| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1905 | 0.0419 | -0.1366 | -0.4025 | -0.6516 | -0.2206 | -0.135 |
| (p-val) | (0.8133 ) | (0.8581 ) | (0.3709 ) | (0.6152 ) | (0.2372 ) | (0.5284 ) | (0.8021 ) |
| Estimates ( 2 ) | 0.0633 | 0 | -0.1428 | -0.2746 | -0.6321 | -0.2105 | -0.1453 |
| (p-val) | (0.9218 ) | (NA ) | (0.3304 ) | (0.6694 ) | (0.249 ) | (0.5447 ) | (0.7897 ) |
| Estimates ( 3 ) | 0 | 0 | -0.1467 | -0.2122 | -0.6335 | -0.2095 | -0.1512 |
| (p-val) | (NA ) | (NA ) | (0.2859 ) | (0.1529 ) | (0.2491 ) | (0.5496 ) | (0.7806 ) |
| Estimates ( 4 ) | 0 | 0 | -0.1416 | -0.2006 | -0.7754 | -0.289 | 0 |
| (p-val) | (NA ) | (NA ) | (0.2966 ) | (0.1535 ) | (0 ) | (0.0843 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.208 | -0.7685 | -0.292 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.1535 ) | (0 ) | (0.0804 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.7999 | -0.3088 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0665 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | -0.6098 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| 9.5310095711618e-05 |
| 0.125757035824125 |
| -0.0602555374608763 |
| 0.216564861400508 |
| 0.0456377511092042 |
| -0.094221855659183 |
| -0.384545618251038 |
| 0.384545618251038 |
| -0.0519373053866577 |
| 0.100521409936636 |
| 0.0456377511092042 |
| -0.146159161045841 |
| 0.189187717076489 |
| 0.0427523527915965 |
| -0.231203589732196 |
| 0.0206268442904574 |
| -0.138169290303598 |
| 0.431938815238485 |
| 0.0310202150229632 |
| 0.123558535542277 |
| 0.00629688751376206 |
| 0.0312230796731107 |
| -0.0649683307736155 |
| 0.272781223357583 |
| -0.00640513524351392 |
| -0.185200190213733 |
| -0.128732045670190 |
| 0.105273477045325 |
| 0.0695828599215434 |
| 0.231673022450056 |
| 0.0755725305329694 |
| 0.172215017634515 |
| 0.0177273535141911 |
| 0.0736579136373188 |
| -0.0316620841044504 |
| -0.0457551391503908 |
| -0.00621840364268622 |
| 0.0262309115445603 |
| -0.0189144938670487 |
| 0.0642063060083107 |
| -0.140098567996893 |
| 0.20757538285906 |
| 0.146532750547406 |
| -0.0413569328541027 |
| -0.0257580050487453 |
| -0.00046110715373826 |
| -0.196466329042760 |
| -0.234141718577619 |
| 0.148571552176267 |
| 0.147157124594073 |
| -0.195472261392369 |
| 0.10030998884072 |
| -0.132179460649037 |
| 0.0860382345381168 |
| -0.279281174323708 |
| -0.041149655321099 |
| -0.0326549252677011 |
| -0.0920246215688096 |
| 0.0117861105344663 |
| 0.267251390218901 |
