| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0782 | -0.1491 | -0.2084 | -0.8889 | -0.4882 | -0.2728 | -0.5124 |
| (p-val) | (0.6792 ) | (0.3838 ) | (0.2231 ) | (0 ) | (0.4449 ) | (0.5239 ) | (0.5696 ) |
| Estimates ( 2 ) | 0 | -0.1677 | -0.2309 | -0.8582 | -0.4247 | -0.2561 | -0.5798 |
| (p-val) | (NA ) | (0.308 ) | (0.1497 ) | (0 ) | (0.4592 ) | (0.5196 ) | (0.509 ) |
| Estimates ( 3 ) | 0 | -0.1746 | -0.2491 | -0.8498 | -0.1702 | 0 | -0.9103 |
| (p-val) | (NA ) | (0.2642 ) | (0.1181 ) | (0 ) | (0.3708 ) | (NA ) | (0.0685 ) |
| Estimates ( 4 ) | 0 | -0.1782 | -0.2353 | -1.1453 | 0 | 0 | -0.9482 |
| (p-val) | (NA ) | (0.2468 ) | (0.1367 ) | (0 ) | (NA ) | (NA ) | (0.0035 ) |
| Estimates ( 5 ) | 0 | 0 | -0.2328 | -1.077 | 0 | 0 | -0.955 |
| (p-val) | (NA ) | (NA ) | (0.1533 ) | (0 ) | (NA ) | (NA ) | (0.0056 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.9712 | 0 | 0 | -0.9643 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0117 ) |
| 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 |
| 0.331612346466638 |
| 0.169624890705859 |
| -0.433290454337372 |
| -0.0535064536893492 |
| 0.0136748706262041 |
| 0.45744325304768 |
| 0.133920772109326 |
| 0.130445484586029 |
| 0.261866161118745 |
| 0.0116117435886018 |
| 0.321222434427254 |
| 0.0589754999582371 |
| 0.461626686789202 |
| 0.148131525009283 |
| -0.525631862999125 |
| -0.331014088397376 |
| 0.495951051382276 |
| 0.0559666503782664 |
| 0.233091663480311 |
| 0.179453200676010 |
| -0.0924001022786378 |
| 0.283396306024982 |
| 0.0627251794058027 |
| -0.122069024508783 |
| 0.0797992869463419 |
| -0.0109098237320051 |
| 0.358066911440948 |
| 0.249282151510403 |
| -0.100157630134071 |
| 0.283090969016536 |
| 0.09372134133477 |
| -0.222960614326976 |
| 0.68392279835331 |
| -0.219904077629426 |
| -0.32359589357206 |
| 0.0384096956267982 |
| 0.228509202417644 |
| 0.335513129735248 |
| -0.124880337205557 |
| -0.0415662374349151 |
| 0.325122803445091 |
| 0.330358234226288 |
| -0.104838173938987 |
| -0.125127147025939 |
| -0.154547193575225 |
| -0.114079852517662 |
| 0.028418375111902 |
