| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 1.0881 | -0.0361 | -0.0727 | -0.8516 | 0.1038 | 0.1486 | -0.61 |
| (p-val) | (0 ) | (0.8274 ) | (0.6145 ) | (0 ) | (0.8042 ) | (0.5468 ) | (0.1393 ) |
| Estimates ( 2 ) | 1.0649 | 0 | -0.0867 | -0.846 | 0.1109 | 0.1471 | -0.6162 |
| (p-val) | (0 ) | (NA ) | (0.5261 ) | (0 ) | (0.7877 ) | (0.5476 ) | (0.1291 ) |
| Estimates ( 3 ) | 1.0644 | 0 | -0.0871 | -0.8446 | 0 | 0.0998 | -0.5099 |
| (p-val) | (0 ) | (NA ) | (0.517 ) | (0 ) | (NA ) | (0.5009 ) | (1e-04 ) |
| Estimates ( 4 ) | 0.9458 | 0 | 0 | -0.7257 | 0 | 0.1 | -0.491 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.4992 ) | (3e-04 ) |
| Estimates ( 5 ) | 0.9549 | 0 | 0 | -0.7416 | 0 | 0 | -0.4803 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (2e-04 ) |
| 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 |
| 0.00887231778442932 |
| -0.0946781126662665 |
| -0.0347434731274125 |
| 0.122744385640701 |
| 0.170161236879486 |
| 0.192408117977809 |
| -0.0128274805127118 |
| 0.193635585177025 |
| -0.302250360793573 |
| 0.15975944530501 |
| -0.0214973426006913 |
| 0.106114457190616 |
| 0.0778534356238963 |
| 0.0660046903661458 |
| 0.0631043742550637 |
| 0.221978985282805 |
| 0.00503514111258617 |
| 0.00750931423729144 |
| 0.101285371238575 |
| 0.0473601731843431 |
| -0.359265591206544 |
| 0.0093785883007228 |
| 0.109319436246936 |
| 0.101916445926483 |
| 0.0743621581181809 |
| 0.515801203797429 |
| -0.109584468359739 |
| -0.119790390148885 |
| 0.155861100425327 |
| 0.0114160150581637 |
| 0.0715560826866444 |
| 0.0106142299774239 |
| -0.200430640884732 |
| 0.197211614330217 |
| -0.0290797775345291 |
| 0.0259310790108191 |
| 0.0767654830755623 |
| -0.248008910576245 |
| 0.282320642329018 |
| -0.0258004235788015 |
| -0.0759087420527099 |
| 0.0118960673921223 |
| 0.042393913803415 |
| 0.0586692320531518 |
| -0.068569654008826 |
| 0.127584664819611 |
| 0.174532760624311 |
| 0.0938021498758369 |
| -0.00274303805678325 |
| -0.154249822545421 |
| -0.0121589523413762 |
| 0.0480893034691543 |
| -0.0668136186343916 |
| 0.0258899528443808 |
| -0.0438604056334719 |
| -0.120444130528761 |
| 0.0318109762064713 |
| 0.0662791765882902 |
| 0.0729871900301827 |
| 0.130151373045864 |
| 0.172866544452832 |
| -0.510998020713234 |
| -0.305842865292399 |
| -0.17109341003593 |
| -0.012846051947711 |
| -0.386563426433116 |
| 0.0271987372203356 |
| 0.303670112848904 |
| 0.0649277877326187 |
| 0.110426157083463 |
| 0.00662870165333761 |
| 0.0193899791235754 |
| 0.0883359647808064 |
| 0.205635281933746 |
| -0.09202232549769 |
| 0.10058366360438 |
| 0.127684998370883 |
| 0.23048005827761 |
| 0.0190863729732831 |
| 0.0674066471031343 |
| -0.17961035284309 |
| 0.0774487562386656 |
| -0.0165878162853218 |
| -0.0924356291587395 |
| -0.0749215489798417 |
