| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2757 | -0.0333 | -0.5814 | -0.3738 | -0.7592 | 0.2388 | 0.9243 |
| (p-val) | (0.2261 ) | (0.7871 ) | (0 ) | (0.2223 ) | (0.0014 ) | (0.2795 ) | (0.0899 ) |
| Estimates ( 2 ) | 0.2546 | 0 | -0.5989 | -0.362 | -0.7461 | 0.2442 | 0.8391 |
| (p-val) | (0.2209 ) | (NA ) | (0 ) | (0.2404 ) | (0.0015 ) | (0.2668 ) | (8e-04 ) |
| Estimates ( 3 ) | 0.2608 | 0 | -0.6058 | -0.2985 | -1.5396 | 0 | 0.9998 |
| (p-val) | (0.2045 ) | (NA ) | (0 ) | (0.3398 ) | (0 ) | (NA ) | (0.0297 ) |
| Estimates ( 4 ) | 0.0769 | 0 | -0.6057 | 0 | -1.5356 | 0 | 1.0002 |
| (p-val) | (0.5406 ) | (NA ) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0454 ) |
| Estimates ( 5 ) | 0 | 0 | -0.6121 | 0 | -0.9939 | 0 | 0.9039 |
| (p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (0 ) | (NA ) | (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 |
| -0.0300244202439783 |
| -3.94359550931714e-05 |
| -5.56207645456699e-05 |
| 0.553810925028634 |
| -0.0535077267045007 |
| -0.115833085412988 |
| -0.730747245308051 |
| -0.137116458621866 |
| 0.064642697223134 |
| 0.249461323801318 |
| -0.208314564756869 |
| 0.0684210061556514 |
| 0.595625312563296 |
| -0.116833195855431 |
| 0.000370542525602626 |
| -0.86263832150525 |
| -0.00455088863795308 |
| -0.0284161801551314 |
| 0.47217591188426 |
| -0.136642005642695 |
| 0.0148433162303460 |
| -0.133334123968199 |
| 0.0141221396835344 |
| 0.136669406365279 |
| -0.336646097707314 |
| -0.0334974898018710 |
| 0.0785015162737626 |
| -0.843568421030088 |
| 0.184106582264916 |
| 0.156308836220639 |
| -0.203723459089921 |
| 0.264608284925412 |
| 0.0445658770679079 |
| -0.191322263654491 |
| 0.0352787415914417 |
| 0.00678027340666766 |
| -0.380714680707634 |
| 0.118698353028490 |
| 0.244493081417762 |
| -0.172260637843584 |
| -0.0247230821249778 |
| -0.335655912784628 |
| -0.280833570524852 |
| -0.129484491167741 |
| -0.275097691514828 |
| -0.434422767037508 |
| 0.422042202658257 |
| 0.0508357365464520 |
