| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1109 | 0.3476 | 0.539 | -0.0593 | 0.1099 | -0.2861 | -0.7603 |
| (p-val) | (0.5481 ) | (0.0035 ) | (4e-04 ) | (0.7724 ) | (0.8131 ) | (0.2596 ) | (0.3954 ) |
| Estimates ( 2 ) | 0.0977 | 0.3459 | 0.5508 | -0.0634 | 0 | -0.3277 | -0.6005 |
| (p-val) | (0.5637 ) | (0.0029 ) | (1e-04 ) | (0.7498 ) | (NA ) | (0.0522 ) | (0.0209 ) |
| Estimates ( 3 ) | 0.0598 | 0.3614 | 0.572 | 0 | 0 | -0.3349 | -0.5781 |
| (p-val) | (0.5944 ) | (5e-04 ) | (0 ) | (NA ) | (NA ) | (0.0432 ) | (0.0186 ) |
| Estimates ( 4 ) | 0 | 0.3874 | 0.6072 | 0 | 0 | -0.3245 | -0.6238 |
| (p-val) | (NA ) | (0 ) | (0 ) | (NA ) | (NA ) | (0.0506 ) | (0.0126 ) |
| Estimates ( 5 ) | 0 | 0.367 | 0.6233 | 0 | 0 | 0 | -0.6636 |
| (p-val) | (NA ) | (0 ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0136 ) |
| 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 |
| 0.0145994281023929 |
| 0.472462480726696 |
| 0.0636612684112416 |
| -0.209405833306282 |
| -0.669883290828119 |
| -0.989730710254313 |
| -0.0978406467479436 |
| 0.400183512324298 |
| 0.0309189284957062 |
| 0.0579799570555265 |
| -0.0977677630233042 |
| 0.0184134458469038 |
| 0.110886777074976 |
| -0.0968150693278669 |
| 0.238588319439596 |
| 1.47756746990203 |
| 0.710916874438692 |
| -0.559026752349845 |
| 1.48564260194163 |
| 0.302880678929792 |
| 0.764494272962175 |
| -0.259529015557332 |
| -0.394783062216139 |
| 0.217694223364467 |
| 0.407284715662158 |
| -0.154711810014579 |
| -0.285496236491997 |
| 0.0644663755849975 |
| -0.0112295659198553 |
| -0.0593352709543085 |
| 0.219548610459901 |
| -0.805365489622274 |
| 0.0448136177129678 |
| 0.636930537624924 |
| -0.98506735434279 |
| 0.977420363866374 |
| 1.36315571526538 |
| 1.21796026338833 |
| -0.846476961504698 |
| 1.49688171892441 |
| -1.42648799473939 |
| 0.0102612055504937 |
| -0.546428774840684 |
| -0.0884955675972165 |
| -0.105133179414930 |
| -0.170327856855148 |
| 0.511753105475982 |
| 0.201400060931599 |
| -1.71021185185232 |
| -0.505255570910005 |
| -0.142498854078932 |
| 0.251072869667948 |
| -0.326631222385694 |
| 1.34858938948243 |
| 0.674607613828907 |
| 1.40236532360860 |
| -0.169395261585471 |
| -0.877040739184431 |
| 0.711710893276825 |
| 1.33707274935078 |
| -0.183440135961558 |
