| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.6362 | 0.0496 | -0.0926 | 0.7719 | -1.3837 | -0.5655 | 0.9988 |
| (p-val) | (0.1895 ) | (0.7303 ) | (0.416 ) | (0.102 ) | (0 ) | (0 ) | (0.0678 ) |
| Estimates ( 2 ) | -0.572 | 0 | -0.1077 | 0.6897 | -1.3857 | -0.5686 | 1.0001 |
| (p-val) | (0.4896 ) | (NA ) | (0.4034 ) | (0.3722 ) | (0 ) | (0 ) | (0.1217 ) |
| Estimates ( 3 ) | 0 | 0 | -0.1123 | 0.1382 | -0.1632 | 0.0046 | -0.3866 |
| (p-val) | (NA ) | (NA ) | (0.3558 ) | (0.2461 ) | (0.848 ) | (0.9915 ) | (0.6552 ) |
| Estimates ( 4 ) | 0 | 0 | -0.1119 | 0.1385 | -0.1719 | 0 | -0.3776 |
| (p-val) | (NA ) | (NA ) | (0.3344 ) | (0.2334 ) | (0.4837 ) | (NA ) | (0.1422 ) |
| Estimates ( 5 ) | 0 | 0 | -0.1292 | 0.135 | 0 | 0 | -0.5263 |
| (p-val) | (NA ) | (NA ) | (0.2554 ) | (0.2432 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.1297 | 0 | 0 | -0.5285 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.2448 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.5675 |
| (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 |
| 0.0013999990894105 |
| 0.0876771622176185 |
| 0.253920154859331 |
| -0.0329407507841036 |
| 0.00427395855379008 |
| -0.0889668134958849 |
| -0.165281368150775 |
| -0.33220433089751 |
| 0.219927126513421 |
| 0.236701919529402 |
| 0.234525437835356 |
| -0.0304289243382355 |
| 0.0953913592916723 |
| 0.222671044416315 |
| 0.0914666084830592 |
| -0.206034580848975 |
| 0.317983507811223 |
| 0.209887369047125 |
| 0.47505736015715 |
| -0.222062521324981 |
| 0.0119408639911758 |
| -0.172481528037084 |
| -0.342720660187122 |
| -0.343867756086308 |
| 0.088435724392957 |
| 0.207149951929822 |
| 0.0343760117343465 |
| -0.301707672057424 |
| -0.0110173444677831 |
| -0.0691482212286872 |
| -0.925838573157798 |
| 0.137673245546374 |
| 0.0727565374056945 |
| 0.201173883123843 |
| 0.0856783035058499 |
| -0.109577212438584 |
| -0.260551934204086 |
| 0.147885882041203 |
| 0.212413648519748 |
| -0.0832851309957541 |
| -0.115216896092894 |
| -0.221533847078893 |
| 0.33793754507397 |
| -0.134446101735477 |
| 0.164631582429395 |
| 0.0888222485881065 |
| 0.0469533479921545 |
| 0.241738416214495 |
| -0.0752540261587926 |
| -0.0299598595890917 |
| 0.225881103587503 |
| 0.0412636104361186 |
| 0.128108276344458 |
| -0.141250457347375 |
| 0.481091241511557 |
| -0.11016711751824 |
| 0.191801843198123 |
| -0.066757083135655 |
| 0.0394798962983962 |
| -0.0743907512944395 |
| 0.0864476825544102 |
| -0.0321810065262648 |
| 0.121406171476103 |
| -0.0784677853924106 |
| -0.219288911182277 |
| -0.0373619502368736 |
| 0.449190378168538 |
| -0.083495394142657 |
| 0.104571843583723 |
| 0.564217976443139 |
| -0.156913984252991 |
| 0.0837627464269975 |
| 0.129666943943497 |
| -0.0279018187223396 |
| -0.0344326851573588 |
| -0.328655799589801 |
| 0.121385421475263 |
| 0.0494710079304724 |
| 0.428353319793773 |
| -0.368885964978714 |
| -0.302589451991359 |
| -0.45541145100303 |
| -0.0851366312257987 |
| 0.244537840690697 |
