| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4587 | -0.173 | 0.2295 | -0.704 | -0.7473 | -0.5253 | 0.3133 |
| (p-val) | (0.1657 ) | (0.6285 ) | (0.4056 ) | (0.0121 ) | (0.254 ) | (0.0174 ) | (0.6894 ) |
| Estimates ( 2 ) | -0.4735 | -0.1929 | 0.1977 | -0.6939 | -0.4876 | -0.4536 | 0 |
| (p-val) | (0.1321 ) | (0.5661 ) | (0.4355 ) | (0.0091 ) | (0.0098 ) | (0.01 ) | (NA ) |
| Estimates ( 3 ) | -0.3234 | 0 | 0.3232 | -0.8097 | -0.4972 | -0.4362 | 0 |
| (p-val) | (0.0346 ) | (NA ) | (0.0192 ) | (0 ) | (0.0075 ) | (0.0132 ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -0.0312684759899898 |
| -0.0254888463756855 |
| -0.231762709813067 |
| 0.0933324794128803 |
| -0.0542214697711732 |
| 0.353715103088411 |
| 0.114917115769132 |
| 0.638368932176088 |
| -0.530952522557209 |
| 0.145850072037676 |
| -0.259063277211654 |
| 0.100495267474894 |
| -0.104206039821408 |
| 0.0084490725961987 |
| 0.242690769368039 |
| 0.459182708862043 |
| 0.0310381973889211 |
| 0.290624328066885 |
| 0.181461106470653 |
| 0.219262003075533 |
| -0.338048775323191 |
| -0.304110033104199 |
| -0.292705101624369 |
| 0.258244879290726 |
| 0.150555670860733 |
| -0.390138678728606 |
| 0.139071625428826 |
| 0.00654644302813533 |
| -0.399670000655633 |
| 0.362788916962952 |
| 0.645235256378763 |
| -0.600207013460531 |
| 0.0657018112785108 |
| -0.0553515405793768 |
| -0.0714540960825997 |
| 0.233136757833093 |
| -0.560694995916686 |
| -0.0344910860636837 |
| -0.375103315745246 |
| -0.488908617273932 |
| -0.38760919186863 |
| -0.421852607227536 |
| -0.0367508591152149 |
| 0.608705147964835 |
| -0.102355526996100 |
| -0.431218263585715 |
| -0.287026024757689 |
| 0.332643525515505 |
| 0.172838755851563 |
