| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3339 | 0.1525 | 0.2027 | -0.284 | 0.3532 | -0.1714 | -0.9922 |
| (p-val) | (0.3954 ) | (0.3315 ) | (0.2737 ) | (0.4633 ) | (0.1417 ) | (0.5159 ) | (0.4313 ) |
| Estimates ( 2 ) | 0.3291 | 0.1323 | 0.2394 | -0.2749 | 0.4414 | 0 | -0.9989 |
| (p-val) | (0.3479 ) | (0.3814 ) | (0.1524 ) | (0.4283 ) | (0.0386 ) | (NA ) | (0.0862 ) |
| Estimates ( 3 ) | 0.0816 | 0.1677 | 0.2837 | 0 | 0.4452 | 0 | -0.9991 |
| (p-val) | (0.5524 ) | (0.2168 ) | (0.0413 ) | (NA ) | (0.0343 ) | (NA ) | (0.0678 ) |
| Estimates ( 4 ) | 0 | 0.1805 | 0.3009 | 0 | 0.457 | 0 | -0.9992 |
| (p-val) | (NA ) | (0.1802 ) | (0.0273 ) | (NA ) | (0.0324 ) | (NA ) | (0.0632 ) |
| Estimates ( 5 ) | 0 | 0 | 0.3326 | 0 | 0.451 | 0 | -1.0015 |
| (p-val) | (NA ) | (NA ) | (0.0155 ) | (NA ) | (0.0384 ) | (NA ) | (0.127 ) |
| Estimates ( 6 ) | 0 | 0 | 0.3913 | 0 | -0.2589 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0043 ) | (NA ) | (0.0874 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3418 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0111 ) | (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 |
| -0.085666250501015 |
| 0.000375812336358993 |
| 0.0184180465078815 |
| 0.000262862157273187 |
| -0.0199758683088358 |
| -0.107518439954991 |
| 0.100119247208065 |
| 0.108951153344062 |
| -0.000886195520778308 |
| -0.139581421687837 |
| -0.0780776678235696 |
| -0.0798227464282469 |
| -0.280955594107185 |
| -0.096661675736233 |
| -0.188346769239860 |
| 0.286812799273611 |
| -0.154552174612067 |
| -0.097437303966069 |
| -0.0438629214779568 |
| -0.203772556943167 |
| -0.205208543054927 |
| 0.222533093540267 |
| 0.190881827051348 |
| -0.285880221077765 |
| 0.150941707724492 |
| 0.0240579449082060 |
| 0.372909560950844 |
| -0.0697946013727725 |
| -0.0158499167833733 |
| -0.096271352487399 |
| 0.0517110296757224 |
| -0.232359918366779 |
| 0.40888202531611 |
| -0.0623491487515829 |
| 0.0324951968813139 |
| -0.113782329554407 |
| 0.158837721278282 |
| 0.328637452868641 |
| 0.276518984016647 |
| 0.135476772582635 |
| 0.202017182305454 |
| 0.292983501495417 |
| 0.0304738351600129 |
| 0.0325301178136961 |
| 0.0168747603899142 |
| -0.107122344463583 |
| -0.00768226991747412 |
| -0.0136249976102789 |
| -0.0489849641906624 |
