| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.538 | -0.1287 | -0.4653 | -0.0449 | 0.1482 | 0.1278 | 0.5254 |
| (p-val) | (0.0069 ) | (0.448 ) | (6e-04 ) | (0.8322 ) | (0.7735 ) | (0.7116 ) | (0.2976 ) |
| Estimates ( 2 ) | 0.505 | -0.1057 | -0.4788 | 0 | 0.1432 | 0.1369 | 0.5267 |
| (p-val) | (0 ) | (0.3948 ) | (0 ) | (NA ) | (0.7862 ) | (0.6955 ) | (0.3089 ) |
| Estimates ( 3 ) | 0.5061 | -0.1085 | -0.4801 | 0 | 0 | 0.225 | 0.6608 |
| (p-val) | (0 ) | (0.38 ) | (0 ) | (NA ) | (NA ) | (0.1662 ) | (0 ) |
| Estimates ( 4 ) | 0.4467 | 0 | -0.5405 | 0 | 0 | 0.211 | 0.6834 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.192 ) | (0 ) |
| Estimates ( 5 ) | 0.423 | 0 | -0.5272 | 0 | 0 | 0 | 0.6544 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0 ) |
| 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 |
| 0.00819998875651877 |
| -0.120779099963943 |
| -0.276819608924016 |
| -0.339601512683924 |
| -0.110771502953114 |
| -0.0306000833436336 |
| 0.507864916398398 |
| -0.100445495366433 |
| 0.00958394702615532 |
| 0.0491807433632859 |
| 0.0607610189895292 |
| 0.122765699198054 |
| -0.0811352930696774 |
| -0.0561868033548446 |
| 0.16781367665296 |
| -0.00903997016720682 |
| 0.193523884593644 |
| -0.36928334131978 |
| 0.079116239868924 |
| -0.0763726902920728 |
| -0.111143711435323 |
| 0.217000816787717 |
| -0.128624624245833 |
| 0.138509703860688 |
| 0.205576125206605 |
| 0.099917055583532 |
| -0.00494727740949009 |
| 0.175403874107069 |
| -0.351542114440973 |
| -0.210038780698486 |
| -0.303976799093917 |
| -0.186710259994552 |
| -0.0098448396456088 |
| -0.222660676511597 |
| -0.104265240058332 |
| -0.0347603529235773 |
| 0.0386161090112882 |
| -0.116206934091930 |
| -0.108148626104006 |
| 0.164456681324760 |
| -0.0887426840487321 |
| -0.191265627950527 |
| 0.647562998227048 |
| -0.177166806466299 |
| -0.338817067295063 |
| 0.243275588736245 |
| -0.0294827380060855 |
| 0.205621048705436 |
| 0.0516286752935463 |
| -0.110910004133795 |
| -0.177569045651229 |
| -0.0936990253475298 |
| -0.0537731006985553 |
| 0.445183543820311 |
| 0.390563113775607 |
| -0.372062962125219 |
| -0.0328845139679445 |
| -0.179317909679388 |
| 0.162725553037980 |
| 0.154424711938498 |
| 0.219149187010711 |
| 0.130672055117195 |
| 0.289891841767177 |
| 0.208828777113107 |
| 0.213095425895003 |
| 0.126664371208115 |
| -0.031585188447327 |
| 0.040298905100605 |
| 0.0101830484963682 |
