| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4266 | -0.2027 | 0.2115 | -0.1786 | -0.639 | -0.2827 | -0.9996 |
| (p-val) | (0.4112 ) | (0.327 ) | (0.2355 ) | (0.729 ) | (0.0075 ) | (0.202 ) | (0.139 ) |
| Estimates ( 2 ) | 0.2539 | -0.1575 | 0.1802 | 0 | -0.6348 | -0.2821 | -0.9999 |
| (p-val) | (0.0868 ) | (0.3193 ) | (0.2657 ) | (NA ) | (0.0082 ) | (0.204 ) | (0.1328 ) |
| Estimates ( 3 ) | 0.2293 | 0 | 0.1484 | 0 | -0.634 | -0.2604 | -1.0004 |
| (p-val) | (0.1172 ) | (NA ) | (0.3678 ) | (NA ) | (0.008 ) | (0.2447 ) | (0.2144 ) |
| Estimates ( 4 ) | 0.2267 | 0 | 0 | 0 | -0.6315 | -0.2649 | -0.9992 |
| (p-val) | (0.1257 ) | (NA ) | (NA ) | (NA ) | (0.0093 ) | (0.2417 ) | (0.4104 ) |
| Estimates ( 5 ) | 0.2652 | 0 | 0 | 0 | -1.0082 | -0.5013 | 0 |
| (p-val) | (0.0705 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0018 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.9812 | -0.4876 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0024 ) | (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 |
| -0.00396671269256706 |
| 0.111314976037103 |
| 0.0682740086174928 |
| -0.227111870047336 |
| -0.0913453054264917 |
| 0.142031609901945 |
| -0.0148431426417289 |
| 0.0159001587559324 |
| 0.0387654462009301 |
| -0.231666918382834 |
| 0.118284321646778 |
| 0.0769722354057693 |
| -0.03861152971703 |
| -0.00555263316920203 |
| -0.157784204284717 |
| -0.017944571417612 |
| -0.0152657456648827 |
| -0.0390854765658281 |
| -0.0914782243150564 |
| 0.0580715093834441 |
| -0.0921932301655767 |
| -0.0516908644481382 |
| 0.134595157528573 |
| 0.0305495311701961 |
| 0.0174618681293164 |
| 0.0398046301832505 |
| -0.0311816474642415 |
| -0.0969684684902288 |
| -0.184800867379907 |
| 0.0597654936100393 |
| -0.0210069897652283 |
| -0.0612718555927389 |
| 0.173481988903269 |
| 0.137720289923430 |
| 0.134527367433644 |
| -0.0193480250967496 |
| 0.0949563605309157 |
| -0.000704240402552093 |
| 0.161442750558655 |
| -0.0904257098922774 |
| 0.177090981495639 |
| 0.043706007040313 |
| 0.00365367371078285 |
| -0.0829872681780013 |
| 0.0937601982702212 |
| -0.0531229737676275 |
| -0.328660767305424 |
| -0.0767819308385851 |
