| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.338 | 0.1512 | 0.2062 | -0.292 | 0.3785 | -0.1471 | -0.9936 |
| (p-val) | (0.389 ) | (0.3398 ) | (0.2678 ) | (0.453 ) | (0.1398 ) | (0.5913 ) | (0.4303 ) |
| Estimates ( 2 ) | 0.3413 | 0.1337 | 0.2351 | -0.2919 | 0.4579 | 0 | -0.9989 |
| (p-val) | (0.3404 ) | (0.3824 ) | (0.1694 ) | (0.4123 ) | (0.0376 ) | (NA ) | (0.103 ) |
| Estimates ( 3 ) | 0.0795 | 0.1696 | 0.283 | 0 | 0.4587 | 0 | -0.9991 |
| (p-val) | (0.5672 ) | (0.2169 ) | (0.0437 ) | (NA ) | (0.0352 ) | (NA ) | (0.0801 ) |
| Estimates ( 4 ) | 0 | 0.1823 | 0.2996 | 0 | 0.4714 | 0 | -0.9992 |
| (p-val) | (NA ) | (0.1805 ) | (0.0294 ) | (NA ) | (0.0324 ) | (NA ) | (0.0719 ) |
| Estimates ( 5 ) | 0 | 0 | 0.3316 | 0 | 0.462 | 0 | -0.997 |
| (p-val) | (NA ) | (NA ) | (0.0169 ) | (NA ) | (0.0397 ) | (NA ) | (0.1463 ) |
| Estimates ( 6 ) | 0 | 0 | 0.3879 | 0 | -0.253 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0051 ) | (NA ) | (0.0988 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3398 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0122 ) | (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 |
| -0.0856662972553859 |
| 0.000375633061697666 |
| 0.0184692109917076 |
| 0.000262394316116822 |
| -0.0200052942146629 |
| -0.107633372578510 |
| 0.100282962050752 |
| 0.109056555438433 |
| -0.00124730030405645 |
| -0.139459216347035 |
| -0.0778590504340072 |
| -0.0801080051592463 |
| -0.281656814913414 |
| -0.0967849751986644 |
| -0.188726268491695 |
| 0.286157807844179 |
| -0.154812361890412 |
| -0.0975501951136704 |
| -0.043905786045194 |
| -0.205113696819011 |
| -0.205831441390901 |
| 0.223454750708093 |
| 0.190395932245521 |
| -0.286333367138257 |
| 0.153436081345527 |
| 0.0249024121539802 |
| 0.372694738777561 |
| -0.0707071271839534 |
| -0.0147782485464101 |
| -0.095116996857655 |
| 0.0522084926673827 |
| -0.230962589170822 |
| 0.4100557396841 |
| -0.0636717155718465 |
| 0.0304680978631780 |
| -0.110839159567664 |
| 0.157370659988569 |
| 0.328150505874323 |
| 0.274187965616836 |
| 0.136823527773640 |
| 0.202925718870233 |
| 0.294443666821671 |
| 0.0307157596132512 |
| 0.0346409537590944 |
| 0.0155436705877428 |
| -0.105999446706441 |
| -0.0070069093266909 |
| -0.0127648014270001 |
