| 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 |
| 0.0418499762862862 |
| -0.0939391796335065 |
| 0.00639095075317909 |
| 0.0187502533708398 |
| -0.142017603566852 |
| 0.0300000000000011 |
| -0.159378041097206 |
| -0.00783380116394028 |
| 0.0258298233731367 |
| 0.0221730117240355 |
| 0.0539911982166359 |
| -0.0227948331993346 |
| -0.00601220822735371 |
| -0.0457890834728190 |
| 0.0101960106301462 |
| -0.00999659355601068 |
| -0.218807041426693 |
| -0.136397416599671 |
| 0.0370261883904277 |
| -0.0804224044011832 |
| 0.0409766467067385 |
| -0.106579801453883 |
| -0.292429926063441 |
| -0.144781916197701 |
| 0.150419272812151 |
| 0.105762106775906 |
| 0.0385636154357343 |
| -0.0303886148163102 |
| -0.0144035207133442 |
| -0.0663974165996706 |
| 0.0691990626869767 |
| -0.371794478812198 |
| 0.0087799273023066 |
| 0.0634609384464468 |
| -0.000868653910252704 |
| 0.0781987082998299 |
| 0.107015969058473 |
| -0.0136296975247134 |
| -0.0385975424480876 |
| -0.0397802816894526 |
| 0.088394718929976 |
| 0.243602583400332 |
| -0.048813854314659 |
| -0.0156169179505596 |
| -0.0599525846391913 |
| 0.00218650007249011 |
| -0.0239911982166277 |
| -0.0900000000000034 |
| -0.0481987082998359 |
| -0.0509901350551942 |
| 0.0341906152907612 |
| 0.0366002401177781 |
| -0.140412322496708 |
| -0.0918012917001647 |
| -0.163977572440700 |
| -0.0190165404052891 |
