| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.113 | 0.1444 | -0.1479 | -0.9193 | -0.04 | -0.0599 | -1 |
| (p-val) | (0.4406 ) | (0.3112 ) | (0.2809 ) | (0 ) | (0.82 ) | (0.7417 ) | (0.0175 ) |
| Estimates ( 2 ) | 0.1077 | 0.1387 | -0.1458 | -1.0855 | 0 | -0.0418 | -1 |
| (p-val) | (0.454 ) | (0.3216 ) | (0.2864 ) | (0 ) | (NA ) | (0.8012 ) | (0.0044 ) |
| Estimates ( 3 ) | 0.105 | 0.1359 | -0.1505 | -0.9194 | 0 | 0 | -1 |
| (p-val) | (0.4622 ) | (0.3281 ) | (0.2648 ) | (0 ) | (NA ) | (NA ) | (0.0031 ) |
| Estimates ( 4 ) | 0 | 0.1256 | -0.154 | -1.1254 | 0 | 0 | -1 |
| (p-val) | (NA ) | (0.3718 ) | (0.2575 ) | (0 ) | (NA ) | (NA ) | (0.0061 ) |
| Estimates ( 5 ) | 0 | 0 | -0.1621 | -1.1721 | 0 | 0 | -1.0001 |
| (p-val) | (NA ) | (NA ) | (0.2389 ) | (0 ) | (NA ) | (NA ) | (0.0179 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.1201 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0185 ) |
| 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 |
| -0.0264738570515653 |
| -0.781538168512884 |
| 0.720682980150843 |
| -0.195353352046241 |
| 0.179365027526864 |
| 0.151978251581668 |
| 0.778433501160353 |
| 0.602153274276202 |
| 0.167290670767373 |
| -0.552169408611947 |
| 0.209889244988723 |
| -0.218347725993453 |
| 0.496248419677805 |
| 0.804333728801355 |
| 0.117592067727832 |
| -0.329123926262415 |
| -0.157592734321177 |
| 0.359721716353362 |
| -0.65622898070473 |
| -0.0196755233975228 |
| -0.0666202973245238 |
| 0.140222364395333 |
| -0.37928236985968 |
| -0.677432921999521 |
| 1.07439261203638 |
| -0.385996659951725 |
| -0.487087082555906 |
| 0.653171881288239 |
| -0.72459666365153 |
| 0.376520749323743 |
| -0.756734715888566 |
| 0.00657756662003417 |
| -0.317473550295411 |
| -0.0498167883521371 |
| 0.369767894857583 |
| 1.12605755000946 |
| 0.610540344087512 |
| 0.363227220160052 |
| -0.283789695898056 |
| 0.113949300042994 |
| 0.10973324988434 |
| -0.413730319352508 |
| 0.00376182841538856 |
| -0.484820877801898 |
| 0.143982776365943 |
| 0.572755527481842 |
| 0.891670819785266 |
| 0.13883544838689 |
| -0.764422111164297 |
| 0.0645482678765382 |
| -0.280922484328491 |
| -0.215627288803775 |
| -0.389225523535257 |
| 0.291356246958781 |
| 0.174153647691606 |
| 0.838694678872361 |
| 0.886789694606036 |
| 0.240805530777151 |
| 0.307713615030047 |
| 0.442094003412106 |
