| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9137 | -0.1562 | 0.183 | -0.8424 | 0.0742 | 0.1533 | -0.1736 |
| (p-val) | (0 ) | (0.309 ) | (0.1677 ) | (0 ) | (0.9012 ) | (0.3008 ) | (0.7732 ) |
| Estimates ( 2 ) | 0.9153 | -0.1562 | 0.1831 | -0.8455 | 0 | 0.1475 | -0.1003 |
| (p-val) | (0 ) | (0.3091 ) | (0.1645 ) | (0 ) | (NA ) | (0.3097 ) | (0.4144 ) |
| Estimates ( 3 ) | 0.6497 | -0.1218 | 0.2287 | -0.573 | 0 | 0.1337 | 0 |
| (p-val) | (0.1082 ) | (0.3744 ) | (0.0705 ) | (0.1704 ) | (NA ) | (0.3552 ) | (NA ) |
| Estimates ( 4 ) | 0.5611 | 0 | 0.1761 | -0.5295 | 0 | 0.1171 | 0 |
| (p-val) | (0.1799 ) | (NA ) | (0.1615 ) | (0.2659 ) | (NA ) | (0.4163 ) | (NA ) |
| Estimates ( 5 ) | 0.5528 | 0 | 0.1706 | -0.4974 | 0 | 0 | 0 |
| (p-val) | (0.2056 ) | (NA ) | (0.1917 ) | (0.3156 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.1213 | 0 | 0.1882 | 0 | 0 | 0 | 0 |
| (p-val) | (0.2624 ) | (NA ) | (0.089 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.1883 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0914 ) | (NA ) | (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 |
| 0.101019947634015 |
| -0.343741463961461 |
| -0.196423693694480 |
| -0.0884100284611426 |
| 0.0158923815837047 |
| 0.0476527894772545 |
| 0.0469437552647634 |
| 0.0294131973693084 |
| -0.181882639473869 |
| -0.0056479184215874 |
| 0.00623472105228018 |
| 0.0938875105295267 |
| -0.0300000000000011 |
| -0.00188263947386247 |
| -0.0512958368431811 |
| -0.0443520815784098 |
| 0.0200000000000102 |
| -0.0724694421045626 |
| -0.130586802630688 |
| -0.0837652789477232 |
| 0.0150611157908997 |
| 0.00635695263407854 |
| -0.00493888420909627 |
| -0.0400000000000063 |
| 0.0237652789477210 |
| -0.00623472105226597 |
| 0.117530557895449 |
| 0.106234721052274 |
| -0.0381173605261438 |
| 0.00929096578751398 |
| -0.0307090342124781 |
| 0.127530557895440 |
| 0.194352081578415 |
| -0.198117360526140 |
| -0.192591673686351 |
| 0.052347210522754 |
| -0.182347210522749 |
| 0.00200487105566083 |
| 0.193056244735246 |
| 0.131418068424964 |
| 0.0356479184215885 |
| -0.0095354289511107 |
| 0.233056244735238 |
| 0.92435208157842 |
| 0.304352081578415 |
| 0.152934013153427 |
| 0.0449145289307751 |
| -0.00836182368972516 |
| -0.0176527894772534 |
| 0.0285819315750189 |
| 0.060586802630695 |
| -0.0937652789477283 |
| 0.126821523682963 |
| 0.196821523682971 |
| -0.0830562447352463 |
| 0.313643047365929 |
| 0.0804645710488927 |
| 0.198826394738617 |
| -0.374009742111326 |
| -0.14259167368634 |
| 0.0261124894704636 |
| 0.638361823689749 |
| -0.407408326313657 |
| 0.578704163156829 |
| 0.160806910515959 |
| 0.0109534973761072 |
| 0.0689242710420928 |
| 0.569168734205718 |
| 0.703178476317035 |
| -0.103887510529532 |
| 0.123276352620522 |
| -0.249902123696529 |
| 0.123178476317037 |
| -0.3251833473727 |
| 0.172591673686355 |
| 0.0892909657875123 |
| 0.222713905268151 |
| -0.0982395921079444 |
| 0.399290965787515 |
| 0.127995128944335 |
| -0.866821523682958 |
| -0.0490708579022225 |
| 0.469877768418201 |
| 0.055672273699912 |
