| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 1.1384 | -0.343 | -0.2602 | -0.3297 | -0.6999 | 0.1465 | 0.5107 |
| (p-val) | (0.0079 ) | (0.4699 ) | (0.3224 ) | (0.4245 ) | (0.3066 ) | (0.6933 ) | (0.5046 ) |
| Estimates ( 2 ) | 1.1193 | -0.3346 | -0.2601 | -0.3085 | -0.9482 | 0 | 0.7597 |
| (p-val) | (0.0092 ) | (0.481 ) | (0.3235 ) | (0.4563 ) | (6e-04 ) | (NA ) | (0.2318 ) |
| Estimates ( 3 ) | 0.831 | 0 | -0.4249 | -0.042 | -0.9225 | 0 | 0.7157 |
| (p-val) | (0 ) | (NA ) | (1e-04 ) | (0.838 ) | (0.0017 ) | (NA ) | (0.2078 ) |
| Estimates ( 4 ) | 0.814 | 0 | -0.4168 | 0 | -0.9224 | 0 | 0.7137 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0015 ) | (NA ) | (0.2082 ) |
| Estimates ( 5 ) | 0.7683 | 0 | -0.4031 | 0 | -0.3957 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (1e-04 ) | (NA ) | (0.0196 ) | (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 |
| -0.0133445191860855 |
| 0.0535710270212525 |
| -0.0113747729368329 |
| 0.0121402814715707 |
| -0.00693297112351692 |
| -0.0756143696243323 |
| -0.058870881514395 |
| -0.152506185929873 |
| 0.0136040101018593 |
| -0.0311431913449577 |
| -0.0338545460809336 |
| 0.00710052688443655 |
| 0.0253849824557634 |
| 0.0120304063738363 |
| 0.011456628387789 |
| 0.0145433576771895 |
| -0.0728931617121804 |
| 0.043564169619293 |
| -0.00463272804923351 |
| -0.039482243225614 |
| 0.0446525886387097 |
| 0.055496895514348 |
| 0.0159334080975323 |
| -0.0972885412386785 |
| -0.0811743789665325 |
| -0.0785061363003754 |
| 0.0712624052997143 |
| 0.035652120234879 |
| 0.0174140870803601 |
| -0.0451331914401347 |
| -0.0147900037957579 |
| 0.0220779043249415 |
| 0.0638445723493353 |
| -0.0374753061361483 |
| 0.0342029392723978 |
| 0.0317459138908976 |
| -0.0337006775373285 |
| -0.0221183157827591 |
| 0.0253311707266099 |
| -0.0378372609599145 |
| -0.0499058647812976 |
| -0.00739957386719864 |
| -0.0639179833827447 |
| 0.0767288670239203 |
| -0.0679910541830709 |
| 0.036213301065159 |
| 0.100812446243089 |
| -0.143617291737014 |
| -0.00962177798759639 |
