| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
| Estimates ( 1 ) | -0.4715 | 0.7927 | 0.4399 | 0.9761 | -0.6231 | -0.3235 |
| (p-val) | (6e-04 ) | (0 ) | (4e-04 ) | (0 ) | (1e-04 ) | (0.0497 ) |
| Estimates ( 2 ) | 1.1097 | -0.0559 | -0.0855 | -0.735 | -0.4917 | 0 |
| (p-val) | (0 ) | (0.791 ) | (0.6015 ) | (1e-04 ) | (1e-04 ) | (NA ) |
| Estimates ( 3 ) | 1.0688 | 0 | -0.1032 | -0.7197 | -0.4836 | 0 |
| (p-val) | (0 ) | (NA ) | (0.5065 ) | (3e-04 ) | (1e-04 ) | (NA ) |
| Estimates ( 4 ) | 0.9499 | 0 | 0 | -0.6025 | -0.4896 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (1e-04 ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00135999058535129 |
| -0.0421344265082533 |
| -0.123077641003424 |
| 0.162427988658074 |
| -0.0183649544183470 |
| 0.0155283651584933 |
| 0.0186127229265498 |
| -0.0183018817777262 |
| 0.0755502449635046 |
| 0.00597876660763233 |
| 0.0254839217185689 |
| 0.047280064433871 |
| 0.0611264766354302 |
| 0.00938210606672997 |
| 0.088960488168791 |
| -0.0812397885109689 |
| 0.0204722433081938 |
| -0.00123122539999947 |
| 0.0358356456061373 |
| -0.0572620871688452 |
| -0.0182254101604693 |
| 0.180156236929009 |
| 0.0501104331182422 |
| -0.0170667239167706 |
| -0.0182674717477624 |
| 0.0568398766710529 |
| 0.149077307086016 |
| -0.00720745396923933 |
| -0.0430457803796462 |
| 0.0832987581587536 |
| -0.0497191326556133 |
| 0.154600418022281 |
| 0.0480710318181533 |
| 0.00049278165655628 |
| -0.0628328088427258 |
| -0.0299773081512703 |
| -0.0696614414410681 |
| -0.0542234998749837 |
| 0.0284216801389045 |
| 0.0228557154827527 |
| 0.0396645363732177 |
| 0.0172763109720073 |
| 0.0115454815495510 |
| -0.0203456534512822 |
| 0.0672007331596125 |
| 0.00600277742063194 |
| 0.00496814494436709 |
| 0.0358571911681426 |
| -0.0218773641568720 |
| -0.0448012394234871 |
| -0.162891104202918 |
| -0.0174736042433656 |
| 0.0713201251106806 |
| 0.0627485074518662 |
| 0.076441056751975 |
| -0.104994112384515 |
| -0.0659491156261987 |
| -0.0423994913525052 |
| -0.0310163704762595 |
| -0.0178067362437297 |
| -0.0490436402632219 |
