| 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 ) | (0.3718 ) | (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 ) | (0.0186 ) |
| 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 |
| -0.0264738570515731 |
| -0.781538173212388 |
| 0.720682984486485 |
| -0.195353353144595 |
| 0.179365028542261 |
| 0.151978252660490 |
| 0.778433506023655 |
| 0.602153278329566 |
| 0.167290672273277 |
| -0.55216941149908 |
| 0.209889246606398 |
| -0.218347727155691 |
| 0.496248422603377 |
| 0.804333734048687 |
| 0.117592068902161 |
| -0.329123927842414 |
| -0.157592735002031 |
| 0.359721718724567 |
| -0.65622898465444 |
| -0.0196755236847063 |
| -0.066620297793089 |
| 0.140222365079129 |
| -0.379282372252325 |
| -0.677432926564228 |
| 1.07439261824835 |
| -0.385996662351256 |
| -0.487087085866547 |
| 0.6531718851946 |
| -0.724596668249058 |
| 0.376520751296617 |
| -0.75673472070018 |
| 0.00657756606393854 |
| -0.317473552653172 |
| -0.049816789342033 |
| 0.36976789676011 |
| 1.12605755690645 |
| 0.610540348464931 |
| 0.363227223303617 |
| -0.283789696673987 |
| 0.113949301412597 |
| 0.109733251162912 |
| -0.413730321526226 |
| 0.00376182865200468 |
| -0.484820880700207 |
| 0.143982777104608 |
| 0.572755531082704 |
| 0.89167082571778 |
| 0.138835450097747 |
| -0.764422115221184 |
| 0.0645482686019681 |
| -0.280922485921366 |
| -0.215627290317255 |
| -0.389225526161677 |
| 0.291356248423834 |
| 0.174153648666616 |
| 0.83869468414005 |
| 0.88678970078487 |
| 0.240805533278000 |
| 0.307713618088418 |
| 0.442094007345028 |
