| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4031 | -0.118 | -0.1819 | -0.2572 | -0.9959 | -0.5933 | -0.2913 |
| (p-val) | (0.384 ) | (0.5357 ) | (0.2677 ) | (0.5698 ) | (0.1284 ) | (0.1623 ) | (0.7797 ) |
| Estimates ( 2 ) | 0.4498 | -0.1426 | -0.1839 | -0.2846 | -1.1765 | -0.7065 | 0 |
| (p-val) | (0.3026 ) | (0.4362 ) | (0.2769 ) | (0.5189 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 3 ) | 0.1969 | -0.0847 | -0.2148 | 0 | -1.1901 | -0.721 | 0 |
| (p-val) | (0.2739 ) | (0.5561 ) | (0.14 ) | (NA ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 4 ) | 0.1768 | 0 | -0.2324 | 0 | -1.1866 | -0.7257 | 0 |
| (p-val) | (0.2968 ) | (NA ) | (0.1038 ) | (NA ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | -0.2338 | 0 | -1.1044 | -0.6837 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1134 ) | (NA ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -1.0728 | -0.6778 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (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 |
| -0.0119489317449728 |
| 0.321952007351389 |
| 0.214625814423531 |
| -0.858616165780735 |
| 0.239886639531887 |
| 0.159916033724395 |
| -0.144001179152471 |
| 0.435639702690517 |
| -0.517966456605884 |
| -0.623397925045874 |
| 0.430446733577865 |
| 0.174454808444827 |
| 0.0451982491636748 |
| 0.272173205844015 |
| -0.190551538730212 |
| 0.0690964552958792 |
| 0.0444990669048462 |
| -0.326811987940709 |
| 0.207720066402541 |
| -0.308703577012174 |
| 0.334557209570498 |
| 0.298975028341210 |
| -0.0165154192600412 |
| -0.209311127856661 |
| 0.284294695308854 |
| -0.188340388177041 |
| 0.0580254470696295 |
| -0.0395072725476244 |
| -0.062573933420332 |
| -0.0895321581054222 |
| -0.229249657862908 |
| 0.480966438216719 |
| 0.614555522836086 |
| 1.01346256787955 |
| 0.260603787244666 |
| 0.476722030468487 |
| -0.47270661237110 |
| -0.386129170266625 |
| 0.218355374493203 |
| 0.362587958935027 |
| 0.164922310969863 |
| -0.077348962252305 |
| 0.408753272135676 |
| 0.350596347679979 |
| -0.00538481646055700 |
| -0.118745327432984 |
| 0.162466899378275 |
| -0.0586785160300169 |
