| -0.0160461806711786 |
| 0.114544434911774 |
| 0.0964892803792827 |
| 0.286282757903359 |
| -0.151031215347036 |
| -0.186731891279334 |
| 0.0388521803025796 |
| -0.115080419727261 |
| -0.226631381719464 |
| 0.201658443616068 |
| -0.05863391541506 |
| 0.0140306633924940 |
| 0.0517545203926153 |
| 0.0376483010817856 |
| 0.117939624538714 |
| -0.0392154731240636 |
| 0.00684650013771865 |
| 0.479671946298484 |
| 0.0091403208113178 |
| -0.0111482161053811 |
| -0.0316928102962065 |
| -0.00659909638923888 |
| 0.0628666882565723 |
| 0.0526557731006415 |
