| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1763 | -0.1507 | 0.1016 | 0.0679 | -0.2757 | -0.1177 | -0.5977 |
| (p-val) | (0.8676 ) | (0.5891 ) | (0.6411 ) | (0.9489 ) | (0.5369 ) | (0.7123 ) | (0.2791 ) |
| Estimates ( 2 ) | 0.2434 | -0.1662 | 0.1116 | 0 | -0.2785 | -0.1172 | -0.5925 |
| (p-val) | (0.0644 ) | (0.2252 ) | (0.4326 ) | (NA ) | (0.5325 ) | (0.7147 ) | (0.2759 ) |
| Estimates ( 3 ) | 0.2449 | -0.159 | 0.1128 | 0 | -0.1464 | 0 | -0.7663 |
| (p-val) | (0.0625 ) | (0.2393 ) | (0.4254 ) | (NA ) | (0.5522 ) | (NA ) | (0.0694 ) |
| Estimates ( 4 ) | 0.2444 | -0.1636 | 0.1179 | 0 | 0 | 0 | -1.0001 |
| (p-val) | (0.0628 ) | (0.225 ) | (0.3985 ) | (NA ) | (NA ) | (NA ) | (0.0989 ) |
| Estimates ( 5 ) | 0.2318 | -0.1358 | 0 | 0 | 0 | 0 | -0.9995 |
| (p-val) | (0.0768 ) | (0.3002 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0336 ) |
| Estimates ( 6 ) | 0.2052 | 0 | 0 | 0 | 0 | 0 | -0.9981 |
| (p-val) | (0.1117 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0613 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0455 ) |
| 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 |
| 0.00126095070734873 |
| -0.0959081261048882 |
| -0.021989693145506 |
| 0.236982922723213 |
| 0.115861121656888 |
| -0.112818696012718 |
| 0.0510413930082711 |
| -0.0418759487907769 |
| -0.0484814383016582 |
| 0.199854975480651 |
| -0.105824550409896 |
| -0.0521538401738761 |
| 0.00099056949152992 |
| 0.0270640523541473 |
| 0.0923546602548812 |
| 0.0376084037750971 |
| 0.0191730771158828 |
| 0.0375252832432994 |
| 0.0747138268934394 |
| -0.0441759553711749 |
| -0.0150267522285182 |
| -0.055342366993606 |
| -0.000768764028417645 |
| 0.0439617354301991 |
| -0.0788894800628596 |
| -0.0370705785331221 |
| -0.131043124678947 |
| 0.156454188570946 |
| 0.0649977113489878 |
| -0.0850918804679267 |
| -0.0160867927108353 |
| -0.00275991147050099 |
| -0.161976111099280 |
| -0.0124433789877659 |
| 0.104816400635877 |
| 0.061437324115802 |
| -0.0604712057294592 |
| 0.00695982372236306 |
| -0.0925163598021355 |
| 0.104414089125116 |
| -0.128468690132844 |
| -0.0247045540404276 |
| 0.0177838998874878 |
| -0.108931440392857 |
| 0.0478018975294495 |
| 0.198820823175042 |
| 0.227128981461494 |
| 0.0462108831236178 |
| 0.0368520060120275 |
| 0.0305850918707669 |
| 0.0866925537368265 |
| -0.00294454887927567 |
| 0.130211662941009 |
| 0.0487402093769913 |
| 0.0117049395054702 |
| -0.193175255504714 |
| 0.0732766940112865 |
| 0.00957162389742094 |
| -0.149758956976546 |
| -0.0244216288030468 |
