| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
| Estimates ( 1 ) | 0.5728 | -0.1195 | -0.3607 | -0.0894 | 0.341 | 0.0967 |
| (p-val) | (0.015 ) | (0.5398 ) | (0.0127 ) | (0.6956 ) | (0.0297 ) | (0.6086 ) |
| Estimates ( 2 ) | 0.4995 | -0.0754 | -0.3815 | 0 | 0.3346 | 0.1036 |
| (p-val) | (2e-04 ) | (0.6053 ) | (0.0027 ) | (NA ) | (0.0302 ) | (0.5778 ) |
| Estimates ( 3 ) | 0.4619 | 0 | -0.4186 | 0 | 0.3539 | 0.0702 |
| (p-val) | (0 ) | (NA ) | (1e-04 ) | (NA ) | (0.0188 ) | (0.6867 ) |
| Estimates ( 4 ) | 0.4606 | 0 | -0.4162 | 0 | 0.3799 | 0 |
| (p-val) | (0 ) | (NA ) | (1e-04 ) | (NA ) | (0.0065 ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00250997781161104 |
| -0.0148790662873708 |
| -0.00945389481612445 |
| 0.039402876559412 |
| 0.0125105859982671 |
| -0.0054502210292328 |
| -0.0100760126904911 |
| -0.0322391566885543 |
| 0.0310875309582704 |
| -0.0666850698620556 |
| 0.0405202037176466 |
| -0.0158772892810299 |
| -0.017029343755624 |
| 0.0172368335604682 |
| 0.0045276455039637 |
| 0.0442344447374003 |
| 0.0261331312147041 |
| 0.0141545744946098 |
| 0.0309447563305563 |
| 0.0286009651953777 |
| -0.0357659304099678 |
| -0.0264315686044990 |
| -0.0817004964932703 |
| -0.0457811769915423 |
| 0.0167019103976191 |
| -0.0266899519583729 |
| -0.00210519366139522 |
| -0.0228838099123661 |
| 0.0283427752839495 |
| -0.00481332327291817 |
| -0.0201810006424994 |
| 0.0232798488529022 |
| -0.0152102326501620 |
| -0.0594504213032305 |
| 0.0797841802450017 |
| -0.0408963213698259 |
| -0.0591816710153497 |
| 0.0351723358084524 |
| -0.0167918043286308 |
| 0.0419956103765258 |
| 0.0167736249870170 |
| -0.0294734911779377 |
| -0.0336841422243079 |
| 0.00205547541593054 |
| -0.0151780362013993 |
| 0.0488552244726783 |
| 0.0831265266292234 |
| -0.0521411712060917 |
| -0.0335078297833626 |
| -0.0351985395095595 |
| 0.0344638458533524 |
| 0.0559347427314973 |
| 0.0664993949175354 |
| 0.00325768471902821 |
| 0.0719813421188746 |
| -0.00162888325482191 |
| 0.0218991204444436 |
| 0.0426609502670887 |
| -0.0164588054317107 |
