| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5449 | -0.2024 | -0.4834 | -0.1846 | -0.9966 | -0.0269 | 0.8291 |
| (p-val) | (0.1216 ) | (0.4496 ) | (0.0284 ) | (0.6879 ) | (0.1685 ) | (0.9507 ) | (0.4374 ) |
| Estimates ( 2 ) | 0.5575 | -0.2087 | -0.4779 | -0.2034 | -0.9628 | 0 | 0.805 |
| (p-val) | (0.0663 ) | (0.404 ) | (0.0215 ) | (0.5934 ) | (0.0014 ) | (NA ) | (0.3047 ) |
| Estimates ( 3 ) | 0.4189 | -0.1142 | -0.548 | 0 | -0.9196 | 0 | 0.7059 |
| (p-val) | (8e-04 ) | (0.435 ) | (0 ) | (NA ) | (0.0185 ) | (NA ) | (0.3605 ) |
| Estimates ( 4 ) | 0.3586 | 0 | -0.6169 | 0 | -0.9863 | 0 | 0.8855 |
| (p-val) | (2e-04 ) | (NA ) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0024 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -0.0183739970026363 |
| -3.02511854866289e-05 |
| -0.067349058718674 |
| -0.249019382723429 |
| -0.0303097333463976 |
| 0.174545644187689 |
| 0.164020384433629 |
| -0.356023721554753 |
| -0.0114263763526233 |
| -0.156977283991771 |
| 0.212331172128180 |
| -0.165875119849461 |
| -0.103465776909274 |
| 0.0858050458396771 |
| -0.113672321456285 |
| 0.1111776724724 |
| -0.115214765329621 |
| 0.149843633498261 |
| 0.059049912087933 |
| -0.176255893693055 |
| -0.124426615557271 |
| -0.155192281169040 |
| 0.041125503472089 |
| -0.0746429211961097 |
| -0.0411810730518402 |
| -0.0774030914106333 |
| -0.257568544119262 |
| -0.334646091386596 |
| 0.237200320574166 |
| -0.0545015469067215 |
| 0.189953403325982 |
| 0.205252918931073 |
| -0.0253332096974541 |
| -0.169475358565910 |
| -0.0945585157939592 |
| 0.094580542282832 |
| -0.375571495737582 |
| -0.10232535805781 |
| 0.21376438275488 |
| 0.100389376264818 |
| 0.218770199862714 |
| -0.207587408156179 |
| -0.150833227821206 |
| -0.0649927542394474 |
| -0.0937797056511834 |
| -0.0693865080786097 |
| 0.0509117742817145 |
| -0.146158838176112 |
| 0.114802541825435 |
