| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3487 | 0.4655 | 0.0797 | -0.867 | -1.0327 | -0.4718 | 0.4385 |
| (p-val) | (0.0678 ) | (9e-04 ) | (0.5789 ) | (0 ) | (0.0219 ) | (0.0363 ) | (0.3723 ) |
| Estimates ( 2 ) | 0.4084 | 0.5013 | 0 | -0.8906 | -1.011 | -0.4651 | 0.4331 |
| (p-val) | (0.0126 ) | (1e-04 ) | (NA ) | (0 ) | (0.0215 ) | (0.0319 ) | (0.3678 ) |
| Estimates ( 3 ) | 0.414 | 0.5156 | 0 | -0.907 | -0.6107 | -0.2543 | 0 |
| (p-val) | (0.0079 ) | (0 ) | (NA ) | (0 ) | (1e-04 ) | (0.1292 ) | (NA ) |
| Estimates ( 4 ) | -0.7915 | -0.162 | 0 | 0.2594 | -0.4961 | 0 | 0 |
| (p-val) | (0.6752 ) | (0.8678 ) | (NA ) | (0.891 ) | (2e-04 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.531 | -0.0254 | 0 | 0 | -0.4963 | 0 | 0 |
| (p-val) | (2e-04 ) | (0.8504 ) | (NA ) | (NA ) | (2e-04 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.5176 | 0 | 0 | 0 | -0.494 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (NA ) | (2e-04 ) | (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 |
| 0.000262364026528901 |
| -0.0594326569648391 |
| -0.111482904709736 |
| 0.167475209069365 |
| -0.0245305906030019 |
| 0.127895133162756 |
| -0.169621902030963 |
| 0.00660387130721167 |
| 0.195188085711015 |
| -0.201328694532292 |
| 0.0733537080085701 |
| 0.0320257516455611 |
| 0.114351055296007 |
| 0.0907689249942984 |
| 0.0337029017889888 |
| -0.305746832964949 |
| 0.131031892972931 |
| 0.0534268971343781 |
| 0.070462041789012 |
| 0.080536099985491 |
| 0.146371209517049 |
| 0.0277761008992178 |
| 0.0462838083750755 |
| 0.0510465843930481 |
| -0.08998859774382 |
| -0.0856161793715257 |
| 0.07480050341793 |
| -0.166608625595226 |
| 0.134258104343644 |
| 0.184921409442425 |
| 0.170969400605094 |
| -0.009177404774108 |
| -0.120973092946656 |
| 0.0672029378808036 |
| 0.084837069997812 |
| -0.0670797126585985 |
| 0.0331148847942363 |
| 0.0556334464684975 |
| 0.176420771608118 |
| 0.129160102115225 |
| 0.0559649259788394 |
| 0.136883371989699 |
| -0.102637957704833 |
| 0.0167154485269867 |
| 0.108255038516044 |
| 0.061832758086628 |
| 0.0784602847936766 |
| 0.0123064293222814 |
| 0.103705099942830 |
| 0.0172179441201017 |
| -0.0248699545629412 |
| -0.18837232676942 |
| 0.0297119408682555 |
| -0.00072275512457265 |
| 0.00900526093568133 |
| -0.039705658611735 |
| -0.0186204386399378 |
| -0.195913076813586 |
| -0.0888435206074196 |
