| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6298 | 0.2448 | -0.3487 | -0.8812 | -0.6555 | -0.1426 | 0.6877 |
| (p-val) | (1e-04 ) | (0.102 ) | (0.0117 ) | (0 ) | (0.5995 ) | (0.4609 ) | (0.6127 ) |
| Estimates ( 2 ) | 0.6321 | 0.2405 | -0.3335 | -0.8894 | -0.0028 | -0.1432 | 0 |
| (p-val) | (1e-04 ) | (0.1088 ) | (0.0131 ) | (0 ) | (0.9862 ) | (0.3866 ) | (NA ) |
| Estimates ( 3 ) | 0.6316 | 0.2409 | -0.3339 | -0.8892 | 0 | -0.1434 | 0 |
| (p-val) | (0 ) | (0.1038 ) | (0.0116 ) | (0 ) | (NA ) | (0.3853 ) | (NA ) |
| Estimates ( 4 ) | 0.6289 | 0.2511 | -0.3299 | -0.8909 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (0.0889 ) | (0.0129 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.7312 | 0 | -0.2209 | -0.8799 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0664 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.8314 | 0 | 0 | 0.6715 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (5e-04 ) | (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 |
| -0.00389786940762505 |
| -0.183344621140755 |
| -0.0479469438581754 |
| 0.157565521824397 |
| -0.157531069094686 |
| -0.00201371662484138 |
| 0.048480626111787 |
| -0.0943765588923636 |
| -0.0157555020437201 |
| 0.0461354280237465 |
| -0.0613371049838838 |
| 0.0812214927998221 |
| -0.113997516244562 |
| 0.0789808991370595 |
| 0.453317041391709 |
| -0.301782329542647 |
| -0.0629072738602987 |
| 0.50858989160962 |
| -0.084897383520325 |
| -0.431957604067725 |
| 0.527317467725271 |
| 0.0540481187369405 |
| 0.123136147659668 |
| -0.168952913045769 |
| 0.591146274701482 |
| -0.447765351806952 |
| 0.3915093024222 |
| -0.193651226337055 |
| -0.207689988684214 |
| 0.412927198803843 |
| 0.0477229080428096 |
| -0.594812327769040 |
| 0.695697056904792 |
| -0.149631069853724 |
| -0.482999531334065 |
| -0.00656514715982642 |
| -0.289024625750857 |
| 0.466710210680396 |
| -0.857113016572876 |
| 0.798525136745509 |
| -0.380418418339346 |
| 0.019784882568519 |
| -0.485001926895622 |
| 0.344952424063053 |
| -0.053110424888822 |
| 0.547701790509143 |
| -0.163631255912385 |
| -0.509552341802158 |
| -1.45976926923324 |
| -0.808276725305183 |
| -0.0888627469027787 |
| -0.394874757750683 |
| -0.075815983115833 |
| 0.359547234067089 |
| -0.196174707958917 |
| 0.2066708164564 |
| 0.145831430409771 |
| -0.116820224929409 |
| 0.507907113180261 |
