| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6083 | -0.1902 | -0.4022 | -0.9093 | 0.0978 | -0.3119 | -0.6899 |
| (p-val) | (0 ) | (0.1432 ) | (3e-04 ) | (0 ) | (0.6779 ) | (0.0803 ) | (0.0513 ) |
| Estimates ( 2 ) | 0.6088 | -0.2006 | -0.4004 | -1.101 | 0 | -0.3614 | -1.8815 |
| (p-val) | (0 ) | (0.1153 ) | (3e-04 ) | (0 ) | (NA ) | (0.0081 ) | (0.0012 ) |
| Estimates ( 3 ) | 0.4961 | 0 | -0.5186 | -0.9068 | 0 | -0.3954 | -1.7987 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.0026 ) | (0.0012 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.0180678527088341 |
| 0.0562901166564763 |
| -0.0383920228971653 |
| 0.0197362615228291 |
| -0.0349783616211472 |
| 0.0068518670200992 |
| 0.0280842746777466 |
| 0.0446752709325745 |
| 0.0346027844881839 |
| -0.04235896700803 |
| -0.0704530877146328 |
| -0.141169759207391 |
| 0.190464885503065 |
| 0.0160178050891860 |
| 0.136736106377406 |
| 0.00968031609540383 |
| -0.0209143775407505 |
| -0.0925769658093795 |
| 0.0384619588840446 |
| 0.0682195700863305 |
| -0.134498105554547 |
| 0.0218255727200960 |
| 0.0776457687368569 |
| 0.0689225629397706 |
| 0.0740965027033676 |
| -0.103338356927779 |
| -0.0429672132927176 |
| 0.0365409556880891 |
| -0.0414354395090189 |
| -0.012330339132303 |
| 0.0286531468201482 |
| -0.0263319233764757 |
| 0.0785732307259898 |
| 0.0237994722126526 |
| 0.0377483003142014 |
| 0.0507363385159117 |
| -0.0223289969571086 |
| -0.0483741687167987 |
| -0.138702439764697 |
| 0.0658943416950095 |
| -0.015257998756574 |
| -0.0966648642708767 |
| -0.021423000325382 |
| -0.00651105347738536 |
| 0.00512035105957504 |
| 0.073029300952841 |
| 0.0573348071614868 |
| 0.172161649472528 |
| -0.0969619108653857 |
| -0.0984926589389618 |
| 0.0508824323815179 |
| -0.0623193761665625 |
| -0.137439210181595 |
| 0.13754570197851 |
| -0.0237979817564337 |
| 0.00561691044717635 |
| 0.0328043530195327 |
| 0.00654130655901269 |
| 0.0601321062076455 |
| -0.0639295914075303 |
| 0.0224173380303157 |
| 0.317941659607052 |
| 0.0225647602888595 |
| -0.0206822092677761 |
| 0.00654057567239308 |
| -0.0190310812241401 |
| 0.0506293024636681 |
| 0.0309034012148992 |
| 0.161159786003573 |
| -0.0350860450190002 |
| 0.0766629141540984 |
| 0.104018416656661 |
| -0.0253219589883051 |
| 0.0607550354735824 |
| -0.115326979930159 |
| 0.0242361757084084 |
| -0.0348254913157667 |
