| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.014 | -0.0278 | -0.1007 | -0.9999 | 0.8217 | 0.1225 | -0.8964 |
| (p-val) | (0.9046 ) | (0.806 ) | (0.3842 ) | (0 ) | (0.2724 ) | (0.3697 ) | (0.3058 ) |
| Estimates ( 2 ) | 0 | -0.0285 | -0.1013 | -1 | 0.8294 | 0.1242 | -0.9097 |
| (p-val) | (NA ) | (0.8013 ) | (0.3805 ) | (0 ) | (0.2755 ) | (0.3587 ) | (0.3213 ) |
| Estimates ( 3 ) | 0 | 0 | -0.1017 | -1 | 0.8091 | 0.1171 | -0.8786 |
| (p-val) | (NA ) | (NA ) | (0.3808 ) | (0 ) | (0.4272 ) | (0.3816 ) | (0.4382 ) |
| Estimates ( 4 ) | 0 | 0 | -0.1106 | -1 | -0.0565 | 0.0757 | 0 |
| (p-val) | (NA ) | (NA ) | (0.3287 ) | (0 ) | (0.626 ) | (0.5641 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | -0.115 | -1 | 0 | 0.08 | 0 |
| (p-val) | (NA ) | (NA ) | (0.3095 ) | (0 ) | (NA ) | (0.5424 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | -0.1228 | -1 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.2742 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -1 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| 1.39999766797639e-06 |
| 0.0605454003790544 |
| 0.169665314579466 |
| -0.134909506655006 |
| -0.0571535768003326 |
| -0.110872229069637 |
| -0.194113948881719 |
| -0.316480560602002 |
| 0.231291502972619 |
| 0.212046597979737 |
| 0.1688985283189 |
| -0.034981903671742 |
| 0.0905675479582432 |
| 0.205665199087064 |
| 0.0328633719123084 |
| -0.242058961947307 |
| 0.296109485035335 |
| 0.157942002088396 |
| 0.371404960842921 |
| -0.264522795006271 |
| -0.0359469660073175 |
| -0.182484396753395 |
| -0.424169289592888 |
| -0.378604501235453 |
| 0.0384370829549071 |
| 0.132751448473294 |
| -0.0419878808633552 |
| -0.318202889067407 |
| -0.0069386619633347 |
| -0.0846789325527075 |
| -0.964874204535162 |
| 0.147941073448343 |
| 0.0723626267343556 |
| 0.0930369874670285 |
| 0.105153121125273 |
| -0.0981954612378863 |
| -0.228789018597699 |
| 0.166362983459973 |
| 0.20198719303869 |
| -0.113429770545965 |
| -0.092591690294757 |
| -0.187520833901821 |
| 0.333909573817125 |
| -0.144661682075624 |
| 0.141417626539439 |
| 0.131227600293339 |
| 0.0295781679019457 |
| 0.257995185568813 |
| -0.0703051939943021 |
| -0.0291213984767479 |
| 0.248427284371455 |
| 0.022189700040469 |
| 0.113280543336663 |
| -0.1245673037516 |
| 0.471875311544674 |
| -0.112053759857462 |
| 0.156451261774938 |
| -0.0268506797181555 |
| 0.00696361135577918 |
| -0.0692983358167072 |
| 0.0598767196178302 |
| -0.0458274836600327 |
| 0.0933946807645535 |
| -0.0867891132023059 |
| -0.239603888795326 |
| -0.0366663476795013 |
| 0.422405072896843 |
| -0.129790870371782 |
| 0.0809817915488821 |
| 0.59543256382414 |
| -0.194017729900134 |
| 0.0706337176651382 |
| 0.171282011853052 |
| -0.0754977399677834 |
| -0.0516102296447638 |
| -0.337585114983264 |
| 0.0947291593115328 |
| 0.0212518663768763 |
| 0.361539694772762 |
| -0.380334696943733 |
| -0.318463385143667 |
| -0.420169448354758 |
| -0.144308917621852 |
| 0.193214072880284 |
