| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4808 | -0.0899 | -0.444 | -0.0136 | -0.2037 | 0.3011 | 0.8755 |
| (p-val) | (0.0266 ) | (0.6072 ) | (0.0016 ) | (0.9519 ) | (0.8054 ) | (0.5665 ) | (0.4385 ) |
| Estimates ( 2 ) | 0.4704 | -0.0833 | -0.4477 | 0 | -0.2099 | 0.3066 | 0.883 |
| (p-val) | (3e-04 ) | (0.5375 ) | (3e-04 ) | (NA ) | (0.7997 ) | (0.5565 ) | (0.4493 ) |
| Estimates ( 3 ) | 0.4707 | -0.0825 | -0.4451 | 0 | 0 | 0.1856 | 0.6511 |
| (p-val) | (3e-04 ) | (0.5406 ) | (3e-04 ) | (NA ) | (NA ) | (0.2775 ) | (0.0012 ) |
| Estimates ( 4 ) | 0.4296 | 0 | -0.4866 | 0 | 0 | 0.176 | 0.6847 |
| (p-val) | (1e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.3009 ) | (8e-04 ) |
| Estimates ( 5 ) | 0.4005 | 0 | -0.4733 | 0 | 0 | 0 | 0.6775 |
| (p-val) | (2e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0014 ) |
| 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 |
| 0.00809999005977882 |
| -0.255327703258176 |
| -0.0261611004963017 |
| 0.0716703703793543 |
| -0.0225585514011579 |
| -0.124023138731696 |
| 0.0641158601363579 |
| -0.158955250132967 |
| 0.0757162118260971 |
| -0.374185165036448 |
| 0.306906847044573 |
| -0.116989912557214 |
| -0.0131146991120311 |
| 0.324644042681831 |
| -0.0202006856094048 |
| 0.187917759651315 |
| 0.176649046114019 |
| 0.101510548235738 |
| 0.0158886905991246 |
| 0.196774008923508 |
| -0.30279355570562 |
| -0.228198425671200 |
| -0.34621560540696 |
| -0.180545410976847 |
| -0.0263971518994755 |
| -0.214540541809202 |
| -0.107058670662659 |
| -0.035973948708645 |
| 0.0429047213385914 |
| -0.128082666447841 |
| -0.126217524921783 |
| 0.137490834571522 |
| -0.111463226844813 |
| -0.187144209315462 |
| 0.666478632456837 |
| -0.173377952762477 |
| -0.313528243249879 |
| 0.226690950547383 |
| -0.0265481539975385 |
| 0.225249260660557 |
| 0.0646166684069633 |
| -0.0926228424559965 |
| -0.177049394796588 |
| -0.0918449603267408 |
| -0.0515604401159342 |
| 0.440498559597126 |
| 0.398299082803549 |
| -0.350691698303741 |
| -0.073817512211883 |
| -0.241513097722397 |
| 0.133132067471398 |
| 0.161875926924432 |
| 0.267165963428683 |
| 0.147078359521880 |
| 0.276061819420999 |
| 0.172770309491216 |
| 0.163202186762026 |
| 0.0979003997254817 |
| -0.00323843248144597 |
| 0.0357125292164258 |
| 0.0182726531518049 |
