| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4552 | -6e-04 | -0.4877 | 0.2739 | 0.4346 | 0.0306 | -0.9986 |
| (p-val) | (0.2602 ) | (0.9985 ) | (0.025 ) | (0.5643 ) | (0.0799 ) | (0.9089 ) | (0.2024 ) |
| Estimates ( 2 ) | 0.4545 | 0 | -0.4881 | 0.2748 | 0.4346 | 0.0306 | -1.001 |
| (p-val) | (0.0054 ) | (NA ) | (0 ) | (0.1803 ) | (0.0799 ) | (0.9087 ) | (0.2034 ) |
| Estimates ( 3 ) | 0.461 | 0 | -0.4883 | 0.2713 | 0.4244 | 0 | -0.9998 |
| (p-val) | (0.0026 ) | (NA ) | (0 ) | (0.1817 ) | (0.0654 ) | (NA ) | (0.2997 ) |
| Estimates ( 4 ) | 0.4139 | 0 | -0.4884 | 0.3241 | -0.3089 | 0 | 0 |
| (p-val) | (0.008 ) | (NA ) | (0 ) | (0.0948 ) | (0.0511 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.5417 | 0 | -0.4841 | 0 | -0.3194 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0376 ) | (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 |
| -0.0372717664798736 |
| 0.0601631123927235 |
| 0.178809590178444 |
| 0.163221085210122 |
| -0.0746723930055967 |
| -0.0696573322827438 |
| 0.199906582033122 |
| -0.0565247016011441 |
| 0.169136314164816 |
| 0.0092758958949096 |
| -0.248866455199163 |
| -0.106856762430759 |
| 0.229033606707467 |
| -0.186618773607582 |
| 0.114275850997764 |
| 0.0810651515987958 |
| -0.221385960485280 |
| 0.132616723019719 |
| 0.0608805139064565 |
| 0.128415727629438 |
| 0.219988471619034 |
| -0.574356702200373 |
| -0.122156327614570 |
| -0.35664556057511 |
| -0.221472281354849 |
| -0.211405239338973 |
| 0.50787385384844 |
| -0.380428524211696 |
| -0.0573194725772423 |
| 0.146902453058248 |
| -0.103230459989684 |
| -0.246833962607783 |
| -0.143611047467697 |
| 0.00369777290208084 |
| 0.540099496686849 |
| 0.350035091719274 |
| 0.113385826384380 |
| -0.00164914737583644 |
| 0.122762116245541 |
| 0.127001723306238 |
| 0.286776551192174 |
| 0.162287158608875 |
| -0.118141061924492 |
| 0.169382582668258 |
| -0.175857984400050 |
| 0.17190264193124 |
| 0.0633725885902132 |
| -0.298775205209387 |
