| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9626 | -0.5714 | -0.1699 | -0.4683 | 0.366 | 0.2309 | 0.3903 |
| (p-val) | (3e-04 ) | (0.0219 ) | (0.3995 ) | (0.0699 ) | (0.6188 ) | (0.6788 ) | (0.5855 ) |
| Estimates ( 2 ) | 0.7667 | -0.4003 | -0.2717 | -0.2026 | 0.9956 | 0 | -0.869 |
| (p-val) | (0.0159 ) | (0.1496 ) | (0.2014 ) | (0.5339 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.591 | -0.2672 | -0.3691 | 0 | 0.9961 | 0 | -0.8755 |
| (p-val) | (0 ) | (0.0376 ) | (0.0015 ) | (NA ) | (0 ) | (NA ) | (0 ) |
| 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 |
| 0.00829997699930135 |
| -0.0424860361177418 |
| -0.0736304410068755 |
| -0.00575866573826348 |
| -0.204738660377505 |
| 0.0415256676681692 |
| 0.356959504647441 |
| -0.219198365232824 |
| 0.07463976682959 |
| 0.136474177455348 |
| 0.0217169648203125 |
| 0.111656777553076 |
| 0.12708385469666 |
| -0.0951377681781936 |
| -0.201428556580176 |
| -0.352289510875613 |
| 0.197429752995085 |
| -0.0498380478325385 |
| 0.425058110516727 |
| -0.104144324380456 |
| 0.0368148726283691 |
| -0.149860409833713 |
| 0.0388199765863642 |
| 0.120634859910078 |
| -0.229058679110914 |
| -0.0334755497242323 |
| 0.0652487285553013 |
| 0.031290445245783 |
| 0.203559487634452 |
| -0.235762602878265 |
| 0.0737177662339264 |
| -0.0809162092244982 |
| -0.0495914010181188 |
| -0.062531058205294 |
| 0.0200721409777033 |
| -0.0581469304485163 |
| 0.062147931820008 |
| 0.0298291217055776 |
| 0.122865749075280 |
| 0.18244897945712 |
| -0.081984385338876 |
| -0.166145705672957 |
| -0.323536642929477 |
| -0.0279525414818113 |
| -0.0965646948776018 |
| -0.165212939846707 |
| -0.133328839256665 |
| -0.130323045745602 |
| 0.0295534868391873 |
| 0.0542369749285284 |
| 0.0347051181025648 |
| 0.292839588494244 |
| -0.275753588651973 |
| -0.214016933078294 |
| -0.0100580537906597 |
| -0.244469559717495 |
| -0.346041522710276 |
| 0.119083338806461 |
| -0.172337344565213 |
| -0.03736879220922 |
| -0.0472209756808374 |
| -0.060842427363379 |
| 0.0115040323472946 |
| -0.180044248281731 |
| -0.0658105978034465 |
| 0.483629733665683 |
| 0.199206322638759 |
| -0.0896013086954332 |
| -0.0657050169335533 |
| 0.0239556108019284 |
| 0.0676219826903272 |
| 0.0736992362310144 |
