| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1178 | -0.3203 | -0.0578 | -0.9283 | 0.1299 | -0.0369 | -0.8882 |
| (p-val) | (0.3874 ) | (0.0168 ) | (0.6707 ) | (0 ) | (0.5729 ) | (0.8538 ) | (0.031 ) |
| Estimates ( 2 ) | -0.1222 | -0.3193 | -0.0636 | -1.0836 | 0.1518 | 0 | -1.0898 |
| (p-val) | (0.3706 ) | (0.0154 ) | (0.6381 ) | (0 ) | (0.4285 ) | (NA ) | (0.0182 ) |
| Estimates ( 3 ) | -0.0972 | -0.3082 | 0 | -1.0695 | 0.1408 | 0 | -1.0869 |
| (p-val) | (0.438 ) | (0.0173 ) | (NA ) | (0 ) | (0.4539 ) | (NA ) | (0.0168 ) |
| Estimates ( 4 ) | -0.1027 | -0.2836 | 0 | -0.9401 | 0 | 0 | -1.323 |
| (p-val) | (0.4151 ) | (0.0281 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0118 ) |
| Estimates ( 5 ) | 0 | -0.2713 | 0 | -1.0523 | 0 | 0 | -1.3608 |
| (p-val) | (NA ) | (0.0343 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0107 ) |
| 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 |
| 0.0110559842783586 |
| 0.181006287912801 |
| -0.0654908351674601 |
| -0.0991949471888573 |
| -0.0748090889590307 |
| 0.096689873753544 |
| -0.0474940948831253 |
| 0.0592534264394929 |
| 0.102389921292495 |
| -0.0690634391619123 |
| 0.132547883875597 |
| -0.0214169354887039 |
| -0.0565351382689415 |
| -0.172047870214287 |
| -0.336994568795719 |
| -0.077811825486481 |
| 0.0252594380374562 |
| 0.0614346924190481 |
| 0.0340795989289671 |
| -0.134199569693054 |
| 0.202738616896663 |
| 0.034437285921759 |
| 0.0105181672957061 |
| -0.0378202485456794 |
| -0.106203723341877 |
| 0.0763265946459374 |
| -0.00653651219569316 |
| 0.127703504568440 |
| -0.112917428637129 |
| 0.0993024061026107 |
| 0.0555178539199954 |
| 0.0226942613033455 |
| 0.205833960103328 |
| -0.134525181209755 |
| -0.171034304146362 |
| -0.0151415767605491 |
| -0.088625834016392 |
| 0.187264528417567 |
| -0.030145030817287 |
| -0.172135140302623 |
| 0.144477597472253 |
| -0.0357060851408672 |
| 0.100242729465438 |
| -0.0514995985066645 |
| -0.162539853107235 |
| -0.0274761744158376 |
| -0.0339069907311920 |
| 0.0309305649378948 |
| -0.129283281317801 |
| -0.0550746910964919 |
| 0.160845434647671 |
| -0.064296555719255 |
| -0.0351847112551551 |
| 0.0286425804265576 |
| -0.159905296341210 |
| -0.263909832453104 |
| -0.166309379926603 |
| 0.0592082291527449 |
| 0.0621340381108958 |
| -0.30512719649016 |
| 0.101555769255084 |
| -0.0347019692850342 |
| 0.146718124045357 |
| -0.00428579472872487 |
| 0.101147118794599 |
| 0.0635539609367555 |
| -0.196661941786755 |
