| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3854 | 0.0899 | -0.1675 | 0.526 | 0.242 | -0.0855 | -0.9992 |
| (p-val) | (0.2263 ) | (0.6592 ) | (0.2947 ) | (0.0556 ) | (0.3696 ) | (0.7776 ) | (0.422 ) |
| Estimates ( 2 ) | -0.3578 | 0.1214 | -0.1604 | 0.5243 | 0.2828 | 0 | -0.9969 |
| (p-val) | (0.2348 ) | (0.4731 ) | (0.3118 ) | (0.0543 ) | (0.2197 ) | (NA ) | (0.1837 ) |
| Estimates ( 3 ) | -0.3745 | 0 | -0.2047 | 0.4966 | 0.3043 | 0 | -0.9995 |
| (p-val) | (0.2733 ) | (NA ) | (0.1537 ) | (0.0896 ) | (0.1892 ) | (NA ) | (0.0565 ) |
| Estimates ( 4 ) | 0 | 0 | -0.1333 | 0.174 | 0.2692 | 0 | -0.9994 |
| (p-val) | (NA ) | (NA ) | (0.4192 ) | (0.2442 ) | (0.238 ) | (NA ) | (0.1389 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.1286 | 0.2702 | 0 | -0.9996 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.3571 ) | (0.2328 ) | (NA ) | (0.106 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.2818 | 0 | -0.9997 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.217 ) | (NA ) | (0.0302 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.6368 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0439 ) |
| 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 |
| -0.0191489649704065 |
| -0.160139012460449 |
| -7.55359878650925e-06 |
| -0.0800772553865593 |
| 0.0800543334207805 |
| -1.52062414529234e-05 |
| -0.0800847976999594 |
| -2.02073544524966e-05 |
| -0.080089680441145 |
| -0.0800921655936048 |
| -0.24022902590789 |
| -3.05081373998531e-05 |
| -0.160170600781694 |
| -0.147410311831338 |
| -0.171585201975472 |
| 0.0549739684739089 |
| -0.226570357023658 |
| 0.0857786940354034 |
| 0.0549685103935335 |
| 0.171565131688449 |
| -0.116614478969948 |
| -0.116616251871805 |
| -0.0924450966587447 |
| -0.17160126444245 |
| 0.0241472043531618 |
| 0.0905086972121178 |
| 0.0971297280266544 |
| -0.161027189339839 |
| -0.00870509704022512 |
| 0.129326647730612 |
| -0.0720802626242384 |
| -0.00819421402331058 |
| -0.152851196030038 |
| 0.0250497078286316 |
| 0.107377051225482 |
| 0.0971175281612119 |
| -0.00664205708379896 |
| -0.0690104907015368 |
| 0.209224898419535 |
| 0.102930863274238 |
| -0.0326708789530463 |
| -0.102942398206547 |
| 0.0582868258933311 |
| 0.200921750381598 |
| -0.00704548347445984 |
| -0.00536783515272246 |
| 0.126553751073718 |
| 0.209215215338448 |
