| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7368 | 0.0929 | -0.241 | -0.6097 | -0.0898 | -0.1064 | -1 |
| (p-val) | (0.0681 ) | (0.586 ) | (0.0885 ) | (0.1253 ) | (0.6021 ) | (0.553 ) | (0.0068 ) |
| Estimates ( 2 ) | 0.7205 | 0.0869 | -0.227 | -0.6063 | 0 | -0.0659 | -1.0001 |
| (p-val) | (0.0981 ) | (0.6068 ) | (0.097 ) | (0.1619 ) | (NA ) | (0.6936 ) | (4e-04 ) |
| Estimates ( 3 ) | 0.7017 | 0.0883 | -0.2295 | -0.5871 | 0 | 0 | -0.9999 |
| (p-val) | (0.0965 ) | (0.595 ) | (0.0902 ) | (0.1613 ) | (NA ) | (NA ) | (2e-04 ) |
| Estimates ( 4 ) | 0.8054 | 0 | -0.1932 | -0.6558 | 0 | 0 | -1.0001 |
| (p-val) | (0.0058 ) | (NA ) | (0.0801 ) | (0.029 ) | (NA ) | (NA ) | (3e-04 ) |
| Estimates ( 5 ) | 0.4061 | 0 | 0 | -0.266 | 0 | 0 | -1 |
| (p-val) | (0.3344 ) | (NA ) | (NA ) | (0.5354 ) | (NA ) | (NA ) | (7e-04 ) |
| Estimates ( 6 ) | 0.1324 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (0.3053 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0011 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0027 ) |
| 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 |
| 0.00407753267209325 |
| -0.0311526206229596 |
| -0.380223632818967 |
| 0.112434773564627 |
| -0.199679922010804 |
| 0.000555828895486939 |
| -0.0828987437605469 |
| 0.19294322050017 |
| 0.159462075180279 |
| 0.0113567495611153 |
| -0.214941140121814 |
| -0.00190099719436896 |
| -0.10140762511009 |
| 0.130074250356558 |
| 0.219333084036408 |
| 0.0267741163160531 |
| -0.118247935490235 |
| -0.0760418801538914 |
| 0.100971639343969 |
| -0.22277015200845 |
| 0.0080259209936513 |
| -0.0613085633884973 |
| 0.0566792966110945 |
| -0.175556349852504 |
| -0.234301557685683 |
| 0.281603637049103 |
| -0.158305790774209 |
| -0.138654572784244 |
| 0.116150067850937 |
| -0.287179426273405 |
| 0.0992609508197394 |
| -0.406659161126661 |
| -0.0210789361542322 |
| -0.209216523957996 |
| -0.0371716097308408 |
| 0.0134355491522146 |
| 0.293142453707545 |
| 0.112102767159393 |
| 0.0787552483541787 |
| -0.148594667798266 |
| 0.00674731226862218 |
| 0.0061362904160739 |
| -0.120568808458005 |
| -0.0108445379724878 |
| -0.269348035133129 |
| 0.0459926422586252 |
| 0.13120710904569 |
| 0.272838581136823 |
| 0.0346703083694246 |
| -0.280281586317945 |
| -0.00551359157730503 |
| -0.105184086852403 |
| -0.0509744151294029 |
| -0.164746694626995 |
| 0.0682031889130802 |
| 0.0202406799450836 |
| 0.31945504074953 |
| 0.211139267400841 |
| 0.0745491996722683 |
| 0.0965032978418625 |
| 0.147860849990088 |
