| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4943 | -0.0974 | -0.4282 | -0.0481 | -0.2279 | 0.3345 | 0.9981 |
| (p-val) | (0.0288 ) | (0.5896 ) | (0.0032 ) | (0.835 ) | (0.3672 ) | (0.1755 ) | (0.1196 ) |
| Estimates ( 2 ) | 0.4574 | -0.0747 | -0.4412 | 0 | -0.2343 | 0.3441 | 0.9999 |
| (p-val) | (6e-04 ) | (0.584 ) | (5e-04 ) | (NA ) | (0.3473 ) | (0.1535 ) | (0.11 ) |
| Estimates ( 3 ) | 0.4202 | 0 | -0.4792 | 0 | -0.2023 | 0.3219 | 1.0003 |
| (p-val) | (2e-04 ) | (NA ) | (0 ) | (NA ) | (0.3967 ) | (0.1796 ) | (0.1107 ) |
| Estimates ( 4 ) | 0.4216 | 0 | -0.4799 | 0 | 0 | 0.2033 | 0.6998 |
| (p-val) | (1e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.2517 ) | (0.002 ) |
| Estimates ( 5 ) | 0.3915 | 0 | -0.4614 | 0 | 0 | 0 | 0.7035 |
| (p-val) | (5e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0047 ) |
| 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 |
| 0.00779999034864656 |
| -4.89709675237169e-06 |
| 2.81552229392772e-06 |
| -0.214816398199664 |
| 0.092905332767352 |
| -0.327669766264729 |
| 0.340008853760585 |
| -0.120427842085302 |
| -0.0621246057851888 |
| 0.214378827493945 |
| -0.0474536119661323 |
| 0.189380021559409 |
| 0.0935008427108706 |
| 0.0476620342188599 |
| 0.0160501221112578 |
| 0.20526902237685 |
| -0.311950574565648 |
| -0.239670518987734 |
| -0.377000341839179 |
| -0.179940412924872 |
| -0.0112188812931215 |
| -0.173196798343509 |
| -0.0936326225942414 |
| -0.0314841874576638 |
| 0.073320055118207 |
| -0.115326133668192 |
| -0.129783622074488 |
| 0.132971557302108 |
| -0.102246173213616 |
| -0.164861202930899 |
| 0.678386869047689 |
| -0.163200687965873 |
| -0.319364806343827 |
| 0.191935481162590 |
| -0.033881646959467 |
| 0.214339994971065 |
| 0.0437669687434575 |
| -0.0967203444941957 |
| -0.177104195644016 |
| -0.0984576551837839 |
| -0.0516856413330651 |
| 0.441625633842398 |
| 0.388835491663766 |
| -0.33619841629815 |
| -0.0644750372415551 |
| -0.228224406115761 |
| 0.132969786515147 |
| 0.163515729514859 |
| 0.28491593563155 |
| 0.163453949053911 |
| 0.282671109937350 |
| 0.166902964311976 |
| 0.166649322196621 |
| 0.0984973352869936 |
| -0.0138015680672850 |
| 0.0442642453801988 |
