| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0215 | 0.2586 | 0.1023 | 0.0536 | -0.7838 | -0.4336 | 0.5137 |
| (p-val) | (0.9775 ) | (0.0902 ) | (0.6755 ) | (0.9438 ) | (0.601 ) | (0.3027 ) | (0.779 ) |
| Estimates ( 2 ) | 0 | 0.2572 | 0.0971 | 0.0327 | -0.7966 | -0.4359 | 0.5297 |
| (p-val) | (NA ) | (0.0766 ) | (0.5312 ) | (0.824 ) | (0.5986 ) | (0.3013 ) | (0.7768 ) |
| Estimates ( 3 ) | 0 | 0.2583 | 0.0943 | 0 | -0.7534 | -0.4222 | 0.4871 |
| (p-val) | (NA ) | (0.0756 ) | (0.54 ) | (NA ) | (0.5997 ) | (0.2824 ) | (0.7774 ) |
| Estimates ( 4 ) | 0 | 0.2602 | 0.0907 | 0 | -0.3166 | -0.3052 | 0 |
| (p-val) | (NA ) | (0.0738 ) | (0.5437 ) | (NA ) | (0.0429 ) | (0.1416 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.275 | 0 | 0 | -0.3072 | -0.3455 | 0 |
| (p-val) | (NA ) | (0.0563 ) | (NA ) | (NA ) | (0.0478 ) | (0.0741 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.2303 | 0 | 0 | -0.2206 | 0 | 0 |
| (p-val) | (NA ) | (0.1048 ) | (NA ) | (NA ) | (0.1309 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0.2159 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.129 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -0.0416391435770165 |
| 0.0384545000112492 |
| 0.0746551449463546 |
| -0.0114223041522692 |
| -0.0611992615704532 |
| -0.09095772378237 |
| 0.0521754008170929 |
| -0.0300381673324877 |
| 0.0799491574006164 |
| 0.102981354958370 |
| -0.0190361565315726 |
| -0.179329913887321 |
| -0.0760053031987705 |
| -0.00646901605101108 |
| -0.208707531477808 |
| -0.0568141993108875 |
| -0.0560219651615235 |
| 0.369284923003599 |
| -0.168602401177745 |
| -0.0915026706527478 |
| 0.0334167567246073 |
| -0.208085797602831 |
| -0.148795572894336 |
| 0.120508323938662 |
| 0.051274714962922 |
| -0.241502705793822 |
| 0.214940617763776 |
| 0.105783522437134 |
| 0.224237680267269 |
| -0.0586598358737316 |
| 0.0252912820603868 |
| -0.00437503997512323 |
| 0.0261794963486004 |
| -0.122683929997292 |
| 0.255804621352880 |
| -0.0217645773715223 |
| -0.139408251290025 |
| 0.138993584154949 |
| 0.053105647272579 |
| 0.207086627524435 |
| 0.138169924629791 |
| 0.0455191772227632 |
| 0.16558914324283 |
| 0.234300555852425 |
| 0.0123627683380150 |
| 0.0292114228454974 |
| 0.0249302861150902 |
| -0.164521279557755 |
| 0.0671109020665668 |
