| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2998 | 0.1101 | 0.4801 | -0.1402 | 0.3701 | -0.1675 | -1 |
| (p-val) | (0.1518 ) | (0.4492 ) | (1e-04 ) | (0.5555 ) | (0.0507 ) | (0.4229 ) | (0.0483 ) |
| Estimates ( 2 ) | -0.3991 | 0.0597 | 0.4578 | 0 | 0.3686 | -0.2049 | -0.9999 |
| (p-val) | (0.002 ) | (0.6377 ) | (1e-04 ) | (NA ) | (0.0455 ) | (0.2952 ) | (0.0659 ) |
| Estimates ( 3 ) | -0.4235 | 0 | 0.4344 | 0 | 0.3607 | -0.1939 | -0.9999 |
| (p-val) | (4e-04 ) | (NA ) | (0 ) | (NA ) | (0.0545 ) | (0.3314 ) | (0.0766 ) |
| Estimates ( 4 ) | -0.4654 | 0 | 0.4393 | 0 | 0.4126 | 0 | -1 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0298 ) | (NA ) | (0.0013 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -0.0375732130599521 |
| -1.42842903073985 |
| 0.344188230160782 |
| -0.163082724149866 |
| -0.0816939481183535 |
| 0.252095350579819 |
| 0.289469636284585 |
| -0.274908034110628 |
| -0.457959047417949 |
| -0.120161814446042 |
| 0.115277151044634 |
| 0.52594879230336 |
| -0.574167421833416 |
| -0.977009688083828 |
| 0.28705772607985 |
| 0.868376961764599 |
| -1.01003929038058 |
| 1.06363782814538 |
| 0.657427733182704 |
| 0.566693320822928 |
| -1.64827620985414 |
| 1.21153674122654 |
| -2.01659873949968 |
| 1.08949523651952 |
| -1.10332128763400 |
| 0.393057450103926 |
| -0.366241722302763 |
| 0.0740797820367478 |
| 0.899595501277396 |
| -0.559421942167576 |
| -1.79385744860224 |
| 0.280148270173554 |
| 0.603531479858657 |
| -0.196938655171879 |
| -0.0491476438699476 |
| 1.27471298429356 |
| -0.0205523160493216 |
| 0.638508206542742 |
| -0.906094943253174 |
| -0.711904745736901 |
| 1.03912815618083 |
| 0.797303418582777 |
| -0.57685992535319 |
| 1.06628808049365 |
| -0.00187118162893192 |
| -0.993835979441977 |
| 1.53717318164927 |
| -0.552769095442449 |
| 0.835516821617911 |
| -0.767777920380284 |
| -0.464942973832369 |
| 0.190103523651543 |
| -1.10193377119234 |
| -3.13783784070054 |
| -2.74591790271741 |
| -1.20624604013675 |
| 0.661408396700863 |
| -0.0544913767182588 |
| -0.782616089336004 |
| 0.122339478528019 |
| 0.487830064783113 |
