| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0104 | 0.4037 | -0.0841 | 0.4545 | -0.8785 | -0.2026 | 0.9964 |
| (p-val) | (0.9798 ) | (0.0355 ) | (0.6089 ) | (0.237 ) | (0 ) | (0.3168 ) | (0.5194 ) |
| Estimates ( 2 ) | 0 | 0.4068 | -0.0811 | 0.4636 | -0.8788 | -0.2011 | 0.9896 |
| (p-val) | (NA ) | (0.0047 ) | (0.5022 ) | (8e-04 ) | (0 ) | (0.2984 ) | (0.5315 ) |
| Estimates ( 3 ) | 0 | 0.3841 | -0.0798 | 0.4489 | -0.0422 | -0.1087 | 0 |
| (p-val) | (NA ) | (0.007 ) | (0.5195 ) | (0.0015 ) | (0.7664 ) | (0.5116 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.391 | -0.074 | 0.4451 | 0 | -0.106 | 0 |
| (p-val) | (NA ) | (0.0053 ) | (0.5438 ) | (0.0016 ) | (NA ) | (0.5211 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.3805 | 0 | 0.4227 | 0 | -0.088 | 0 |
| (p-val) | (NA ) | (0.0082 ) | (NA ) | (0.0019 ) | (NA ) | (0.5849 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.3575 | 0 | 0.4001 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0093 ) | (NA ) | (0.0023 ) | (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 |
| 0.0475399669841769 |
| -1.89218939294241 |
| 2.63100339230137 |
| 0.0136697890301355 |
| 0.467160829204564 |
| 4.14631880206474 |
| -3.13806166331985 |
| -0.58293066245804 |
| 1.56412656008506 |
| -0.0300428674206236 |
| -4.96938963999698 |
| 0.168818362406218 |
| 0.979760150283264 |
| -0.147516969038832 |
| -3.01591789954675 |
| 2.90562802624921 |
| 1.69758990489384 |
| 0.815978388407915 |
| -0.648149313199645 |
| 1.18841831893467 |
| 0.560563436731378 |
| -1.80336636813467 |
| 2.60927645302329 |
| 0.974640075951893 |
| 5.44327460125156 |
| -4.70342246954623 |
| -2.03020771173686 |
| 3.12913471010255 |
| 4.91158513041563 |
| 0.00644926553810268 |
| 6.24181939686611 |
| -0.302458155999569 |
| -3.49587777882213 |
| -8.08236912697323 |
| -0.0995044607291065 |
| -2.73933185644062 |
| -6.1449505111569 |
| -5.18958472897193 |
| 2.66909258137470 |
| 1.78439353842364 |
| -0.989284128728217 |
| 3.01972660188329 |
| -0.697609849669291 |
| 3.37895201582996 |
| -2.26285068621377 |
| 2.54832889498572 |
| -2.62613400210397 |
| 0.533208246501182 |
| 2.80977989415193 |
| -2.04314110408515 |
| 2.2757034706734 |
| -1.10426636015807 |
| 4.11357178952768 |
| 2.25843060083390 |
| -1.27755444503833 |
| -0.608146765315055 |
| -2.5794508833562 |
| 0.816365903932528 |
| 1.12398968215930 |
| -0.90563097803863 |
