| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5105 | -0.1072 | -0.4786 | -0.9722 | 0.1386 | 0.1682 | 0.5387 |
| (p-val) | (0 ) | (0.3939 ) | (1e-04 ) | (0 ) | (0.8054 ) | (0.6542 ) | (0.3291 ) |
| Estimates ( 2 ) | 0.5109 | -0.1097 | -0.4802 | -0.9708 | 0 | 0.2551 | 0.6691 |
| (p-val) | (0 ) | (0.3803 ) | (1e-04 ) | (0 ) | (NA ) | (0.1275 ) | (0 ) |
| Estimates ( 3 ) | 0.4499 | 0 | -0.542 | -0.9695 | 0 | 0.2404 | 0.6921 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.154 ) | (0 ) |
| Estimates ( 4 ) | 0.4221 | 0 | -0.5292 | -1.0378 | 0 | 0 | 0.6657 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -0.0114485728449348 |
| -0.169398935467218 |
| -0.125430592228476 |
| 0.214132144787695 |
| 0.173506332984188 |
| 0.599874442579999 |
| -0.0736334261501576 |
| 0.0430292739477688 |
| 0.0738090766111475 |
| 0.0722748293942806 |
| 0.119313568901095 |
| -0.0869924165800483 |
| -0.0526049716692636 |
| 0.169840989963437 |
| -0.0137440711260483 |
| 0.188031456384901 |
| -0.382316830594587 |
| 0.0720350938167976 |
| -0.0736483709889927 |
| -0.110225907808995 |
| 0.218686437918 |
| -0.138780045774138 |
| 0.133533410957074 |
| 0.202625953246775 |
| 0.0947635715011276 |
| -0.0159356269331461 |
| 0.169501842726673 |
| -0.370182021030612 |
| -0.209359475021733 |
| -0.313276736037803 |
| -0.169800797283509 |
| 0.00916697075928413 |
| -0.210312952502663 |
| -0.0807716148202091 |
| -0.0122443733146874 |
| 0.0657604328175092 |
| -0.0898792298643319 |
| -0.0826688020685373 |
| 0.194652279999022 |
| -0.0660395291153544 |
| -0.155731554219380 |
| 0.677745899014916 |
| -0.164780538830166 |
| -0.321754124256964 |
| 0.266818245674563 |
| -0.00966437614380533 |
| 0.218510513298253 |
| 0.0556801784096843 |
| -0.103549006959568 |
| -0.164535616300674 |
| -0.079742914934668 |
| -0.0244524742884887 |
| 0.47425663126829 |
| 0.392469716234751 |
| -0.374810783098745 |
| -0.0236695398048869 |
| -0.169976128575080 |
| 0.179050097479834 |
| 0.157787772481287 |
| 0.215942688462071 |
| 0.125549488961115 |
| 0.281966405563105 |
| 0.186294555733924 |
| 0.192742975613635 |
| 0.0995970311622477 |
| -0.0827929071981002 |
| 0.0181306560408898 |
