| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7606 | 0.0826 | -0.2427 | -0.6443 | -0.0658 | -0.083 | -0.9999 |
| (p-val) | (0.0306 ) | (0.6264 ) | (0.0878 ) | (0.0582 ) | (0.7075 ) | (0.6447 ) | (0.0104 ) |
| Estimates ( 2 ) | 0.7501 | 0.0776 | -0.2311 | -0.6438 | 0 | -0.0532 | -1 |
| (p-val) | (0.0406 ) | (0.6444 ) | (0.0917 ) | (0.0717 ) | (NA ) | (0.7478 ) | (0.0012 ) |
| Estimates ( 3 ) | 0.7339 | 0.079 | -0.2323 | -0.6289 | 0 | 0 | -1 |
| (p-val) | (0.0398 ) | (0.6332 ) | (0.0876 ) | (0.0706 ) | (NA ) | (NA ) | (7e-04 ) |
| Estimates ( 4 ) | 0.813 | 0 | -0.1975 | -0.6749 | 0 | 0 | -1.0001 |
| (p-val) | (0.003 ) | (NA ) | (0.0752 ) | (0.0156 ) | (NA ) | (NA ) | (0.001 ) |
| Estimates ( 5 ) | 0.3933 | 0 | 0 | -0.2609 | 0 | 0 | -1.0002 |
| (p-val) | (0.3689 ) | (NA ) | (NA ) | (0.5578 ) | (NA ) | (NA ) | (0.0026 ) |
| Estimates ( 6 ) | 0.1246 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (0.3358 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0043 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.9999 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0132 ) |
| 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 |
| 0.00768113687760081 |
| -0.10459213522812 |
| -1.31200888118753 |
| 0.420603400298027 |
| -0.719818903736031 |
| -0.00791409928982647 |
| -0.314855933463459 |
| 0.660837438942456 |
| 0.431792310926872 |
| 0.0740662665441466 |
| -0.83431182357351 |
| -0.00104387129810642 |
| -0.376155551085509 |
| 0.452148898555317 |
| 0.765504040497204 |
| 0.141264352217700 |
| -0.427498421279174 |
| -0.283724491957896 |
| 0.384993484561374 |
| -0.72999485361781 |
| 0.0212333718571347 |
| -0.234311427841598 |
| 0.202686443486838 |
| -0.578449011179428 |
| -0.813982888277936 |
| 1.02247774434204 |
| -0.601496339808596 |
| -0.565235993978274 |
| 0.410295507009824 |
| -0.9844896598139 |
| 0.360400865419582 |
| -1.21235204163788 |
| -0.0590644666399514 |
| -0.75877393627208 |
| -0.169979099350500 |
| 0.041896933553482 |
| 1.10149217773387 |
| 0.407815186093079 |
| 0.248702304036438 |
| -0.582707742003933 |
| 0.0163998127560343 |
| 0.00654076468793087 |
| -0.45579918423336 |
| -0.0658082549739588 |
| -0.682225566104146 |
| 0.112532431469691 |
| 0.520016588540777 |
| 0.984573477327649 |
| 0.108349062547019 |
| -0.957306803919613 |
| -0.0673786059724014 |
| -0.420790424800097 |
| -0.183258450522582 |
| -0.573287210804979 |
| 0.245174614363571 |
| 0.0268010817537408 |
| 0.916297839290434 |
| 0.881909458678912 |
| 0.302899377715836 |
| 0.323665152783577 |
| 0.55209888634696 |
