| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0531 | 0.7653 | 0.1439 | 0.6104 | -0.6178 | -0.2584 | -0.0143 |
| (p-val) | (0.8667 ) | (0 ) | (0.4413 ) | (0.0364 ) | (0.34 ) | (0.4512 ) | (0.9843 ) |
| Estimates ( 2 ) | -0.053 | 0.7647 | 0.1434 | 0.6097 | -0.6301 | -0.2642 | 0 |
| (p-val) | (0.8674 ) | (0 ) | (0.443 ) | (0.0371 ) | (0 ) | (0.1346 ) | (NA ) |
| Estimates ( 3 ) | 0 | 0.7427 | 0.1175 | 0.5646 | -0.6306 | -0.2657 | 0 |
| (p-val) | (NA ) | (0 ) | (0.2082 ) | (0 ) | (0 ) | (0.1347 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.7877 | 0 | 0.6104 | -0.6126 | -0.2329 | 0 |
| (p-val) | (NA ) | (0 ) | (NA ) | (0 ) | (1e-04 ) | (0.2038 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.7244 | 0 | 0.6044 | -0.4914 | 0 | 0 |
| (p-val) | (NA ) | (0 ) | (NA ) | (0 ) | (1e-04 ) | (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 |
| 0.00550118759611825 |
| 0.100183846454512 |
| 0.407011937175347 |
| -0.16737394013665 |
| 0.0874322043971727 |
| 0.411921594926703 |
| -0.16303809760263 |
| -0.347349364549994 |
| -0.0296049307932174 |
| 0.323806680916916 |
| -0.239140348405293 |
| -0.0990421431826477 |
| 0.0467509732678099 |
| 0.163478509066741 |
| -0.350096927982722 |
| 0.32436525705737 |
| 0.311383604987517 |
| -0.0960371667588798 |
| 0.124548267674515 |
| -0.511624147113553 |
| 0.314584415989742 |
| 0.287739894396906 |
| 0.282204368241592 |
| -0.25961081368395 |
| 0.139880423671516 |
| 0.0468251561703096 |
| 0.141297672568196 |
| 0.131779095699905 |
| 0.188261365013337 |
| 0.34246868819404 |
| 0.195820162553774 |
| -0.179557156234377 |
| 0.232001180091104 |
| 0.0900659140956214 |
| -0.1338451790818 |
| -0.00791389868766919 |
| -0.0425554884595751 |
| 0.482693233899655 |
| 0.282396103736813 |
| 0.156155004245922 |
| -0.114835337644616 |
| 0.00659340969595179 |
| -0.224997452667842 |
| -0.127774776710956 |
| 0.0620755029470993 |
| -0.0998584806098916 |
| 0.267864642498592 |
| 0.389744472117138 |
| 0.0761067268738662 |
| -0.135349114066045 |
| -0.199236081602781 |
| 0.202107333568291 |
| 0.47797312151875 |
| -0.330634318524646 |
| -0.00413610310225685 |
| 0.14024473328936 |
| -0.223728014463631 |
| 0.223086730239358 |
| 0.073422994370519 |
| 0.225451904074953 |
| -0.0398059712998328 |
| -0.0698047210357811 |
| -0.259657758635374 |
| 0.167444170403979 |
| -0.0135427590292624 |
| 0.192334314572137 |
