| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1843 | -0.054 | 0.0719 | 0.3776 | -0.9882 | -0.4507 | 0.0582 |
| (p-val) | (0.7302 ) | (0.7613 ) | (0.6589 ) | (0.4636 ) | (0.1041 ) | (0.2971 ) | (0.934 ) |
| Estimates ( 2 ) | -0.185 | -0.0559 | 0.0732 | 0.3778 | -0.9398 | -0.4176 | 0 |
| (p-val) | (0.7272 ) | (0.75 ) | (0.6518 ) | (0.4597 ) | (0 ) | (0.0253 ) | (NA ) |
| Estimates ( 3 ) | -0.2501 | 0 | 0.0678 | 0.4543 | -0.9521 | -0.4249 | 0 |
| (p-val) | (0.5659 ) | (NA ) | (0.6832 ) | (0.2584 ) | (0 ) | (0.0204 ) | (NA ) |
| Estimates ( 4 ) | 0.0433 | 0 | 0 | 0.1407 | -0.9892 | -0.4658 | 0 |
| (p-val) | (0.0532 ) | (NA ) | (NA ) | (0.1994 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0.1702 | 0 | 0 | 0 | -0.9867 | -0.4517 | 0 |
| (p-val) | (0.2562 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0111 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.9348 | -0.4029 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0262 ) | (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 |
| -0.00273333151037425 |
| -0.106461948024821 |
| 0.0825420262541246 |
| -0.0124154204873527 |
| -0.0151972505478717 |
| -0.079630980168167 |
| -0.0701759797767017 |
| 0.182906501035722 |
| 0.0629996019607588 |
| -0.0709322738662557 |
| 0.00552419494878300 |
| -0.0202639111073866 |
| -0.0366212852658363 |
| 0.0768849820574697 |
| 0.00678519677569944 |
| -0.0690153208907882 |
| 0.0262741768710828 |
| -0.0212227828630006 |
| 0.0801262507693426 |
| 0.0632793530313223 |
| 0.0115398551068292 |
| 0.0307049616220339 |
| 0.0659881382540679 |
| -0.0300449032732207 |
| 0.0926768805792261 |
| 0.0290088585640296 |
| -0.0917149291953256 |
| -0.050838939810664 |
| -0.0236067636679131 |
| -0.0341288233991298 |
| -0.00137371533586861 |
| 0.0893029630219581 |
| 0.146102211273000 |
| -0.0215947075156697 |
| -0.0171806370832116 |
| 0.0980986056215425 |
| -0.164889973088161 |
| -0.102137967857896 |
| -0.0723300003162995 |
| -0.00299411935526528 |
| -0.0475259700986309 |
| 0.00560835374914848 |
| -0.0912058913272951 |
| 0.0454598039094629 |
| -0.0543777007573465 |
| -0.0219147599499864 |
| -0.0240828516292790 |
| 0.0221782247852206 |
| -0.0664383205102828 |
