| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4806 | -0.0907 | -0.4427 | -0.012 | -0.2084 | 0.3075 | 0.871 |
| (p-val) | (0.0283 ) | (0.6074 ) | (0.0017 ) | (0.9581 ) | (0.8089 ) | (0.575 ) | (0.4396 ) |
| Estimates ( 2 ) | 0.4714 | -0.0849 | -0.446 | 0 | -0.2145 | 0.3128 | 0.8781 |
| (p-val) | (4e-04 ) | (0.5328 ) | (4e-04 ) | (NA ) | (0.8037 ) | (0.5655 ) | (0.4484 ) |
| Estimates ( 3 ) | 0.4715 | -0.0837 | -0.4438 | 0 | 0 | 0.1889 | 0.6449 |
| (p-val) | (4e-04 ) | (0.5376 ) | (4e-04 ) | (NA ) | (NA ) | (0.278 ) | (0.0012 ) |
| Estimates ( 4 ) | 0.4298 | 0 | -0.4861 | 0 | 0 | 0.1795 | 0.6782 |
| (p-val) | (1e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.3047 ) | (8e-04 ) |
| Estimates ( 5 ) | 0.4008 | 0 | -0.4743 | 0 | 0 | 0 | 0.6721 |
| (p-val) | (3e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0015 ) |
| 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 |
| 0.00809999011424678 |
| -0.256030106273241 |
| -0.0261995982030688 |
| 0.0719851902337171 |
| -0.0224258429805746 |
| -0.124301476471403 |
| 0.064140545701854 |
| -0.159502946771157 |
| 0.0759231305523105 |
| -0.375004746715671 |
| 0.307941434557564 |
| -0.117246775711441 |
| -0.0129582186710077 |
| 0.325131270254925 |
| -0.0204708244308402 |
| 0.188125836709736 |
| 0.176849438764125 |
| 0.101909987488730 |
| 0.0162069702051449 |
| 0.197310304512539 |
| -0.303769207080201 |
| -0.229203946742343 |
| -0.347399624038535 |
| -0.180554444762140 |
| -0.0258467800321024 |
| -0.213369819474686 |
| -0.107150249948112 |
| -0.0357645786100917 |
| 0.0436447597557989 |
| -0.127445907697642 |
| -0.126663795361469 |
| 0.138953687852875 |
| -0.112828366648820 |
| -0.186239291483964 |
| 0.664918433419096 |
| -0.173809666264785 |
| -0.313842006404744 |
| 0.224264649084628 |
| -0.0268040736855746 |
| 0.224288989151266 |
| 0.0638262077516528 |
| -0.0938925644723778 |
| -0.177897591007898 |
| -0.0924846033451493 |
| -0.0503322220330691 |
| 0.441057957228204 |
| 0.403771058311445 |
| -0.35078141035461 |
| -0.0753978387485018 |
| -0.238864071365307 |
| 0.133754558457539 |
| 0.163839803390978 |
| 0.267968889629529 |
| 0.147687166628877 |
| 0.275677926776287 |
| 0.171383689436019 |
| 0.162926992817567 |
| 0.101618386695402 |
| -0.00624828425395776 |
| 0.0348199773931945 |
