| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1998 | 0.1962 | 0.5819 | 0.2883 | 0.0314 | -0.5025 | -0.7602 |
| (p-val) | (0.4756 ) | (0.2495 ) | (0.0102 ) | (0.3069 ) | (0.9416 ) | (0.0386 ) | (0.6054 ) |
| Estimates ( 2 ) | -0.1976 | 0.2008 | 0.5881 | 0.2856 | 0 | -0.5123 | -0.7056 |
| (p-val) | (0.4944 ) | (0.213 ) | (0.0074 ) | (0.3128 ) | (NA ) | (0.0098 ) | (0.5132 ) |
| Estimates ( 3 ) | -0.4371 | 0.0998 | 0.4372 | 0.4467 | 0 | -0.5523 | 0 |
| (p-val) | (0.0675 ) | (0.505 ) | (0.0044 ) | (0.071 ) | (NA ) | (8e-04 ) | (NA ) |
| Estimates ( 4 ) | -0.4859 | 0 | 0.3961 | 0.4612 | 0 | -0.548 | 0 |
| (p-val) | (0.0437 ) | (NA ) | (0.0054 ) | (0.0554 ) | (NA ) | (0.001 ) | (NA ) |
| Estimates ( 5 ) | -0.0742 | 0 | 0.3701 | 0 | 0 | -0.489 | 0 |
| (p-val) | (0.5986 ) | (NA ) | (0.0141 ) | (NA ) | (NA ) | (0.0032 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.3654 | 0 | 0 | -0.4948 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0153 ) | (NA ) | (NA ) | (0.0026 ) | (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 |
| 0.0113445873793239 |
| 0.319651467796695 |
| 0.0741838674473222 |
| -0.00797303160205813 |
| 0.0289712771221155 |
| 0.318036312704491 |
| -0.183655925648165 |
| -0.505323859754982 |
| -0.198204187622696 |
| 0.0338160938996808 |
| 0.00137013663469385 |
| 0.0179242728823522 |
| -0.477242327917305 |
| 0.119289758388913 |
| 0.292100942718938 |
| 0.622697636511631 |
| -0.0887650451202505 |
| 0.223004706468835 |
| 0.0146112095834196 |
| 0.243449568783086 |
| 0.107720436076992 |
| -0.0213640850879957 |
| 0.48410825707138 |
| 0.211722242010241 |
| 0.126882752170136 |
| 0.234992940365773 |
| 0.0338581567509068 |
| -0.0807588843761434 |
| 0.0694714699889216 |
| 0.0754383923437836 |
| 0.0433020648022691 |
| 0.183844416626817 |
| 0.0262935180787461 |
| -0.336305064641316 |
| -0.123183691996701 |
| -0.0437537846332136 |
| -0.114114275707603 |
| 0.128710611944601 |
| 0.364640524388334 |
| -0.0582565360298718 |
| 0.590559477873725 |
| -0.101178254027243 |
| 0.0341270047819986 |
| 0.000569116199510944 |
| -0.308613762948928 |
| 0.436987689931835 |
| 0.110449534149973 |
| -0.257737989692542 |
| 0.112316204402635 |
| -0.407206856694399 |
