| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1177 | 0.3188 | 0.0193 | -0.2982 | -0.025 | -0.5302 | -0.9789 |
| (p-val) | (0 ) | (0 ) | (0.6408 ) | (0.0374 ) | (0.6088 ) | (0 ) | (0.1406 ) |
| Estimates ( 2 ) | 0.1862 | 0.3242 | 0 | -0.3614 | -0.026 | -0.5207 | -1.0068 |
| (p-val) | (0.6279 ) | (0.0649 ) | (NA ) | (0.3525 ) | (0.8857 ) | (0.0149 ) | (0.1333 ) |
| Estimates ( 3 ) | 0.1885 | 0.3256 | 0 | -0.3697 | 0 | -0.5106 | -1.005 |
| (p-val) | (0.6214 ) | (0.0628 ) | (NA ) | (0.3334 ) | (NA ) | (0.013 ) | (0.0947 ) |
| Estimates ( 4 ) | 0 | 0.3052 | 0 | -0.1833 | 0 | -0.5255 | -1.0054 |
| (p-val) | (NA ) | (0.0971 ) | (NA ) | (0.2443 ) | (NA ) | (0.0085 ) | (0.083 ) |
| Estimates ( 5 ) | 0 | 0.2651 | 0 | 0 | 0 | -0.4792 | -1.0032 |
| (p-val) | (NA ) | (0.1452 ) | (NA ) | (NA ) | (NA ) | (0.0255 ) | (0.0404 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0 | -0.2875 | -1.0025 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1541 ) | (0.0329 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1.0021 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0328 ) |
| 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 |
| -0.349744111303617 |
| -0.324784466533228 |
| 0.108070544966516 |
| 0.0741973936464449 |
| -0.000261124642782971 |
| -0.0341346497657607 |
| 0.18903074932489 |
| 0.405432431903752 |
| 0.0130578810674918 |
| 0.00624048112826152 |
| 0.0467723396177558 |
| 0.310522539888176 |
| -0.501326297690678 |
| 0.0281023914315716 |
| -0.0819963308769857 |
| -0.102195416394247 |
| 0.0213925454844659 |
| 0.189411168539973 |
| 0.035560235245113 |
| -0.0919135874369776 |
| 0.619899694360114 |
| 0.0236461386573523 |
| 0.104206081934311 |
| -0.258586245134212 |
| 0.0688510469119282 |
| 0.0348708451321569 |
| 0.095812610707519 |
| 0.154180696907576 |
| 0.0538928888629869 |
| 0.693407540176602 |
| -0.142857269721784 |
| 0.259731289742959 |
| 0.119764007270972 |
| 0.24676975900034 |
| -0.266685857951111 |
| -0.00444907049628527 |
| -0.133878978855742 |
| -0.0702559213136228 |
| -0.0780747192206914 |
| -0.0908883156228317 |
| 0.0200320002073794 |
| 0.0106090723086559 |
| 0.128427518662143 |
| -0.107369789479472 |
| -0.275277266529827 |
| 0.123429203227793 |
