| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3931 | 0.4624 | 0.1516 | 0.8744 | 0.3567 | 0.1817 | -1 |
| (p-val) | (0.0273 ) | (7e-04 ) | (0.1466 ) | (0 ) | (0.0048 ) | (0.1227 ) | (0 ) |
| Estimates ( 2 ) | 1.2819 | -0.3053 | 0 | -0.8083 | 0.2359 | 0.145 | -1 |
| (p-val) | (0 ) | (0.1041 ) | (NA ) | (0 ) | (0.0402 ) | (0.198 ) | (0 ) |
| Estimates ( 3 ) | 1.297 | -0.3125 | 0 | -0.8278 | 0.2526 | 0 | -1 |
| (p-val) | (0 ) | (0.0417 ) | (NA ) | (0 ) | (0.0272 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| 0.0169609721793767 |
| 0.571178758532905 |
| 0.288634797759391 |
| 1.03947915054523 |
| 0.679223847534731 |
| 2.20763486153328 |
| 0.753922551784389 |
| 0.399730637391655 |
| 0.285678369333785 |
| 1.06377845305857 |
| 0.688724854340263 |
| -0.347363532874205 |
| -0.310951354931589 |
| 0.865515267444793 |
| 0.937921588852323 |
| -0.482886954272951 |
| 0.508505306117172 |
| -0.104646830059705 |
| -0.229861899060513 |
| -1.58830409210051 |
| 0.221881967195069 |
| -0.733101582841949 |
| -0.475019686395258 |
| 1.65174132864898 |
| 0.324512933857816 |
| -0.224130625951616 |
| 1.58120845391682 |
| 0.108108376627879 |
| 0.383450015201386 |
| -1.01445571328877 |
| 1.00867699318310 |
| 0.371359229878968 |
| -0.684875414378898 |
| -0.787758031464224 |
| 1.22206934562848 |
| 0.443523257714536 |
| -1.19401624366140 |
| -1.60665942113181 |
| -0.172389928918026 |
| -0.246728513103650 |
| 0.722606065966502 |
| 1.07058996940183 |
| 0.530886857200518 |
| 0.762078058433835 |
| -3.43825918948719 |
| 1.86159259264294 |
| -0.073597116130517 |
| 1.11279327470894 |
| 1.52542697117502 |
| -1.88015051422101 |
| 0.60735172489574 |
| 0.391567703083181 |
| 0.641007767905 |
| 0.105993597798062 |
| 0.221580423481552 |
| 2.14321654299461 |
| -0.470987265040759 |
| -1.27283661782316 |
| -0.693837778346934 |
| -0.635103666085442 |
| -0.300354816372307 |
| 0.298591293683838 |
| -0.455825345947659 |
| -0.375505193355859 |
| -0.821305861926158 |
| -0.0314704139135556 |
| 0.97490561898442 |
| 0.261371650400350 |
| 1.05114028311170 |
| -0.192728477326399 |
| -0.622103229660495 |
| 1.05432785047498 |
| 0.626645796493179 |
| -0.26732219139734 |
| -0.90050479976455 |
| -0.152328331745420 |
| -1.46702703231564 |
| 1.26598018632343 |
| 0.0216250522869527 |
| -0.480532001495046 |
| 0.0357560837966138 |
| 0.746727184397298 |
| -0.280422370756944 |
| -1.03686893455948 |
| 0.329685138139232 |
| 0.32978358005494 |
| -0.066520101327599 |
| -0.0802231998715496 |
| -0.29115902991063 |
| -0.00093245743019026 |
| 0.502761054770094 |
| -0.826635420159708 |
| -2.27553874982078 |
| -0.943201574956865 |
| -1.06016709758614 |
| 0.895015810087087 |
| 0.0950558335993081 |
| 0.78454781583331 |
| -0.754005238584937 |
| 0.0714491601290523 |
