| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2938 | 0.1066 | 0.4799 | -0.14 | 0.3374 | -0.2103 | -0.9997 |
| (p-val) | (0.152 ) | (0.4569 ) | (1e-04 ) | (0.5466 ) | (0.0648 ) | (0.3034 ) | (0.0267 ) |
| Estimates ( 2 ) | -0.3929 | 0.0575 | 0.458 | 0 | 0.3368 | -0.2478 | -0.9989 |
| (p-val) | (0.0024 ) | (0.6497 ) | (1e-04 ) | (NA ) | (0.0581 ) | (0.1933 ) | (0.036 ) |
| Estimates ( 3 ) | -0.4166 | 0 | 0.4361 | 0 | 0.3315 | -0.2356 | -0.9999 |
| (p-val) | (5e-04 ) | (NA ) | (0 ) | (NA ) | (0.0674 ) | (0.2243 ) | (0.0443 ) |
| Estimates ( 4 ) | -0.467 | 0 | 0.4392 | 0 | 0.3918 | 0 | -1 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0365 ) | (NA ) | (4e-04 ) |
| 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 |
| -0.0116601908511754 |
| -0.171393350097102 |
| 0.0610927108029247 |
| -0.030924660208327 |
| -0.024324523545093 |
| 0.0279652165501524 |
| 0.0423497550496552 |
| -0.0299878754377617 |
| -0.0578083963259399 |
| -0.0229555067672331 |
| 0.0139376712787708 |
| 0.07384606345267 |
| -0.0742030205732912 |
| -0.116831760000770 |
| 0.040178333514608 |
| 0.0992696032146985 |
| -0.128769998872445 |
| 0.120183713542306 |
| 0.0809044531915486 |
| 0.071274734499627 |
| -0.191990626627177 |
| 0.121598548263541 |
| -0.233567722608985 |
| 0.143134290405343 |
| -0.124050936037871 |
| 0.0402723585043001 |
| -0.0311841133860328 |
| -0.00362197606592194 |
| 0.0885741276653397 |
| -0.0664597792754824 |
| -0.196485452980872 |
| 0.0335414639544243 |
| 0.0666172446002506 |
| -0.0252468170250051 |
| -0.00791038921444732 |
| 0.154013842153674 |
| -0.0132782172407685 |
| 0.0755393820554597 |
| -0.0933717826719374 |
| -0.0878206326077402 |
| 0.0855860811803777 |
| 0.0963009010978834 |
| -0.0480022852011752 |
| 0.121442238913359 |
| -0.00953004168957877 |
| -0.123231580896493 |
| 0.156407533094567 |
| -0.0402158618767944 |
| 0.0707882797762863 |
| -0.072000986164538 |
| -0.0326501325293937 |
| 0.00547166233273656 |
| -0.141905735723222 |
| -0.341477325884554 |
| -0.2999235024907 |
| -0.131911635733967 |
| 0.065521545011267 |
| -0.00505786369190099 |
| -0.0873037349501647 |
| 0.0166295069559130 |
| 0.0675883065034 |
