| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7202 | -0.0911 | 0.3703 | -0.481 | -0.7803 | -0.4318 | -0.9708 |
| (p-val) | (0.0012 ) | (0.6562 ) | (0.0381 ) | (0.0186 ) | (3e-04 ) | (0.0154 ) | (0.006 ) |
| Estimates ( 2 ) | 0.6924 | 0 | 0.3579 | -0.4498 | -0.7739 | -0.4395 | -1.0004 |
| (p-val) | (1e-04 ) | (NA ) | (0.0475 ) | (0.0333 ) | (2e-04 ) | (0.013 ) | (0.1538 ) |
| Estimates ( 3 ) | 0.5684 | 0 | 0.2583 | -0.4235 | -1.0365 | -0.5683 | 0 |
| (p-val) | (0.04 ) | (NA ) | (0.1079 ) | (0.1207 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 4 ) | 0.1963 | 0 | 0.2512 | 0 | -1.0643 | -0.5786 | 0 |
| (p-val) | (0.2293 ) | (NA ) | (0.1298 ) | (NA ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.2451 | 0 | -1.0688 | -0.5701 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1437 ) | (NA ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -1.0745 | -0.569 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (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 |
| -0.00425834871279300 |
| -0.162586634005982 |
| 0.152996119639859 |
| -0.0204280018325736 |
| 0.0964063967577278 |
| 0.0240921845222884 |
| -0.326286642956201 |
| 0.0759039364866128 |
| 0.168690601655144 |
| 0.0587222881098796 |
| -0.112399391937351 |
| -0.229372072382567 |
| 0.156351238155552 |
| -0.0616267590446516 |
| 0.000385148438005631 |
| -0.0723188035904705 |
| -0.00506015884592188 |
| -0.0716490540005711 |
| -0.153809333177276 |
| 0.152765376749307 |
| 0.087602687723244 |
| -0.100658603899969 |
| -0.0869102238455124 |
| -0.0416442651448727 |
| 0.0635272188008753 |
| -0.307393295631297 |
| 0.0124524895199062 |
| -0.0277916790680639 |
| 0.0217696841578243 |
| 0.103282476241701 |
| 0.252517189949815 |
| 0.296777046670553 |
| 0.0349713914350166 |
| 0.0191677469171950 |
| -0.0985374868372234 |
| 0.190814685797048 |
| -0.0860002857749905 |
| 0.215000948349456 |
| 0.0733931036046367 |
| 0.0528948980162266 |
| -0.177027699115288 |
| 0.0494310721445661 |
| 0.0363906069706319 |
| -0.4300631323597 |
| -0.268040155654497 |
| -0.125098005491054 |
| 0.0252252588171897 |
| -0.420760823787372 |
