| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6626 | -0.3376 | -0.2835 | -0.1629 | 1.2377 | -0.2389 | -0.952 |
| (p-val) | (0.0114 ) | (0.1242 ) | (0.1034 ) | (0.502 ) | (0 ) | (0.2669 ) | (0.0046 ) |
| Estimates ( 2 ) | 0.5248 | -0.2407 | -0.3473 | 0 | 1.2265 | -0.2279 | -0.947 |
| (p-val) | (2e-04 ) | (0.088 ) | (0.007 ) | (NA ) | (0 ) | (0.2848 ) | (0.0061 ) |
| Estimates ( 3 ) | 0.5347 | -0.2595 | -0.3404 | 0 | 0.9351 | 0 | -0.58 |
| (p-val) | (2e-04 ) | (0.0671 ) | (0.0086 ) | (NA ) | (0 ) | (NA ) | (0.0778 ) |
| Estimates ( 4 ) | 0.5417 | -0.25 | -0.3532 | 0 | 0.6625 | 0 | 0 |
| (p-val) | (2e-04 ) | (0.0762 ) | (0.0062 ) | (NA ) | (0 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.3959 | 0 | -0.5039 | 0 | 0.6622 | 0 | 0 |
| (p-val) | (4e-04 ) | (NA ) | (0 ) | (NA ) | (0 ) | (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 |
| 0.00869998436589651 |
| -0.263748556476895 |
| 0.194241076621628 |
| -0.0992127551193845 |
| -0.111223437396676 |
| -0.0194875989242727 |
| -0.0805835531838746 |
| 0.0570990303162346 |
| -0.236332166351635 |
| 0.457502014585202 |
| -0.294217442811213 |
| 0.0854818335192403 |
| 0.130231455628230 |
| 0.192554870567255 |
| -0.0590682740828074 |
| 0.133617405062109 |
| -0.0127065844910417 |
| 0.0309252364966195 |
| 0.124305975225498 |
| -0.219071264259671 |
| -0.0822976591804884 |
| -0.171555534156797 |
| -0.1125072385612 |
| -0.0350344137937757 |
| -0.102207065487857 |
| -0.110069680226654 |
| -0.0398417646459466 |
| 0.00642878039347838 |
| -0.0108801694623661 |
| -0.0652729115407373 |
| 0.173053234633443 |
| -0.265992626388091 |
| -0.180893959591629 |
| 0.347531912402085 |
| -0.358949863269665 |
| -0.292081579538853 |
| 0.254471723634632 |
| -0.0918654895909708 |
| 0.0747203443613831 |
| -0.0346216634653054 |
| -0.144892464449191 |
| -0.0463472273916903 |
| -0.377703933216611 |
| 0.0222193923050149 |
| 0.586978350230473 |
| 0.415197730162523 |
| -0.0628287442184785 |
| 0.127183127028058 |
| -0.0542431929481113 |
| 0.0921194036141149 |
| 0.108943315432040 |
| 0.356120893782340 |
| -0.0290354572869589 |
| 0.207049562315344 |
| 0.224597067686581 |
| 0.0201339814853450 |
| 0.00546749714095895 |
| -0.0682679846581893 |
| 0.00661972952695322 |
| 0.046413509502278 |
