| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1862 | 0.0673 | 0.398 | 0.3655 | -1.097 | -0.2335 | 0.9997 |
| (p-val) | (0.6762 ) | (0.7741 ) | (0.1231 ) | (0.4151 ) | (4e-04 ) | (0.3602 ) | (0.2693 ) |
| Estimates ( 2 ) | -0.2062 | 0 | 0.3681 | 0.3756 | -1.1267 | -0.2433 | 1.0011 |
| (p-val) | (0.6566 ) | (NA ) | (0.1428 ) | (0.4136 ) | (1e-04 ) | (0.3359 ) | (0.2898 ) |
| Estimates ( 3 ) | 0 | 0 | 0.3992 | 0.1785 | -1.0808 | -0.2325 | 1.0011 |
| (p-val) | (NA ) | (NA ) | (0.0859 ) | (0.2502 ) | (1e-04 ) | (0.3561 ) | (0.2199 ) |
| Estimates ( 4 ) | 0 | 0 | 0.3665 | 0.164 | -0.0704 | 0 | -0.081 |
| (p-val) | (NA ) | (NA ) | (0.1081 ) | (0.2903 ) | (0.9436 ) | (NA ) | (0.9362 ) |
| Estimates ( 5 ) | 0 | 0 | 0.3644 | 0.1656 | 0 | 0 | -0.1498 |
| (p-val) | (NA ) | (NA ) | (0.1076 ) | (0.2795 ) | (NA ) | (NA ) | (0.4888 ) |
| Estimates ( 6 ) | 0 | 0 | 0.3793 | 0.1506 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0709 ) | (0.3045 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3654 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0922 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -0.0242359838361172 |
| -0.0744287429298846 |
| -0.0651161091013942 |
| -0.130269495641759 |
| 0.0492311033749728 |
| -0.0144227845389227 |
| 0.0311544309388425 |
| 0.0326922241563567 |
| -0.0553844483034047 |
| 0.067307775843497 |
| -0.0546155516946666 |
| 0.0255772154808526 |
| -0.0119233275410485 |
| 0.00461555169631693 |
| -5.68700642142553e-12 |
| -0.103653887923496 |
| 0.0636538879239683 |
| 0.13 |
| 0.0165388792401480 |
| -0.00192332754408842 |
| 0.0124994569878067 |
| -0.0926922241519703 |
| 0.0126922241519685 |
| 0.0680766724559172 |
| -0.0234611207598530 |
| 0.0126922241519685 |
| -0.0728849913161369 |
| 0.0219233275440907 |
| -0.167307775848032 |
| -0.0853844483039356 |
| 0.0199999999999942 |
| 0.0484622067842402 |
| -0.0434611207598543 |
| 0.0526922241519721 |
| 0.02365388792402 |
| -0.110768896607885 |
| 0.00807667245590871 |
| 0.00269222415196779 |
| 0.0111544309362088 |
| -0.000961663772041987 |
| 0.0263461120759843 |
| 0.0446155516960562 |
| 0.436346112075988 |
| 0.0790383362279528 |
