| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.381 | 0.2119 | 0.084 | -0.6396 | 0.6274 | 0.3646 | -0.9615 |
| (p-val) | (0.2262 ) | (0.1607 ) | (0.5421 ) | (0.0286 ) | (7e-04 ) | (0.0186 ) | (0.003 ) |
| Estimates ( 2 ) | 0.4712 | 0.2553 | 0 | -0.7088 | 0.6151 | 0.3758 | -0.9556 |
| (p-val) | (0.1055 ) | (0.0616 ) | (NA ) | (0.0105 ) | (1e-04 ) | (0.0114 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.1107 | 0 | -0.2436 | 0.6132 | 0.377 | -0.9533 |
| (p-val) | (NA ) | (0.4148 ) | (NA ) | (0.0764 ) | (1e-04 ) | (0.0113 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | -0.2129 | 0.6181 | 0.3729 | -0.9544 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.074 ) | (1e-04 ) | (0.0124 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0 | 0.6269 | 0.3633 | -0.9398 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0119 ) | (0 ) |
| 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 |
| 0.00104880818960712 |
| 0.0416160237419096 |
| -0.0338499782241214 |
| 0.0353477892933573 |
| 0.087601565487602 |
| 0.0565373386741089 |
| 0.0120357360156818 |
| 0.109211462484433 |
| -0.0467548292693616 |
| -0.0465986074252235 |
| -0.0478086219839781 |
| -0.0101776267295282 |
| -0.0043444235187697 |
| 0.0115505520830002 |
| 0.0294726346431616 |
| -0.0207464694183992 |
| -0.108742331006367 |
| -0.0120541869010857 |
| -0.0977511153454226 |
| 0.0104209411511253 |
| -0.0182809554748909 |
| -0.0146226109233279 |
| 0.0809771178310232 |
| 0.104096768554553 |
| -0.11004943586931 |
| 0.0177235034682988 |
| 0.148210643003007 |
| 0.0159858215388215 |
| -0.080339589560197 |
| 0.0189713879536482 |
| -0.195098794528279 |
| 0.271426377338088 |
| -0.0447053363491143 |
| -0.00449205682122399 |
| -0.0121206813775077 |
| 0.0971613701360345 |
| -0.0114377411716324 |
| 0.00464166912282404 |
| -0.0454225447763135 |
| 0.107954973702707 |
| 0.0595510227798072 |
| 0.0543451738129008 |
| 0.082213129590084 |
| 0.0571745201054981 |
| 0.0879669789090777 |
| 0.08422144556691 |
| 0.0555620924821564 |
| -0.0108013119613106 |
| -0.0098776288544526 |
| 0.0743397524570958 |
| -0.0540211156612181 |
| -0.163141470530824 |
| -0.00914630787384997 |
| -0.00232652637852616 |
| -0.000923044690914167 |
| -0.0678801079101023 |
| -0.0715163050846508 |
| -0.111662424475099 |
| -0.0533783220931399 |
| -0.00129906864325586 |
| -0.0304997722677595 |
