| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1346 | 0.3355 | 0.0159 | 0.2467 | 0.021 | -0.1848 | 0.0575 |
| (p-val) | (0 ) | (0 ) | (0.1588 ) | (0 ) | (0.0372 ) | (0 ) | (0.006 ) |
| Estimates ( 2 ) | 0.0444 | 0.3138 | 0 | 0.3227 | -0.1514 | -0.259 | 0.277 |
| (p-val) | (0.9305 ) | (0.1871 ) | (NA ) | (0.5414 ) | (0.8381 ) | (0.1937 ) | (0.7238 ) |
| Estimates ( 3 ) | 0 | 0.3298 | 0 | 0.3671 | -0.152 | -0.2601 | 0.2782 |
| (p-val) | (NA ) | (0.02 ) | (NA ) | (0.0078 ) | (0.8369 ) | (0.1916 ) | (0.7216 ) |
| Estimates ( 4 ) | 0 | 0.3208 | 0 | 0.3749 | 0 | -0.2759 | 0.1194 |
| (p-val) | (NA ) | (0.0182 ) | (NA ) | (0.0048 ) | (NA ) | (0.1118 ) | (0.4831 ) |
| Estimates ( 5 ) | 0 | 0.3215 | 0 | 0.3788 | 0 | -0.2535 | 0 |
| (p-val) | (NA ) | (0.0171 ) | (NA ) | (0.0044 ) | (NA ) | (0.1453 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.3066 | 0 | 0.3505 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0223 ) | (NA ) | (0.0075 ) | (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 |
| 0.00486999668147347 |
| 0.0428273731806190 |
| -0.0113270953550521 |
| -0.00164695550344393 |
| -0.00248663426244923 |
| 0.0268510385266467 |
| 0.0381967001528541 |
| -0.0431450620861952 |
| -0.0475736004031863 |
| 0.0435888009176893 |
| -0.000959816306380407 |
| 0.0328414363366557 |
| -0.0124353398424357 |
| 0.0213031282597432 |
| 0.0403129149299032 |
| 0.0528253385053685 |
| 0.0225279161294693 |
| 0.00539833355800482 |
| -0.0108852534839238 |
| 0.137155213449756 |
| 0.100180613729367 |
| -0.199546638423276 |
| 0.0949284582184347 |
| 0.0145848937339730 |
| -0.0228422906657681 |
| 0.0664170312799638 |
| -0.0345043755837051 |
| 0.00544241248252102 |
| -0.0596599918629353 |
| 0.0461721625871752 |
| 0.0644725854521347 |
| 0.061634613533397 |
| -0.0461685064706519 |
| -0.0779623149252923 |
| 0.0403910056589936 |
| -0.0642868294428809 |
| 0.0211365986735667 |
| 0.0620573822056189 |
| -0.0708343686064749 |
| -0.0481963081514007 |
| 0.0886792280936185 |
| 0.0957477307815901 |
| 0.0285169208195182 |
| -0.0181928870370216 |
| -0.0190904848694347 |
| -0.0621906777103636 |
| 0.0511216331238096 |
| -0.0874071799401595 |
| -0.0558093993543016 |
| -0.218067302943946 |
| -0.0742120945601723 |
| -0.0734099443447587 |
| 0.0912840248285622 |
| 0.00076027616046126 |
| 0.070843827111049 |
| 0.116525204480106 |
| -0.0149685430567228 |
| 0.0444154520072297 |
| 0.00882059510305222 |
| 0.109936925166035 |
| -0.0753182154572745 |
