| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0381 | -0.0198 | -0.9106 | 0.038 | -0.115 | -0.7716 | -0.0045 |
| (p-val) | (0.4822 ) | (0.6856 ) | (0 ) | (0.792 ) | (0.3455 ) | (0 ) | (0.9822 ) |
| Estimates ( 2 ) | -0.0381 | -0.0199 | -0.9112 | 0.0382 | -0.1168 | -0.7718 | 0 |
| (p-val) | (0.4803 ) | (0.6826 ) | (0 ) | (0.7905 ) | (0.213 ) | (0 ) | (NA ) |
| Estimates ( 3 ) | -0.032 | -0.0197 | -0.9114 | 0 | -0.1158 | -0.7736 | 0 |
| (p-val) | (0.5118 ) | (0.6834 ) | (0 ) | (NA ) | (0.2144 ) | (0 ) | (NA ) |
| Estimates ( 4 ) | -0.0269 | 0 | -0.9094 | 0 | -0.1165 | -0.771 | 0 |
| (p-val) | (0.5595 ) | (NA ) | (0 ) | (NA ) | (0.2145 ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | -0.9091 | 0 | -0.1205 | -0.7663 | 0 |
| (p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (0.2027 ) | (0 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | -0.9192 | 0 | 0 | -0.7634 | 0 |
| (p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (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 |
| -0.0548417690834453 |
| 0.39388535659389 |
| -0.29850119752572 |
| -0.102650760606922 |
| -0.186433392700344 |
| 0.222914770893665 |
| 0.806240488939547 |
| 0.632600525413416 |
| -0.368827015933151 |
| -0.723765803065463 |
| -0.3607172057315 |
| -0.439697933369921 |
| 2.64406751598732 |
| -0.449246232974218 |
| -1.02580686632690 |
| -0.217072344108516 |
| -0.724063967935066 |
| 0.460525758206444 |
| 0.297995951164524 |
| 0.398595226255274 |
| -1.17040664503085 |
| -0.719715425250385 |
| 0.11755573966812 |
| -0.621265442676581 |
| -2.13038134391798 |
| -0.235213572164824 |
| 0.707829916469407 |
| 0.422976634504401 |
| 1.20518490429397 |
| 0.273130697300964 |
| 0.126602254918289 |
| -0.1400148100563 |
| -1.45771533895547 |
| -1.16523836709144 |
| 0.212449068903759 |
| -2.08337710324379 |
| 1.52082591533928 |
| -0.671423162668467 |
| 1.22316013662387 |
| -0.70946362248501 |
| -0.202935999602531 |
| 0.563179869299056 |
| 0.720924846497468 |
| -0.88849943024342 |
| 0.0944180181859551 |
| 0.132233658408850 |
| 0.543353650852311 |
| 0.574609871912337 |
| -0.699341090782944 |
| -1.23632830121448 |
| 2.11180683834054 |
| 0.671828104597594 |
| 0.671087828016617 |
| 1.06454410861964 |
| 1.53089821839652 |
| 0.136043294742535 |
| -0.260452318703706 |
| 0.485510354098949 |
