| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4649 | -0.0917 | -0.4427 | -0.0268 | -0.1444 | 0.2713 | 0.7964 |
| (p-val) | (0.036 ) | (0.602 ) | (0.0018 ) | (0.9074 ) | (0.8632 ) | (0.6102 ) | (0.3941 ) |
| Estimates ( 2 ) | 0.4443 | -0.0795 | -0.4499 | 0 | -0.1574 | 0.2824 | 0.8093 |
| (p-val) | (6e-04 ) | (0.5623 ) | (3e-04 ) | (NA ) | (0.8532 ) | (0.5974 ) | (0.4009 ) |
| Estimates ( 3 ) | 0.4458 | -0.0791 | -0.4483 | 0 | 0 | 0.1915 | 0.645 |
| (p-val) | (6e-04 ) | (0.5631 ) | (3e-04 ) | (NA ) | (NA ) | (0.275 ) | (0.0013 ) |
| Estimates ( 4 ) | 0.4066 | 0 | -0.4882 | 0 | 0 | 0.1829 | 0.6789 |
| (p-val) | (2e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.2997 ) | (8e-04 ) |
| Estimates ( 5 ) | 0.3759 | 0 | -0.4759 | 0 | 0 | 0 | 0.6765 |
| (p-val) | (4e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0017 ) |
| 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 |
| 0.00799999027151705 |
| 0.0641171372140933 |
| -0.305797770077891 |
| 0.0153570369710949 |
| 0.172050132855566 |
| -0.0404381336182557 |
| -0.135480058181733 |
| 0.0599694690162898 |
| -0.132565037206949 |
| 0.0958263616845263 |
| -0.346069709304839 |
| 0.275498847892133 |
| -0.130061371221001 |
| -0.088348070937329 |
| 0.370305997872005 |
| -0.0474126489590493 |
| 0.125214262079078 |
| 0.186737589201570 |
| 0.109344808398239 |
| 0.0204899471699435 |
| 0.190419001048341 |
| -0.30810095590312 |
| -0.245541428523121 |
| -0.347894163940387 |
| -0.187631557558317 |
| -0.00745521085759087 |
| -0.224777467316602 |
| -0.0966569528536 |
| -0.0164000000167733 |
| 0.0395441122665841 |
| -0.130092902853721 |
| -0.131814345707266 |
| 0.139612797588695 |
| -0.106723132431454 |
| -0.179211966734665 |
| 0.65748039735278 |
| -0.163395110253851 |
| -0.328718919481817 |
| 0.226978844130544 |
| -0.0367854973174374 |
| 0.207338600000335 |
| 0.0718809662796398 |
| -0.086151858177323 |
| -0.174391444977664 |
| -0.102079800645663 |
| -0.0604967571285384 |
| 0.431516746381466 |
| 0.417755261822488 |
| -0.329877817431117 |
| -0.0603685332620962 |
| -0.247650958737959 |
| 0.121655313346574 |
| 0.166365124060413 |
| 0.269034394757472 |
| 0.162600406277369 |
| 0.288939748633829 |
| 0.184523408766841 |
| 0.167097461127401 |
| 0.103632707583639 |
| -0.0142714503237693 |
| 0.0317292604182308 |
