| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5381 | -0.0253 | -0.4617 | 0.0113 | 0.301 | -0.3968 | -0.9241 |
| (p-val) | (0.0185 ) | (0.8965 ) | (0.0013 ) | (0.9632 ) | (0.3297 ) | (0.0501 ) | (0.6893 ) |
| Estimates ( 2 ) | 0.5468 | -0.0308 | -0.4588 | 0 | 0.303 | -0.399 | -0.9299 |
| (p-val) | (0 ) | (0.842 ) | (4e-04 ) | (NA ) | (0.3602 ) | (0.0438 ) | (0.7384 ) |
| Estimates ( 3 ) | 0.5325 | 0 | -0.4737 | 0 | 0.3081 | -0.4104 | -0.9826 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.1072 ) | (0.0179 ) | (0.8234 ) |
| Estimates ( 4 ) | 0.4758 | 0 | -0.504 | 0 | -0.2112 | -0.456 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.1509 ) | (0.0022 ) | (NA ) |
| Estimates ( 5 ) | 0.4699 | 0 | -0.4812 | 0 | 0 | -0.431 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0054 ) | (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 |
| -0.0279230939674124 |
| 0.123787550973249 |
| 0.285378944022193 |
| 0.105305617218268 |
| 0.185512620548008 |
| -0.339413740078979 |
| -0.134260011707350 |
| 0.0363789492690139 |
| -0.0567120449399904 |
| 0.163933274601749 |
| -0.221287795172262 |
| -0.000683123525760381 |
| 0.190465092145585 |
| 0.193904108869253 |
| 0.0216567341679043 |
| 0.260643560845098 |
| -0.336308044090181 |
| -0.097577026371423 |
| -0.489735728155088 |
| -0.0272969625932641 |
| 0.0492602096544843 |
| -0.259889805154352 |
| -0.168777649940238 |
| -0.187553698328741 |
| 0.0156230570719360 |
| -0.0147592343091604 |
| -0.0274254330369733 |
| 0.254573040509522 |
| -0.0352852211465953 |
| -0.138657559499791 |
| 0.465097830874045 |
| -0.080844563661989 |
| -0.313625522073952 |
| 0.221600801700589 |
| -0.0865382304407856 |
| 0.114994947777358 |
| 0.0464258693397569 |
| -0.0259482287651945 |
| -0.178290586428553 |
| -0.0366563465669150 |
| -0.048404632867848 |
| 0.631578747521983 |
| 0.151283976694891 |
| -0.280685723658523 |
| 0.0145775594119106 |
| -0.298592372377393 |
| 0.198025264158119 |
| 0.0574785840314833 |
| 0.188908081683065 |
| 0.146918539730557 |
| 0.263114120660781 |
| 0.139817434985577 |
| 0.262480686310204 |
| 0.262563914238206 |
| -0.0995982276590563 |
| 0.198982845458774 |
