| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.6427 | -0.2765 | 0.1303 | 0.446 | 0.1155 | -0.1436 | -0.9999 |
| (p-val) | (0.0788 ) | (0.1012 ) | (0.427 ) | (0.2126 ) | (0.3949 ) | (0.2531 ) | (0 ) |
| Estimates ( 2 ) | -0.8781 | -0.3804 | 0 | 0.6677 | 0.114 | -0.1521 | -1 |
| (p-val) | (1e-04 ) | (0.0012 ) | (NA ) | (0.0029 ) | (0.4052 ) | (0.2326 ) | (0 ) |
| Estimates ( 3 ) | -0.9321 | -0.4074 | 0 | 0.6882 | 0 | -0.1659 | -0.9999 |
| (p-val) | (0 ) | (2e-04 ) | (NA ) | (0.0014 ) | (NA ) | (0.1809 ) | (0 ) |
| Estimates ( 4 ) | -0.9008 | -0.4275 | 0 | 0.6262 | 0 | 0 | -1.0001 |
| (p-val) | (0 ) | (1e-04 ) | (NA ) | (0.0031 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -0.0189842031340405 |
| 0.292114133701568 |
| -0.0142337640607297 |
| -0.0811250692680708 |
| -0.108984681439011 |
| -0.213448894022655 |
| -0.188162243264065 |
| 0.130089645479460 |
| 0.172810606352917 |
| 0.0659588291627037 |
| 0.169145963593381 |
| -0.0226463321635009 |
| -0.200453218121809 |
| -0.0673467814764426 |
| -0.295243865290393 |
| 0.193015795927635 |
| 0.210453244838558 |
| 0.186681514507704 |
| -0.0373542457644744 |
| 0.120203482478602 |
| -0.182194802458201 |
| 0.075577515648857 |
| 0.0290464838814649 |
| -0.23613324028987 |
| 0.0460808355187896 |
| 0.291021371265866 |
| -1.19494220358718 |
| -0.454992144531359 |
| -0.346182462570036 |
| 0.0664633473162419 |
| -0.0587900111362603 |
| 0.179778583182535 |
| -0.211265696733843 |
| 0.00274143935226 |
| 0.069721107933683 |
| -0.199329557127127 |
| -0.0163946682475841 |
| -0.163517285266037 |
| 0.211895254019055 |
| 0.224997123771395 |
| -0.185618532203861 |
| -0.0212556985160413 |
| 0.224094211108447 |
| 0.0105117235483013 |
| -0.115478832396060 |
| 0.09861730015036 |
| -0.119584586418754 |
| 0.180064177309281 |
| 0.102297120256040 |
| -0.266655730690588 |
| 0.230594562998057 |
| -0.195840177614298 |
| -0.0277918373756250 |
| -0.118817921767586 |
| 0.049730526611753 |
| 0.118870358261987 |
| -0.0562267339764325 |
| -0.0297895813499368 |
| -0.149605734394868 |
| 0.0844659803166158 |
| 0.000524641206409026 |
| 0.0073511053396153 |
| 0.249819229327805 |
| -0.084164436044629 |
| -0.117364391170070 |
| 0.0778918819238521 |
| -0.0422657892378913 |
| 0.0770982907505424 |
| -0.0695452436173452 |
| 0.159523158684697 |
| -0.225182255038325 |
| 0.0369542354589419 |
| -0.146139109326208 |
| 0.107180647317589 |
| 0.184714037237850 |
| -0.116305781967635 |
| 0.197799504643188 |
