| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.566 | 0.2269 | -0.2579 | -1 | -0.0876 | -0.2383 | 0.0229 |
| (p-val) | (1e-04 ) | (0.1191 ) | (0.0572 ) | (0 ) | (0.8843 ) | (0.1574 ) | (0.9705 ) |
| Estimates ( 2 ) | 0.5666 | 0.2263 | -0.2581 | -1 | -0.0659 | -0.2372 | 0 |
| (p-val) | (1e-04 ) | (0.1183 ) | (0.0568 ) | (0 ) | (0.6656 ) | (0.1542 ) | (NA ) |
| Estimates ( 3 ) | 0.5648 | 0.2263 | -0.2478 | -1 | 0 | -0.2265 | 0 |
| (p-val) | (1e-04 ) | (0.1187 ) | (0.0615 ) | (0 ) | (NA ) | (0.1681 ) | (NA ) |
| Estimates ( 4 ) | 0.4998 | 0.2396 | -0.2157 | -1 | 0 | 0 | 0 |
| (p-val) | (3e-04 ) | (0.0909 ) | (0.0976 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.7619 | -0.0814 | 0 | 0.4588 | 0 | 0 | 0 |
| (p-val) | (0.2961 ) | (0.7807 ) | (NA ) | (0.5177 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.5559 | 0 | 0 | 0.2611 | 0 | 0 | 0 |
| (p-val) | (0.1273 ) | (NA ) | (NA ) | (0.5435 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | -0.33 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0101 ) | (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 |
| -0.000565287815054223 |
| 0.026139961641607 |
| 0.0412823791943063 |
| -0.0349519410317998 |
| -0.024560323910638 |
| 0.0364718108783011 |
| -0.0203552165472134 |
| -0.0737602096296381 |
| 0.0225834058754205 |
| 0.0407771680170064 |
| 0.0209137505123486 |
| -0.0609399286074449 |
| 0.0514220502202235 |
| 0.0251117492890506 |
| 0.00434408738619785 |
| -0.0266155792633224 |
| 0.00264683616772893 |
| 0.0238352594221142 |
| -0.056496702275697 |
| 0.0419130915717679 |
| 0.0247601741520010 |
| 0.0240318754926868 |
| -0.0616797013695776 |
| -0.0113013169213071 |
| 0.0192448530304536 |
| 0.0378576373353929 |
| 0.00319699958674413 |
| 0.0419645195104998 |
| -0.0195768744097748 |
| -0.0626861741106307 |
| -0.139611187501225 |
| -0.00598479941032692 |
| -0.0554144284625550 |
| 0.0135471542198189 |
| 0.0695384809947309 |
| 0.0984658460642268 |
| -0.00114876197122832 |
| 0.0174186182205602 |
| 0.0161342696899109 |
| 0.0174028126781058 |
| 0.0320880941147851 |
| -0.0860277798701655 |
| 0.0394580604043426 |
| -0.0484742967658078 |
| 0.0357311941268201 |
| 0.0155515857649957 |
| -0.047656840110762 |
| 0.0236315590030733 |
| -0.0237894407544259 |
| 0.0310900230182496 |
| 0.0261965633395396 |
| -0.0935381526644102 |
| 0.0184910346851548 |
| 0.0289274735205704 |
| 0.0123941315228028 |
| -0.00304882420024838 |
| 0.0222534956412218 |
| -0.00561210809933432 |
