| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.381 | 0.2439 | 0.2898 | -0.4325 | 0.3927 | -0.2963 | -0.9974 |
| (p-val) | (0.1033 ) | (0.1184 ) | (0.0989 ) | (0.0401 ) | (0.1203 ) | (0.1558 ) | (0.0814 ) |
| Estimates ( 2 ) | 0.408 | 0.2421 | 0.262 | -0.47 | 0.483 | 0 | -1.0006 |
| (p-val) | (0.0754 ) | (0.1192 ) | (0.1294 ) | (0.0217 ) | (0.0484 ) | (NA ) | (0.0013 ) |
| Estimates ( 3 ) | 0.6403 | 0.3089 | 0 | -0.6596 | 0.4927 | 0 | -1.0006 |
| (p-val) | (8e-04 ) | (0.0557 ) | (NA ) | (0 ) | (0.0486 ) | (NA ) | (0.0017 ) |
| Estimates ( 4 ) | 0.9732 | 0 | 0 | -0.7967 | 0.5617 | 0 | -1.0004 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0277 ) | (NA ) | (0.0013 ) |
| 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 |
| -0.0791674489437635 |
| -0.127782159538665 |
| -0.260540811906212 |
| -0.179299513827862 |
| 0.113168810432382 |
| -0.302080906900564 |
| 0.346246976731466 |
| -0.269501120784976 |
| 0.274317599387689 |
| 0.485127153185958 |
| -0.0700723180030016 |
| -0.180897965186101 |
| 0.262439444491268 |
| 0.14874044483801 |
| -0.271177796533232 |
| -0.318071894854199 |
| 0.20804692088817 |
| 0.126204684629922 |
| 0.163458078963212 |
| -0.299687423648946 |
| -0.269675492360670 |
| 0.139092320818592 |
| -0.0530093345369537 |
| 0.190950791494421 |
| 0.0764847676657425 |
| -0.106204977923137 |
| -0.0318925197372091 |
| 0.376788117259818 |
| -0.0511028887326567 |
| 0.0391175336306353 |
| -0.124076374185928 |
| -0.127827072096872 |
| 0.270924671651459 |
| -0.0605255131402497 |
| 0.0849289628821813 |
| 0.461505953346929 |
| 0.152814814390281 |
| 0.231350371912456 |
| -0.0175949724612740 |
| 0.617341975063794 |
| -0.0425397522781406 |
| -0.164588233904063 |
| 0.230505941001839 |
| 0.0496440854064819 |
| -0.186764791784090 |
| -0.156788461224291 |
| 0.0423507916298939 |
| -0.0896106769062951 |
