| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7606 | 0.0826 | -0.2427 | -0.6443 | -0.0658 | -0.083 | -0.9999 |
| (p-val) | (0.0306 ) | (0.6264 ) | (0.0878 ) | (0.0582 ) | (0.7075 ) | (0.6447 ) | (0.0104 ) |
| Estimates ( 2 ) | 0.7501 | 0.0776 | -0.2311 | -0.6438 | 0 | -0.0532 | -1 |
| (p-val) | (0.0406 ) | (0.6444 ) | (0.0917 ) | (0.0717 ) | (NA ) | (0.7478 ) | (0.0012 ) |
| Estimates ( 3 ) | 0.7339 | 0.079 | -0.2323 | -0.6289 | 0 | 0 | -1 |
| (p-val) | (0.0398 ) | (0.6332 ) | (0.0876 ) | (0.0706 ) | (NA ) | (NA ) | (7e-04 ) |
| Estimates ( 4 ) | 0.813 | 0 | -0.1975 | -0.6749 | 0 | 0 | -1.0001 |
| (p-val) | (0.003 ) | (NA ) | (0.0752 ) | (0.0156 ) | (NA ) | (NA ) | (0.001 ) |
| Estimates ( 5 ) | 0.3933 | 0 | 0 | -0.2609 | 0 | 0 | -1.0002 |
| (p-val) | (0.3689 ) | (NA ) | (NA ) | (0.5578 ) | (NA ) | (NA ) | (0.0026 ) |
| Estimates ( 6 ) | 0.1246 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (0.3358 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0043 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.9999 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0132 ) |
| 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 |
| 0.00768113687760075 |
| -0.104592134777486 |
| -1.31200887542424 |
| 0.420603396293161 |
| -0.719818900070618 |
| -0.00791410035115873 |
| -0.314855932186422 |
| 0.6608374354283 |
| 0.431792309960076 |
| 0.0740662670210689 |
| -0.834311819571925 |
| -0.00104387257555639 |
| -0.376155549453245 |
| 0.452148895986607 |
| 0.765504037683065 |
| 0.141264352893143 |
| -0.427498418954355 |
| -0.283724491307605 |
| 0.384993482290251 |
| -0.729994849770346 |
| 0.0212333706636007 |
| -0.234311426884929 |
| 0.202686442184777 |
| -0.57844900830232 |
| -0.813982885534429 |
| 1.02247773842172 |
| -0.601496335626237 |
| -0.565235992188182 |
| 0.410295504159069 |
| -0.984489654829495 |
| 0.360400862286453 |
| -1.2123520357661 |
| -0.0590644682585004 |
| -0.758773933168738 |
| -0.169979099836638 |
| 0.041896932896722 |
| 1.10149217258008 |
| 0.407815185986203 |
| 0.248702303769742 |
| -0.582707738860573 |
| 0.0163998118184203 |
| 0.00654076457744412 |
| -0.455799182171053 |
| -0.0658082554025117 |
| -0.682225563214727 |
| 0.11253242984826 |
| 0.520016586222892 |
| 0.984573473665068 |
| 0.10834906355571 |
| -0.957306799194905 |
| -0.0673786071494449 |
| -0.420790423187482 |
| -0.183258450398332 |
| -0.5732872085908 |
| 0.245174612293277 |
| 0.0268010819033026 |
| 0.916297835219885 |
| 0.881909456158398 |
| 0.302899377931581 |
| 0.32366515197866 |
| 0.55209888435608 |
