| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9569 | -0.0573 | 0.0992 | -0.7624 | 0.4466 | -0.1336 | -0.9865 |
| (p-val) | (0 ) | (0.7731 ) | (0.5153 ) | (0 ) | (0.0259 ) | (0.496 ) | (4e-04 ) |
| Estimates ( 2 ) | 0.9234 | 0 | 0.0772 | -0.7578 | 0.436 | -0.1176 | -0.9999 |
| (p-val) | (0 ) | (NA ) | (0.5647 ) | (0 ) | (0.0186 ) | (0.4902 ) | (0 ) |
| Estimates ( 3 ) | 1.0003 | 0 | 0 | -0.7998 | 0.4511 | -0.1252 | -0.9999 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0137 ) | (0.4549 ) | (0 ) |
| Estimates ( 4 ) | 0.9946 | 0 | 0 | -0.8049 | 0.4713 | 0 | -0.9999 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0097 ) | (NA ) | (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 |
| 0.00913254578599758 |
| 0.00285231361829643 |
| -0.00504471126830556 |
| 0.00472883788539909 |
| -0.0228148157690941 |
| 0.0146665204163619 |
| -0.00810573403592854 |
| -0.0537902497935497 |
| -0.0511969592456 |
| -0.036629324943988 |
| 0.0172327210719726 |
| -0.00406124976408262 |
| 0.0267302339734289 |
| 0.00605993598803868 |
| -0.0239581305825598 |
| 0.0276030625007219 |
| 0.0158294581963435 |
| -0.00278529952257839 |
| -0.0323368683613167 |
| 0.0519538577563155 |
| -0.0230502843225087 |
| 0.0395917857021715 |
| 0.0190140226593555 |
| -0.025008220349288 |
| 0.0339148272685651 |
| -0.0200956061184338 |
| 0.000429046218818689 |
| 0.0376056546728016 |
| 0.00143910420847144 |
| 0.0415186157615298 |
| 0.0190919406343806 |
| -0.044450625443882 |
| -0.0361722262778951 |
| 0.0415517253286448 |
| 0.0061401037776073 |
| 0.0386536050903804 |
| 0.0120399878680985 |
| -0.00501849326382575 |
| 0.028384784122329 |
| 0.0298564977321742 |
| -0.0246158805447327 |
| -0.00565133555237002 |
| 0.0259374886869223 |
| 0.018761649609134 |
| 0.0173007305055357 |
| -0.00314632022827562 |
| -0.0494901561831343 |
| 0.0173008967948498 |
| 0.0146601843263029 |
| 0.0156961589027556 |
| -0.018017188877978 |
| -0.00592101599993956 |
| 0.0169682530791193 |
| -0.000527171113346208 |
| 0.0176361912685677 |
| -0.0196841369078824 |
| 0.0413711658477857 |
| 0.0175584203326637 |
| -0.00177708604679722 |
| 0.00565727906461655 |
| 0.0383267373422207 |
| 0.0284252431837836 |
| 0.0174866265834957 |
| -0.0485917340232007 |
