| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.663 | -0.2619 | -0.3609 | -0.9159 | 0.0389 | -0.2561 | -0.5027 |
| (p-val) | (0 ) | (0.107 ) | (0.0059 ) | (0 ) | (0.9244 ) | (0.2533 ) | (0.3075 ) |
| Estimates ( 2 ) | 0.6662 | -0.2667 | -0.3578 | -0.9199 | 0 | -0.27 | -0.4592 |
| (p-val) | (0 ) | (0.0897 ) | (0.006 ) | (0 ) | (NA ) | (0.1409 ) | (0.0146 ) |
| Estimates ( 3 ) | 0.6918 | -0.3335 | -0.3245 | -0.9098 | 0 | 0 | -2.4437 |
| (p-val) | (0 ) | (0.0294 ) | (0.0135 ) | (0 ) | (NA ) | (NA ) | (0.0419 ) |
| 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 |
| 0.00415461463151299 |
| 0.0598479208281161 |
| 0.231837182072185 |
| -0.0643759675950533 |
| 0.285725134884296 |
| 0.30925843784523 |
| 0.283738708939707 |
| 0.0773057439023999 |
| -0.180526820136143 |
| -0.119596350066064 |
| 0.0684383972699569 |
| -0.0412412472142293 |
| 0.0490317177843978 |
| 0.0361680669273923 |
| -0.0817092238144313 |
| 0.188891087449907 |
| 0.075412352630827 |
| 0.118588573621350 |
| 0.225627503517667 |
| -0.223282499920157 |
| -0.000638805401697781 |
| -0.364778494941755 |
| 0.112291966503304 |
| -0.0417185806221226 |
| -0.116792691367414 |
| -0.0847583421796806 |
| -0.0424221283981986 |
| 0.0444538759404461 |
| 0.153976898478930 |
| 0.0961531602834788 |
| 0.365986514707546 |
| -0.287627889939851 |
| -0.107580928720535 |
| 0.119727126366258 |
| -0.167918147401660 |
| -0.261277395256366 |
| 0.331081520428657 |
| -0.0861541673893157 |
| 0.0274790315485176 |
| 0.0447423799247966 |
| -0.00181605757560772 |
| 0.101095957692457 |
| -0.173524417814782 |
| 0.0676117730912544 |
| 0.691777271542287 |
| 0.0512254855826213 |
| -0.0359068153412068 |
| 0.0433931175946564 |
| -0.0289576317383038 |
| 0.117244256498483 |
| 0.0606352544042368 |
| 0.317974535214823 |
| -0.103088910150431 |
| 0.160817073167572 |
| 0.181144370235367 |
| -0.0282901507833467 |
| 0.112867820789995 |
| -0.257615828226542 |
| 0.0889842053344156 |
| -0.0472639751089367 |
