| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2981 | 5e-04 | 0.2375 | -0.9659 | -0.4128 | -0.1315 | -0.2222 |
| (p-val) | (0.0545 ) | (0.9971 ) | (0.0931 ) | (0 ) | (0.4981 ) | (0.7192 ) | (0.7146 ) |
| Estimates ( 2 ) | 0.2982 | 0 | 0.2376 | -0.9658 | -0.412 | -0.1311 | -0.223 |
| (p-val) | (0.0522 ) | (NA ) | (0.09 ) | (0 ) | (0.4846 ) | (0.7147 ) | (0.7057 ) |
| Estimates ( 3 ) | 0.2976 | 0 | 0.2371 | -0.9662 | -0.2203 | 0 | -0.4122 |
| (p-val) | (0.0499 ) | (NA ) | (0.0883 ) | (0 ) | (0.2818 ) | (NA ) | (0.035 ) |
| Estimates ( 4 ) | 0.3182 | 0 | 0.2258 | -0.9805 | 0 | 0 | -0.5689 |
| (p-val) | (0.0185 ) | (NA ) | (0.0793 ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0.255 | 0 | 0 | -0.8942 | 0 | 0 | -0.5319 |
| (p-val) | (0.0759 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.7646 | 0 | 0 | -0.5654 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -0.0508624942121081 |
| 0.085576249292044 |
| 0.0691405797219108 |
| -0.217261572109324 |
| 0.0662557287922239 |
| -0.0138414191662375 |
| -0.0340199312017246 |
| -0.189837965047636 |
| -0.0214604537493748 |
| 0.224086124962329 |
| 0.140803902452154 |
| -0.0199420046559228 |
| 0.255465471507036 |
| 0.20739438804485 |
| 0.103083476820042 |
| 0.218036334252201 |
| 0.197539186799943 |
| -0.137030498970147 |
| -0.32764504340452 |
| -0.243645592115901 |
| -0.231810474675023 |
| -0.0841064097824686 |
| -0.187069710617483 |
| -0.0753787190298092 |
| -0.243342104910198 |
| -0.271099567697204 |
| -0.203668148290114 |
| 0.0169546355316494 |
| -0.151944333304181 |
| 0.348036778765329 |
| -0.294030919531795 |
| -0.162779307902238 |
| 0.516675563167279 |
| -0.277168699100083 |
| -0.0850359985070986 |
| 0.484674471443759 |
| -0.417946556885839 |
| -0.0652463031372732 |
| 0.411719377484405 |
| -0.311431403353991 |
| -0.0492399984704112 |
| 0.190787781878113 |
| -0.176509635252679 |
| -0.0638763964633596 |
| 0.345692294263468 |
| -0.0940677993224805 |
| -0.00445051411949349 |
| 0.116681398192071 |
| -0.302284882102388 |
| 0.201791454172839 |
| 0.294560653430187 |
| -0.321596918327394 |
| -0.112854887821995 |
| -1.14542384456538 |
| -0.521119597409119 |
| 0.313213301990245 |
| 0.273546793269504 |
| 0.0528680693189347 |
| 0.146892243196627 |
| 0.505040360188284 |
| -0.025140622285935 |
| -0.0842508678594799 |
| 0.312753945553759 |
| -1.18563948515903 |
| 0.667218233834298 |
| 0.810991272798802 |
| 0.20829896194451 |
| -0.0865027082945826 |
| 0.22846686359222 |
| 0.171791791074043 |
| 0.256337933171161 |
| 0.294449043190793 |
| 0.141836139114828 |
| 0.172023562060597 |
| 0.397363048595869 |
| 0.781497454107755 |
| -0.492474956895934 |
| -0.0310743993367807 |
| -0.142504460278001 |
| -0.360732651395314 |
| 0.122039632893721 |
| -0.282608348377848 |
| 0.215551860727725 |
| -0.0286197004615244 |
