| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2593 | -0.1193 | 0.1924 | -0.0407 | -0.4992 | -0.2572 | -0.5549 |
| (p-val) | (0.6268 ) | (0.4903 ) | (0.1774 ) | (0.9399 ) | (0.1361 ) | (0.3175 ) | (0.2085 ) |
| Estimates ( 2 ) | 0.2204 | -0.1111 | 0.1888 | 0 | -0.4956 | -0.2568 | -0.5615 |
| (p-val) | (0.1003 ) | (0.4096 ) | (0.1647 ) | (NA ) | (0.1348 ) | (0.3176 ) | (0.199 ) |
| Estimates ( 3 ) | 0.1996 | 0 | 0.1686 | 0 | -0.4591 | -0.2331 | -0.6007 |
| (p-val) | (0.1271 ) | (NA ) | (0.2128 ) | (NA ) | (0.1787 ) | (0.3836 ) | (0.2066 ) |
| Estimates ( 4 ) | 0.1994 | 0 | 0.1748 | 0 | -0.2658 | 0 | -1.0001 |
| (p-val) | (0.1164 ) | (NA ) | (0.193 ) | (NA ) | (0.1008 ) | (NA ) | (0.1917 ) |
| Estimates ( 5 ) | 0.1928 | 0 | 0 | 0 | -0.2781 | 0 | -1.0013 |
| (p-val) | (0.1352 ) | (NA ) | (NA ) | (NA ) | (0.0904 ) | (NA ) | (0.1394 ) |
| Estimates ( 6 ) | 0.1461 | 0 | 0 | 0 | -0.6224 | 0 | 0 |
| (p-val) | (0.2637 ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | -0.6366 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| 0.00139999883234530 |
| -0.154853946205015 |
| -0.133666919865533 |
| 0.570730561904452 |
| 0.467834216424491 |
| -0.393096056392133 |
| 0.123997959584350 |
| -0.0897002403020991 |
| -0.145106188774748 |
| 0.727219948665105 |
| -0.416259479337895 |
| -0.269399550568173 |
| 0.110144224740825 |
| 0.16743256432121 |
| 0.349872931663255 |
| -0.0191423574298892 |
| 0.330494622722537 |
| 0.101982442617903 |
| 0.0401835789714027 |
| 0.128663050753863 |
| -0.0446118483193971 |
| -0.236222598455854 |
| -0.113948566228068 |
| 0.272784414446396 |
| 0.0255758687474428 |
| 0.177640886911225 |
| -0.316055175423989 |
| 0.193205974151524 |
| 0.115694660892617 |
| -0.0711450940834988 |
| -0.0925468301559014 |
| 0.0390966283026413 |
| -0.341332811150555 |
| -0.648617321626082 |
| 0.464199801142564 |
| 0.358306674318094 |
| -0.460070161258523 |
| 0.158430840895702 |
| -0.388074464460074 |
| 0.303532777398949 |
| -0.411881042748962 |
| -0.131879806412285 |
| -0.0349669884185999 |
| -0.153151968832439 |
| -0.0252776357265871 |
| 0.682665622301111 |
| 0.788056675740509 |
| 0.132713016851122 |
| 0.112714253187797 |
| 0.140183578971334 |
| 0.776299799569155 |
| -0.416861681791404 |
| 0.732600835474987 |
| 0.599385348795343 |
| -0.00225397156747764 |
| -0.576852169263284 |
| 0.306619959405262 |
| -0.23483701832290 |
| -1.13477473681237 |
| -0.205435149786912 |
