| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6218 | 0.2684 | -0.2506 | -0.9075 | -0.5434 | -0.1519 | 0.5198 |
| (p-val) | (3e-04 ) | (0.1035 ) | (0.0952 ) | (0 ) | (0.6394 ) | (0.3822 ) | (0.6639 ) |
| Estimates ( 2 ) | 0.619 | 0.2678 | -0.2393 | -0.9122 | -0.0442 | -0.1321 | 0 |
| (p-val) | (3e-04 ) | (0.1033 ) | (0.1029 ) | (0 ) | (0.8032 ) | (0.4516 ) | (NA ) |
| Estimates ( 3 ) | 0.6127 | 0.2727 | -0.2462 | -0.9098 | 0 | -0.1351 | 0 |
| (p-val) | (3e-04 ) | (0.0938 ) | (0.0874 ) | (0 ) | (NA ) | (0.4405 ) | (NA ) |
| Estimates ( 4 ) | 0.614 | 0.279 | -0.2353 | -0.9173 | 0 | 0 | 0 |
| (p-val) | (4e-04 ) | (0.087 ) | (0.1043 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.2643 | 0.0996 | 0 | 0.0369 | 0 | 0 | 0 |
| (p-val) | (0.6793 ) | (0.6356 ) | (NA ) | (0.9535 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.228 | 0.1084 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0941 ) | (0.4326 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | -0.2477 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.067 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -0.00261619298028315 |
| -0.0775091597672254 |
| -0.0398127389306201 |
| 0.0650468152705482 |
| -0.0326638534487826 |
| 0.00761703817770254 |
| 0.0249531847289184 |
| -0.0250468152710805 |
| -0.0074297770933791 |
| 0.0199999999999991 |
| -0.0150468152710808 |
| 0.0350468152710799 |
| -0.0400936305421609 |
| 0.0276170381777012 |
| 0.179906369457839 |
| -0.0978979298041845 |
| -0.0646722931024355 |
| 0.14257022290662 |
| -0.0228511145331041 |
| -0.174859554186758 |
| 0.130374522168645 |
| 0.0321020701958141 |
| 0.0475234076355395 |
| -0.077617038177701 |
| 0.147710668719863 |
| -0.147897929804185 |
| 0.072944745075266 |
| -0.080280891626484 |
| -0.0772425160090573 |
| 0.0976170381777015 |
| 0.0372425160090555 |
| -0.157523407635539 |
| 0.160374522168645 |
| -0.0204681527108068 |
| -0.127336146551217 |
| -0.0372425160090559 |
| -0.0724765923644606 |
| 0.152663853448783 |
| -0.177897929804187 |
| 0.225514967981887 |
| -0.0606554137951268 |
| 0.0178042992620231 |
| -0.147617038177703 |
| 0.0803745221686434 |
| 0.00971910837351864 |
| 0.175046815271079 |
| -0.0254213374397265 |
| -0.157336146551217 |
| -0.454672293102433 |
| -0.324016879307306 |
| -0.0444850320181121 |
| -0.0175234076355411 |
| 0.125046815271080 |
| 0.382195700737975 |
| 0.0666807327560883 |
| 0.155046815271081 |
| 0.0196254778313545 |
| -0.264953184728919 |
| 0.265608598524049 |
