| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2391 | 0.0074 | -0.0619 | 0.2347 | 1.0369 | -0.2051 | -0.9998 |
| (p-val) | (0.8148 ) | (0.9516 ) | (0.6362 ) | (0.8174 ) | (0 ) | (0.1704 ) | (0.0357 ) |
| Estimates ( 2 ) | -0.2466 | 0 | -0.0634 | 0.2405 | 1.0379 | -0.2051 | -1.0005 |
| (p-val) | (0.8061 ) | (NA ) | (0.6185 ) | (0.8091 ) | (0 ) | (0.1705 ) | (0.0358 ) |
| Estimates ( 3 ) | -0.0052 | 0 | -0.0622 | 0 | 1.0371 | -0.1982 | -1 |
| (p-val) | (0.9648 ) | (NA ) | (0.6317 ) | (NA ) | (0 ) | (0.1775 ) | (0.041 ) |
| Estimates ( 4 ) | 0 | 0 | -0.0623 | 0 | 1.0368 | -0.1979 | -1 |
| (p-val) | (NA ) | (NA ) | (0.6312 ) | (NA ) | (0 ) | (0.1777 ) | (0.0417 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0 | 1.0402 | -0.2033 | -1.0001 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.1645 ) | (0.0435 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.202 | 0 | 0.3266 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.8062 ) | (NA ) | (0.6808 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0.1288 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.3184 ) |
| 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 |
| 0.096669950863328 |
| 0 |
| 0 |
| 0 |
| 0 |
| 0 |
| 0 |
| 0.912463821938557 |
| 0 |
| 0 |
| -0.525658506116777 |
| 0 |
| -1.23480032104203e-05 |
| 0 |
| 0 |
| 0.299959414651473 |
| 0.0699905300853517 |
| 0 |
| 0 |
| -0.116536601764152 |
| 0 |
| -0.34995265042673 |
| 0.0671352162336929 |
| 0 |
| 1.57704262240164e-06 |
| 0.46999894544242 |
| 0 |
| -0.0386260583019362 |
| -0.00901274693711702 |
| 3.91999120454108 |
| 0 |
| 0.0150065287308348 |
| 0 |
| -0.524934986382867 |
| -0.00864506546450701 |
| 0 |
| 1.40999663325311 |
| -0.0605303965167152 |
| 0 |
| 0.00497458695932681 |
| 0.00116073695717815 |
| -0.174849276846186 |
| 0 |
| -0.00193266632451638 |
| 0 |
| -0.632394454448596 |
| 0.00111338386087196 |
| 0 |
| 0.218408821716727 |
| 0.00779562838737575 |
| 0 |
| -0.000640670366410789 |
| -0.000149489752168202 |
| 0.0225186032891550 |
| 0 |
| 0.000248905497559637 |
| 0 |
| 0.191445231498692 |
| -0.000143391210553595 |
| 0 |
| 0.021871421459664 |
| -0.0510039885360279 |
| 0 |
| 8.25110782179273e-05 |
| 1.92525849198849e-05 |
| -0.00290014075041129 |
| 0 |
| -3.20562055830025e-05 |
| 0 |
| 2.29534402508246 |
| 1.84671619079310e-05 |
| 0 |
