| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5426 | -0.0084 | 0.1576 | -0.458 | -0.6955 | -0.3815 | -0.44 |
| (p-val) | (0.1067 ) | (0.959 ) | (0.2805 ) | (0.1495 ) | (0.024 ) | (0.0919 ) | (0.2365 ) |
| Estimates ( 2 ) | 0.5373 | 0 | 0.1544 | -0.4557 | -0.6903 | -0.3809 | -0.4453 |
| (p-val) | (0.0946 ) | (NA ) | (0.2433 ) | (0.1506 ) | (0.0183 ) | (0.0925 ) | (0.2167 ) |
| Estimates ( 3 ) | 0.8029 | 0 | 0 | -0.6723 | -0.6878 | -0.4222 | -0.4423 |
| (p-val) | (1e-04 ) | (NA ) | (NA ) | (0.0024 ) | (0.0122 ) | (0.0436 ) | (0.1971 ) |
| Estimates ( 4 ) | 0.7816 | 0 | 0 | -0.647 | -0.9682 | -0.5751 | 0 |
| (p-val) | (2e-04 ) | (NA ) | (NA ) | (0.005 ) | (0 ) | (0 ) | (NA ) |
| 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 |
| 0.00269999641507286 |
| -0.245463785196616 |
| -0.211854389797766 |
| 0.118548667864207 |
| 0.214955291386147 |
| 0.30494726129497 |
| -0.296241029069940 |
| -0.065087609801032 |
| 0.252136494528554 |
| -0.0342933450045389 |
| 0.0965005648709923 |
| 0.0212522237480952 |
| -0.545167308489983 |
| -0.0693880574418827 |
| 0.243221992162277 |
| 0.0478207834310038 |
| 0.135214759431710 |
| -0.256959991015515 |
| 0.136250067118637 |
| 0.099900694571128 |
| -0.0680914256744782 |
| -0.0903566701045316 |
| 0.0146382013147442 |
| -0.274102018531653 |
| -0.515612011211274 |
| 0.23472305494007 |
| 0.363241534757983 |
| -0.35211479267372 |
| 0.293367710435659 |
| -0.288071142486747 |
| 0.168285388385363 |
| -0.356090349396959 |
| -0.00697690821108385 |
| -0.0560607668962657 |
| -0.0397378896921433 |
| -0.0863917377902779 |
| 0.173078179201030 |
| 1.01552556097574 |
| 0.48989450667113 |
| -0.181545726745900 |
| 0.170728723659712 |
| 0.318096648681193 |
| -0.198563735114167 |
| 0.508574894994827 |
| 0.420233853236923 |
| -0.137907460136512 |
| -0.74515075923705 |
| 0.0309166257389804 |
| -0.166656563539799 |
| -0.523679844620953 |
| 0.0393932483479572 |
| -0.433887470296794 |
| 0.143738382804542 |
| -0.4916060096673 |
| -0.016485184951425 |
| -0.0669331637507294 |
| 0.0105179127660384 |
| -0.552480342077687 |
| 0.461453477759199 |
| -0.0954670203432204 |
| -0.0726261948983582 |
