| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.427 | 0.238 | 0.2573 | 0.197 | -1.3402 | -0.6959 | 0.9788 |
| (p-val) | (0.2961 ) | (0.242 ) | (0.1639 ) | (0.619 ) | (0 ) | (4e-04 ) | (0.7532 ) |
| Estimates ( 2 ) | -0.4142 | 0.2446 | 0.2595 | 0.1775 | -0.6855 | -0.3429 | 0 |
| (p-val) | (0.3091 ) | (0.2345 ) | (0.164 ) | (0.651 ) | (0.0054 ) | (0.2774 ) | (NA ) |
| Estimates ( 3 ) | -0.2437 | 0.2738 | 0.2122 | 0 | -0.6819 | -0.3543 | 0 |
| (p-val) | (0.1683 ) | (0.1399 ) | (0.2216 ) | (NA ) | (0.0057 ) | (0.2587 ) | (NA ) |
| Estimates ( 4 ) | -0.3027 | 0.3348 | 0.2585 | 0 | -0.4959 | 0 | 0 |
| (p-val) | (0.0682 ) | (0.0491 ) | (0.1248 ) | (NA ) | (0.0031 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.2466 | 0.2694 | 0 | 0 | -0.5285 | 0 | 0 |
| (p-val) | (0.1398 ) | (0.1103 ) | (NA ) | (NA ) | (0.001 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.3465 | 0 | 0 | -0.5075 | 0 | 0 |
| (p-val) | (NA ) | (0.0371 ) | (NA ) | (NA ) | (0.0028 ) | (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 |
| 0.0114128083004681 |
| 0.687842775646404 |
| 0.335750339798553 |
| 0.114619115849729 |
| 0.283581228678751 |
| -0.0278837432350708 |
| -0.0571382713141638 |
| -0.173615296461843 |
| 0.110852829796724 |
| 0.154251690130776 |
| -0.473128363580137 |
| 0.114667122310156 |
| 0.146486412291364 |
| 0.218171335628619 |
| -0.582347537363497 |
| 0.466270613522263 |
| -0.552045381655923 |
| -0.331321988894366 |
| 0.152028463923781 |
| -0.222417909868619 |
| 0.168524099450178 |
| 0.352079576354073 |
| 0.271000292794871 |
| 0.970453791746598 |
| 0.757174584219458 |
| -0.559450572806219 |
| 0.709873639495243 |
| -0.697655098559432 |
| -0.485313783380136 |
| 0.0511964080943059 |
| -0.207613768925260 |
| 0.129180580933918 |
| 0.249239582104771 |
| -0.367322009655128 |
| -0.275778106349746 |
| 0.0420196036031939 |
| -0.0755588089359591 |
