| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0495 | -0.0111 | 0.0574 | 0.1109 | -0.8399 | -0.1463 | 0.9999 |
| (p-val) | (0.9499 ) | (0.9491 ) | (0.6541 ) | (0.8874 ) | (0 ) | (0.3603 ) | (0.0023 ) |
| Estimates ( 2 ) | 0 | -0.0033 | 0.0556 | 0.1594 | -0.8397 | -0.1463 | 1 |
| (p-val) | (NA ) | (0.9786 ) | (0.6608 ) | (0.1884 ) | (0 ) | (0.3607 ) | (0.0023 ) |
| Estimates ( 3 ) | 0 | 0 | 0.0555 | 0.16 | -0.8405 | -0.1465 | 1.0001 |
| (p-val) | (NA ) | (NA ) | (0.6612 ) | (0.1805 ) | (0 ) | (0.3586 ) | (0.0023 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | 0.1621 | -0.8543 | -0.1686 | 1.0001 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.1843 ) | (0 ) | (0.2608 ) | (0.0038 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.1937 | -0.0017 | 0 | -0.0016 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.1033 ) | (0.9998 ) | (NA ) | (0.9998 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.1937 | -0.0032 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.1033 ) | (0.9796 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0.1936 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.1036 ) | (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 |
| 0.00444968297490809 |
| 0.0382400997034056 |
| 0.0838904934422211 |
| 0.0483061574509788 |
| -0.0545911026213992 |
| 0.0480861685892524 |
| -0.0112498782921916 |
| -0.119495990343955 |
| -0.0367353233584366 |
| -0.0553328890111265 |
| 0.0824283675161792 |
| -0.0876743516893699 |
| 0.0268391686788325 |
| 0.0178489293604995 |
| -0.00225742754810909 |
| 0.0698290563526829 |
| -0.0557392960417769 |
| -0.0922404819987728 |
| -0.119000405703803 |
| -0.0349032412325521 |
| -0.0631326828591687 |
| 0.0550633439960819 |
| -0.00422998178062262 |
| -0.0705806402832607 |
| 0.0119425389009935 |
| -0.0320606829541727 |
| 0.0929226026512442 |
| -0.0443950173089185 |
| -0.0878860678884461 |
| -0.127360910925295 |
| 0.0964842148735152 |
| -0.067371569781086 |
| 0.213903558480510 |
| 0.138637314680353 |
| -0.00575871516442117 |
| 0.0203992950827780 |
| 0.126336493926416 |
| 0.0516133909109122 |
| 0.107173323585202 |
| -0.0508123243253547 |
| 0.0918349588631511 |
| 0.0117694398505002 |
| 0.00858114157235779 |
| 0.0670313925948864 |
| 0.00120661636814479 |
| -0.144354670966374 |
| 0.179498558235728 |
| 0.0289629091942158 |
| -0.0457546074120634 |
| 0.0528562674158897 |
| 0.0794005618911093 |
| -0.0316679090245344 |
| 0.0294291694938069 |
| -0.239716756087532 |
| 0.0499329443936363 |
| 0.0491980363788258 |
| -0.0763309406643833 |
| 0.0375465727407747 |
| 0.0466610749735832 |
| -0.0305938073262597 |
| -0.0661878284852975 |
| 0.0412357911963532 |
| -0.0141321653287543 |
| -0.185771911215798 |
| -0.0860799387634579 |
| 0.0118467413036250 |
| 0.0332972850231767 |
| 0.0267941603468991 |
| 0.166365884177631 |
| 0.0392486896667528 |
| -0.00142884163504142 |
| -0.0391549921682728 |
