| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5005 | -0.0013 | -0.5546 | 0.1284 | 0.7217 | -0.1225 | -0.9992 |
| (p-val) | (0.2036 ) | (0.997 ) | (0.0204 ) | (0.786 ) | (0.0271 ) | (0.6497 ) | (0.1646 ) |
| Estimates ( 2 ) | 0.4991 | 0 | -0.5554 | 0.13 | 0.7215 | -0.1221 | -0.999 |
| (p-val) | (3e-04 ) | (NA ) | (0 ) | (0.5235 ) | (0.0087 ) | (0.6466 ) | (0.1611 ) |
| Estimates ( 3 ) | 0.483 | 0 | -0.5546 | 0.142 | 0.7162 | 0 | -1.0007 |
| (p-val) | (4e-04 ) | (NA ) | (0 ) | (0.4779 ) | (0.0076 ) | (NA ) | (0.042 ) |
| Estimates ( 4 ) | 0.5378 | 0 | -0.5539 | 0 | 0.7756 | 0 | -0.9998 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.002 ) | (NA ) | (0.0284 ) |
| 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 |
| -0.0275727620646703 |
| -0.111203089496706 |
| 0.00886934401874995 |
| -0.412623420809822 |
| 0.173333305548108 |
| 0.385351114330274 |
| 0.110360827019145 |
| 0.0354118343468944 |
| -0.112154745699863 |
| -0.0916616387042777 |
| -0.150286027906855 |
| -0.0472353584095413 |
| -0.434237127995591 |
| -0.000262424773246682 |
| 0.139491240891304 |
| 0.159530330411488 |
| -0.0774027742717113 |
| -0.143695450959297 |
| -0.214269988382771 |
| -0.0203403825312363 |
| 0.100955492108949 |
| -0.208841551121717 |
| -0.00677831377919763 |
| -0.0464839580715036 |
| -0.127310015040433 |
| 0.197962858255227 |
| 0.00462300456742259 |
| 0.124837353527999 |
| 0.0321912733222026 |
| -0.225841754780962 |
| -0.122628432182396 |
| 0.253469685753389 |
| -0.176680961800776 |
| -0.0340850195912378 |
| 0.0358558360413294 |
| -0.213847600756575 |
| 0.064819838066072 |
| 0.0549776030512485 |
| 0.155671510569182 |
| 0.188768463360853 |
| -0.532050712133073 |
| -0.137364654824564 |
| -0.300176177215427 |
| -0.283321470441671 |
| -0.203223498765975 |
| 0.376057529039786 |
| -0.360201954070381 |
| -0.145871156009829 |
