| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2263 | -0.244 | -0.0944 | -0.1296 | 0.9252 | 0.0672 | -0.9352 |
| (p-val) | (0.5974 ) | (0.1112 ) | (0.5796 ) | (0.7549 ) | (3e-04 ) | (0.7498 ) | (0.0309 ) |
| Estimates ( 2 ) | 0.1007 | -0.2287 | -0.118 | 0 | 0.9337 | 0.062 | -0.9517 |
| (p-val) | (0.443 ) | (0.1073 ) | (0.3877 ) | (NA ) | (1e-04 ) | (0.7679 ) | (0.0208 ) |
| Estimates ( 3 ) | 0.0926 | -0.2211 | -0.1076 | 0 | 1.2984 | 0 | -1.0014 |
| (p-val) | (0.4808 ) | (0.0959 ) | (0.4255 ) | (NA ) | (0 ) | (NA ) | (0.5002 ) |
| Estimates ( 4 ) | 0.1277 | -0.2558 | -0.1317 | 0 | 0.1671 | 0 | 0 |
| (p-val) | (0.3255 ) | (0.077 ) | (0.3382 ) | (NA ) | (0.2782 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.1591 | -0.2626 | 0 | 0 | 0.1484 | 0 | 0 |
| (p-val) | (0.2133 ) | (0.0726 ) | (NA ) | (NA ) | (0.3353 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.1431 | -0.2026 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.2657 ) | (0.1299 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | -0.1863 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.1649 ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| 0.00422537063599085 |
| 0.0311031634042711 |
| 0.169575016303639 |
| 0.0771919342664221 |
| 0.0376865367149524 |
| -0.0261160001171108 |
| 0.0426333293188783 |
| 0.0283595059468444 |
| 0.0665601706210213 |
| -0.0238709333764628 |
| -0.0957832448510239 |
| 0.0958744647209873 |
| 0.0864104724187618 |
| 0.0918262312346263 |
| -0.0624862687640784 |
| -0.156561753868405 |
| 0.00458293953961864 |
| 0.0350310051085590 |
| 0.0349777059174006 |
| 0.0504281455867135 |
| -0.0936046369262114 |
| 0.0793746343175021 |
| -0.0116698513866824 |
| 0.0404185270364144 |
| 0.0476670828007384 |
| 0.000477183697388917 |
| 0.0747162277057285 |
| 0.0118602702744068 |
| 0.112352218919996 |
| -0.0396297418726057 |
| 0.0742496781313742 |
| 0.091508348267812 |
| 0.00216323475707281 |
| 0.138571010396807 |
| -0.0945283720265992 |
| -0.0618566704358354 |
| 0.0795024209741353 |
| 0.0173763518964050 |
| 0.156023553898779 |
| 0.00837960153354889 |
| -0.0313228863136841 |
| 0.117674765487767 |
| 0.0297807322064463 |
| 0.111442217025699 |
| 0.00431363207053348 |
| -0.0424978572899635 |
| -0.055750405375675 |
| 0.0159268836036732 |
| 0.0853552984197439 |
| -0.0330876637304351 |
| 0.0370505014064726 |
| 0.102804882545417 |
| 0.0118753364886031 |
| 0.0142613401779741 |
| 0.060824285408489 |
| -0.0105987673722447 |
| -0.136934329334974 |
| -0.0705225811997874 |
| -0.0182822265946543 |
| 0.0346824345778893 |
