| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3317 | 0.1492 | 0.206 | -0.2853 | 0.3574 | -0.1698 | -0.9805 |
| (p-val) | (0.397 ) | (0.3451 ) | (0.2652 ) | (0.4598 ) | (0.1476 ) | (0.5231 ) | (0.4426 ) |
| Estimates ( 2 ) | 0.3296 | 0.1303 | 0.2409 | -0.2768 | 0.4441 | 0 | -1.0031 |
| (p-val) | (0.3485 ) | (0.394 ) | (0.1528 ) | (0.426 ) | (0.0394 ) | (NA ) | (0.093 ) |
| Estimates ( 3 ) | 0.0808 | 0.1663 | 0.2844 | 0 | 0.4483 | 0 | -1.0028 |
| (p-val) | (0.5607 ) | (0.2266 ) | (0.0429 ) | (NA ) | (0.0349 ) | (NA ) | (0.0756 ) |
| Estimates ( 4 ) | 0 | 0.1787 | 0.3015 | 0 | 0.4601 | 0 | -1.0024 |
| (p-val) | (NA ) | (0.1902 ) | (0.0286 ) | (NA ) | (0.0329 ) | (NA ) | (0.0681 ) |
| Estimates ( 5 ) | 0 | 0 | 0.3331 | 0 | 0.4514 | 0 | -1.0031 |
| (p-val) | (NA ) | (NA ) | (0.0164 ) | (NA ) | (0.0398 ) | (NA ) | (0.1141 ) |
| Estimates ( 6 ) | 0 | 0 | 0.3906 | 0 | -0.2578 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0048 ) | (NA ) | (0.0913 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3414 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.012 ) | (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 |
| -0.0862307342496315 |
| -0.080490889945615 |
| 0.0172934028346668 |
| 0.0675295156638137 |
| -0.00453241413810555 |
| 0.0449397483986935 |
| 0.163119241691245 |
| 0.0978763932553134 |
| 0.367100810128118 |
| 0.225050182921608 |
| 0.149670237287513 |
| 0.0665015858994354 |
| 0.166499604925195 |
| -0.0328318172301764 |
| 0.0622345269946796 |
| -0.168263009878146 |
| -0.129116976155600 |
| 0.431065399184382 |
| -0.0751975238630302 |
| 0.130714726158478 |
| -0.0569534104598118 |
| 0.173909537166865 |
| -0.00136220299181895 |
| 0.283346382986026 |
| 0.105141963152305 |
| 0.329393451824695 |
| -0.463582762834173 |
| 0.00851479109768839 |
| 0.0971080454520685 |
| -0.0149841440050764 |
| -0.374622607261227 |
| -0.0794483792053597 |
| -0.0944888366623182 |
| -0.0429947897522069 |
| 0.157652835090172 |
| -0.100129508115486 |
| -0.0203676920719644 |
| -0.308781162088039 |
| -0.133124436007630 |
| 0.0188733011076820 |
| 0.0585876468900217 |
| -0.0345179482778342 |
| 0.0316300160471918 |
| 0.116931792293336 |
| -0.101187307699128 |
| -0.0801236474185671 |
| 0.00310394195243902 |
| 0.0173620444180038 |
