| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2864 | -0.0958 | -0.4632 | -0.3486 | -0.1212 | 0.1384 | 0.5986 |
| (p-val) | (0.368 ) | (0.4356 ) | (0.0025 ) | (0.3918 ) | (0.9394 ) | (0.8603 ) | (0.7107 ) |
| Estimates ( 2 ) | 0.2846 | -0.0966 | -0.4654 | -0.3461 | 0 | 0.0817 | 0.4763 |
| (p-val) | (0.368 ) | (0.4292 ) | (0.002 ) | (0.3926 ) | (NA ) | (0.6631 ) | (0.0076 ) |
| Estimates ( 3 ) | 0.2983 | -0.1017 | -0.4599 | -0.3569 | 0 | 0 | 0.4747 |
| (p-val) | (0.319 ) | (0.408 ) | (0.0022 ) | (0.3477 ) | (NA ) | (NA ) | (0.0073 ) |
| Estimates ( 4 ) | 0.2307 | 0 | -0.5083 | -0.3095 | 0 | 0 | 0.4675 |
| (p-val) | (0.3597 ) | (NA ) | (0 ) | (0.4011 ) | (NA ) | (NA ) | (0.0079 ) |
| Estimates ( 5 ) | 0.0413 | 0 | -0.5144 | 0 | 0 | 0 | 0.4355 |
| (p-val) | (0.7095 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0065 ) |
| Estimates ( 6 ) | 0 | 0 | -0.5177 | 0 | 0 | 0 | 0.4439 |
| (p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0052 ) |
| 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 |
| 0.00809999308401358 |
| 0.153048272558198 |
| -0.0854933847046142 |
| -0.06651849483115 |
| -0.262998848929011 |
| -0.127833620838794 |
| 0.0441539899956753 |
| 0.256073158545659 |
| 0.125699003852382 |
| 0.0467272815466743 |
| 0.44303506868463 |
| -0.114429261266578 |
| 0.0870676057938816 |
| 0.226555759566392 |
| -0.069223249303891 |
| -0.028213194783878 |
| -0.973001255426595 |
| 0.000617103700438426 |
| 0.0342065310491630 |
| 0.864022131481194 |
| 0.0320907431636989 |
| 0.024649804026228 |
| -0.0538392034284137 |
| -0.0235420625610897 |
| -0.0272887943007013 |
| -0.147786054062698 |
| -0.084762565718775 |
| -0.0870884196630104 |
| 0.175633750851297 |
| 0.0161507041654905 |
| -0.165747312953027 |
| 0.0275557916519465 |
| 0.0614246896047077 |
| -0.0658464839748797 |
| 0.230700380193541 |
| -0.134316244426783 |
| 0.0196305840687483 |
| 0.311711063667617 |
| -0.078273169248503 |
| -0.162100935039059 |
| -0.113618643418064 |
| 0.00123703020233183 |
| -0.0309112066121184 |
| -0.314753590579799 |
| 0.0815443850498822 |
| -0.0754167989443896 |
| -0.198669782947527 |
| -0.0902263433070543 |
| -0.251715886409352 |
| 0.27261994858526 |
| -0.185267604733842 |
| -0.328080854270595 |
| 0.367572550016312 |
| -0.256085538173742 |
| -0.332580325802531 |
| 0.496641113589515 |
| -0.0507436847800282 |
| -0.374122293380621 |
| -0.0467766822792938 |
| -0.0969154936498965 |
