| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5758 | -0.1084 | -0.3498 | -0.0872 | 1.1588 | -0.1656 | -0.9365 |
| (p-val) | (0.0158 ) | (0.5748 ) | (0.015 ) | (0.7047 ) | (6e-04 ) | (0.4858 ) | (0.1475 ) |
| Estimates ( 2 ) | 0.5028 | -0.0646 | -0.3693 | 0 | 1.1493 | -0.1569 | -0.9321 |
| (p-val) | (1e-04 ) | (0.6505 ) | (0.0038 ) | (NA ) | (6e-04 ) | (0.5034 ) | (0.1274 ) |
| Estimates ( 3 ) | 0.4715 | 0 | -0.4017 | 0 | 1.1678 | -0.1796 | -0.9188 |
| (p-val) | (0 ) | (NA ) | (2e-04 ) | (NA ) | (0 ) | (0.3823 ) | (0 ) |
| Estimates ( 4 ) | 0.4725 | 0 | -0.4082 | 0 | 0.8331 | 0 | -0.5706 |
| (p-val) | (0 ) | (NA ) | (1e-04 ) | (NA ) | (0.0059 ) | (NA ) | (0.21 ) |
| Estimates ( 5 ) | 0.4739 | 0 | -0.4133 | 0 | 0.3812 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (1e-04 ) | (NA ) | (0.0064 ) | (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 |
| 0.00629999407328685 |
| -0.0729072978670071 |
| -0.0451822814968051 |
| 0.193854563152997 |
| 0.0625272296129872 |
| -0.0268490333346866 |
| -0.0562884795288028 |
| -0.159098833110147 |
| 0.156427906251724 |
| -0.320582685445411 |
| 0.198014408929572 |
| -0.07779640492411 |
| -0.0805831007318082 |
| 0.0802593094974548 |
| 0.0203437238316823 |
| 0.217736932734254 |
| 0.132098667872496 |
| 0.0716566390075119 |
| 0.149843672190177 |
| 0.133447476107477 |
| -0.183970245929771 |
| -0.142224780083659 |
| -0.384250470889395 |
| -0.203332230300098 |
| 0.082486963973063 |
| -0.118384059779004 |
| 0.00401962897224811 |
| -0.123728750502086 |
| 0.133765555488152 |
| -0.0211984420156265 |
| -0.0815720699710162 |
| 0.139079721101880 |
| -0.102446955507496 |
| -0.250198886011113 |
| 0.332215609174937 |
| -0.194785386233629 |
| -0.242278187726032 |
| 0.153325453751837 |
| -0.0698254714414913 |
| 0.144221609810539 |
| 0.0723699335711175 |
| -0.142632057162591 |
| -0.173865009147683 |
| 0.0354206398932301 |
| -0.0798068673837018 |
| 0.257960455612016 |
| 0.417058373974175 |
| -0.234654596517308 |
| -0.172310978054689 |
| -0.139472367370100 |
| 0.164137918337946 |
| 0.224493195404178 |
| 0.315864922150953 |
| 0.0180236787975693 |
| 0.32293586462344 |
| -0.0484002459880182 |
| 0.100375042174573 |
| 0.303593875621812 |
| -0.0368088365687724 |
