| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7173 | -0.3244 | -0.3065 | -0.9941 | 0.2143 | -0.2354 | -0.7245 |
| (p-val) | (0 ) | (0.0663 ) | (0.0349 ) | (0 ) | (0.5188 ) | (0.3119 ) | (0.1876 ) |
| Estimates ( 2 ) | 0.7404 | -0.3474 | -0.2952 | -1.0062 | 0 | -0.2447 | -2.6721 |
| (p-val) | (0 ) | (0.0543 ) | (0.0444 ) | (0 ) | (NA ) | (0.2566 ) | (0.2076 ) |
| Estimates ( 3 ) | 0.784 | -0.4039 | -0.2614 | -1.0087 | 0 | 0 | -3.2371 |
| (p-val) | (0 ) | (0.0218 ) | (0.073 ) | (0 ) | (NA ) | (NA ) | (0.327 ) |
| Estimates ( 4 ) | 0.795 | -0.3875 | -0.2684 | -1.0071 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0288 ) | (0.0706 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.9522 | -0.6258 | 0 | -1.0028 | 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 |
| 0.00415560326293107 |
| 0.0652570608829472 |
| 0.253331454468964 |
| -0.0959350157342543 |
| 0.339052266804243 |
| 0.304629748219092 |
| 0.289875111294302 |
| 0.0363138029077434 |
| -0.217908872974607 |
| -0.107628613543219 |
| 0.116916167212729 |
| -0.00473920444748347 |
| 0.107653562966533 |
| 0.0196651588986997 |
| -0.113745009418212 |
| 0.303170208832178 |
| 0.0368807268241354 |
| 0.104138024451489 |
| 0.176913188988649 |
| -0.266162072666273 |
| 0.0807037517639765 |
| -0.372713521222103 |
| 0.168121250877741 |
| -0.02805303177621 |
| -0.0756339590608404 |
| -0.0933698698608547 |
| -0.0193363643125838 |
| 0.0474598454655045 |
| 0.079309537144792 |
| -0.0276281806556235 |
| 0.207083154655357 |
| -0.223319823605315 |
| -0.00424758351990382 |
| 0.306673069847215 |
| -0.250061258996319 |
| -0.195003597840776 |
| 0.362578734158527 |
| -0.088996046926488 |
| 0.111305167342816 |
| -0.0609360415370496 |
| -0.0615479982954235 |
| 0.0466081823592617 |
| -0.378822478744696 |
| 0.304539662260455 |
| 0.677496302596664 |
| 0.068443652668011 |
| 0.0500295044388507 |
| 0.185866687534260 |
| -0.110207102594648 |
