| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6423 | -0.2468 | -0.3988 | -0.1175 | 1.3363 | -0.3391 | -0.9243 |
| (p-val) | (0.0034 ) | (0.1981 ) | (0.0064 ) | (0.622 ) | (0 ) | (0.0796 ) | (0.01 ) |
| Estimates ( 2 ) | 0.55 | -0.1746 | -0.4453 | 0 | 1.3205 | -0.3229 | -0.9267 |
| (p-val) | (0 ) | (0.1121 ) | (0 ) | (NA ) | (0 ) | (0.0754 ) | (0.006 ) |
| Estimates ( 3 ) | 0.4502 | 0 | -0.5546 | 0 | 1.3203 | -0.3258 | -0.8883 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0 ) | (0.0359 ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| 0.00629998303352481 |
| -0.129271533890364 |
| 0.165078469447738 |
| -0.0511738695954086 |
| 0.138391937278084 |
| 0.399835718561899 |
| -0.12533001003469 |
| 0.222221296042674 |
| 0.110002032397401 |
| -0.150061061029842 |
| 0.0183805112129521 |
| -0.0482005121120014 |
| -0.0730252027538083 |
| 0.0433474564922246 |
| 0.373686236349735 |
| -0.319045945732569 |
| 0.0731479154285045 |
| -0.0177750845452709 |
| 0.223161929289976 |
| -0.109078914911311 |
| -0.0386003048905012 |
| 0.0230015347206244 |
| -0.122196564449890 |
| 0.149730895360258 |
| -0.140408528796708 |
| 0.110924944176076 |
| 0.156647624602389 |
| -0.167642811271372 |
| -0.0966632832474934 |
| -0.0403403275418297 |
| 0.0631031919174086 |
| 0.0146540591671646 |
| 0.0378910444103078 |
| -0.138129135308941 |
| -0.261206122710657 |
| -0.366398489959793 |
| 0.239745455650762 |
| -0.000675085109291564 |
| 0.404058500815132 |
| -0.085147211012492 |
| -0.0412646325698787 |
| -0.211582650047401 |
| 0.0688552637999181 |
| 0.0725432591407016 |
| -0.356600359983859 |
| -0.0591830326191331 |
| 0.0665697531491209 |
| 0.08982305183997 |
| 0.175155382875760 |
| -0.215594058806082 |
| 0.0390650208511024 |
| -0.08572254711729 |
| -0.108286415666015 |
| -0.0918056570913114 |
| 0.0571996196100435 |
| -0.104706787650710 |
| 0.0606261664551945 |
| 0.0203516683962703 |
| 0.0387946237162888 |
| 0.166550100494843 |
| -0.122709027438228 |
| -0.117869446109028 |
| -0.255758652563592 |
| -0.0615262209243871 |
| -0.0884482693982458 |
| -0.236531335911725 |
| -0.0914314591014418 |
| -0.123383117529463 |
| -0.0260432599085957 |
| 0.0298702202186437 |
| -0.0424179280173456 |
| 0.237460629620628 |
| -0.22964529999214 |
| -0.206609306274144 |
| 0.169010018545516 |
| -0.286186996604210 |
| -0.3783025326998 |
| 0.127111134297171 |
| -0.0854424221681394 |
| -0.0535430464632641 |
| -0.0688434723276686 |
| -0.102957914703058 |
| -0.0181058505764202 |
| -0.255623614818038 |
| 0.0119073046234506 |
| 0.557902204882372 |
| 0.240168818846808 |
| -0.118031066442192 |
| -0.00201761050044880 |
| -0.051934940673006 |
| 0.128034533759852 |
| 0.0577968350606024 |
| 0.272717555973972 |
| -0.0552214690659554 |
| 0.170251453545932 |
| 0.234265803457158 |
