| 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 |
| 0.00462688879262803 |
| 0.070314219740705 |
| 0.0260868620036918 |
| 0.0254011563389208 |
| 0.0693359442389458 |
| -0.0975630854910012 |
| -0.054331252089213 |
| -0.0215349670683574 |
| 0.0540158289239398 |
| 0.0245500443228858 |
| 0.0765469221918565 |
| 0.0233421968710413 |
| 0.0176074474444704 |
| -0.0190235399494305 |
| -0.0291330935968458 |
| 0.0179249301843574 |
| 0.0539146578595811 |
| 0.0483328778460359 |
| -0.033262285697159 |
| -0.0276668079962609 |
| 0.00843977497201653 |
| 0.0608148970613015 |
| 0.00713350628409563 |
| -0.0858785459646711 |
| -0.0217172934834863 |
| 0.0643542704238434 |
| 0.00244805482874726 |
| 0.0302778444818009 |
| -0.0148076446791121 |
| -0.0305464768484883 |
| 0.00310945299698685 |
| 0.0977140426432754 |
| -0.00724605316957462 |
| 0.0569400418095022 |
| 0.0190901104406902 |
| -0.000535953697088237 |
| -0.0206934004039299 |
| -0.0499207368787002 |
| 0.0369689223764411 |
| 0.0274026116001565 |
| -0.00503157090735762 |
| 0.0431723495481782 |
| -0.0226812565066439 |
| -0.0119562353600378 |
| -0.0364276193081992 |
| 0.028102065754152 |
| -0.0185020747604971 |
| 0.0127940810312301 |
| -0.0278448340991853 |
| -0.0677637399334499 |
