| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1625 | 0.1966 | -0.0221 | 0.3808 | -0.4446 | -0.3293 | -0.436 |
| (p-val) | (0.806 ) | (0.3428 ) | (0.8979 ) | (0.5559 ) | (0.3794 ) | (0.3076 ) | (0.5397 ) |
| Estimates ( 2 ) | -0.2062 | 0.2061 | 0 | 0.4219 | -0.439 | -0.324 | -0.4425 |
| (p-val) | (0.7134 ) | (0.2788 ) | (NA ) | (0.4472 ) | (0.3899 ) | (0.3168 ) | (0.5388 ) |
| Estimates ( 3 ) | 0 | 0.1557 | 0 | 0.2192 | -0.433 | -0.3156 | -0.4515 |
| (p-val) | (NA ) | (0.3353 ) | (NA ) | (0.1338 ) | (0.4003 ) | (0.3326 ) | (0.5357 ) |
| Estimates ( 4 ) | 0 | 0.1902 | 0 | 0.2097 | -0.7619 | -0.4715 | 0 |
| (p-val) | (NA ) | (0.2105 ) | (NA ) | (0.1513 ) | (0 ) | (0.0027 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.1839 | -0.7774 | -0.4533 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.1462 ) | (0 ) | (0.0041 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.7874 | -0.4743 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0022 ) | (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 |
| -0.0361910293346112 |
| -0.130573884966384 |
| 0.0508918469276857 |
| 0.285401362098854 |
| -0.144383808058777 |
| -0.476406414178597 |
| 0.278108962203585 |
| -0.0138995480760208 |
| -0.222087591687949 |
| 0.209175033072651 |
| 0.0192739441821673 |
| 0.125857350082273 |
| 0.168126817416534 |
| 0.274716043721393 |
| -0.115012818239837 |
| -0.0528152166781983 |
| 0.0480099460498225 |
| -0.271042927666295 |
| -0.0342951777172496 |
| 0.0627605675580158 |
| 0.307448877628319 |
| -0.0499740104559924 |
| 0.217631447221166 |
| 0.588245078469366 |
| -0.104976668923445 |
| 0.0161271326299674 |
| 0.360593922797499 |
| 0.34885308223225 |
| 0.549125366865315 |
| -0.149732507116426 |
| -9.69800498562644e-05 |
| -0.110243693744648 |
| 0.519793940008804 |
| -0.222103155113966 |
| -0.532213370012485 |
| -0.373612664474175 |
| -1.5811601864973 |
| -0.226230409909392 |
| -0.351379591715873 |
| 0.415088956092972 |
| -0.551569595958837 |
| 0.00975519186112273 |
| 0.440089664424697 |
| 0.484637284027762 |
| -0.101777761975125 |
| -0.635031201521745 |
| 0.562248596196737 |
| -0.52856053825146 |
| 0.56712813530769 |
