| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0815 | 0.0464 | 0.3131 | -0.5125 | 0.1284 | -0.2439 | -0.9999 |
| (p-val) | (0.7976 ) | (0.7618 ) | (0.0034 ) | (0.115 ) | (0.2531 ) | (0.0273 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.0149 | 0.3026 | -0.4314 | 0.1246 | -0.2424 | -1 |
| (p-val) | (NA ) | (0.8814 ) | (0.0034 ) | (0 ) | (0.262 ) | (0.028 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0 | 0.3014 | -0.4254 | 0.1256 | -0.2421 | -0.9998 |
| (p-val) | (NA ) | (NA ) | (0.0034 ) | (0 ) | (0.2564 ) | (0.028 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0.3429 | -0.4476 | 0 | -0.2533 | -0.885 |
| (p-val) | (NA ) | (NA ) | (3e-04 ) | (0 ) | (NA ) | (0.0251 ) | (0 ) |
| 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 |
| -0.0567302081985434 |
| -0.347155079779868 |
| -0.0546825878033451 |
| 0.139210258386996 |
| 0.202866394246078 |
| -0.0582443036569463 |
| -0.0510212095369914 |
| 0.0152716936495722 |
| -0.344187433093682 |
| 0.465988957232895 |
| -0.0627957670760368 |
| -0.014541906857671 |
| -0.143088395120998 |
| -0.107914748402143 |
| -0.00652979459109466 |
| 0.168411579733485 |
| -0.0132010134318094 |
| -0.12207253766685 |
| 0.254717734424317 |
| 0.0550564837005135 |
| -0.0807470880631709 |
| -0.266923722290266 |
| -0.0468063968000241 |
| 0.150338857240676 |
| 0.262548153539298 |
| -0.264225316237916 |
| -0.0628565471440813 |
| 0.110802405959234 |
| 0.157026245510297 |
| -0.0444110123546854 |
| 0.170953977214043 |
| -0.0765198423474469 |
| 0.0812851989113718 |
| -0.00523536115619597 |
| -0.17280755019068 |
| 0.138555010654374 |
| 0.0283711141788349 |
| 0.107995559179492 |
| 0.0389327823877408 |
| 0.0808357415600684 |
| -0.151846049999012 |
| -0.0623892799172361 |
| 0.17228206249761 |
| -0.211476787939514 |
| 0.196202700017679 |
| -0.145099568410226 |
| 0.127951272966153 |
| 0.261586020243719 |
| -0.189491092270139 |
| -0.136469879596335 |
| 0.0800417011450207 |
| 0.215332552835206 |
| -0.101562554775906 |
| 0.214204132322062 |
| 0.106337029186962 |
| -0.0283809634860651 |
| -0.0604958580497624 |
| -0.270054188908856 |
| 0.0080116791473174 |
| 0.201783359692259 |
| 0.127235434320666 |
| -0.0939552038069313 |
| 0.125930774040811 |
| -0.065501522156036 |
| 0.106021460588639 |
| -0.0717679282181108 |
| -0.081740401728032 |
| -0.0176583369756724 |
| -0.0156759297237293 |
| -0.195633797682473 |
| 0.0154139760680964 |
| 0.186310908976227 |
| -0.022525137820276 |
| -0.151476964976764 |
| 0.169408534176127 |
| -0.0886281955019963 |
| 0.274752747420493 |
| -0.0765902804091612 |
| -0.0632265671390125 |
| -0.0229416406755775 |
| -0.130578742767562 |
| 0.0636021927555643 |
| 0.132250224633286 |
| -0.0825701863803401 |
| 0.0267283586686745 |
| 0.0222517807931478 |
| -0.240193734138329 |
| -0.049594644155022 |
| 0.14354328367274 |
| -0.0985600811051259 |
| 0.0505245192457314 |
| -0.300618477337071 |
| -0.172776740809044 |
| -0.448782775253245 |
| -0.581651714418395 |
| -0.269069939975664 |
| 0.172941973680022 |
| -0.0965982469967922 |
| -0.156797009483446 |
| 0.0112409837111559 |
| 0.0911721721002943 |
| 0.205645496412498 |
| 0.0864316358556685 |
| 0.0156189501085893 |
| -0.110931840496955 |
| 0.139451374681632 |
| 0.111168189303635 |
| 0.213030085791732 |
| -0.0369715854287681 |
| -0.0281324552008851 |
| 0.192054196172561 |
| 0.138088098877105 |
| -0.173606074186983 |
| -0.197754823101359 |
| -0.00437342566922401 |
| -0.187425445858328 |
| 0.192307043068428 |
| -0.0329747680164234 |
| 0.158911508995069 |
| 0.0499828100804538 |
