| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4155 | 0.0691 | -0.3886 | -0.7959 | -1.0079 | -0.143 | 0.9968 |
| (p-val) | (0.0058 ) | (0.6116 ) | (0.0067 ) | (0 ) | (0 ) | (0.4705 ) | (0.5617 ) |
| Estimates ( 2 ) | 0.4404 | 0 | -0.3392 | -0.7883 | 1.6091 | 0.1412 | -1.6628 |
| (p-val) | (0.0072 ) | (NA ) | (0.0089 ) | (0 ) | (0.6713 ) | (0.6131 ) | (0.6617 ) |
| Estimates ( 3 ) | 0.4158 | 0 | -0.3393 | -0.7809 | 0 | 0.0124 | -0.0705 |
| (p-val) | (0.0064 ) | (NA ) | (0.0108 ) | (0 ) | (NA ) | (0.9506 ) | (0.6404 ) |
| Estimates ( 4 ) | 0.4175 | 0 | -0.3415 | -0.7822 | 0 | 0 | -0.0694 |
| (p-val) | (0.0053 ) | (NA ) | (0.0076 ) | (0 ) | (NA ) | (NA ) | (0.642 ) |
| Estimates ( 5 ) | 0.4288 | 0 | -0.3325 | -0.7886 | 0 | 0 | 0 |
| (p-val) | (0.0038 ) | (NA ) | (0.0084 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (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 |
| -0.0290240627032933 |
| -0.256686940165912 |
| 0.306589583021483 |
| 0.132416743637808 |
| 0.227928442880009 |
| 0.169268667551941 |
| 0.0604704410230976 |
| -0.00781620639941713 |
| -0.117152562325342 |
| -0.0408235001892581 |
| -0.894734301450452 |
| 0.453420649373086 |
| -0.219890057742459 |
| 0.0221430871374503 |
| 0.0884304260662341 |
| 0.136056025647397 |
| 0.611331127232259 |
| -0.722269470117166 |
| -0.0175869492888768 |
| 0.0773079276775635 |
| -0.388752595478722 |
| -0.124706371784353 |
| 0.000777999678616163 |
| 0.162784960229167 |
| -0.0618070525177653 |
| -0.0248685206044360 |
| 0.195527022672825 |
| -0.118295208559468 |
| 0.291920297774979 |
| 0.153884805618135 |
| 0.548313138140658 |
| 0.528914900464013 |
| -0.166834204562434 |
| -0.0385778944864896 |
| -0.0298169058828832 |
| 0.000695568311645059 |
| 0.443223239102943 |
| 0.729542634714157 |
| -0.0725102090919077 |
| -0.00368618727662873 |
| -0.211920195320554 |
| 0.0429561697251812 |
| 0.119130143419465 |
| -0.188245606035691 |
| -0.053408606214869 |
| 0.0911561016599669 |
| -0.470420285029239 |
| 0.676589632428911 |
| -0.0398627147000742 |
| -0.25009156175465 |
| 0.0163900563689385 |
| -0.244193035997466 |
| -0.390321639789138 |
| -0.141464099225185 |
| -0.114750803552890 |
| 0.180661706875198 |
| -0.285009582363924 |
| -0.0543139376769338 |
| -0.143513039714938 |
