| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2287 | 0.4565 | -0.2069 | 0.0905 | 0.0796 | 0.1578 | -0.9999 |
| (p-val) | (0.6302 ) | (0.012 ) | (0.3946 ) | (0.8458 ) | (0.7442 ) | (0.5885 ) | (0.0206 ) |
| Estimates ( 2 ) | 0.3145 | 0.4352 | -0.2405 | 0 | 0.0768 | 0.1536 | -0.9999 |
| (p-val) | (0.059 ) | (0.0034 ) | (0.1202 ) | (NA ) | (0.7526 ) | (0.597 ) | (0.0204 ) |
| Estimates ( 3 ) | 0.3244 | 0.4261 | -0.2484 | 0 | 0 | 0.1011 | -1.0015 |
| (p-val) | (0.0467 ) | (0.0035 ) | (0.1027 ) | (NA ) | (NA ) | (0.6613 ) | (0.175 ) |
| Estimates ( 4 ) | 0.2919 | 0.4241 | -0.2449 | 0 | 0 | 0 | -0.9992 |
| (p-val) | (0.0455 ) | (0.0033 ) | (0.1051 ) | (NA ) | (NA ) | (NA ) | (0.1006 ) |
| Estimates ( 5 ) | 0.2023 | 0.3965 | 0 | 0 | 0 | 0 | -0.8783 |
| (p-val) | (0.1612 ) | (0.0095 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2903 ) |
| Estimates ( 6 ) | 0.0206 | 0.403 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.88 ) | (0.0046 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0.403 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0046 ) | (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 |
| -0.0121490091904510 |
| 0.365891316032581 |
| -0.0125920815088984 |
| 0.138793918747508 |
| 0.0938226886177353 |
| 0.0770363352211676 |
| -0.244419727915986 |
| 0.123515166901389 |
| 0.0764848331138759 |
| -0.080603040660344 |
| -0.099999999999115 |
| -0.0979408962218659 |
| 0.342360624121869 |
| 0.134124208988675 |
| 0.177036335217416 |
| -0.0464788316786574 |
| -0.320904560994479 |
| -0.295881792435087 |
| 0.286780352010355 |
| 0.116786353429568 |
| 0.119396959337017 |
| -0.00411820756491466 |
| 0.319396959337009 |
| 0.191763584870175 |
| -0.265324288890883 |
| -0.378543936880532 |
| -0.0535211683211383 |
| -0.177036335223063 |
| -0.153521168321136 |
| 0.125022768559393 |
| -0.319396959337013 |
| 0.208236415129825 |
| -0.042912126238944 |
| 0.0235151669019276 |
| -0.221456063119468 |
| -0.234124208984124 |
| 0.0250227685593902 |
| 0.182662144445444 |
| -0.0617575834509632 |
| -0.0382424165490356 |
| 0.140301520331493 |
| -0.102059103782459 |
| 0.161757583450965 |
| -0.363816687233421 |
| -0.0723666255331583 |
| -0.138793918674028 |
| 0.00617731134736843 |
| -0.0790954390055215 |
| -0.195881792435085 |
