| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4799 | -0.0209 | 0.114 | -0.3687 | -0.8221 | -0.3613 | -0.2225 |
| (p-val) | (0.3179 ) | (0.8806 ) | (0.3553 ) | (0.439 ) | (5e-04 ) | (0.0547 ) | (0.3455 ) |
| Estimates ( 2 ) | 0.4498 | 0 | 0.1088 | -0.3448 | -0.8155 | -0.3598 | -0.2278 |
| (p-val) | (0.3151 ) | (NA ) | (0.3613 ) | (0.4598 ) | (4e-04 ) | (0.0551 ) | (0.3287 ) |
| Estimates ( 3 ) | 0.1224 | 0 | 0.1149 | 0 | -0.8442 | -0.3722 | -0.2141 |
| (p-val) | (0.261 ) | (NA ) | (0.3032 ) | (NA ) | (2e-04 ) | (0.0426 ) | (0.3442 ) |
| Estimates ( 4 ) | 0.1316 | 0 | 0.1193 | 0 | -1.0071 | -0.4818 | 0 |
| (p-val) | (0.2246 ) | (NA ) | (0.2822 ) | (NA ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0.1384 | 0 | 0 | 0 | -1.0147 | -0.4943 | 0 |
| (p-val) | (0.2052 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -1.0238 | -0.4883 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (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 |
| 0.000799998998630935 |
| 0.189606563281796 |
| 0.101135962010551 |
| -0.0814809567570953 |
| 0.0726486821793051 |
| -0.136465062188561 |
| 0.145297482643832 |
| -0.0814800630440785 |
| 0.264104354806221 |
| 0.0285340713696775 |
| -0.136127218590789 |
| -0.362824360183508 |
| 0.45505974447728 |
| 0.0488385097210169 |
| 0.279434181598724 |
| -0.0124983501918017 |
| -0.205622418967529 |
| 0.257587193459743 |
| -0.000661666041098958 |
| -0.324120584108281 |
| 0.106515524043396 |
| -0.123410913496726 |
| 0.506602992588805 |
| 0.18835344558101 |
| -0.0150915596835316 |
| 0.144038931428330 |
| 0.181471470578445 |
| -0.175892512395311 |
| 0.665510752496744 |
| -0.182269857105834 |
| -0.389734813961533 |
| -0.198106810185078 |
| 0.329918825972494 |
| 0.305699093809782 |
| 0.163445504367699 |
| 0.284422523764215 |
| 0.247303235112985 |
| 0.0118001598200057 |
| 0.190192516469106 |
| -0.080821395812563 |
| -0.02769219945184 |
| -0.103285746709096 |
| 0.0596732370540059 |
| -0.0530118685078818 |
| 0.212018123617062 |
| -0.219977234775557 |
| 0.366655317405467 |
| 0.397468224095049 |
| -0.153382438015186 |
| -0.0378567495460915 |
| 0.0605006857391501 |
| -0.404799057949541 |
| -0.51185634974817 |
| 0.282199052015505 |
| 0.381410516445488 |
| -0.407260323135873 |
| 0.29680978188949 |
| -0.396008692278621 |
| 0.25819536485192 |
| -0.375305556413424 |
| -0.0587214287622369 |
| -0.0867016675765107 |
| -0.0885626313685621 |
| -0.142232878228237 |
| 0.223277579896797 |
| 1.02592253848602 |
| 0.402765433898951 |
| -0.081793084560656 |
| 0.202277502636055 |
| 0.475535969306751 |
| -0.171953318580914 |
| 0.60568616834246 |
| 0.469840927177355 |
| -0.0257875039605198 |
| -0.657895028441544 |
| 0.195296224795936 |
| -0.00169410662834046 |
| -0.743228789645745 |
| -0.145020552144907 |
| -0.357583359221485 |
| 0.00512960778007443 |
| -0.481476379149524 |
| -0.136820267276803 |
| -0.104202316529431 |
| -0.071401402510704 |
| -0.586114139601225 |
| 0.526078054932673 |
