| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9416 | -0.0388 | 0.0507 | -0.8617 | 0.4096 | -0.2751 | -0.9999 |
| (p-val) | (0 ) | (0.8219 ) | (0.7062 ) | (0 ) | (0.0064 ) | (0.1076 ) | (0.0051 ) |
| Estimates ( 2 ) | 0.9212 | 0 | 0.0313 | -0.8612 | 0.4167 | -0.2773 | -0.9994 |
| (p-val) | (0 ) | (NA ) | (0.7625 ) | (0 ) | (0.0044 ) | (0.1041 ) | (0.0043 ) |
| Estimates ( 3 ) | 0.9567 | 0 | 0 | -0.8767 | 0.4214 | -0.2811 | -0.9994 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0037 ) | (0.0968 ) | (0.004 ) |
| Estimates ( 4 ) | 0.9479 | 0 | 0 | -0.8567 | 0.4399 | 0 | -0.9999 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0049 ) | (NA ) | (1e-04 ) |
| 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 |
| -0.147903600854984 |
| 0.0231861418403083 |
| 0.0461624657220158 |
| -0.220254920031011 |
| 0.0496171957173423 |
| 0.0282796572915243 |
| -0.257810848232138 |
| 0.166092161038337 |
| 0.0626838455174682 |
| 0.418818721187735 |
| -0.0564219358527931 |
| -0.114382829778439 |
| -0.241159119523789 |
| 0.0106132207122612 |
| 0.0183624794613664 |
| -0.0416552019131107 |
| 0.0260144551432678 |
| -0.082918392227604 |
| -0.0327652478003837 |
| -0.137096706755650 |
| -0.050259562133513 |
| -0.385301269856761 |
| 0.063353310205901 |
| 0.0394853538509407 |
| 0.0820387015398903 |
| -0.0413466041902551 |
| -0.0945387645718478 |
| 0.0314050185779019 |
| 0.124161322456963 |
| -0.0124832300491012 |
| -0.131117481490551 |
| 0.0855973946517656 |
| -0.179708069618598 |
| -0.15233187794642 |
| -0.105726584700475 |
| -0.187552911817069 |
| 0.0262449698028819 |
| -0.107836429614622 |
| -0.0507558661251731 |
| 0.00373242070917555 |
| -0.203439100977385 |
| -0.177258746141483 |
| 0.291766072064053 |
| 0.0936479969122739 |
| -0.433187613358055 |
| 0.151162217568419 |
| 0.101304180688587 |
| 0.164583240903712 |
| 0.0551057875544109 |
| -0.0386275655060452 |
| -0.0350629581420432 |
| 0.0731829080483376 |
| -0.13500031153894 |
| 0.30441709164722 |
| -0.0829992308102295 |
| -0.0456233502658565 |
| -0.193558089727085 |
| -0.0841726688954764 |
| 0.173760709039409 |
| 0.144955126533725 |
| 0.121017635822338 |
| 0.166287655299726 |
| 0.16304192263309 |
| 0.0588579781283434 |
| -0.06133983957285 |
| 0.0172045359092213 |
| -0.00717890631159653 |
