| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4603 | -0.0224 | -0.462 | -7e-04 | -0.1159 | 0.3084 | 0.9996 |
| (p-val) | (0.0321 ) | (0.8962 ) | (9e-04 ) | (0.9974 ) | (0.6613 ) | (0.2386 ) | (0.2215 ) |
| Estimates ( 2 ) | 0.4598 | -0.0221 | -0.4622 | 0 | -0.1161 | 0.3086 | 1 |
| (p-val) | (4e-04 ) | (0.872 ) | (3e-04 ) | (NA ) | (0.6575 ) | (0.227 ) | (0.2205 ) |
| Estimates ( 3 ) | 0.4493 | 0 | -0.4731 | 0 | -0.104 | 0.2998 | 1 |
| (p-val) | (1e-04 ) | (NA ) | (0 ) | (NA ) | (0.6763 ) | (0.2298 ) | (0.2154 ) |
| Estimates ( 4 ) | 0.4504 | 0 | -0.4728 | 0 | 0 | 0.232 | 0.8073 |
| (p-val) | (1e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.1979 ) | (0.0101 ) |
| Estimates ( 5 ) | 0.4146 | 0 | -0.4523 | 0 | 0 | 0 | 0.8184 |
| (p-val) | (2e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0368 ) |
| 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 |
| 0.0608399159180397 |
| -4.21120120459533e-05 |
| 2.27859189882256e-05 |
| -3.13420808266236 |
| 1.43297222137548 |
| -4.51334316096843 |
| 4.78052877215318 |
| -1.75290300362361 |
| -0.769984315121414 |
| 2.92615584586539 |
| -0.744556503507271 |
| 2.74551793121896 |
| 1.35823484433637 |
| 0.739798396290948 |
| 0.108945749566716 |
| 3.22002652663026 |
| -4.98410101111649 |
| -3.24247052664778 |
| -5.10942557437992 |
| -2.16643812878279 |
| -0.410832917721085 |
| -2.62782406025265 |
| -1.11453190641669 |
| -0.817609423891251 |
| 0.765289099560345 |
| -1.75041294907936 |
| -1.70748320014428 |
| 1.55180649448217 |
| -0.703240295072103 |
| -1.47024437985037 |
| 9.12973463811661 |
| -2.06164034539502 |
| -3.7766840978747 |
| 2.8171082323912 |
| -0.305111343769313 |
| 2.79262728576971 |
| 0.533256632295028 |
| -1.02424801999307 |
| -2.29026666805658 |
| -1.03918471976567 |
| -0.390293945350777 |
| 5.33048657568894 |
| 4.39812631635989 |
| -4.23670878537104 |
| -1.39148622366742 |
| -2.95481339522353 |
| 2.37274168786850 |
| 1.17773530752003 |
| 3.93696725361732 |
| 2.93115799184464 |
| 3.48296736571836 |
| 1.13415297603387 |
| 2.29337775548513 |
| 1.99416033623088 |
| 0.489710564230088 |
| 0.343786659222056 |
