| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1253 | 0.2762 | 0.5947 | -0.2709 | 0.1779 | -0.4122 | -0.6142 |
| (p-val) | (0.4155 ) | (0.01 ) | (0 ) | (0.1047 ) | (0.6345 ) | (0.0366 ) | (0.2804 ) |
| Estimates ( 2 ) | 0.1001 | 0.2736 | 0.619 | -0.2564 | 0 | -0.4598 | -0.3859 |
| (p-val) | (0.4636 ) | (0.0086 ) | (0 ) | (0.113 ) | (NA ) | (0.0025 ) | (0.0664 ) |
| Estimates ( 3 ) | 0 | 0.3143 | 0.6784 | -0.1827 | 0 | -0.4734 | -0.4145 |
| (p-val) | (NA ) | (3e-04 ) | (0 ) | (0.1924 ) | (NA ) | (0.0014 ) | (0.0563 ) |
| Estimates ( 4 ) | 0 | 0.3125 | 0.6732 | 0 | 0 | -0.4873 | -0.3301 |
| (p-val) | (NA ) | (1e-04 ) | (0 ) | (NA ) | (NA ) | (8e-04 ) | (0.0783 ) |
| Estimates ( 5 ) | 0 | 0.3065 | 0.6509 | 0 | 0 | -0.4205 | 0 |
| (p-val) | (NA ) | (2e-04 ) | (0 ) | (NA ) | (NA ) | (0.0071 ) | (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 |
| 0.0136994408544532 |
| 0.220791380860416 |
| 0.112368649532820 |
| -0.186152337239084 |
| -0.311954942955246 |
| -0.703281795864935 |
| 0.259122820413202 |
| 0.165273605788525 |
| -0.136434313160468 |
| 0.173251982394143 |
| -0.108420799105812 |
| 0.0358414271256976 |
| 0.77426730717839 |
| -0.0115919822715912 |
| 0.284057735957043 |
| 0.971585331639303 |
| 0.767500365214848 |
| -0.580228787793184 |
| 0.755883329897614 |
| 0.0456610491425189 |
| 1.01455174078618 |
| -0.237283186410557 |
| -0.0238836465094261 |
| 0.46665788093094 |
| 0.502329096869567 |
| -0.166285049997067 |
| -0.586072050886097 |
| -0.195999467948762 |
| 0.074296156112703 |
| -0.0304934992549565 |
| -0.184998653974459 |
| -0.982328028216515 |
| -0.0407197268369472 |
| 0.82234912585834 |
| -0.907988400968788 |
| 0.576596683119077 |
| 1.00014244090040 |
| 1.02740715378465 |
| -0.371975290702961 |
| 1.15605168230073 |
| -1.49575657597398 |
| 0.46439346827707 |
| 0.375562663467243 |
| 0.697785473219172 |
| -0.194917464316037 |
| -0.821603315980452 |
| 0.674014618955172 |
| 0.468576896117315 |
| -1.05857254019893 |
| -0.102541715564091 |
| -0.13875035856363 |
| 0.491416657152197 |
| -0.260348416088664 |
| 0.188709827648523 |
| 0.218425760071521 |
| 0.624039907106464 |
| 0.741560125600986 |
| -0.877289794757637 |
| 0.295654784015470 |
| -0.0275502224992499 |
| -0.464850055192785 |
