| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0123 | 0.0184 | 0.3775 | -0.286 | -0.1647 | 0.0697 |
| (p-val) | (0.9212 ) | (0.883 ) | (0.0039 ) | (0.788 ) | (0.526 ) | (0.9491 ) |
| Estimates ( 2 ) | -0.0127 | 0.0192 | 0.3776 | -0.2184 | -0.1526 | 0 |
| (p-val) | (0.9187 ) | (0.8777 ) | (0.0039 ) | (0.1515 ) | (0.4355 ) | (NA ) |
| Estimates ( 3 ) | 0 | 0.0196 | 0.3781 | -0.2191 | -0.1568 | 0 |
| (p-val) | (NA ) | (0.8749 ) | (0.0038 ) | (0.1492 ) | (0.4118 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0 | 0.3767 | -0.2155 | -0.1565 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0039 ) | (0.1507 ) | (0.4123 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.3582 | -0.1784 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.005 ) | (0.1997 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.3407 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0075 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0102439939664061 |
| 0.246004367089425 |
| 0.277330765884296 |
| -0.0681848934983292 |
| -0.650144107377717 |
| -0.546762106218588 |
| 0.198741919320307 |
| 0.137133790675330 |
| 0.258963062287886 |
| 0.376456951576287 |
| 0.507159166813382 |
| -0.44405107952232 |
| 0.130438791056074 |
| -0.170362179578303 |
| 0.105570329019466 |
| -0.386838871596179 |
| 0.236608107366893 |
| 0.170429384439558 |
| -0.442078845503262 |
| -0.0101470326060404 |
| 0.00899327031653208 |
| 0.417831231014929 |
| 0.136994861808219 |
| 0.0514154112832692 |
| 0.040020556594202 |
| -0.314041422419397 |
| -0.261188473898194 |
| -0.0356256038619449 |
| 0.244786065485135 |
| 0.21625379085493 |
| -0.0493811165271172 |
| 0.611607559989929 |
| -0.0458211884978059 |
| 0.147266859026018 |
| 0.288343146426264 |
| 0.636559380065664 |
| 0.42220327902734 |
| 0.548122265770767 |
| 0.464885014773992 |
| 0.229009574197189 |
| -0.29237956703437 |
| 0.886783835197816 |
| 0.926786968374138 |
| -1.76967383675877 |
| 0.474167275311249 |
| -0.57518454241567 |
| 0.0270804821025301 |
| -0.389654355878756 |
| 0.844408096803877 |
| 0.0150191139617988 |
| 0.431168668519692 |
| 0.560246380935464 |
| -0.355078536466642 |
| 0.297719766173984 |
| -0.345247889408512 |
| -0.408959694449306 |
| -0.120194494391916 |
| 0.0674924284419003 |
| 0.831162468814739 |
| 0.547606700870094 |
