| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.8852 | 0.1285 | 0.1752 | 0.9997 | -0.3717 | -0.1807 | 0.1592 |
| (p-val) | (0 ) | (0.5128 ) | (0.241 ) | (0.1411 ) | (0.825 ) | (0.5852 ) | (0.9268 ) |
| Estimates ( 2 ) | 0.0249 | 0.0965 | -0.003 | 0.0193 | -0.223 | -0.1639 | 0 |
| (p-val) | (0 ) | (0 ) | (0.5418 ) | (0.7219 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 3 ) | 0.0491 | 0.0905 | 0.0351 | 0 | -0.197 | -0.1708 | 0 |
| (p-val) | (0.7226 ) | (0.5292 ) | (0.8137 ) | (NA ) | (0.3031 ) | (0.3591 ) | (NA ) |
| Estimates ( 4 ) | 0.0518 | 0.0899 | 0 | 0 | -0.1916 | -0.157 | 0 |
| (p-val) | (0.7069 ) | (0.5326 ) | (NA ) | (NA ) | (0.3146 ) | (0.3774 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.0929 | 0 | 0 | -0.1773 | -0.1662 | 0 |
| (p-val) | (NA ) | (0.5192 ) | (NA ) | (NA ) | (0.3405 ) | (0.3425 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.1574 | -0.1494 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.3957 ) | (0.3922 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | -0.1525 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.3872 ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -0.400236082424898 |
| 2.52804676337812e-13 |
| 5.92984919836808 |
| 0.988308199651407 |
| 1.57019793403476e-11 |
| -0.9883081997117 |
| -1.9766163994291 |
| -2.69658321410123e-11 |
| -0.988308199730429 |
| 2.96492459914843 |
| 0.988308199754304 |
| -2.96492459915445 |
| -2.06707247993001e-05 |
| -1.97665763382278 |
| -0.988368798949151 |
| 0.988230643759061 |
| -9.401467953655e-05 |
| 0.988197904016927 |
| -1.9767426781141 |
| -1.97675845711861 |
| -0.00015705509522568 |
| -0.988479410476635 |
| -2.96511035384537 |
| 0.988102142989183 |
| -0.000248526796949800 |
| -2.00000000000416 |
| 0.914816093602162 |
| -2.84753065107937 |
| -3.99999999999708 |
| -0.152469348936386 |
| 1.69506130214365 |
| 0.99999999999914 |
| 0.84753065106469 |
| -0.542591953207449 |
| -0.847530651059761 |
| -1.4574080467911 |
| 0.999999999990906 |
| 1.69506130213549 |
| -0.152469348931845 |
| -0.847530651068155 |
| -2 |
| 1.15246934893185 |
| -1.30493869786369 |
| 1.69506130213627 |
| 2 |
| -0.152469348931859 |
| -4.45740804679556 |
| -1.84753065106815 |
| -1 |
| -5.30493869786372 |
| -1 |
| -2.45740804679559 |
| 7.39012260427259 |
| -4 |
| 0.304938697863705 |
| 0.152469348931874 |
| -3.84753065106814 |
| -3.15246934893186 |
| -1.15246934893186 |
| -0.152469348931845 |
| -4.84753065106815 |
