| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0021 | 0.1444 | 0.6703 | 0.1918 | -0.4434 | -0.7068 | 0.2113 |
| (p-val) | (0.9923 ) | (0.3504 ) | (0 ) | (0.4293 ) | (0.4988 ) | (0 ) | (0.8619 ) |
| Estimates ( 2 ) | 0 | 0.1437 | 0.6705 | 0.1899 | -0.4422 | -0.7067 | 0.2108 |
| (p-val) | (NA ) | (0.3506 ) | (0 ) | (0.3009 ) | (0.415 ) | (0 ) | (0.8318 ) |
| Estimates ( 3 ) | 0 | 0.1673 | 0.6659 | 0.2129 | -0.3272 | -0.6885 | 0 |
| (p-val) | (NA ) | (0.1499 ) | (0 ) | (0.1794 ) | (0.0424 ) | (0 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.1801 | 0.682 | 0 | -0.4004 | -0.7044 | 0 |
| (p-val) | (NA ) | (0.1275 ) | (0 ) | (NA ) | (0.0066 ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.7531 | 0 | -0.3599 | -0.6836 | 0 |
| (p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0177 ) | (0 ) | (NA ) |
| 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 |
| 0.00462688879263115 |
| 0.0703142211119144 |
| 0.0260868629642251 |
| 0.0254011575549011 |
| 0.0693359456203217 |
| -0.0975630863684548 |
| -0.0543312516101782 |
| -0.0215349672009734 |
| 0.0540158291707738 |
| 0.0245500449446185 |
| 0.0765469234760861 |
| 0.0233421971972810 |
| 0.0176074485180608 |
| -0.0190235392186886 |
| -0.0291330935155393 |
| 0.0179249311620706 |
| 0.0539146589519815 |
| 0.0483328780076326 |
| -0.0332622856503486 |
| -0.0276668079464368 |
| 0.0084397755453432 |
| 0.0608148983838934 |
| 0.00713350726032488 |
| -0.085878546085382 |
| -0.0217172930163510 |
| 0.064354270734894 |
| 0.00244805628783018 |
| 0.0302778459397813 |
| -0.0148076448126125 |
| -0.0305464740305135 |
| 0.00310945439016042 |
| 0.0977140428152255 |
| -0.0072460534732927 |
| 0.0569400433985821 |
| 0.0190901097993433 |
| -0.000535953823312061 |
| -0.0206933994341181 |
| -0.049920735350657 |
| 0.0369689239861515 |
| 0.0274026122000065 |
| -0.00503157125906739 |
| 0.0431723500241272 |
| -0.0226812549324880 |
| -0.0119562327657929 |
| -0.0364276186086352 |
| 0.0281020656022255 |
| -0.0185020740169399 |
| 0.0127940833434153 |
| -0.0278448333224306 |
| -0.0677637400382904 |
