| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3586 | 0.1649 | 0.2642 | -0.1833 | -0.3926 | -0.1696 | 0.3027 |
| (p-val) | (0.4998 ) | (0.3856 ) | (0.2599 ) | (0.7474 ) | (0.7339 ) | (0.4134 ) | (0.7939 ) |
| Estimates ( 2 ) | 0.3862 | 0.161 | 0.2477 | -0.2176 | -0.0921 | -0.1377 | 0 |
| (p-val) | (0.4622 ) | (0.3957 ) | (0.2819 ) | (0.6943 ) | (0.5388 ) | (0.4689 ) | (NA ) |
| Estimates ( 3 ) | 0.1907 | 0.2095 | 0.3119 | 0 | -0.084 | -0.1443 | 0 |
| (p-val) | (0.1601 ) | (0.1227 ) | (0.02 ) | (NA ) | (0.5691 ) | (0.4478 ) | (NA ) |
| Estimates ( 4 ) | 0.1899 | 0.2062 | 0.3035 | 0 | 0 | -0.1389 | 0 |
| (p-val) | (0.1622 ) | (0.1272 ) | (0.0224 ) | (NA ) | (NA ) | (0.4664 ) | (NA ) |
| Estimates ( 5 ) | 0.1523 | 0.2318 | 0.3157 | 0 | 0 | 0 | 0 |
| (p-val) | (0.2183 ) | (0.0697 ) | (0.0174 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.2737 | 0.3641 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.029 ) | (0.0047 ) | (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 |
| 0.00341099758406267 |
| 0.00083872492906956 |
| 0.163810386193021 |
| -0.138434615411761 |
| 0.11572882243903 |
| -0.151051101100367 |
| -0.107111536304338 |
| -0.0658382796255004 |
| -0.0919048908383613 |
| 0.051237923689186 |
| -0.129080505262122 |
| -0.0992267363975348 |
| -0.00927036020719951 |
| -0.141133061006699 |
| 0.0948579974666521 |
| 0.113169741497463 |
| -0.1688967948552 |
| -0.0734538364852737 |
| 0.0818347480930042 |
| 0.194989848492101 |
| -0.0668904840896136 |
| 0.0919024283545702 |
| 0.00136877675629776 |
| -0.0719216704645196 |
| -0.0590397546881483 |
| -0.0800269775966531 |
| -0.0642365696027987 |
| 0.217793895362036 |
| 0.0644952095419686 |
| 0.0422005196127229 |
| -0.0640791356435124 |
| -0.0595629759706315 |
| 0.033210921628855 |
| -0.0167877758021380 |
| 0.0168221624372418 |
| -0.00794376192994628 |
| -0.0309563990185704 |
| 0.0112962286568545 |
| 0.0160115055302001 |
| -0.0515086138818366 |
| -0.009886965857008 |
| -0.0297472267296675 |
| 0.0760191688491254 |
| 0.0158278223840069 |
| 0.0530602380171041 |
| 0.143141767229493 |
| 0.177815110166487 |
| -0.0492632493607963 |
| -0.0492030434286397 |
| -0.00269195177667170 |
| 0.162286355785918 |
| -0.0227275841429977 |
| -0.0228138029780478 |
| 0.0715085133372662 |
| 0.0361094713337371 |
| 0.0443582276123826 |
| 0.0356148081092509 |
| 0.0646770837565049 |
| -0.0465014841864639 |
| 0.0349450808833369 |
