| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1297 | 0.1458 | -0.1309 | 0.2399 | -0.4535 | 0.5448 | 0.9457 |
| (p-val) | (0.7535 ) | (0.2514 ) | (0.3475 ) | (0.5594 ) | (3e-04 ) | (0 ) | (8e-04 ) |
| Estimates ( 2 ) | 0 | 0.1359 | -0.1457 | 0.1159 | -0.4448 | 0.5477 | 0.8871 |
| (p-val) | (NA ) | (0.2606 ) | (0.2325 ) | (0.3542 ) | (3e-04 ) | (0 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.1238 | -0.1446 | 0 | -0.4078 | 0.5828 | 0.8748 |
| (p-val) | (NA ) | (0.3013 ) | (0.2445 ) | (NA ) | (4e-04 ) | (0 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | -0.1451 | 0 | -0.3884 | 0.6032 | 0.8823 |
| (p-val) | (NA ) | (NA ) | (0.2545 ) | (NA ) | (5e-04 ) | (0 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0 | -0.4274 | 0.5621 | 0.8735 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (0 ) | (0 ) |
| 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 |
| 0.103099898841872 |
| 0 |
| 0.142772189290062 |
| 0.142793219278118 |
| -0.144309822720111 |
| 0.165319984519009 |
| 0.237474369049175 |
| 0.0512225415343533 |
| 0.0204009266723981 |
| 0.247337193365122 |
| 0.299177888656333 |
| 0.220204453379302 |
| 0.251568562755970 |
| 0.0412041294192876 |
| 0.298455203873024 |
| 0.00519594227949456 |
| 0.466228222664517 |
| 0.0860165831037163 |
| 0.0304383436762856 |
| 0.421217229774864 |
| 0.225848566652076 |
| 0.0373953986565704 |
| -0.00142745306024007 |
| 0.0728905035202048 |
| 0.086553771227194 |
| 0.267101964587503 |
| 0.314572637031027 |
| -0.069923321316053 |
| -0.309916479913492 |
| 0.0431422022034689 |
| -0.0582296960260586 |
| 0.00411517536787594 |
| 0.268594445991852 |
| -0.129174794054896 |
| 0.163126482048618 |
| -0.106618053314379 |
| -0.170456021030302 |
| 0.409266350975700 |
| -0.0852475532799956 |
| 0.110690533518499 |
| -0.358762008419421 |
| 0.130568339940035 |
| 0.153592672976065 |
| -0.161909936059272 |
| -0.182012533251996 |
| 0.101299509301896 |
| -0.173795352124416 |
| 0.148303787920835 |
| 0.0361610982524713 |
| 0.318386857894537 |
| 0.0179849408545552 |
| -0.0536444444754451 |
| -0.625945549612253 |
| -0.0318727844097921 |
| 0.072598144387685 |
| 0.100138370301541 |
| -0.00529221208586807 |
| -0.00545474134715992 |
| -0.0376146147078587 |
| 0.0671940137164906 |
| 0.100958798374419 |
| -0.0285871213671151 |
| 0.173472671034320 |
| 0.0308443057806637 |
| 0.647196425594855 |
| -0.0105565611145631 |
| 0.0656265096899348 |
| -0.158995937474091 |
| -0.0488931539052681 |
| 0.276839582195656 |
| 0.0343845918447232 |
| 0.0824381220072721 |
