| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2996 | -0.1279 | 0.2012 | -0.2463 | 0.2639 | 0.1697 | -0.1454 |
| (p-val) | (0.3692 ) | (0.2958 ) | (0.0824 ) | (0.4536 ) | (0.6718 ) | (0.321 ) | (0.82 ) |
| Estimates ( 2 ) | 0.299 | -0.1243 | 0.2052 | -0.2497 | 0.1252 | 0.1884 | 0 |
| (p-val) | (0.3623 ) | (0.3041 ) | (0.0718 ) | (0.4392 ) | (0.3331 ) | (0.1733 ) | (NA ) |
| Estimates ( 3 ) | 0.0594 | -0.1171 | 0.1634 | 0 | 0.115 | 0.1895 | 0 |
| (p-val) | (0.6166 ) | (0.3163 ) | (0.1446 ) | (NA ) | (0.3683 ) | (0.1721 ) | (NA ) |
| Estimates ( 4 ) | 0 | -0.116 | 0.1572 | 0 | 0.1394 | 0.1974 | 0 |
| (p-val) | (NA ) | (0.3224 ) | (0.1586 ) | (NA ) | (0.2365 ) | (0.1519 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.1601 | 0 | 0.1511 | 0.1533 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1555 ) | (NA ) | (0.2102 ) | (0.2505 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.1646 | 0 | 0.1582 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1448 ) | (NA ) | (0.2105 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.152 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1758 ) | (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 |
| 0.0183308389341368 |
| -0.0775391902545321 |
| -0.499689010213486 |
| -0.350755775466136 |
| 0.150234959662794 |
| 0.0251640619929492 |
| 0.141557393752581 |
| 0.373323607571502 |
| 0.407359209126861 |
| -0.378608335332954 |
| 0.195253617250873 |
| -0.0925476516331276 |
| -0.0545756779100628 |
| -0.260223760047753 |
| 0.325665044389509 |
| 0.151081020139805 |
| -0.425977087429722 |
| 0.0468718760344889 |
| 0.0159723285662772 |
| 0.175876445320645 |
| 0.0828769587613315 |
| 0.119465759764824 |
| 0.0247279781449459 |
| -0.211694415770889 |
| -0.20914963069844 |
| 0.0323678205204893 |
| 0.125880488904133 |
| 0.111178475810428 |
| 0.0166320243509861 |
| 0.571263350386215 |
| -0.0539956754285947 |
| 0.0884737978240118 |
| 0.339250606433234 |
| 0.477239794470105 |
| 0.330751515576793 |
| 0.556370448445744 |
| 0.487473174757256 |
| 0.214505329018249 |
| -0.133248241944861 |
| 0.688344599692176 |
| 0.653174240981218 |
| -1.28538415257546 |
| 0.532129117029363 |
| -0.240560069474403 |
| -0.339970294654076 |
| -0.227397635759849 |
| 0.541838516755249 |
| -0.162203144403164 |
| 0.212492201717215 |
| 0.474613530774979 |
| -0.284620426764573 |
| 0.18444312299125 |
| -0.337567095634624 |
| -0.060531172807453 |
| -0.117719570583341 |
| 0.121022711496704 |
| 0.549994582189486 |
| 0.406495718669784 |
| 0.398286673934801 |
| -0.0369744359873068 |
| 1.04194585344044 |
| 0.358586135590646 |
| -0.0413232341917455 |
| -1.10913055577995 |
| -0.171205962890872 |
| -0.0070717929968114 |
| 0.651967240914537 |
| -0.738228991954613 |
| 0.377730924173212 |
| 0.509891249530871 |
| -0.0727807303286899 |
| 0.152067222510565 |
| 0.720171729111353 |
| 1.72649589631911 |
| -0.566407713910539 |
| -0.783348921061947 |
| -0.144969361926967 |
| -0.0141977372170527 |
| -0.12286281655837 |
| 0.0275955428567112 |
| 0.370955321837811 |
| 0.404067323572427 |
| 0.9505600681837 |
| 0.2535276642634 |
