| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4183 | 0.0828 | -0.4366 | -0.5278 | -0.2905 | -0.3786 | -0.5278 |
| (p-val) | (0.0253 ) | (0.6372 ) | (0.01 ) | (0.3471 ) | (0.2017 ) | (0.0557 ) | (0.3471 ) |
| Estimates ( 2 ) | 0.4566 | 0 | -0.3936 | -0.5293 | -0.3227 | -0.3295 | -0.5293 |
| (p-val) | (0.0156 ) | (NA ) | (0.0132 ) | (0.2931 ) | (0.1449 ) | (0.0955 ) | (0.2931 ) |
| Estimates ( 3 ) | -0.0825 | 0 | -0.1211 | 0 | 0.0944 | -0.0179 | -1 |
| (p-val) | (0.959 ) | (NA ) | (0.3733 ) | (NA ) | (0.9534 ) | (0.9526 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | -0.1235 | 0 | 0.0115 | -0.0103 | -1 |
| (p-val) | (NA ) | (NA ) | (0.2725 ) | (NA ) | (0.9172 ) | (0.9254 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | -0.1228 | 0 | 0.0116 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (0.274 ) | (NA ) | (0.9164 ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | -0.1228 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (0.2742 ) | (NA ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
| 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 |
| 0.169665314578969 |
| -0.134909506652378 |
| -0.0571535767988698 |
| -0.110872229068184 |
| -0.19411394887913 |
| -0.316480560598405 |
| 0.231291502969902 |
| 0.212046597977537 |
| 0.168898528317565 |
| -0.0349819036716199 |
| 0.0905675479569008 |
| 0.205665199084449 |
| 0.0328633719122094 |
| -0.242058961944439 |
| 0.296109485031686 |
| 0.157942002086641 |
| 0.371404960839203 |
| -0.264522795003438 |
| -0.03594696600699 |
| -0.182484396751805 |
| -0.424169289587302 |
| -0.378604501230865 |
| 0.0384370829548953 |
| 0.132751448472453 |
| -0.0419878808621694 |
| -0.318202889063754 |
| -0.00693866196353877 |
| -0.0846789325517012 |
| -0.964874204523303 |
| 0.147941073446626 |
| 0.0723626267336285 |
| 0.0930369874675118 |
| 0.105153121123769 |
| -0.0981954612368895 |
| -0.228789018595392 |
| 0.166362983457854 |
| 0.201987193036496 |
| -0.113429770544209 |
| -0.092591690293953 |
| -0.187520833900011 |
| 0.333909573813338 |
| -0.144661682073749 |
| 0.141417626538139 |
| 0.131227600291201 |
| 0.0295781679018182 |
| 0.257995185565498 |
| -0.0703051939936328 |
| -0.0291213984764878 |
| 0.248427284368135 |
| 0.0221897000403501 |
| 0.113280543335398 |
| -0.124567303750516 |
| 0.471875311539094 |
| -0.112053759856345 |
| 0.156451261773372 |
| -0.0268506797186388 |
| 0.00696361135592222 |
| -0.0692983358161899 |
| 0.0598767196172799 |
| -0.0458274836595281 |
| 0.0933946807636217 |
| -0.0867891132014034 |
| -0.23960388879243 |
| -0.0366663476792476 |
| 0.422405072892062 |
| -0.129790870369853 |
| 0.0809817915480244 |
| 0.595432563816423 |
| -0.194017729897678 |
| 0.0706337176641684 |
| 0.171282011850119 |
| -0.0754977399665782 |
| -0.0516102296442546 |
| -0.337585114979482 |
| 0.0947291593105205 |
| 0.0212518663767351 |
| 0.361539694769135 |
| -0.380334696939443 |
| -0.318463385139978 |
| -0.420169448350525 |
| -0.144308917619479 |
| 0.193214072878579 |
