| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5379 | -0.1288 | -0.4648 | -0.0443 | 0.1516 | 0.1272 | 0.5193 |
| (p-val) | (0.0075 ) | (0.4519 ) | (6e-04 ) | (0.8361 ) | (0.7704 ) | (0.7144 ) | (0.3074 ) |
| Estimates ( 2 ) | 0.5053 | -0.106 | -0.4781 | 0 | 0.1458 | 0.137 | 0.5214 |
| (p-val) | (0 ) | (0.3968 ) | (0 ) | (NA ) | (0.7845 ) | (0.6972 ) | (0.3185 ) |
| Estimates ( 3 ) | 0.5065 | -0.1089 | -0.4793 | 0 | 0 | 0.2265 | 0.6577 |
| (p-val) | (0 ) | (0.3816 ) | (0 ) | (NA ) | (NA ) | (0.1722 ) | (0 ) |
| Estimates ( 4 ) | 0.4469 | 0 | -0.54 | 0 | 0 | 0.2126 | 0.6803 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.2028 ) | (0 ) |
| Estimates ( 5 ) | 0.4234 | 0 | -0.5285 | 0 | 0 | 0 | 0.6555 |
| (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 |
| 0.00819998879154839 |
| -0.120967670308144 |
| -0.277252206078327 |
| -0.340075409519058 |
| -0.110641320445519 |
| -0.0303596350042157 |
| 0.508640888257775 |
| -0.100685334612626 |
| 0.0094199753658303 |
| 0.0488182269754566 |
| 0.060795713503559 |
| 0.122970399201974 |
| -0.0809480065050388 |
| -0.0561312991806065 |
| 0.168001910581593 |
| -0.00924310887256644 |
| 0.193426525332548 |
| -0.369826350592351 |
| 0.0794983033953783 |
| -0.0762366929623715 |
| -0.110814121319707 |
| 0.217226211866436 |
| -0.129037070012289 |
| 0.138227908576819 |
| 0.205376841124817 |
| 0.100202513387229 |
| -0.00437734769909356 |
| 0.176093541195532 |
| -0.351109673779038 |
| -0.210623115953763 |
| -0.305050382805144 |
| -0.186573402030247 |
| -0.0100167661901394 |
| -0.222318827072791 |
| -0.104566913087296 |
| -0.0346528812610764 |
| 0.0392243226725618 |
| -0.115911766404744 |
| -0.108706760258964 |
| 0.164819623487942 |
| -0.0902130479769409 |
| -0.190777819490078 |
| 0.646925377287556 |
| -0.177486886282070 |
| -0.338481793084492 |
| 0.242024117636875 |
| -0.0294386100929851 |
| 0.205216110963574 |
| 0.051071914647202 |
| -0.111476041968906 |
| -0.177731230748584 |
| -0.093704600042116 |
| -0.0526114726360525 |
| 0.445289752359001 |
| 0.393231706821237 |
| -0.372033693995526 |
| -0.0341861651058026 |
| -0.178150505664018 |
| 0.162912903999725 |
| 0.1553876008421 |
| 0.219769368459662 |
| 0.13089608117716 |
| 0.289422474059555 |
| 0.207796869270802 |
| 0.212374128958768 |
| 0.128532888475965 |
| -0.0329565406285681 |
| 0.0397518330978241 |
