| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9569 | -0.0573 | 0.0992 | -0.7624 | 0.4466 | -0.1336 | -0.9865 |
| (p-val) | (0 ) | (0.7731 ) | (0.5153 ) | (0 ) | (0.0259 ) | (0.4959 ) | (4e-04 ) |
| Estimates ( 2 ) | 0.9234 | 0 | 0.0772 | -0.7577 | 0.436 | -0.1176 | -0.9999 |
| (p-val) | (0 ) | (NA ) | (0.5648 ) | (0 ) | (0.0187 ) | (0.4902 ) | (0 ) |
| Estimates ( 3 ) | 1.0003 | 0 | 0 | -0.7998 | 0.4511 | -0.1252 | -0.9999 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0137 ) | (0.4549 ) | (0 ) |
| Estimates ( 4 ) | 0.9946 | 0 | 0 | -0.8049 | 0.4713 | 0 | -0.9999 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0097 ) | (NA ) | (0 ) |
| 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 |
| 0.00913254578599758 |
| 0.00285231361829414 |
| -0.00504471126830291 |
| 0.00472883788539631 |
| -0.022814815769079 |
| 0.0146665204163551 |
| -0.00810573403592316 |
| -0.0537902497935115 |
| -0.0511969592455559 |
| -0.0366293249439462 |
| 0.0172327210719795 |
| -0.00406124976406935 |
| 0.0267302339734183 |
| 0.00605993598805245 |
| -0.0239581305825517 |
| 0.0276030625007343 |
| 0.0158294581963028 |
| -0.0027852995225521 |
| -0.0323368683613179 |
| 0.0519538577562156 |
| -0.0230502843225923 |
| 0.0395917857020998 |
| 0.0190140226593741 |
| -0.0250082203492938 |
| 0.0339148272686007 |
| -0.0200956061184362 |
| 0.000429046218762434 |
| 0.0376056546728217 |
| 0.00143910420851699 |
| 0.0415186157614688 |
| 0.0190919406342935 |
| -0.0444506254436998 |
| -0.0361722262778628 |
| 0.041551725328753 |
| 0.0061401037776126 |
| 0.0386536050903031 |
| 0.0120399878681107 |
| -0.00501849326389212 |
| 0.0283847841223184 |
| 0.0298564977321647 |
| -0.0246158805447356 |
| -0.00565133555231887 |
| 0.0259374886869648 |
| 0.0187616496090208 |
| 0.0173007305055084 |
| -0.00314632022823095 |
| -0.0494901561831394 |
| 0.0173008967949303 |
| 0.0146601843262503 |
| 0.0156961589027442 |
| -0.0180171888779218 |
| -0.00592101599995923 |
| 0.0169682530790587 |
| -0.000527171113416531 |
| 0.0176361912685832 |
| -0.0196841369078075 |
| 0.0413711658478465 |
| 0.0175584203325696 |
| -0.00177708604690943 |
| 0.00565727906459365 |
| 0.0383267373421647 |
| 0.0284252431837865 |
| 0.0174866265833968 |
| -0.0485917340232557 |
