| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.644 | -0.1303 | -0.432 | -0.9091 | -0.2293 | -0.3482 | -0.2111 |
| (p-val) | (0.0035 ) | (0.526 ) | (0.02 ) | (0.0041 ) | (0.7606 ) | (0.2157 ) | (0.8274 ) |
| Estimates ( 2 ) | 0.6312 | -0.1394 | -0.4394 | -0.8668 | -0.3988 | -0.3686 | 0 |
| (p-val) | (0.0012 ) | (0.4355 ) | (0.0074 ) | (2e-04 ) | (0.0359 ) | (0.1519 ) | (NA ) |
| Estimates ( 3 ) | 0.5518 | 0 | -0.5284 | -1.1707 | -0.4369 | -0.4342 | 0 |
| (p-val) | (3e-04 ) | (NA ) | (0 ) | (1e-04 ) | (0.0147 ) | (0.0522 ) | (NA ) |
| Estimates ( 4 ) | 0.5089 | 0 | -0.5202 | -0.849 | -0.3174 | 0 | 0 |
| (p-val) | (2e-04 ) | (NA ) | (0 ) | (0 ) | (0.0404 ) | (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 |
| 0.0463196193107888 |
| -0.15358251958531 |
| -0.132672574011805 |
| 0.0733751822501188 |
| -0.0986095173588735 |
| 0.0222871926631828 |
| -0.0683903036932335 |
| -0.270830130199729 |
| -0.125689870302556 |
| 0.203925291891310 |
| -0.119694365897193 |
| 0.00777848598161063 |
| 0.0384676952629169 |
| -0.189581444007068 |
| 0.0799616437674576 |
| 0.098474443471797 |
| 0.102392981266314 |
| 0.133284452172544 |
| -0.512400118191692 |
| -0.225682252470094 |
| -0.22621678832383 |
| -0.120067591903012 |
| -0.0351778380564365 |
| 0.510534222196767 |
| -0.146853678045826 |
| -0.161088082223406 |
| 0.137343797505737 |
| 0.116624292159399 |
| -0.158052845340198 |
| -0.0194563621338594 |
| -0.00515535785615369 |
| 0.385276089236028 |
| 0.261387203225162 |
| 0.09434658051489 |
| -0.159215946083766 |
| 0.154143378905723 |
| 0.126983468245037 |
| 0.138434785875737 |
| 0.130013326777252 |
| -0.232884966953718 |
| 0.0223306100124779 |
| -0.145199620430617 |
| -0.112364624179795 |
| 0.0749971399552928 |
| -0.35247433263062 |
| 0.000352355830931578 |
| 0.100612329072860 |
