| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 1.0731 | -0.207 | 0.1104 | -0.8962 | -0.2824 | 0.7064 | 0.8998 |
| (p-val) | (0 ) | (0.3418 ) | (0.4224 ) | (0 ) | (0.0284 ) | (0 ) | (0.0906 ) |
| Estimates ( 2 ) | 0.4032 | 0.0573 | 0 | -0.1526 | -0.2464 | 0.7456 | 0.9148 |
| (p-val) | (0.0035 ) | (0.3655 ) | (NA ) | (0.5032 ) | (0 ) | (0 ) | (0 ) |
| Estimates ( 3 ) | 0.2653 | 0.0814 | 0 | 0 | -0.2433 | 0.7442 | 0.8931 |
| (p-val) | (0.0859 ) | (0.5366 ) | (NA ) | (NA ) | (0.0099 ) | (0 ) | (0 ) |
| Estimates ( 4 ) | 0.298 | 0 | 0 | 0 | -0.2471 | 0.7404 | 0.8899 |
| (p-val) | (0.0464 ) | (NA ) | (NA ) | (NA ) | (0.0108 ) | (0 ) | (1e-04 ) |
| 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 |
| 0.103699867799278 |
| 0.0312653401511316 |
| 0.0559537563306148 |
| 0.0914876475852768 |
| 0.0372411853211539 |
| -0.00200563947588238 |
| -0.0063317518639184 |
| 0.00912642312519016 |
| 0.192614197360634 |
| 0.129884973780993 |
| -0.000406572077403558 |
| -0.0287114613851094 |
| -0.00722936999962808 |
| 0.0174523470604594 |
| 0.179977321281355 |
| -0.0378648480077652 |
| 0.00459900401196408 |
| -0.00879485822195741 |
| 0.00208393684861446 |
| -0.00165114173645830 |
| 0.0819291385393713 |
| 0.131966400979334 |
| -0.0202708009829676 |
| 0.00682913810282494 |
| -0.00592057803728348 |
| -0.0265253298891285 |
| -0.0234290060950048 |
| 0.0285633599762502 |
| -0.0342077239837924 |
| 0.0123745578000823 |
| -0.00542602662580636 |
| -0.000309617643180291 |
| 0.101551719920036 |
| -0.0538574549454417 |
| 0.0680007790260218 |
| 0.00532270474240531 |
| 0.00121487775312418 |
| -0.0102714102788372 |
| -0.00706595434355665 |
| -0.167351703201064 |
| -0.0208949103743363 |
| 0.0297458485508081 |
| 0.00374399853757596 |
| 0.0156268474347396 |
| -0.0123639541741659 |
| 0.00066752556652161 |
| -0.0491522285343607 |
| 0.0163428706872263 |
| 0.0105125316862609 |
| 0.08206491552054 |
| -0.144931120563523 |
| 0.0946348344428613 |
| -0.0507663745876862 |
| -0.0683886555993374 |
| 0.0341488005103888 |
| 0.064532057827091 |
| -0.226859381697696 |
| -0.0364630539204664 |
| 0.0274164814951083 |
| -0.0395210433984606 |
