| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3133 | 0.0967 | 0.4824 | -0.1252 | 0.27 | -0.2157 | -0.9999 |
| (p-val) | (0.1024 ) | (0.4868 ) | (0 ) | (0.5664 ) | (0.0947 ) | (0.2514 ) | (0.0096 ) |
| Estimates ( 2 ) | -0.4013 | 0.0511 | 0.4617 | 0 | 0.2699 | -0.2505 | -0.9993 |
| (p-val) | (9e-04 ) | (0.6742 ) | (0 ) | (NA ) | (0.0856 ) | (0.1499 ) | (0.0107 ) |
| Estimates ( 3 ) | -0.4224 | 0 | 0.4412 | 0 | 0.2646 | -0.243 | -0.9999 |
| (p-val) | (1e-04 ) | (NA ) | (0 ) | (NA ) | (0.0956 ) | (0.1684 ) | (0.0131 ) |
| Estimates ( 4 ) | -0.4723 | 0 | 0.4379 | 0 | 0.3077 | 0 | -1 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0681 ) | (NA ) | (1e-04 ) |
| Estimates ( 5 ) | -0.4851 | 0 | 0.4403 | 0 | 0 | 0 | -0.7209 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0139 ) |
| 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 |
| -0.0134065546691178 |
| 0.0478805529565665 |
| 0.162078562557187 |
| 0.0257174465612896 |
| -0.112578008912745 |
| 0.185262712051027 |
| -0.0590271070447128 |
| 0.0745338740952986 |
| -0.102004456696052 |
| -0.0295990459918783 |
| 0.0250620311409583 |
| 0.0697833237139804 |
| -0.0361073890598527 |
| -0.0406728059665538 |
| 0.0169018845809108 |
| 0.0317102970454137 |
| 0.0428560665303002 |
| -0.0201160477912533 |
| -0.127454031157811 |
| 0.060597218711594 |
| 0.0833373563777542 |
| -0.144968494360163 |
| 0.132059925887119 |
| 0.114237796217736 |
| 0.0751916174191343 |
| -0.195204462593324 |
| 0.139132133320996 |
| -0.212131387212695 |
| 0.129201948559908 |
| -0.118075618116643 |
| 0.0607716556586312 |
| -0.0379842931985527 |
| 0.0110649712158775 |
| 0.072827491889965 |
| -0.0484494661419782 |
| -0.198139330487740 |
| 0.0431591191710825 |
| 0.0683050757362134 |
| 0.00839605644106812 |
| -0.0341834872971581 |
| 0.163462130997536 |
| -0.000764235754244465 |
| 0.124303931854546 |
| -0.106768709703569 |
| -0.118215525993638 |
| 0.115053915847612 |
| 0.0828811805566937 |
| -0.0817717814531353 |
| 0.116775142070016 |
| 0.0477710469865517 |
| -0.134767370444693 |
| 0.195140568272105 |
| -0.0398344697782526 |
| 0.103381046986187 |
| -0.0489214258216162 |
| -0.0343775987544037 |
| -0.0259708439924924 |
| -0.139773031967105 |
| -0.346543277334449 |
| -0.289570477291085 |
| -0.138820416453603 |
| 0.0571375010024437 |
| -0.00283574775943993 |
| -0.059135546398807 |
| -0.0320484078254222 |
| 0.103195346747667 |
