| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1433 | 0.2113 | 0.3458 | 0.3823 | -0.433 | -0.2362 | 0.4918 |
| (p-val) | (0.659 ) | (0.1852 ) | (0.0192 ) | (0.2457 ) | (0.4759 ) | (0.2123 ) | (0.4687 ) |
| Estimates ( 2 ) | 0 | 0.1755 | 0.3342 | 0.2469 | -0.437 | -0.2506 | 0.4826 |
| (p-val) | (NA ) | (0.1916 ) | (0.0281 ) | (0.094 ) | (0.4624 ) | (0.1749 ) | (0.4706 ) |
| Estimates ( 3 ) | 0 | 0.1758 | 0.3404 | 0.2281 | -7e-04 | -0.227 | 0 |
| (p-val) | (NA ) | (0.1862 ) | (0.0264 ) | (0.114 ) | (0.9966 ) | (0.1899 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.1759 | 0.3401 | 0.2281 | 0 | -0.2269 | 0 |
| (p-val) | (NA ) | (0.1788 ) | (0.0133 ) | (0.1109 ) | (NA ) | (0.1891 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.1779 | 0.2861 | 0.1653 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.1737 ) | (0.0285 ) | (0.2263 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.1801 | 0.2798 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.1722 ) | (0.0354 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3142 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0184 ) | (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 |
| 0.041849976286287 |
| -0.093939181119719 |
| 0.00639094673342126 |
| 0.0187502412719632 |
| -0.142017599529936 |
| 0.0300000000000011 |
| -0.159378061215966 |
| -0.00783379075101564 |
| 0.0258297996764261 |
| 0.0221730134766641 |
| 0.0539912002350331 |
| -0.0227948379331633 |
| -0.00601220187880981 |
| -0.0457890886379031 |
| 0.0101960106577266 |
| -0.00999659788615734 |
| -0.218807039811978 |
| -0.136397418966586 |
| 0.037026161978292 |
| -0.0804224116849417 |
| 0.0409766511747993 |
| -0.106579821168963 |
| -0.292429919200884 |
| -0.144781932766094 |
| 0.150419238226151 |
| 0.105762100382257 |
| 0.0385636282155739 |
| -0.0303886192016204 |
| -0.014403519905984 |
| -0.0663974189665843 |
| 0.0691990611274239 |
| -0.371794486289035 |
| 0.0087799372288006 |
| 0.0634608898695679 |
| -0.000868638166743527 |
| 0.0781987094832897 |
| 0.107015955636773 |
| -0.0136296836165834 |
| -0.0385975350264207 |
| -0.0397802888729391 |
| 0.0883947201410163 |
| 0.243602581033418 |
| -0.0488138440396465 |
| -0.0156168927770402 |
| -0.0599525990613273 |
| 0.00218650760448795 |
| -0.02399120023503 |
| -0.0900000000000034 |
| -0.0481987094832898 |
| -0.0509901453026243 |
| 0.034190613006598 |
| 0.036600233851984 |
| -0.140412319670951 |
| -0.0918012905167108 |
| -0.163977591779681 |
| -0.0190165445975243 |
