| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -1.2654 | -0.0626 | 0.2285 | 0.8462 | -0.14 | 0.2024 | 0.9996 |
| (p-val) | (0.3111 ) | (0.9546 ) | (0.6105 ) | (0.0478 ) | (0.8866 ) | (0.6385 ) | (0 ) |
| Estimates ( 2 ) | -1.3796 | 0 | 0.384 | 0.9811 | -0.1473 | 0.1014 | 0.9811 |
| (p-val) | (5e-04 ) | (NA ) | (0.2319 ) | (0 ) | (0.3889 ) | (0.6949 ) | (0 ) |
| Estimates ( 3 ) | 1.1628 | 0 | -0.2855 | -0.9987 | 0.9726 | 0 | -0.9987 |
| (p-val) | (0 ) | (NA ) | (2e-04 ) | (0.012 ) | (0 ) | (NA ) | (0.012 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| 0.000859999450283927 |
| 0.0176882456688718 |
| 0.0405445371812406 |
| 0.0283218193461144 |
| -0.0323482761793902 |
| 0.0585720032817684 |
| 0.00771703982404888 |
| -0.0138614827403128 |
| 0.0138158890907728 |
| 0.00692556914603257 |
| -0.0578789180297053 |
| -0.0173871000150967 |
| 0.0261463667954581 |
| 0.0126525949429132 |
| 0.0106677075257087 |
| 0.0135224545819172 |
| -0.0113549598703412 |
| 0.000780056098568325 |
| -0.00191574966224506 |
| 0.00263951391873751 |
| -0.0422198858197568 |
| -0.0205879510753478 |
| 0.0253540544154847 |
| 0.00204786843505907 |
| -0.0536302325714382 |
| 0.0421181125192790 |
| 0.0118720558293008 |
| 0.0254388754034456 |
| -0.0209559602194677 |
| 0.0161893352166979 |
| 0.00744920255561674 |
| -0.0094284819501624 |
| 0.0139970568884072 |
| 0.0299035347830562 |
| 0.069949918268073 |
| -0.0941611856305368 |
| 0.0179659744241726 |
| 0.000812712052234838 |
| 0.00866181000215487 |
| 0.0888063350796652 |
| 0.0675657565035041 |
| 0.00511301654704656 |
| -0.0253547273381949 |
| -0.116738893503855 |
| 0.0221612859775609 |
| -0.0478389948494205 |
| -0.0719091564836343 |
| -0.074922707248367 |
| 0.0356322107326535 |
| 0.00484669870016888 |
| -0.00524545746261682 |
| 0.0227073742143819 |
| 0.0016629511000229 |
| 0.0272388485717825 |
| -0.018516360475964 |
| 0.0264460381844100 |
| -0.0190686092780349 |
| -0.0171976360124004 |
| 0.0468329830823415 |
| -0.0231392516766806 |
| 0.0413536781308436 |
