| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6805 | -0.2475 | -0.068 | -0.3199 | -0.9967 |
| (p-val) | (3e-04 ) | (0.2742 ) | (0.7804 ) | (0.1563 ) | (0.0936 ) |
| Estimates ( 2 ) | 0.6814 | -0.2493 | 0 | -0.2906 | -0.9977 |
| (p-val) | (4e-04 ) | (0.2739 ) | (NA ) | (0.1583 ) | (0.044 ) |
| Estimates ( 3 ) | 0.4985 | 0 | 0 | -0.3104 | -0.9985 |
| (p-val) | (6e-04 ) | (NA ) | (NA ) | (0.1313 ) | (0.0395 ) |
| Estimates ( 4 ) | 0.4081 | 0 | 0 | 0 | -0.999 |
| (p-val) | (0.0028 ) | (NA ) | (NA ) | (NA ) | (0.0158 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0171415766388812 |
| 0.0469959770775972 |
| 0.120014770287231 |
| -0.114374283535831 |
| 0.0683271396023409 |
| -0.0116563079044584 |
| 0.00775939734376939 |
| -0.0157373309505806 |
| -0.0568474801994789 |
| 0.0188597823065592 |
| -0.102311722145766 |
| -0.147515909778563 |
| -0.134105452472647 |
| -0.000396914691096445 |
| 0.0432871128279213 |
| -0.0362712292068637 |
| 0.0587055558001099 |
| 0.0543958141860842 |
| -0.0451588251741221 |
| 0.0177520102415266 |
| -0.0292681310019011 |
| 0.0973303569561793 |
| -0.124336142505233 |
| 0.0149784359715519 |
| -0.00291730053099612 |
| 0.0996052006056404 |
| -0.0229539381691287 |
| -0.0518645666816038 |
| 0.0996687074006121 |
| -0.0102873211043370 |
| -0.0420538485831466 |
| 0.0403099503979986 |
| 0.00874797031258247 |
| -0.104593084480479 |
| -0.0322497524437522 |
| -0.00918429862308013 |
| -0.062912169330665 |
| -0.0300030786007733 |
| -0.0346773142334898 |
| 0.0185018153709185 |
| -0.00848618896890083 |
| 0.115017481865151 |
| 0.00749051765714576 |
| -0.0837992031305686 |
| 0.00634234061541457 |
| -0.0120993172405299 |
| 0.0113957083940714 |
| -0.00183475885800463 |
