| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.113 | 0.1444 | -0.1479 | -0.9193 | -0.04 | -0.0599 | -1 |
| (p-val) | (0.4406 ) | (0.3112 ) | (0.2809 ) | (0 ) | (0.82 ) | (0.7417 ) | (0.0175 ) |
| Estimates ( 2 ) | 0.1077 | 0.1387 | -0.1458 | -1.0855 | 0 | -0.0418 | -1 |
| (p-val) | (0.454 ) | (0.3216 ) | (0.2864 ) | (0 ) | (NA ) | (0.8012 ) | (0.0044 ) |
| Estimates ( 3 ) | 0.105 | 0.1359 | -0.1505 | -0.9194 | 0 | 0 | -1 |
| (p-val) | (0.4622 ) | (0.3281 ) | (0.2648 ) | (0 ) | (NA ) | (NA ) | (0.0031 ) |
| Estimates ( 4 ) | 0 | 0.1256 | -0.154 | -1.1254 | 0 | 0 | -1 |
| (p-val) | (NA ) | (0.3719 ) | (0.2575 ) | (0 ) | (NA ) | (NA ) | (0.0061 ) |
| Estimates ( 5 ) | 0 | 0 | -0.1621 | -1.1721 | 0 | 0 | -1.0001 |
| (p-val) | (NA ) | (NA ) | (0.2389 ) | (0 ) | (NA ) | (NA ) | (0.0179 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.1201 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0185 ) |
| 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 |
| -0.0264738570515664 |
| -0.781538168777311 |
| 0.720682980349477 |
| -0.195353352433864 |
| 0.179365028922211 |
| 0.151978250521050 |
| 0.778433502100671 |
| 0.602153275132813 |
| 0.167290671874576 |
| -0.552169409059133 |
| 0.209889243643851 |
| -0.218347725394213 |
| 0.496248421040909 |
| 0.804333729292948 |
| 0.117592069284353 |
| -0.329123926441055 |
| -0.157592735453609 |
| 0.359721716467144 |
| -0.656228979829573 |
| -0.0196755230715767 |
| -0.0666202983357174 |
| 0.140222365417933 |
| -0.379282370502244 |
| -0.677432922466385 |
| 1.07439261092372 |
| -0.385996659490926 |
| -0.48708708205448 |
| 0.653171878927228 |
| -0.724596663503043 |
| 0.376520749441406 |
| -0.756734717594099 |
| 0.00657756678723737 |
| -0.317473552335199 |
| -0.0498167878536946 |
| 0.369767893507147 |
| 1.12605755114294 |
| 0.610540345440722 |
| 0.363227221387569 |
| -0.283789696315719 |
| 0.113949300298484 |
| 0.109733250556734 |
| -0.413730317609239 |
| 0.00376182875148880 |
| -0.484820877802796 |
| 0.143982776746695 |
| 0.572755528014159 |
| 0.891670821814506 |
| 0.138835449967918 |
| -0.764422111082482 |
| 0.0645482664905869 |
| -0.280922484305106 |
| -0.215627287419851 |
| -0.38922552399834 |
| 0.291356246906357 |
| 0.174153647615533 |
| 0.838694680179575 |
| 0.88678969570251 |
| 0.240805532895284 |
| 0.307713615599957 |
| 0.442094004478736 |
