| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6143 | -0.0626 | -0.5781 | -0.1871 | 0.5272 | -0.6299 | -0.179 |
| (p-val) | (4e-04 ) | (0.7104 ) | (1e-04 ) | (0.2563 ) | (0.0147 ) | (0 ) | (0.521 ) |
| Estimates ( 2 ) | 0.5654 | 0 | -0.6177 | -0.1574 | 0.5192 | -0.6333 | -0.189 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0.2868 ) | (0.0142 ) | (0 ) | (0.4916 ) |
| Estimates ( 3 ) | 0.5754 | 0 | -0.6272 | -0.1638 | 0.4042 | -0.6076 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0.2601 ) | (0.0038 ) | (0 ) | (NA ) |
| Estimates ( 4 ) | 0.5163 | 0 | -0.6129 | 0 | 0.4051 | -0.5611 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0052 ) | (0 ) | (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 |
| 0.00859998385681809 |
| -0.0516183629422123 |
| -0.089487775971606 |
| -0.251844244432768 |
| 0.122632171509059 |
| 0.0816699400310565 |
| 0.167444748281318 |
| 0.0231651546860949 |
| -0.0225265630158291 |
| 0.0447294066957416 |
| 0.0163578378735088 |
| 0.112362132776152 |
| -0.147021204725632 |
| -0.0618224419478195 |
| 0.0406758425947729 |
| -0.047006802943144 |
| 0.217287879738682 |
| -0.109331250955418 |
| -0.083889434977793 |
| -0.0213208563430614 |
| 0.0771101113340816 |
| -0.0348601848684801 |
| -0.0157141228481655 |
| 0.0308765367816413 |
| 0.0747168285222602 |
| -0.0380783870999479 |
| -0.0161545567464945 |
| -0.0988691448835235 |
| 0.0922733767803183 |
| -0.135567802836038 |
| -0.100931188340963 |
| 0.0810365027067588 |
| -0.121616409559159 |
| -0.138450043277557 |
| -0.0231176980456893 |
| -0.0242461318196185 |
| -0.160767743065978 |
| -0.0223656329037984 |
| 0.0594171305400248 |
| -0.00625466254521179 |
| -0.0619148924489608 |
| -0.27837401032122 |
| 0.0815891726132012 |
| -0.21597818999435 |
| -0.228583036465338 |
| 0.130558856654495 |
| -0.194616597656450 |
| -0.0363304882511244 |
| -0.0208878673429185 |
| -0.106416925931527 |
| -0.054699458000595 |
| 0.0111697673950770 |
| -0.0759208295404639 |
| 0.176230289596661 |
| 0.121412555765928 |
| 0.0860802768988451 |
| -0.0416128786586931 |
| -0.00648601967109741 |
| 0.0834865147180652 |
| 0.176085070601459 |
