| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2679 | -0.1714 | -0.0443 | -0.1312 | 0.801 | 0.0698 | -0.7742 |
| (p-val) | (0.695 ) | (0.3199 ) | (0.803 ) | (0.8453 ) | (0.4438 ) | (0.7425 ) | (0.5021 ) |
| Estimates ( 2 ) | 0.1379 | -0.1525 | -0.0608 | 0 | 0.8388 | 0.0662 | -0.8164 |
| (p-val) | (0.3025 ) | (0.2628 ) | (0.6509 ) | (NA ) | (0.459 ) | (0.7645 ) | (0.531 ) |
| Estimates ( 3 ) | 0.1401 | -0.156 | -0.0625 | 0 | 1.1471 | 0 | -1.0068 |
| (p-val) | (0.2906 ) | (0.2405 ) | (0.6397 ) | (NA ) | (0 ) | (NA ) | (0.621 ) |
| Estimates ( 4 ) | 0.1487 | -0.1673 | 0 | 0 | 1.1863 | 0 | -1.071 |
| (p-val) | (0.2607 ) | (0.2095 ) | (NA ) | (NA ) | (0.2063 ) | (NA ) | (0.5108 ) |
| Estimates ( 5 ) | 0.1688 | -0.1715 | 0 | 0 | 0.0603 | 0 | 0 |
| (p-val) | (0.196 ) | (0.2078 ) | (NA ) | (NA ) | (0.6912 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.165 | -0.156 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.2059 ) | (0.2313 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.1398 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.2812 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.00450865698631506 |
| 0.0592582164077313 |
| -0.0770656260924548 |
| 0.0326719130305078 |
| 0.0506702810997961 |
| -0.029378618062057 |
| -0.0688720310961717 |
| 0.0379152674045384 |
| -0.0094052198397181 |
| -0.187091257504045 |
| -0.0970273106136421 |
| 0.0127070776978373 |
| 0.0363522864352808 |
| 0.026662442281121 |
| 0.168168455370531 |
| 0.0471585063919315 |
| -0.00443590319239640 |
| -0.0401712199620992 |
| 0.0471117914563717 |
| 0.0298810101691185 |
| 0.053817961104528 |
| -0.0387452988575001 |
| -0.102470740498306 |
| 0.116486746564362 |
| 0.0920923070460846 |
| 0.0580423444530993 |
| -0.0924831098168193 |
| -0.158636167657006 |
| 0.0437053084061594 |
| 0.063942155078359 |
| 0.0219371299590279 |
| 0.0336251386233100 |
| -0.104743221871923 |
| 0.0862005019783245 |
| -0.00325731601439294 |
| 0.025992328080374 |
| 0.0426216863749431 |
| -0.0110307248203272 |
| 0.066709582995144 |
| 0.00346671873159998 |
| 0.098266454595075 |
| -0.0559870763594095 |
| 0.0614856941196527 |
| 0.091554874764423 |
| -0.0220875041133519 |
| 0.121212912953241 |
| -0.109791738477608 |
| -0.0712181893415957 |
| 0.108605461628753 |
| 0.0195257015291297 |
| 0.133361706155049 |
| -0.0170764048988854 |
| -0.0573384078014696 |
| 0.125236142978617 |
| 0.0240063574401752 |
| 0.0839476209462058 |
| -0.0157427372183534 |
| -0.0587395288238879 |
| -0.0468747473510733 |
| 0.0346655927381647 |
