| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4658 | -0.0917 | -0.442 | -0.0267 | -0.1374 | 0.2708 | 0.7872 |
| (p-val) | (0.038 ) | (0.6073 ) | (0.0021 ) | (0.909 ) | (0.8694 ) | (0.6113 ) | (0.3907 ) |
| Estimates ( 2 ) | 0.4453 | -0.0794 | -0.4492 | 0 | -0.1498 | 0.2817 | 0.7995 |
| (p-val) | (7e-04 ) | (0.5676 ) | (4e-04 ) | (NA ) | (0.8599 ) | (0.5987 ) | (0.3962 ) |
| Estimates ( 3 ) | 0.4468 | -0.0791 | -0.4476 | 0 | 0 | 0.1951 | 0.6443 |
| (p-val) | (7e-04 ) | (0.5681 ) | (4e-04 ) | (NA ) | (NA ) | (0.2791 ) | (0.0017 ) |
| Estimates ( 4 ) | 0.408 | 0 | -0.4874 | 0 | 0 | 0.188 | 0.6808 |
| (p-val) | (2e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.2976 ) | (0.0011 ) |
| Estimates ( 5 ) | 0.3759 | 0 | -0.4758 | 0 | 0 | 0 | 0.668 |
| (p-val) | (5e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0021 ) |
| 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 |
| 0.00799999024754572 |
| 0.0640382684716079 |
| -0.305572082626687 |
| 0.0155234157400303 |
| 0.171854399201134 |
| -0.0401269879129791 |
| -0.135156679062275 |
| 0.0599665635262587 |
| -0.132415123072416 |
| 0.0958264557454745 |
| -0.345717641966339 |
| 0.275375808371876 |
| -0.130059783710948 |
| -0.0878124510248331 |
| 0.370796574989886 |
| -0.0478797833203736 |
| 0.124346585144397 |
| 0.186372457268926 |
| 0.109699578653268 |
| 0.0201824720049317 |
| 0.191210122375228 |
| -0.308857098096112 |
| -0.244070830772462 |
| -0.349124113652872 |
| -0.186220073674949 |
| -0.00667320878278924 |
| -0.224743496688859 |
| -0.0965813927226758 |
| -0.0175183074250717 |
| 0.0392475928827003 |
| -0.129864100360936 |
| -0.131832729728745 |
| 0.139963149369621 |
| -0.106346743130941 |
| -0.177215468656924 |
| 0.65736120263215 |
| -0.163299484213999 |
| -0.328393657387415 |
| 0.226315132396698 |
| -0.0361818094959838 |
| 0.207179073515756 |
| 0.070872309869133 |
| -0.0864483775685348 |
| -0.174596048336971 |
| -0.102716283621857 |
| -0.0588258980052539 |
| 0.433631517382078 |
| 0.416990310712037 |
| -0.329684428927935 |
| -0.0601385827432751 |
| -0.247758174479907 |
| 0.123043052687533 |
| 0.166313515716021 |
| 0.268888042591217 |
| 0.162416293621722 |
| 0.288786559297585 |
| 0.182950484988653 |
| 0.167388900920321 |
| 0.103695564969775 |
| -0.0172235457347203 |
