| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5014 | 0.0662 | -0.2068 | -0.2756 | 0.4125 | 0.1925 | -0.3785 |
| (p-val) | (0.2236 ) | (0.6995 ) | (0.1568 ) | (0.4986 ) | (0.5406 ) | (0.4034 ) | (0.5934 ) |
| Estimates ( 2 ) | 0.603 | 0 | -0.1847 | -0.3609 | 0.4148 | 0.1874 | -0.3737 |
| (p-val) | (0.0638 ) | (NA ) | (0.1478 ) | (0.2896 ) | (0.5376 ) | (0.4194 ) | (0.5966 ) |
| Estimates ( 3 ) | 0.6211 | 0 | -0.1784 | -0.3807 | 0.0667 | 0.1951 | 0 |
| (p-val) | (0.063 ) | (NA ) | (0.1597 ) | (0.2774 ) | (0.6592 ) | (0.3672 ) | (NA ) |
| Estimates ( 4 ) | 0.6314 | 0 | -0.1781 | -0.3803 | 0 | 0.1961 | 0 |
| (p-val) | (0.0516 ) | (NA ) | (0.1568 ) | (0.2644 ) | (NA ) | (0.3643 ) | (NA ) |
| Estimates ( 5 ) | 0.7018 | 0 | -0.1332 | -0.4475 | 0 | 0 | 0 |
| (p-val) | (0.065 ) | (NA ) | (0.2611 ) | (0.2778 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.2718 | 0 | -0.065 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0406 ) | (NA ) | (0.6135 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.26 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0465 ) | (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 |
| 0.1053099430043 |
| 0.307543874549272 |
| 0.303475114043051 |
| -0.270214945421580 |
| 0.787000629431893 |
| -0.260393604548511 |
| 0.133422837995141 |
| 0.164149663727812 |
| -0.106623014754035 |
| 0.0241058199730873 |
| 0.249743953699067 |
| 0.210859790465008 |
| 0.593883600602084 |
| 0.793454655930631 |
| -0.122781798649868 |
| 0.570901679161452 |
| -1.15987149512186 |
| 0.518668546372709 |
| 0.266571684759057 |
| -0.348341711953481 |
| -0.841340011195271 |
| 1.19621660852809 |
| -1.53580712197991 |
| 1.60612892101864 |
| 2.4115780586297 |
| -0.619196816443775 |
| 0.331377935838916 |
| -0.205512521572913 |
| 0.164545223334613 |
| 0.0504588075486367 |
| 2.33691987842369 |
| -0.0697237736537772 |
| 0.218296742934882 |
| -0.00662791647357608 |
| -0.626662318929732 |
| 0.438889198614504 |
| 0.383578233300668 |
| 2.46349748229380 |
| -0.260009736768055 |
| 0.289620376329012 |
| -0.862456839564189 |
| 0.361397447898412 |
| -0.247062859980844 |
| -0.0824514420431512 |
| -0.000337239173077819 |
| -0.258084594324842 |
| -0.377885301328433 |
| 0.177662694028328 |
| 0.0774494201544087 |
| 0.451514864624059 |
| 0.485256996861992 |
| 5.41860211023629 |
| -0.103761659710273 |
| 0.745129897304466 |
| 0.368883251355825 |
| -0.601908911037867 |
| 0.0759814796072362 |
