| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.501 | -0.0376 | -0.4802 | -0.9249 | 0.1255 | -0.4496 | -0.5114 |
| (p-val) | (2e-04 ) | (0.8029 ) | (2e-04 ) | (0 ) | (0.7074 ) | (0.0087 ) | (0.2726 ) |
| Estimates ( 2 ) | 0.4893 | 0 | -0.4939 | -0.9309 | 0.1701 | -0.4605 | -1.7403 |
| (p-val) | (1e-04 ) | (NA ) | (0 ) | (0 ) | (0.6632 ) | (0.0056 ) | (0.3714 ) |
| Estimates ( 3 ) | 0.4652 | 0 | -0.5148 | -1.1066 | 0 | -0.4656 | -0.4253 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.0025 ) | (0.0393 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.0325554923299959 |
| 0.102600735249648 |
| -0.032113814774609 |
| -0.0316474966255652 |
| -0.252193491303569 |
| -0.0754537026690903 |
| 0.0258878165894648 |
| -0.0223810552779924 |
| 0.0910685704689142 |
| -0.120763639078727 |
| 0.007113430392733 |
| 0.101411391227246 |
| 0.0917936224351083 |
| -0.00630125895266753 |
| 0.119438936073162 |
| -0.204161399036961 |
| -0.0534817764158777 |
| -0.251669865133233 |
| 0.0179693422488328 |
| 0.0502910790974929 |
| -0.117610270281847 |
| -0.0639510431113822 |
| -0.0675987190678722 |
| 0.0492205789986713 |
| 0.0380119212114549 |
| 0.0272820667547705 |
| 0.168623070224334 |
| 0.00243968510630032 |
| -0.0641017043604749 |
| 0.277861894297892 |
| -0.0378155184285631 |
| -0.163956374565764 |
| 0.137265268263784 |
| -0.0662471525325618 |
| 0.0593461967237592 |
| 0.029573165898593 |
| 0.0129594355027196 |
| -0.074936295189401 |
| 0.0278127801309309 |
| -0.0204816244491347 |
| 0.304805412831143 |
| 0.0531847638355587 |
| -0.186908023498501 |
| -0.0324682076537835 |
| -0.153699224837196 |
| 0.0733009120205056 |
| 0.0305710883767857 |
| 0.130649969287564 |
| 0.0933486589056707 |
| 0.112336972878386 |
| 0.0951788068433158 |
| 0.0588347237694919 |
| 0.129087372505257 |
| -0.124701328602101 |
| 0.0297342440979378 |
| -0.0292689635014255 |
