| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7318 | -0.0303 | -0.2257 | -0.4248 | -0.1337 | -0.2158 | -0.0187 |
| (p-val) | (0.1097 ) | (0.9105 ) | (0.2457 ) | (0.309 ) | (0.9196 ) | (0.5315 ) | (0.989 ) |
| Estimates ( 2 ) | 0.7314 | -0.0298 | -0.2263 | -0.4247 | -0.1519 | -0.2191 | 0 |
| (p-val) | (0.1028 ) | (0.9101 ) | (0.2286 ) | (0.302 ) | (0.4578 ) | (0.3853 ) | (NA ) |
| Estimates ( 3 ) | 0.6979 | 0 | -0.2393 | -0.4011 | -0.1568 | -0.2216 | 0 |
| (p-val) | (0.0423 ) | (NA ) | (0.1118 ) | (0.2724 ) | (0.4323 ) | (0.3788 ) | (NA ) |
| Estimates ( 4 ) | 0.6357 | 0 | -0.2068 | -0.3428 | 0 | -0.2107 | 0 |
| (p-val) | (0.0693 ) | (NA ) | (0.1704 ) | (0.3679 ) | (NA ) | (0.403 ) | (NA ) |
| Estimates ( 5 ) | 0.6466 | 0 | -0.2033 | -0.3409 | 0 | 0 | 0 |
| (p-val) | (0.0656 ) | (NA ) | (0.179 ) | (0.3763 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.3458 | 0 | -0.133 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0374 ) | (NA ) | (0.4017 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.3266 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.048 ) | (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 |
| -0.367259055060846 |
| 0.289409992749496 |
| -0.123325298679344 |
| 0.00129341268736741 |
| -0.101858578864723 |
| -0.070783105742763 |
| -0.161158414244957 |
| 0.0592213611187592 |
| -0.0194163260170857 |
| -0.0665964830823024 |
| 0.0451635688364914 |
| -0.0603753085013402 |
| -0.20802711574979 |
| 0.170075068239950 |
| -0.0277750463210981 |
| -0.0727145675607538 |
| -0.00419783792432363 |
| -0.0382948673297818 |
| 0.0219728842435814 |
| -0.227447908634446 |
| 0.0594364750139533 |
| 0.0547882603261627 |
| 0.0934516877486686 |
| 0.230252069437384 |
| 0.109812907953824 |
| -0.100551185282569 |
| 0.0545272571761473 |
| 0.0765964830829233 |
| 0.0360586983691178 |
| 0.00924938296785172 |
| 0.176273812254578 |
| -0.0542729061716614 |
| 0.00398947246240767 |
| 0.0239368347746023 |
| 0.0100000000000193 |
| -0.063458436172013 |
| 0.050750617032179 |
| 0.0209545156380386 |
| -0.00835425344095598 |
| 0.020531036290393 |
| 0.137072600118358 |
| -0.0270882822543115 |
| -0.0142572240357453 |
| -0.107924025669945 |
