| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
| Estimates ( 1 ) | -0.4715 | 0.7926 | 0.44 | 0.9761 | -0.6232 | -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 |
| 0.00135999058535116 |
| -0.0421344264156307 |
| -0.123077640828054 |
| 0.162427988845797 |
| -0.0183649542477854 |
| 0.0155283649913257 |
| 0.0186127230403593 |
| -0.0183018817376666 |
| 0.0755502450365104 |
| 0.00597876667175931 |
| 0.0254839216526584 |
| 0.0472800644635271 |
| 0.0611264765045641 |
| 0.00938210601452265 |
| 0.088960488093297 |
| -0.0812397885678023 |
| 0.0204722432026976 |
| -0.00123122531083804 |
| 0.0358356455210605 |
| -0.0572620872416527 |
| -0.0182254102519367 |
| 0.180156236953348 |
| 0.0501104329534907 |
| -0.0170667243013395 |
| -0.0182674718836334 |
| 0.0568398766199523 |
| 0.14907730699739 |
| -0.00720745425189403 |
| -0.0430457807130023 |
| 0.08329875807638 |
| -0.0497191327800301 |
| 0.154600417772432 |
| 0.0480710316413656 |
| 0.000492781211407223 |
| -0.062832809088246 |
| -0.0299773083176569 |
| -0.069661441533989 |
| -0.0542235000098367 |
| 0.0284216800499082 |
| 0.0228557153120651 |
| 0.0396645360837805 |
| 0.0172763107034442 |
| 0.0115454812775901 |
| -0.0203456536560053 |
| 0.067200732989607 |
| 0.00600277725120641 |
| 0.00496814467895564 |
| 0.0358571910091541 |
| -0.0218773643408808 |
| -0.044801239616932 |
| -0.162891104293058 |
| -0.0174736042359323 |
| 0.0713201252163649 |
| 0.0627485072726365 |
| 0.076441056467367 |
| -0.104994112655709 |
| -0.065949115785955 |
| -0.0423994912376548 |
| -0.0310163704408204 |
| -0.0178067362389487 |
| -0.049043640287385 |
