| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0132 | 0.1451 | -0.4343 | 0.2254 | 0.358 | 0.0507 | -0.9999 |
| (p-val) | (0.9656 ) | (0.253 ) | (0.0012 ) | (0.4552 ) | (0.1868 ) | (0.829 ) | (9e-04 ) |
| Estimates ( 2 ) | 0 | 0.1448 | -0.4356 | 0.2139 | 0.3634 | 0.0475 | -1 |
| (p-val) | (NA ) | (0.253 ) | (8e-04 ) | (0.1312 ) | (0.1308 ) | (0.8304 ) | (8e-04 ) |
| Estimates ( 3 ) | 0 | 0.1488 | -0.4318 | 0.2243 | 0.3543 | 0 | -1 |
| (p-val) | (NA ) | (0.2371 ) | (8e-04 ) | (0.0905 ) | (0.1383 ) | (NA ) | (0.0021 ) |
| Estimates ( 4 ) | 0 | 0 | -0.4402 | 0.1892 | 0.2984 | 0 | -1.0002 |
| (p-val) | (NA ) | (NA ) | (0.001 ) | (0.1121 ) | (0.2013 ) | (NA ) | (0.0068 ) |
| Estimates ( 5 ) | 0 | 0 | -0.4495 | 0.1494 | 0 | 0 | -0.6913 |
| (p-val) | (NA ) | (NA ) | (9e-04 ) | (0.2205 ) | (NA ) | (NA ) | (0.0672 ) |
| Estimates ( 6 ) | 0 | 0 | -0.4145 | 0 | 0 | 0 | -0.6785 |
| (p-val) | (NA ) | (NA ) | (0.0015 ) | (NA ) | (NA ) | (NA ) | (0.0349 ) |
| 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 |
| 0.00350713239004121 |
| 0.232580820379059 |
| 0.254902120664913 |
| -0.258058668766090 |
| 0.818678474947673 |
| -0.710822714903832 |
| -0.556760391594816 |
| -0.79861259472185 |
| 0.369246701795477 |
| 1.02069049213272 |
| -0.00776083785343401 |
| 0.420349238982598 |
| 0.122129968598401 |
| -0.151308863966903 |
| -0.0927646141079807 |
| -1.02395527081202 |
| 1.61898273210616 |
| -0.00692818100557903 |
| 0.125904382225145 |
| -0.0249282790773593 |
| 0.536282819144084 |
| -0.168708337815178 |
| 0.0119099360572752 |
| -0.742994861220804 |
| 0.122695054159055 |
| 0.0960150553234558 |
| -0.465880041500754 |
| -0.431725349923642 |
| 0.744772567222783 |
| -0.173483061712165 |
| -0.0225395583258451 |
| -0.280517781112022 |
| 0.438099480721796 |
| 0.633348878682572 |
| 0.374968765414942 |
| 0.0882180949046934 |
| 0.486018488281978 |
| 0.419850656943646 |
| 0.0419024843053411 |
| 0.134413973331507 |
| -0.259876521340567 |
| 0.0874645615155146 |
| -0.536446765630877 |
| 0.208547180339229 |
| -0.0531378720390031 |
| 0.402683347116677 |
| -0.228980349879582 |
| -0.24992444078183 |
| 0.294075335527835 |
| -0.436150978467503 |
| -0.689709584142617 |
| -0.507585873589978 |
| -1.41911596729154 |
| -0.0408393207541748 |
| 0.0264670260675677 |
| -0.323842931053649 |
| 0.0709544619617001 |
| -0.209070002650010 |
| 0.861031603333923 |
| 0.596754722077848 |
