| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3078 | 0.0984 | 0.4437 | -0.088 | 0.3457 | -0.1877 | -0.9997 |
| (p-val) | (0.1895 ) | (0.5399 ) | (0.0011 ) | (0.7371 ) | (0.1289 ) | (0.5408 ) | (0.1814 ) |
| Estimates ( 2 ) | -0.3684 | 0.0702 | 0.4305 | 0 | 0.3411 | -0.2243 | -0.9999 |
| (p-val) | (0.0161 ) | (0.6223 ) | (0.0011 ) | (NA ) | (0.1262 ) | (0.4204 ) | (0.199 ) |
| Estimates ( 3 ) | -0.397 | 0 | 0.406 | 0 | 0.3312 | -0.2031 | -1 |
| (p-val) | (0.0062 ) | (NA ) | (7e-04 ) | (NA ) | (0.1493 ) | (0.4718 ) | (0.2076 ) |
| Estimates ( 4 ) | -0.4448 | 0 | 0.4137 | 0 | 0.4014 | 0 | -1 |
| (p-val) | (3e-04 ) | (NA ) | (3e-04 ) | (NA ) | (0.0712 ) | (NA ) | (0.0408 ) |
| Estimates ( 5 ) | -0.4767 | 0 | 0.4152 | 0 | 0 | 0 | -0.4355 |
| (p-val) | (1e-04 ) | (NA ) | (2e-04 ) | (NA ) | (NA ) | (NA ) | (0.0447 ) |
| 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 |
| -0.0359652311769388 |
| 0.022536007076985 |
| -0.319986592474644 |
| 0.337090720993467 |
| 0.219194248948576 |
| 0.234512041475013 |
| -0.485240627474879 |
| 0.287002917187343 |
| -0.603401198665015 |
| 0.333489065580063 |
| -0.310880599136108 |
| 0.278944077327695 |
| -0.143574148973188 |
| -0.0555144334669744 |
| 0.300379126555992 |
| -0.173400454188198 |
| -0.615191749802038 |
| 0.134129127972608 |
| 0.249864849872040 |
| -0.063054618545351 |
| -0.0225939714157939 |
| 0.329644961381446 |
| 0.0487573846314343 |
| 0.394208376132023 |
| -0.313856945362015 |
| -0.332394328544497 |
| 0.35542152200027 |
| 0.171877290469386 |
| -0.212620514328155 |
| 0.302850579870154 |
| 0.142457834974453 |
| -0.407516532495089 |
| 0.59850049379573 |
| -0.249497298807517 |
| 0.319819060966875 |
| -0.152931048106937 |
| -0.0683383421961415 |
| -0.0374648944659347 |
| -0.343690919659559 |
| -0.977531615220644 |
| -0.701071526172037 |
| -0.440898701059753 |
| 0.184217768741631 |
| -0.0344258568387426 |
| -0.200637778971440 |
| -0.141645731403688 |
| 0.242267810464008 |
| 0.256194843082906 |
| 0.203030260517719 |
