| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2721 | 0.2768 | 0.0448 | -0.5588 | -1.0737 | -0.5081 | 0.3488 |
| (p-val) | (0.548 ) | (0.1174 ) | (0.7803 ) | (0.1998 ) | (0.0854 ) | (0.1647 ) | (0.6302 ) |
| Estimates ( 2 ) | 0.348 | 0.3046 | 0 | -0.6259 | -1.0742 | -0.5141 | 0.3394 |
| (p-val) | (0.3248 ) | (0.0368 ) | (NA ) | (0.075 ) | (0.0693 ) | (0.1409 ) | (0.6231 ) |
| Estimates ( 3 ) | 0.3465 | 0.3137 | 0 | -0.6443 | -0.7735 | -0.3347 | 0 |
| (p-val) | (0.3435 ) | (0.0353 ) | (NA ) | (0.0773 ) | (0 ) | (0.0315 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.2085 | 0 | -0.3009 | -0.7771 | -0.3338 | 0 |
| (p-val) | (NA ) | (0.1485 ) | (NA ) | (0.0244 ) | (0 ) | (0.0353 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.2492 | -0.7478 | -0.2859 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.024 ) | (0 ) | (0.0672 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.2749 | -0.5885 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0133 ) | (0 ) | (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 |
| 0.00159999860189307 |
| 4.9628477292279e-07 |
| -0.155632467339792 |
| 0.195136641678088 |
| 0.126579640970961 |
| 0.109501142345740 |
| 0.261160279125427 |
| -0.0128756527833267 |
| 0.230663694251972 |
| 0.213396862820555 |
| 0.209093925209541 |
| -0.0258510133150741 |
| -0.0819887438881975 |
| 0.267993145549951 |
| -0.141062043162977 |
| -0.442895273158143 |
| -0.0546432076927042 |
| 0.0421058840731209 |
| -0.0139878077854979 |
| -0.0592088789233366 |
| -0.135060671383715 |
| -0.209686210232880 |
| -0.0366331364222380 |
| 0.0309727042911516 |
| -0.151669333158997 |
| 0.187575386557965 |
| 0.0146659591931856 |
| 0.240763006231877 |
| -0.211408424130104 |
| 0.0759097812195741 |
| -0.144859580119727 |
| -0.164692632291347 |
| -0.0795964407504023 |
| 0.0130164808117746 |
| -0.114347872840496 |
| -0.0823109013320161 |
| -0.223883482282269 |
| 0.229987462924852 |
| -0.0965016736615756 |
| 0.153060790351586 |
| -0.186191279552747 |
| -0.171621195744418 |
| -0.0747330936169892 |
| -0.093401811238945 |
| -0.134277615126641 |
| 0.030314169442637 |
| -0.195817032703340 |
| -0.194982969586096 |
| 0.148038356249276 |
| -0.0135521965778820 |
| 0.175659746626913 |
| -0.259443714280760 |
| 0.0495661897462858 |
| 0.091389006507381 |
| -0.331040755963611 |
| 0.188910552506658 |
| -0.0991078922374233 |
| 0.232488589932417 |
| 0.0545653389994862 |
| 0.0102264194598045 |
