| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0546 | 0.1285 | 0.6254 | 0.1312 | -0.3895 | -0.69 | 0.1269 |
| (p-val) | (0.8375 ) | (0.3825 ) | (2e-04 ) | (0.6986 ) | (0.3429 ) | (0 ) | (0.8548 ) |
| Estimates ( 2 ) | 0.0694 | 0.1373 | 0.6196 | 0.1304 | -0.3193 | -0.6771 | 0 |
| (p-val) | (0.7915 ) | (0.3464 ) | (3e-04 ) | (0.7124 ) | (0.0528 ) | (0 ) | (NA ) |
| Estimates ( 3 ) | 0 | 0.1597 | 0.6355 | 0.2096 | -0.3211 | -0.6813 | 0 |
| (p-val) | (NA ) | (0.1821 ) | (0 ) | (0.1927 ) | (0.0498 ) | (0 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.1705 | 0.657 | 0 | -0.3869 | -0.6981 | 0 |
| (p-val) | (NA ) | (0.1597 ) | (0 ) | (NA ) | (0.011 ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.7098 | 0 | -0.3447 | -0.6771 | 0 |
| (p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0279 ) | (0 ) | (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 |
| 0.00481943621663745 |
| 0.0354356065286966 |
| 0.0408323617541077 |
| 0.0943527959378385 |
| -0.0981341178154932 |
| -0.052686197849722 |
| -0.0197338419999223 |
| 0.0524115754286234 |
| 0.0250418876237559 |
| 0.0769797259112402 |
| 0.0226417853218005 |
| 0.0193840422016414 |
| -0.0190627284837618 |
| -0.0288201365142553 |
| 0.0200549288149773 |
| 0.0547925005922444 |
| 0.0492731663056618 |
| -0.0306513433023442 |
| -0.0264585320389444 |
| 0.00962009532538603 |
| 0.062416942025613 |
| 0.00787473153121158 |
| -0.0836857039061217 |
| -0.0192727027748819 |
| 0.0584108458843313 |
| 0.00887871219561775 |
| 0.0383694269911924 |
| 0.0011962419245863 |
| -0.0299537514704291 |
| 0.00673756643337191 |
| 0.0998973515495312 |
| -0.00709471526721336 |
| 0.0589107845475672 |
| 0.0224157487607276 |
| 0.00227351306379741 |
| -0.0158491262627601 |
| -0.0471834287333594 |
| 0.0381970013421455 |
| 0.0296101887081129 |
| -0.00271432670099957 |
| 0.0445815472889208 |
| -0.0209972260874016 |
| -0.0120041083934250 |
| -0.0326742925841144 |
| 0.0288239632098426 |
| -0.0168910805998115 |
| 0.0147251130881267 |
| -0.0258327035644870 |
| -0.0670459672088066 |
