| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1483 | 0.2418 | 0.4254 | 0.1191 | 0.7005 | 0.2942 | -0.8997 |
| (p-val) | (0.623 ) | (0.0796 ) | (0.0064 ) | (0.7109 ) | (0.0152 ) | (0.2426 ) | (0.2722 ) |
| Estimates ( 2 ) | -0.0474 | 0.2374 | 0.4006 | 0 | 0.7061 | 0.2912 | -0.9291 |
| (p-val) | (0.7318 ) | (0.0835 ) | (0.0071 ) | (NA ) | (0.0086 ) | (0.2455 ) | (0.15 ) |
| Estimates ( 3 ) | 0 | 0.2326 | 0.3874 | 0 | 0.6935 | 0.2908 | -0.8335 |
| (p-val) | (NA ) | (0.0874 ) | (0.0071 ) | (NA ) | (0.0124 ) | (0.2451 ) | (0.0381 ) |
| Estimates ( 4 ) | 0 | 0.2349 | 0.3648 | 0 | 1.4442 | 0 | -1 |
| (p-val) | (NA ) | (0.0801 ) | (0.0069 ) | (NA ) | (0 ) | (NA ) | (0.0641 ) |
| Estimates ( 5 ) | 0 | 0 | 0.3623 | 0 | 0.9912 | 0 | -0.9117 |
| (p-val) | (NA ) | (NA ) | (0.0123 ) | (NA ) | (0 ) | (NA ) | (0 ) |
| 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 |
| 0.102099945804887 |
| 0.737601051471779 |
| 0.0106618293088252 |
| 0.52239377142817 |
| 1.07142787304473 |
| -0.914061367174038 |
| -0.428462409725616 |
| -0.0654398048209609 |
| 1.19700131954875 |
| -0.415035627082705 |
| 0.790229966140711 |
| -1.20057857422849 |
| 1.10379820587161 |
| -0.273135171804026 |
| -0.267822467388643 |
| 1.34265393731741 |
| -1.54293043754615 |
| -0.0119730328107786 |
| 0.222952413225187 |
| -0.345660667035868 |
| 0.264305650805457 |
| 1.72740775878021 |
| 1.58805033299532 |
| 0.377632331984582 |
| 0.0174696730264222 |
| -0.844095886303813 |
| 0.141125552395322 |
| 0.849526022031545 |
| 0.652168611346395 |
| -0.919947768004273 |
| 0.433795873152471 |
| -1.43446391109305 |
| -0.649941295444581 |
| 0.290571683853168 |
| -0.430213956986155 |
| 0.231554627911427 |
| 1.29492092986709 |
| -0.39281211697063 |
| -0.587917646775748 |
| -0.806911791305758 |
| -0.392543947667208 |
| -1.0340885974776 |
| -0.75641012970889 |
| -0.301789001672712 |
| -0.547361456817899 |
