| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6072 | 0.0259 | 0.2027 | -0.8365 | -1.023 | -0.0408 | 0.933 |
| (p-val) | (0.0411 ) | (0.8493 ) | (0.076 ) | (0.004 ) | (0.0178 ) | (0.8202 ) | (0.1326 ) |
| Estimates ( 2 ) | 0.5903 | 0 | 0.2088 | -0.81 | -1.0225 | -0.0405 | 0.9326 |
| (p-val) | (0.0778 ) | (NA ) | (0.0752 ) | (0.0076 ) | (0 ) | (0.7866 ) | (0.0012 ) |
| Estimates ( 3 ) | 0.5913 | 0 | 0.206 | -0.81 | -0.9323 | 0 | 0.8436 |
| (p-val) | (0.0831 ) | (NA ) | (0.0808 ) | (0.0089 ) | (0.0023 ) | (NA ) | (0.0613 ) |
| Estimates ( 4 ) | 0 | 0 | 0.0583 | -0.2606 | -0.9494 | 0 | 0.8768 |
| (p-val) | (NA ) | (NA ) | (0.5909 ) | (0.0286 ) | (0.0021 ) | (NA ) | (0.0596 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.2577 | -0.9512 | 0 | 0.8817 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0241 ) | (0.0027 ) | (NA ) | (0.0636 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.2582 | -0.1149 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0243 ) | (0.3475 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.2419 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0334 ) | (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 |
| 0.0040316338209811 |
| -0.316977256412611 |
| -0.719379781821389 |
| 0.0376516976293302 |
| -0.284293997344134 |
| 0.630871867235366 |
| -0.301382542542169 |
| -1.10693496787870 |
| 0.120600462739562 |
| 0.508732308667812 |
| -0.0182431301701843 |
| -0.0117880400955946 |
| 0.321694656928936 |
| -0.207085441238330 |
| 0.173628079868127 |
| 0.592757957490907 |
| 0.0971312539648911 |
| -1.03237357792492 |
| 0.126118893933636 |
| 0.0263055724622148 |
| -0.043824234408743 |
| 0.403611665514731 |
| -0.395583228811869 |
| 0.130693845830287 |
| -0.321114771042672 |
| 0.242873156384767 |
| -0.848387537244077 |
| -0.362192686991802 |
| -0.484466932771978 |
| -0.272813940880098 |
| 0.0304346427529991 |
| 0.674087590669334 |
| 0.325644641821801 |
| -0.111017708765069 |
| 0.314231877377493 |
| -0.248864240392065 |
| 0.192578382704813 |
| 0.535321993491407 |
| -0.225077577525125 |
| 0.355006881650708 |
| -0.212527929589337 |
| -0.085479537325114 |
| 0.322767812534111 |
| 0.304441757084417 |
| -0.254014265848407 |
| -0.411159014016546 |
| 0.095773339139793 |
| 0.247664102181246 |
| -0.00735187699858164 |
| 0.0703719174065993 |
| -0.193977208635343 |
| 0.0245682094216306 |
| 0.0710163876005478 |
| -0.071063208274675 |
| -0.227912896454916 |
| 0.465024079042569 |
| -0.0420138228215099 |
| -0.259952690334208 |
| 0.100744891610173 |
| 0.0959070851113384 |
| -0.176022142724014 |
| 0.149283984190854 |
| -0.0801613336806435 |
| 0.275008169951827 |
| 0.432606930625609 |
| -0.00346208632967837 |
| -0.230289461938566 |
| 0.304350130138069 |
| -0.237709317573521 |
| 0.0160238794425731 |
| 0.122027111816386 |
| -0.0641846717069172 |
| 0.057954942618029 |
| -0.261663778744667 |
| -0.578557347552868 |
| -0.0147809825103984 |
| 0.134078773151735 |
| -0.0752474670381362 |
| -0.443421787347157 |
| -0.0766171342622144 |
| -0.254917393932454 |
| -0.153865832838399 |
| -0.332468571427847 |
| -0.693184557921346 |
| 0.0297633169918323 |
| -0.226009264012383 |
| -0.0185402100783441 |
| -0.191526530141701 |
| -0.136610506665135 |
| -0.211716096218915 |
