| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3136 | 0.1641 | -0.4636 | 0.3529 | -1.205 | -0.6183 | 0.6549 |
| (p-val) | (0.181 ) | (0.3938 ) | (0.0011 ) | (0.1318 ) | (0.1144 ) | (0.0742 ) | (0.5554 ) |
| Estimates ( 2 ) | 0.3074 | 0.1662 | -0.4478 | 0.3522 | -0.6485 | -0.3568 | 0 |
| (p-val) | (0.2059 ) | (0.3932 ) | (0.0013 ) | (0.1502 ) | (3e-04 ) | (0.0516 ) | (NA ) |
| Estimates ( 3 ) | 0.4723 | 0 | -0.3837 | 0.1877 | -0.662 | -0.3421 | 0 |
| (p-val) | (0.0115 ) | (NA ) | (0.0017 ) | (0.3392 ) | (2e-04 ) | (0.0606 ) | (NA ) |
| Estimates ( 4 ) | 0.5909 | 0 | -0.3726 | 0 | -0.6543 | -0.3641 | 0 |
| (p-val) | (0 ) | (NA ) | (9e-04 ) | (NA ) | (2e-04 ) | (0.0417 ) | (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 |
| -0.0413088784358111 |
| 0.09888018164283 |
| -0.0134563645982409 |
| 0.0201059090923383 |
| 0.151155828961892 |
| 0.0407319578189477 |
| 0.151692096402165 |
| 0.282812302320102 |
| -0.0172341907492737 |
| 0.0677814354481011 |
| -0.110000611507982 |
| 0.277451956319869 |
| -0.290547170464527 |
| -0.0477433171944284 |
| 0.0158488500069299 |
| 0.0259754531805301 |
| -0.0848240230869221 |
| -0.124760719205966 |
| -0.0433378792551168 |
| -0.215024930941048 |
| 0.0939494864465932 |
| 0.0327532342798356 |
| 0.24781663676667 |
| -0.0784585006498646 |
| -0.126019359265652 |
| 0.0480019375200099 |
| 0.0223690749648588 |
| 0.0464536287971928 |
| -0.00756149805092322 |
| -0.0585433515117485 |
| -0.034829429655865 |
| -0.057198129698513 |
| 0.233409945094002 |
| 0.02564308627668 |
| 0.143260831468035 |
| 0.140798990042644 |
| 0.140390894781804 |
| 0.0343192584912203 |
| -0.0861985693164924 |
| 0.0634680269493777 |
| -0.0957772340745187 |
| -0.215610077400514 |
| -0.0124894252729941 |
| 0.113072705709017 |
| 0.288061507696735 |
| -0.103193511712682 |
| -0.0717535815519064 |
| -0.0407562354215134 |
