| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4764 | 0.0754 | 0.0227 | -0.1879 | 0.0996 | 0.2796 | -0.8372 |
| (p-val) | (0.5982 ) | (0.8081 ) | (0.911 ) | (0.8335 ) | (0.9179 ) | (0.667 ) | (0.5134 ) |
| Estimates ( 2 ) | 0.4753 | 0.0695 | 0.027 | -0.1871 | 0 | 0.216 | -0.7212 |
| (p-val) | (0.5874 ) | (0.8159 ) | (0.8883 ) | (0.8287 ) | (NA ) | (0.2171 ) | (2e-04 ) |
| Estimates ( 3 ) | 0.562 | 0.052 | 0 | -0.2725 | 0 | 0.2166 | -0.7192 |
| (p-val) | (0.3452 ) | (0.8437 ) | (NA ) | (0.6402 ) | (NA ) | (0.2146 ) | (1e-04 ) |
| Estimates ( 4 ) | 0.6622 | 0 | 0 | -0.3623 | 0 | 0.2102 | -0.7181 |
| (p-val) | (0.0058 ) | (NA ) | (NA ) | (0.2005 ) | (NA ) | (0.2215 ) | (1e-04 ) |
| Estimates ( 5 ) | 0.5967 | 0 | 0 | -0.3029 | 0 | 0 | -0.6835 |
| (p-val) | (0.0534 ) | (NA ) | (NA ) | (0.4098 ) | (NA ) | (NA ) | (4e-04 ) |
| Estimates ( 6 ) | 0.3356 | 0 | 0 | 0 | 0 | 0 | -0.6556 |
| (p-val) | (0.0109 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (1e-04 ) |
| 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 |
| 0.00487099346032599 |
| -0.596483260493325 |
| 0.137822903858198 |
| 0.272616741675287 |
| 0.115293706538200 |
| -0.0550916116569347 |
| 0.119158472328195 |
| -0.0925034309706989 |
| 0.297171398677232 |
| 0.252585118283937 |
| -0.0274416736765445 |
| 0.0126482300588692 |
| 0.233458531290626 |
| -0.0695129994244595 |
| -0.191475458182401 |
| -0.204004730533929 |
| -0.195728608432532 |
| -0.138130050285303 |
| -0.0854056218398835 |
| -0.230418774306392 |
| -0.312397799799248 |
| 0.0565812970457258 |
| -0.0198958449330337 |
| -0.129527205206351 |
| -0.316779181416708 |
| -0.0584645127025691 |
| 0.448026568484703 |
| 0.750477310385028 |
| -0.386484307784171 |
| 0.000528710727346059 |
| 0.0148122085882994 |
| -0.466772183444885 |
| -0.308762873593579 |
| -0.00568997674203750 |
| -0.060185987303672 |
| -0.197437901700243 |
| -0.111797757920028 |
| -0.125720572675933 |
| -0.149445361886686 |
| 0.012467548216107 |
| -0.131355569074222 |
| -0.0821747430539486 |
| 0.0152287583621187 |
| 0.748619554801007 |
| -0.420937798453358 |
| -0.0056477759401839 |
| -0.286624242009892 |
| -0.0754213574569511 |
| -0.395970857775209 |
| -0.202249377201659 |
| 0.319156813365665 |
| -0.351003923215987 |
| 0.111032506060932 |
| -0.148432732942274 |
| -0.0268784307023837 |
| -0.275061743400061 |
| -0.00425143875247893 |
| 0.00505979729967456 |
| 0.0176492786828176 |
| 0.384836101441405 |
| -0.407756441554941 |
