| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4427 | -0.0819 | -0.4582 | -0.953 | -0.2005 | 0.3345 | 0.852 |
| (p-val) | (0.0013 ) | (0.5522 ) | (6e-04 ) | (0 ) | (0.8304 ) | (0.5666 ) | (0.4341 ) |
| Estimates ( 2 ) | 0.446 | -0.0811 | -0.4548 | -0.9557 | 0 | 0.2189 | 0.6434 |
| (p-val) | (0.0011 ) | (0.556 ) | (6e-04 ) | (0 ) | (NA ) | (0.224 ) | (0.0024 ) |
| Estimates ( 3 ) | 0.4092 | 0 | -0.4933 | -0.9613 | 0 | 0.213 | 0.6829 |
| (p-val) | (6e-04 ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.2394 ) | (0.0016 ) |
| Estimates ( 4 ) | 0.373 | 0 | -0.4811 | -0.9562 | 0 | 0 | 1.499 |
| (p-val) | (0.0012 ) | (NA ) | (0 ) | (0 ) | (NA ) | (NA ) | (0.0027 ) |
| 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 |
| -0.0105094411229491 |
| -0.292875316885611 |
| 0.0815353875974915 |
| 0.183636697347257 |
| -0.0694144915052029 |
| -0.134915955008600 |
| 0.072322508827671 |
| -0.116410692904101 |
| 0.114598739657068 |
| -0.309530201804394 |
| 0.31786799771638 |
| -0.107918912492362 |
| -0.069537565451419 |
| 0.395813842603827 |
| -0.0479969166674879 |
| 0.123745152551289 |
| 0.186128609701185 |
| 0.102992196021295 |
| 0.0068521767310685 |
| 0.181188234724193 |
| -0.332818506955053 |
| -0.249088412613647 |
| -0.355020181300507 |
| -0.171288284834226 |
| 0.0141064445454023 |
| -0.206369182500390 |
| -0.0687373460419016 |
| 0.0117988235258745 |
| 0.0721242483777001 |
| -0.0975747018728779 |
| -0.0993166191232005 |
| 0.179844850150904 |
| -0.0762944013195243 |
| -0.135152803298301 |
| 0.694532661420575 |
| -0.148815940426830 |
| -0.310375213707181 |
| 0.254022535625485 |
| -0.0148150655238473 |
| 0.222058173858014 |
| 0.076189167308921 |
| -0.0813475247355664 |
| -0.162387594894083 |
| -0.0878786964900622 |
| -0.0308955416469721 |
| 0.460925697732489 |
| 0.421622800212491 |
| -0.339855360030150 |
| -0.0549837921535103 |
| -0.236015173818032 |
| 0.138965252545501 |
| 0.170994068365176 |
| 0.263299904961978 |
| 0.153717128264007 |
| 0.27655221355965 |
| 0.157093686721356 |
| 0.140757248391873 |
| 0.0724250144948403 |
| -0.0744195360928353 |
