| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6564 | -0.145 | -0.4249 | -0.9003 | -0.2106 | -0.2826 | -0.1846 |
| (p-val) | (0.068 ) | (0.5426 ) | (0.1336 ) | (0.1567 ) | (0.8333 ) | (0.3796 ) | (0.876 ) |
| Estimates ( 2 ) | 0.6531 | -0.1474 | -0.4269 | -0.8926 | -0.3761 | -0.3259 | 0 |
| (p-val) | (0.0366 ) | (0.4764 ) | (0.0772 ) | (0.0883 ) | (0.0425 ) | (0.2068 ) | (NA ) |
| Estimates ( 3 ) | 0.5555 | 0 | -0.5317 | -0.8372 | -0.4084 | -0.3921 | 0 |
| (p-val) | (4e-04 ) | (NA ) | (0 ) | (3e-04 ) | (0.0183 ) | (0.0893 ) | (NA ) |
| Estimates ( 4 ) | 0.4975 | 0 | -0.5239 | -0.8345 | -0.3186 | 0 | 0 |
| (p-val) | (6e-04 ) | (NA ) | (0 ) | (2e-04 ) | (0.0392 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| 0.0447208800237501 |
| 0.0628789570160542 |
| -0.196265683554080 |
| -0.156168002495438 |
| 0.164470110053280 |
| -0.0653533615252956 |
| 0.0627829130831423 |
| -0.0535847490926473 |
| -0.311709457136278 |
| -0.138251455226786 |
| 0.251966886824416 |
| -0.140596573588994 |
| 0.00876106609524287 |
| 0.0593850547200641 |
| -0.228817679428104 |
| 0.0939213677061848 |
| 0.120962527532223 |
| 0.128494977321424 |
| 0.167236762143601 |
| -0.606288685481547 |
| -0.251842142656184 |
| -0.251954149030317 |
| -0.130700053511714 |
| -0.0381982122366429 |
| 0.610113339025282 |
| -0.223597766086544 |
| -0.172567983991916 |
| 0.195085900109628 |
| 0.114403162113202 |
| -0.200428770318022 |
| -0.0418505063987653 |
| 0.00344641563838091 |
| 0.460899556083119 |
| 0.304710803036061 |
| 0.089759420231955 |
| -0.188844764167923 |
| 0.160414630695268 |
| 0.149597979701001 |
| 0.163563282502204 |
| 0.127263884814720 |
| -0.290696423856117 |
| 0.0211128044723951 |
| -0.176510190183034 |
| -0.112803717622444 |
| 0.0771853672896475 |
| -0.418723106479802 |
| 0.0137663091330624 |
