| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8158 | -0.4873 | -0.1857 | -0.1798 | -0.4614 | -0.3937 | 0.0571 |
| (p-val) | (0.0296 ) | (0.1427 ) | (0.4634 ) | (0.6176 ) | (0.5138 ) | (0.147 ) | (0.9409 ) |
| Estimates ( 2 ) | 0.8138 | -0.4826 | -0.1871 | -0.1807 | -0.4109 | -0.3791 | 0 |
| (p-val) | (0.0288 ) | (0.1387 ) | (0.455 ) | (0.6125 ) | (0.0249 ) | (0.0519 ) | (NA ) |
| Estimates ( 3 ) | 0.6535 | -0.3598 | -0.2762 | 0 | -0.4272 | -0.3602 | 0 |
| (p-val) | (0 ) | (0.0418 ) | (0.0622 ) | (NA ) | (0.0162 ) | (0.0638 ) | (NA ) |
| Estimates ( 4 ) | 0.6973 | -0.3782 | -0.2435 | 0 | -0.3226 | 0 | 0 |
| (p-val) | (0 ) | (0.0306 ) | (0.095 ) | (NA ) | (0.0435 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.8457 | -0.5886 | 0 | 0 | -0.3425 | 0 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (NA ) | (0.0318 ) | (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 |
| -0.0322477563269516 |
| -3.10259255310256e-05 |
| 0.301112186970538 |
| 0.0548018747461919 |
| -0.133474622792253 |
| 0.225291776937562 |
| 0.000852895716111257 |
| 0.084341638102194 |
| 0.175638628134376 |
| -0.245187524575567 |
| 0.0183476060840533 |
| -0.440793105929656 |
| 0.05602794751164 |
| -0.0510397796031188 |
| -0.00363943386617446 |
| -0.0951080672001434 |
| -0.103351045622180 |
| 0.0742974455944183 |
| 0.0310716492059746 |
| -0.039678164485403 |
| 0.227962566341790 |
| -0.324561783178065 |
| -0.039986746601846 |
| 0.115065195584166 |
| -0.241826610194115 |
| -0.265010543596649 |
| 0.264312619508534 |
| -0.145748811773052 |
| 0.074984846215623 |
| -0.0792037460618129 |
| -0.0897138675350125 |
| -0.0318891439749827 |
| -0.379520044986777 |
| 0.147081259023469 |
| 0.644573158872214 |
| 0.231406353542911 |
| 0.0257968317972824 |
| 0.102825006570345 |
| -0.0644471569186438 |
| 0.143283137022815 |
| 0.088575110656249 |
| 0.345773687682914 |
| -0.0556153301369342 |
| 0.236619255674046 |
| 0.109662493707481 |
| 0.137836003726974 |
| 0.0941980971503112 |
| -0.255678058936345 |
