| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.409 | 0.0259 | -0.4735 | 0.067 | 0.0719 | -0.4703 | -0.3869 |
| (p-val) | (0.0775 ) | (0.89 ) | (0.0012 ) | (0.7846 ) | (0.8502 ) | (0.0239 ) | (0.4749 ) |
| Estimates ( 2 ) | 0.4313 | 0 | -0.4611 | 0.0487 | 0.075 | -0.4647 | -0.3931 |
| (p-val) | (0.0109 ) | (NA ) | (1e-04 ) | (0.8133 ) | (0.8449 ) | (0.0237 ) | (0.4699 ) |
| Estimates ( 3 ) | 0.4255 | 0 | -0.4642 | 0.0538 | 0 | -0.4768 | -0.3021 |
| (p-val) | (0.0104 ) | (NA ) | (0 ) | (0.7917 ) | (NA ) | (0.0098 ) | (0.2126 ) |
| Estimates ( 4 ) | 0.4561 | 0 | -0.4611 | 0 | 0 | -0.493 | -0.2808 |
| (p-val) | (1e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0038 ) | (0.2152 ) |
| Estimates ( 5 ) | 0.4536 | 0 | -0.4505 | 0 | 0 | -0.5183 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (1e-04 ) | (NA ) | (NA ) | (0.0012 ) | (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 |
| -0.0287229158980048 |
| -2.29307064393883e-05 |
| 0.355179223106349 |
| -0.0708334427171958 |
| 0.0063528962793592 |
| 0.156317103216863 |
| 0.166111806208000 |
| 0.00397577307702267 |
| 0.253293810582375 |
| -0.334925534523186 |
| -0.0590083560422444 |
| -0.490464117910519 |
| -0.0511367644702197 |
| 0.0378717873044892 |
| -0.187316898981870 |
| -0.0920068562920466 |
| -0.13475928099588 |
| 0.0106927470185430 |
| -0.0507132883175389 |
| -0.106533930296433 |
| 0.18291664586433 |
| -0.0907506507284541 |
| 0.0178169540335241 |
| 0.425801210399516 |
| -0.0537753954524951 |
| -0.279335774760814 |
| 0.268215409575459 |
| -0.0472736282963684 |
| 0.123070258334628 |
| 0.0613734677839977 |
| -0.00209738872212034 |
| -0.176836800379653 |
| -0.0223316177770471 |
| -0.0826681095933203 |
| 0.62411371589482 |
| 0.109650692562107 |
| -0.260985023036946 |
| -0.0238688251454808 |
| -0.302333544899549 |
| 0.156789699048774 |
| 0.0614136255980981 |
| 0.244205935473222 |
| 0.179593762814318 |
| 0.246490870902375 |
| 0.168188611240483 |
| 0.189915460565993 |
| 0.280829450084804 |
| -0.108936494623841 |
| 0.164434067256741 |
