| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.108 | 0.3193 | 0.5682 | 0.0809 | 0.1451 | -0.0067 | -0.9501 |
| (p-val) | (0.6333 ) | (0.0197 ) | (2e-04 ) | (0.7877 ) | (0.4317 ) | (0.9708 ) | (0.029 ) |
| Estimates ( 2 ) | 0.1106 | 0.3186 | 0.5681 | 0.0781 | 0.1476 | 0 | -0.9631 |
| (p-val) | (0.6196 ) | (0.0196 ) | (2e-04 ) | (0.7918 ) | (0.3654 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.1642 | 0.2949 | 0.5376 | 0 | 0.158 | 0 | -0.9521 |
| (p-val) | (0.1161 ) | (0.0033 ) | (0 ) | (NA ) | (0.337 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.1286 | 0.2917 | 0.5523 | 0 | 0 | 0 | -0.7179 |
| (p-val) | (0.195 ) | (0.003 ) | (0 ) | (NA ) | (NA ) | (NA ) | (8e-04 ) |
| Estimates ( 5 ) | 0 | 0.3489 | 0.6136 | 0 | 0 | 0 | -0.691 |
| (p-val) | (NA ) | (1e-04 ) | (0 ) | (NA ) | (NA ) | (NA ) | (2e-04 ) |
| 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 |
| 0.00454535249010425 |
| 0.00646581828559448 |
| -0.0139282014297649 |
| -0.0282996608469164 |
| 0.0909552917697597 |
| -0.00380906989479626 |
| -0.0197441787919864 |
| -0.096189048891083 |
| 0.0191571393602143 |
| 0.0881932644027366 |
| 0.0123596884627660 |
| -0.00562237331138523 |
| 0.0330702962134226 |
| 0.0387752756227192 |
| -0.0233863868221438 |
| -0.0751526618389383 |
| 0.00283243110682906 |
| -0.0284962934450765 |
| 0.032031670113567 |
| 0.0576398882916466 |
| -0.0808696165978249 |
| 0.0502069028391961 |
| 0.0550828613874593 |
| -0.0464999367116352 |
| -0.0166086860955703 |
| -0.086241604348398 |
| 0.0122947959819455 |
| 0.081804150268395 |
| 0.0655890577212715 |
| -0.0131797395836331 |
| 0.027592442354477 |
| 0.00126549089437753 |
| 0.00318868600572496 |
| 0.0212428814157174 |
| -0.0315696875866571 |
| 0.0431997690074072 |
| 0.0389108707010862 |
| -0.0496958851127518 |
| -0.0493498888986734 |
| -0.0486625396406353 |
| -0.00297599895713212 |
| -0.00667052655099212 |
| 0.0648399801671275 |
| -0.0939346941723347 |
| 0.00761909955580683 |
| 0.00296136164503911 |
| -0.0136315070281745 |
| 0.0759661878544685 |
| 0.055102148710852 |
| 0.0381804479186424 |
| -0.0372135848335824 |
| 0.0314111437348754 |
| -0.0647023940270886 |
| 0.109271917563715 |
| 0.0304133194821606 |
| 0.00406844986591823 |
| -0.0246749670693777 |
| 0.0333446011777001 |
| 0.08770629591994 |
| 0.0869464588664585 |
| 0.00249402046406771 |
| 0.0380846634348186 |
| 3.51004128567615e-05 |
| 0.0224906708824634 |
| -0.0345639526351551 |
| 0.0381629421975959 |
| 0.00861769258285816 |
| 0.0241154185218885 |
| -0.00430635386474176 |
