| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1978 | 0.2885 | 0.1854 | -0.8516 | 0.0643 | 0.1005 | -1 |
| (p-val) | (0.6853 ) | (0.3928 ) | (0.3031 ) | (0.075 ) | (0.6404 ) | (0.4725 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.1599 | 0.1342 | -0.6545 | 0.0652 | 0.1025 | -1 |
| (p-val) | (NA ) | (0.2022 ) | (0.2509 ) | (0 ) | (0.6386 ) | (0.4638 ) | (1e-04 ) |
| Estimates ( 3 ) | 0 | 0.1649 | 0.1411 | -0.6542 | 0 | 0.0849 | -1.0002 |
| (p-val) | (NA ) | (0.1848 ) | (0.2202 ) | (0 ) | (NA ) | (0.5206 ) | (0.0067 ) |
| Estimates ( 4 ) | 0 | 0.1535 | 0.1251 | -0.6383 | 0 | 0 | -1.0001 |
| (p-val) | (NA ) | (0.2103 ) | (0.265 ) | (0 ) | (NA ) | (NA ) | (0.0826 ) |
| Estimates ( 5 ) | 0 | 0.1244 | 0 | -0.6024 | 0 | 0 | -1.0001 |
| (p-val) | (NA ) | (0.3024 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0359 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.5588 | 0 | 0 | -0.9981 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.159 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.6339 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| -0.0421705074100561 |
| -0.129258327913763 |
| -0.246549250957862 |
| 1.19533505321399 |
| 0.301391864576474 |
| 0.214587322556642 |
| -0.232721544852891 |
| 0.514042755807392 |
| 0.24608058056504 |
| 0.602176189328742 |
| -0.653268474371428 |
| -0.0663719774286424 |
| -0.170778497716156 |
| 0.0883268106508903 |
| -0.122251251340470 |
| 0.465074363168005 |
| -0.0354725051981512 |
| 0.106079086906791 |
| 0.372242448629541 |
| -0.673371286765544 |
| 0.032029430313978 |
| -0.519786180929721 |
| 0.599812609765493 |
| 1.01242306014290 |
| 0.0766761574290724 |
| -0.0795570398824967 |
| 0.788951331694217 |
| 0.527105943837308 |
| -0.740499066785094 |
| 1.14650250715039 |
| -0.944027346820562 |
| 0.705690333071006 |
| 0.413965951356183 |
| 0.326727717654122 |
| -0.503855767578028 |
| -0.0886109619142873 |
| 0.613868294877474 |
| 0.204517076997796 |
| 0.219135971081997 |
| 0.0742266616660415 |
| -1.03286467429303 |
| 0.553108723967073 |
| -0.328980409678559 |
| 0.638624170512498 |
| 0.231992002459414 |
| -1.04331237271045 |
| -0.0093496928027219 |
| 0.0177845695506521 |
| 0.0271751997053572 |
| 0.629577910243292 |
| 0.286192071835494 |
| -0.954252893861762 |
| 1.14691033061449 |
| 0.200418836821127 |
| -0.469449877912288 |
| 0.233310708617493 |
| 0.254134962943161 |
| 0.284437416101289 |
| 0.237756094052506 |
| -0.891253183419846 |
| 0.430263854652297 |
| -0.360830681673513 |
| -0.388778917146256 |
| -0.274097544828606 |
| 0.157881286472192 |
| 0.604528813884794 |
| 0.497968253248022 |
| -0.121419558066194 |
| -0.291691940840151 |
| 0.294591086731139 |
| -0.180952492095294 |
| 0.0336060259831407 |
| 0.0992505172064537 |
| -0.214696620321964 |
| -0.849964968687953 |
| 0.919790367433038 |
| -0.0530495349511026 |
| -0.282421130662262 |
| 0.594018212464773 |
| -0.27231101894483 |
| -0.146802209458212 |
| -0.0932901216821167 |
| -1.64484346349579 |
| -0.715191308092527 |
| -1.26542027932263 |
| -0.372629574771508 |
| -0.681488411267052 |
| -0.00599485007388178 |
| -0.816877333962606 |
| 0.5891012089711 |
| 0.771857079641416 |
| 0.26035537270983 |
| 0.292077311382055 |
