| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2785 | 0.1323 | 0.3359 | 0.2577 | -0.5958 | 0.3983 | -0.9999 |
| (p-val) | (0.2754 ) | (0.2952 ) | (0.0071 ) | (0.3267 ) | (0 ) | (0.0045 ) | (0 ) |
| Estimates ( 2 ) | -0.0519 | 0.14 | 0.3023 | 0 | -0.5962 | 0.3984 | -0.9998 |
| (p-val) | (0.6686 ) | (0.2454 ) | (0.0209 ) | (NA ) | (0 ) | (0.0043 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.1445 | 0.2935 | 0 | -0.5921 | 0.4021 | -0.999 |
| (p-val) | (NA ) | (0.2288 ) | (0.024 ) | (NA ) | (0 ) | (0.0038 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0.2928 | 0 | -0.6109 | 0.3832 | -0.9994 |
| (p-val) | (NA ) | (NA ) | (0.0249 ) | (NA ) | (0 ) | (0.0054 ) | (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 |
| 0.0142148657190198 |
| 0.0997715263657442 |
| 0.0782351606783927 |
| 0.00280304920109388 |
| -0.0219531706173924 |
| -0.0288640883010091 |
| -0.0302947216369596 |
| -0.00715936055518789 |
| 0.0353006702258008 |
| 0.00120826237672114 |
| -0.00239777261884393 |
| 0.00849629019793219 |
| 0.0122032671632816 |
| 0.089235703850905 |
| -0.0647650493304814 |
| -0.0104451168491088 |
| 0.039290857028507 |
| 0.0330982748737415 |
| -0.107627248430447 |
| 0.00752100379946773 |
| -0.0839324833397918 |
| 0.0564366034325092 |
| 0.0837395256655257 |
| -0.100263883843421 |
| 0.0283197438732166 |
| -0.0766827314615742 |
| 0.0863562255265782 |
| 0.108350650820701 |
| 0.0832863602611232 |
| -0.00251561465191825 |
| 0.135542163741935 |
| 0.027074051997365 |
| 0.0138084835154647 |
| -0.042884630768517 |
| -0.0167970162648558 |
| -0.0065636460510606 |
| -0.0180158872206449 |
| 0.00506526073173619 |
| 0.0196431540475842 |
| -0.00169626702555788 |
| -0.028389108062068 |
| -0.0836415674083246 |
| -0.0357411235290772 |
| -0.0919020304671021 |
| 0.114798373341078 |
| 0.0878890831572237 |
| -0.0936618218334302 |
| 0.0357882602639659 |
| -0.00248361925648858 |
| -0.00904371894588715 |
| 0.0690119800309655 |
| 0.0415910026089288 |
| -0.0423414709399828 |
| 0.0138016202365317 |
| -0.0347271125598013 |
| 0.0425318877744008 |
| -0.0608991245205956 |
| -0.0399055297407457 |
| 0.0286343148194872 |
| -0.0410237165473048 |
| 0.00167837165544621 |
| -0.00776522461692354 |
| 0.0281830751661319 |
| -0.0155581949584379 |
| -0.00304502560466522 |
| -0.0394838535616297 |
| 0.00363706081410537 |
