| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2631 | 0.1373 | 0.4728 | -0.5742 | 0.3631 | -0.0757 | -0.9956 |
| (p-val) | (0.379 ) | (0.6024 ) | (0.0074 ) | (0.069 ) | (0.1522 ) | (0.7879 ) | (0.3914 ) |
| Estimates ( 2 ) | -0.2671 | 0.1439 | 0.4806 | -0.5791 | 0.3895 | 0 | -1.0003 |
| (p-val) | (0.3593 ) | (0.5781 ) | (0.0052 ) | (0.06 ) | (0.1005 ) | (NA ) | (0.1689 ) |
| Estimates ( 3 ) | -0.4096 | 0 | 0.405 | -0.4316 | 0.3877 | 0 | -0.9999 |
| (p-val) | (0.0096 ) | (NA ) | (9e-04 ) | (0.0083 ) | (0.1032 ) | (NA ) | (0.1522 ) |
| Estimates ( 4 ) | -0.4551 | 0 | 0.4165 | -0.4298 | -0.3085 | 0 | 0 |
| (p-val) | (0.0019 ) | (NA ) | (4e-04 ) | (0.0049 ) | (0.077 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.4513 | 0 | 0.4142 | -0.4519 | 0 | 0 | 0 |
| (p-val) | (0.002 ) | (NA ) | (6e-04 ) | (0.0031 ) | (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 |
| -0.0352348963249683 |
| -0.0996886642707601 |
| 0.258351557360083 |
| 0.132707026411622 |
| 0.209190613791858 |
| 0.00765440528592697 |
| 0.364638644454261 |
| -0.404729821174493 |
| 0.208323526616788 |
| -0.228318339348579 |
| 0.0846424177144565 |
| -0.108655058648595 |
| 0.00746541367547315 |
| 0.229284741496672 |
| 0.0735453904039185 |
| -0.238534916960685 |
| 0.0362894953902089 |
| 0.163357762754455 |
| 0.141878886579970 |
| -0.18679545624252 |
| -0.151992074152852 |
| -0.126522100160736 |
| 0.291127512736771 |
| 0.111350857781979 |
| -0.375333748364419 |
| 0.0586735493662476 |
| -0.00774453175246062 |
| -0.201225232092894 |
| 0.0544700341223013 |
| 0.462862138244245 |
| -0.483936137034753 |
| 0.230680122542856 |
| -0.122800122937162 |
| -0.00974091735299254 |
| -0.0974876787295767 |
| -0.0918746552479597 |
| 0.083000669337947 |
| -0.338942397572222 |
| -0.57777344126642 |
| -0.239078710664643 |
| -0.373618252683224 |
| -0.188541466996174 |
| 0.200768061115737 |
| 0.00379888006595585 |
| -0.155150788501183 |
| 0.0281973237494739 |
| 0.320159473131222 |
| 0.130359972235699 |
