| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6656 | -0.323 | -0.3214 | -0.9798 | 0.3977 | -0.2844 | -0.8974 |
| (p-val) | (0 ) | (0.0613 ) | (0.0344 ) | (0 ) | (0.1226 ) | (0.2013 ) | (0.032 ) |
| Estimates ( 2 ) | 0.6903 | -0.3648 | -0.3109 | -1.0599 | 0.4608 | 0 | -1.0607 |
| (p-val) | (0 ) | (0.035 ) | (0.0535 ) | (0 ) | (0.0664 ) | (NA ) | (0.0085 ) |
| Estimates ( 3 ) | 0.7053 | -0.3905 | -0.3169 | -1.0879 | 0 | 0 | -0.3782 |
| (p-val) | (0 ) | (0.0281 ) | (0.06 ) | (0 ) | (NA ) | (NA ) | (0.2213 ) |
| Estimates ( 4 ) | 0.7183 | -0.3883 | -0.2837 | -1.051 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.026 ) | (0.0898 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.8966 | -0.6213 | 0 | -1.0029 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0 ) | (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 |
| 0.0352988424331681 |
| 0.126518202507448 |
| 0.0310672046176075 |
| -0.184271575192513 |
| -0.340933377550832 |
| -0.206898128613872 |
| 0.0115761414804029 |
| -0.0814849376191582 |
| 0.0612002612326114 |
| 0.0101239152827029 |
| -0.111418047101133 |
| 0.270589468715049 |
| 0.00643466776506117 |
| 0.0600860353571747 |
| 0.138094255574306 |
| -0.278483093751328 |
| 0.0448241125254949 |
| -0.390179564985804 |
| 0.110215704697367 |
| -0.0582825425714849 |
| -0.0926705274400409 |
| -0.095181878204128 |
| -0.0254993157199128 |
| 0.0340765878632236 |
| 0.0630431734649938 |
| -0.0355147305543003 |
| 0.192714188015144 |
| -0.211732982754336 |
| -0.0167627471247589 |
| 0.280067676509126 |
| -0.2469157629411 |
| -0.203397757631895 |
| 0.330527951566814 |
| -0.0873507934584915 |
| 0.105817468834376 |
| -0.0500968329639435 |
| -0.0641305645395485 |
| 0.028818188948967 |
| -0.385419225836805 |
| 0.260234553995569 |
| 0.650340363517012 |
| 0.106678662807777 |
| 0.0930852399070855 |
| 0.197234967055322 |
| -0.131155371039084 |
| 0.18262488519589 |
| 0.0294814088721467 |
