| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6379 | -0.1059 | -0.429 | 0.0838 | 0.1495 | -0.3196 | -0.9988 |
| (p-val) | (0.0579 ) | (0.7426 ) | (0.0409 ) | (0.8161 ) | (0.5063 ) | (0.2199 ) | (0.2591 ) |
| Estimates ( 2 ) | 0.708 | -0.1717 | -0.3911 | 0 | 0.1475 | -0.3165 | -0.9987 |
| (p-val) | (0 ) | (0.3391 ) | (0.0076 ) | (NA ) | (0.5155 ) | (0.2225 ) | (0.2648 ) |
| Estimates ( 3 ) | 0.6982 | -0.1605 | -0.3997 | 0 | 0 | -0.3709 | -0.6365 |
| (p-val) | (0 ) | (0.3694 ) | (0.006 ) | (NA ) | (NA ) | (0.0927 ) | (0.106 ) |
| Estimates ( 4 ) | 0.6076 | 0 | -0.4956 | 0 | 0 | -0.3878 | -0.7585 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0628 ) | (0.1999 ) |
| Estimates ( 5 ) | 0.6641 | 0 | -0.5358 | 0 | 0 | -0.3628 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.1246 ) | (NA ) |
| Estimates ( 6 ) | 0.6073 | 0 | -0.4967 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (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 |
| -0.00821339418884699 |
| 0.0141854978209049 |
| 0.0176285000411238 |
| -0.0112469797768325 |
| -0.0143150748627769 |
| 0.0232517664527061 |
| 0.00118005255019790 |
| 0.0158343204488545 |
| 0.0030888097048513 |
| -0.0288337033842065 |
| -0.0101197458882915 |
| 0.0302419370607498 |
| -0.0164577562355669 |
| -0.00209395440547747 |
| 0.00342071619884115 |
| -0.0213610422779875 |
| 0.0122435814743831 |
| 0.00638305579976315 |
| 0.0162035372476645 |
| 0.0176783769389707 |
| -0.0635667099666432 |
| -0.0201372710498247 |
| -0.0181240492284371 |
| -0.0305604062718063 |
| -0.0187246351688487 |
| 0.0602739365686117 |
| -0.0403909063123186 |
| -0.0243984930551237 |
| 0.00441590505028877 |
| 0.00383640532121652 |
| -0.0349807860095264 |
| -0.0154313999775689 |
| 0.0154773398288554 |
| 0.0706453624527121 |
| 0.0489801779194771 |
| 0.000311398860369598 |
| -0.00265299139077269 |
| 0.0083084049206065 |
| 0.0507430519800478 |
| 0.0547610996308826 |
| 0.0211513118781328 |
| -0.0249540697723205 |
| 0.0302645587532968 |
| -0.00208062876632020 |
| -0.00580114126504873 |
| -0.0140814257340316 |
| -0.0547567786121928 |
| 0.0112618315858772 |
