| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6033 | -0.3519 | -0.3294 | -0.8872 | -0.5941 | -0.412 | 0.1518 |
| (p-val) | (4e-04 ) | (0.0544 ) | (0.0406 ) | (0 ) | (0.4315 ) | (0.1744 ) | (0.8554 ) |
| Estimates ( 2 ) | 0.596 | -0.3406 | -0.3313 | -0.8874 | -0.4596 | -0.3664 | 0 |
| (p-val) | (4e-04 ) | (0.0474 ) | (0.0386 ) | (0 ) | (0.0122 ) | (0.0643 ) | (NA ) |
| Estimates ( 3 ) | 0.6534 | -0.36 | -0.287 | -0.9038 | -0.3388 | 0 | 0 |
| (p-val) | (2e-04 ) | (0.0375 ) | (0.0767 ) | (0 ) | (0.0398 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | 0.8505 | -0.5814 | 0 | -1.0156 | -0.3296 | 0 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0 ) | (0.0444 ) | (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 |
| 0.0302546310890068 |
| 0.270683541362869 |
| -0.0555865004098123 |
| -0.199458858991931 |
| 0.184524450096122 |
| -0.068052844274869 |
| 0.00900449074691637 |
| 0.104571259362698 |
| -0.311691558170473 |
| -0.0243283870584952 |
| -0.461717727178516 |
| 0.0543751426952172 |
| -0.0378968613762163 |
| 0.00288760575253498 |
| -0.0714598485737966 |
| -0.0671727600472053 |
| 0.123612173071278 |
| 0.0604329559461176 |
| -0.0229851661300791 |
| 0.245964312040162 |
| -0.322685009332848 |
| -0.0200963995247533 |
| 0.143133122367513 |
| -0.227363701624457 |
| -0.240925736710637 |
| 0.314175166403136 |
| -0.109917866469258 |
| 0.107191536549562 |
| -0.0341562986046469 |
| -0.0520899849695177 |
| 0.00850074851976961 |
| -0.341421533055977 |
| 0.193987109299625 |
| 0.696960781189801 |
| 0.241845653853270 |
| 0.0103785476737764 |
| 0.097726323122537 |
| -0.0803567540015686 |
| 0.0981963185928827 |
| 0.0324376933101793 |
| 0.281385651192725 |
| -0.118968340262999 |
| 0.183553963309808 |
| 0.0512540143152521 |
| 0.064012109496209 |
| 0.0168050773714668 |
| -0.350958221284755 |
