| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9161 | -0.5139 | -0.1859 | -0.1878 | 0.3316 | 0.1049 | -0.9986 |
| (p-val) | (0.0054 ) | (0.1186 ) | (0.433 ) | (0.5327 ) | (0.2002 ) | (0.7016 ) | (0.1187 ) |
| Estimates ( 2 ) | 0.925 | -0.5122 | -0.1917 | -0.1926 | 0.2965 | 0 | -1.0165 |
| (p-val) | (0.0048 ) | (0.1233 ) | (0.4201 ) | (0.5235 ) | (0.2238 ) | (NA ) | (0.4132 ) |
| Estimates ( 3 ) | 0.7538 | -0.3528 | -0.2958 | 0 | 0.2908 | 0 | -0.9749 |
| (p-val) | (0 ) | (0.0424 ) | (0.0376 ) | (NA ) | (0.2709 ) | (NA ) | (0.5851 ) |
| Estimates ( 4 ) | 0.7523 | -0.3712 | -0.2771 | 0 | -0.397 | 0 | 0 |
| (p-val) | (0 ) | (0.0342 ) | (0.0532 ) | (NA ) | (0.015 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.919 | -0.6295 | 0 | 0 | -0.4405 | 0 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (NA ) | (0.0034 ) | (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 |
| -0.0148545895318753 |
| -0.0841937082121913 |
| -0.105503292626881 |
| 0.00763811860155036 |
| -0.0373242141775407 |
| 0.0154760303899782 |
| -0.0702527475419678 |
| 0.00954231741337676 |
| -0.00721461612928056 |
| 0.0719597657527712 |
| -0.0584613879591098 |
| 0.0250293329153239 |
| 0.00828927733261543 |
| -0.0426568913722398 |
| -0.0350619964917122 |
| 0.0292068570133217 |
| -0.0535340328408064 |
| -0.0566037210105052 |
| -0.00696451435793423 |
| -0.0767739452785005 |
| 0.0937728519946576 |
| -0.0759605393015286 |
| 0.0806671094103306 |
| 0.118634607629307 |
| -0.110265222414138 |
| 0.0210759074188845 |
| -0.0094153501046473 |
| -0.0848909762971151 |
| -0.103656987819464 |
| 0.0399475478479703 |
| -0.0846589143739323 |
| 0.0626562612501846 |
| 0.0216030340261586 |
| -0.0739437826582323 |
| -0.0678501945470469 |
| -0.0766785877807949 |
| 0.0291865053573836 |
| 0.223960240002452 |
| 0.130995399306340 |
| -0.0548003573076343 |
| 0.0652714042098799 |
| 0.066675966849246 |
| -0.0466635257920914 |
| 0.202953050206296 |
| 0.0649939855272591 |
| -0.00865217077158586 |
| 0.118391279299910 |
| -0.0268975290372393 |
| 0.103129767103364 |
| -0.00110381998304199 |
| -0.178284736417827 |
| 0.0699812131498367 |
