| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5959 | -0.021 | 0.2105 | -0.4651 | -0.7612 | -0.4444 | -0.9956 |
| (p-val) | (0.058 ) | (0.9162 ) | (0.2424 ) | (0.0909 ) | (1e-04 ) | (0.0192 ) | (0.4524 ) |
| Estimates ( 2 ) | 0.5826 | 0 | 0.2012 | -0.4593 | -0.7553 | -0.4462 | -1 |
| (p-val) | (0.0433 ) | (NA ) | (0.2025 ) | (0.093 ) | (0 ) | (0.018 ) | (0.4529 ) |
| Estimates ( 3 ) | 0.5651 | 0 | 0.1784 | -0.4274 | -1.0909 | -0.666 | 0 |
| (p-val) | (0.0627 ) | (NA ) | (0.2607 ) | (0.1545 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 4 ) | 0.8325 | 0 | 0 | -0.6491 | -1.0687 | -0.6844 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0.0024 ) | (0 ) | (0 ) | (NA ) |
| 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 |
| 0.00279999525459534 |
| -8.98716840486594e-07 |
| -0.330964175020138 |
| 0.274445262894389 |
| 0.0986512431115746 |
| -0.132258886771327 |
| -0.0604430058379436 |
| -0.0753279248578799 |
| -0.200995074632124 |
| -0.0648796685043227 |
| 0.201515239990056 |
| 0.0695482335221242 |
| -0.174614660979058 |
| 0.085004328257845 |
| -0.301973798342757 |
| 0.257822823015012 |
| -0.29177475072767 |
| -0.0668744243872025 |
| -0.0333371821586956 |
| -0.0675528451561044 |
| 0.0139820005609301 |
| 0.541921265369554 |
| 0.641511373451781 |
| 0.082383909871616 |
| -0.00922206860245995 |
| 0.0501164594622369 |
| 0.273479853809068 |
| -0.166010819489764 |
| 0.498187562106207 |
| 0.308914123011638 |
| -0.111273229488135 |
| -0.846977216935792 |
| -0.0176225933628047 |
| -0.00319930805525027 |
| -0.53970456397005 |
| -0.0954307087611449 |
| -0.356240207658649 |
| 0.180003052597989 |
| -0.298172848332527 |
| -0.0365713309949208 |
| -0.0248938719244870 |
| 0.109516722366741 |
| -0.483011045056623 |
| 0.540740800905413 |
| -0.0393311524246989 |
| -0.00965475616890332 |
| -0.378729857041273 |
