| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7773 | -0.1789 | 0.1687 | -0.516 | -0.5311 | -0.3433 | -0.9988 |
| (p-val) | (0.0232 ) | (0.3347 ) | (0.2246 ) | (0.0997 ) | (8e-04 ) | (0.0572 ) | (0.3402 ) |
| Estimates ( 2 ) | 0.6868 | -0.16 | 0.184 | -0.4501 | -0.9958 | -0.5882 | 0 |
| (p-val) | (0.034 ) | (0.3506 ) | (0.1811 ) | (0.1344 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 3 ) | 0.5102 | 0 | 0.1294 | -0.3228 | -0.9775 | -0.5802 | 0 |
| (p-val) | (0.1569 ) | (NA ) | (0.3116 ) | (0.4426 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 4 ) | 0.2432 | 0 | 0.1231 | 0 | -0.9923 | -0.5946 | 0 |
| (p-val) | (0.0584 ) | (NA ) | (0.3466 ) | (NA ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0.251 | 0 | 0 | 0 | -1.0047 | -0.6182 | 0 |
| (p-val) | (0.0541 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -1.0468 | -0.6059 | 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 |
| 0.102859855416197 |
| -0.184931710048905 |
| -0.118415426382957 |
| 0.0294331301355558 |
| 0.194095647620377 |
| 0.26628698110607 |
| -0.276043863387070 |
| -0.104573795359269 |
| 0.260362681472705 |
| 0.110243912135446 |
| -0.0558286235175563 |
| 0.0207720618724801 |
| -0.45810684069464 |
| 0.00980701974239928 |
| 0.132110994691509 |
| -0.234343173306411 |
| 0.0065556042915447 |
| -0.282101265519816 |
| 0.129703414949959 |
| 0.0446769021185361 |
| -0.0907014830631195 |
| -0.0618789122209489 |
| 0.0321885187513025 |
| -0.313693330615173 |
| -0.297830209059854 |
| 0.250620353081108 |
| 0.249672019103721 |
| -0.317480618733313 |
| 0.111601257751957 |
| -0.340635113037266 |
| 0.115762772655430 |
| -0.431864351670896 |
| 0.0173419714506906 |
| -0.00202795865313021 |
| -0.226109623426069 |
| 0.061074948875671 |
| 0.298849434561078 |
| 0.961781284294105 |
| 0.232084579391241 |
| 0.111950005054126 |
| 0.0768415055374732 |
| 0.339524352419517 |
| -0.207051551639282 |
| 0.728255502140485 |
| 0.226552837689383 |
| -0.0775013801865754 |
| -0.758524534448398 |
| 0.39728278703555 |
| -0.0650240772987871 |
| -0.700381837362983 |
| -0.0899544250420092 |
| 0.141023497068176 |
| -0.159744308462834 |
| -0.490107245247401 |
| -0.153957098429942 |
| -0.142343999361671 |
| -0.0772828750395576 |
| -0.387132803874081 |
| 0.328401166642152 |
| -0.154521626369771 |
