| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3321 | 0.1113 | 0.3658 | -0.0257 | 0.5377 | -0.5129 | -0.0257 |
| (p-val) | (0.3083 ) | (0.5853 ) | (0.0288 ) | (0.9675 ) | (0.036 ) | (0.0057 ) | (0.9675 ) |
| Estimates ( 2 ) | -0.3362 | 0.1104 | 0.3651 | 0 | 0.5348 | -0.5115 | -0.0441 |
| (p-val) | (0.2807 ) | (0.5907 ) | (0.0291 ) | (NA ) | (0.0313 ) | (0.0052 ) | (0.9231 ) |
| Estimates ( 3 ) | -0.3613 | 0.1017 | 0.3606 | 0 | 0.5173 | -0.5044 | 0 |
| (p-val) | (0.0407 ) | (0.5978 ) | (0.0282 ) | (NA ) | (0.0025 ) | (0.0035 ) | (NA ) |
| Estimates ( 4 ) | -0.4068 | 0 | 0.3075 | 0 | 0.5548 | -0.4566 | 0 |
| (p-val) | (0.0149 ) | (NA ) | (0.0261 ) | (NA ) | (0.0011 ) | (0.0051 ) | (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 |
| 0.000587786343016389 |
| -0.112545155234676 |
| 0.176069945356604 |
| -0.147228049110952 |
| -0.00652022102792003 |
| -0.245830614159887 |
| -0.0890990654044908 |
| 0.489094805123355 |
| 0.23049796099422 |
| -0.0495718892410014 |
| 0.075825164342414 |
| -0.0552650976941471 |
| -0.114121604009137 |
| 0.2886551226675 |
| -0.148726597717800 |
| -0.0328741061825308 |
| -0.04825417241132 |
| 0.177460055664383 |
| 0.089834423983349 |
| -0.0994664527321374 |
| -0.0526009663615421 |
| 0.138579192519168 |
| 0.0333667180678434 |
| -0.0098641850875114 |
| 0.03066386406486 |
| -0.219512726045445 |
| 0.0666005503799737 |
| 0.0336624518731117 |
| -0.0824180171279466 |
| -0.0835320429428926 |
| -0.319459431901162 |
| 0.220393960145741 |
| -0.0290501227854861 |
| -0.0739690261768383 |
| -0.180930770035485 |
| 0.0678705769848074 |
| -0.323013439185694 |
| 0.029321284634953 |
| 0.164459327975035 |
| 0.0971804292146566 |
| 0.0598242974960802 |
| 0.0858963391992678 |
| 0.0262355617246923 |
| -0.027146074597191 |
| -0.336152026983036 |
| 0.0474593170592105 |
| -0.00654500654243134 |
| -0.211786983788386 |
| 0.319754722650281 |
| 0.332424242255638 |
| 0.323836050925277 |
| 0.021178503623988 |
| 0.208239979764944 |
| -0.0157250286746287 |
| 0.181786943745018 |
| -0.128231983028389 |
| 0.264892579567912 |
| 0.0223381679887487 |
| 0.074039692745125 |
| -0.137302399622540 |
| 0.0594634195136865 |
