| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1661 | 0.2477 | 0.4231 | 0.1272 | 0.6888 | 0.2981 | -0.8426 |
| (p-val) | (0.5835 ) | (0.069 ) | (0.0064 ) | (0.6958 ) | (0.1216 ) | (0.2417 ) | (0.566 ) |
| Estimates ( 2 ) | -0.0585 | 0.2435 | 0.3953 | 0 | 0.6919 | 0.2995 | -0.8719 |
| (p-val) | (0.6669 ) | (0.0715 ) | (0.0068 ) | (NA ) | (0.0673 ) | (0.2155 ) | (0.5463 ) |
| Estimates ( 3 ) | 0 | 0.2371 | 0.3792 | 0 | 0.6821 | 0.2996 | -0.8162 |
| (p-val) | (NA ) | (0.0749 ) | (0.007 ) | (NA ) | (0.0117 ) | (0.1816 ) | (0.0953 ) |
| Estimates ( 4 ) | 0 | 0.243 | 0.3544 | 0 | 1.4454 | 0 | -1 |
| (p-val) | (NA ) | (0.0723 ) | (0.009 ) | (NA ) | (0 ) | (NA ) | (0.0448 ) |
| Estimates ( 5 ) | 0 | 0 | 0.3847 | 0 | 1.4365 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (0.0071 ) | (NA ) | (0 ) | (NA ) | (0.0566 ) |
| Estimates ( 6 ) | 0 | 0 | 0.3074 | 0 | 0.2643 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0319 ) | (NA ) | (0.0986 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3571 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0112 ) | (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 |
| 0.102099939100233 |
| 0.695830491302485 |
| 0.119023636672026 |
| 0.677484146431534 |
| 1.01373147578789 |
| -0.608446584573307 |
| -0.0314697615681826 |
| -0.109536634052660 |
| 1.07886813717393 |
| -0.278026408509492 |
| 0.921259625279205 |
| -1.02229729345773 |
| 1.18949549428984 |
| -0.388447774663287 |
| -0.0324502359047167 |
| 1.21651259662049 |
| -1.45303191200091 |
| 0.394144705954105 |
| -0.0307237124021924 |
| -0.284010649886753 |
| 0.344410552280905 |
| 1.40804687012529 |
| 1.48652599760912 |
| 0.795142514792659 |
| 0.362406314067130 |
| -0.296197585480058 |
| 0.37197528047696 |
| 0.759965596238885 |
| 1.12337098091808 |
| -0.694621657343362 |
| 0.585055245418133 |
| -1.20949318345912 |
| -0.0610382645569842 |
| -0.149852069587439 |
| -0.316678286569584 |
| -0.0376621775396302 |
| 1.20460414963244 |
| -0.0535068051578662 |
| -0.296941215049927 |
| -0.44343886160766 |
| -0.36343539214802 |
| -0.92003994887915 |
| -0.833436568281499 |
| -0.214123686459629 |
| 0.0118260822568033 |
| 0.574555185719802 |
| 0.531841134789659 |
