| 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 |
| -0.0775391902545342 |
| -0.49968901021349 |
| -0.350755775466139 |
| 0.150234959662793 |
| 0.0251640619929283 |
| 0.141557393752567 |
| 0.373323607571507 |
| 0.407359209126859 |
| -0.378608335332949 |
| 0.195253617250891 |
| -0.0925476516331116 |
| -0.0545756779100799 |
| -0.260223760047744 |
| 0.325665044389506 |
| 0.151081020139799 |
| -0.425977087429732 |
| 0.0468718760345048 |
| 0.0159723285662849 |
| 0.175876445320625 |
| 0.0828769587613358 |
| 0.119465759764825 |
| 0.0247279781449521 |
| -0.211694415770886 |
| -0.209149630698434 |
| 0.0323678205204914 |
| 0.125880488904123 |
| 0.111178475810419 |
| 0.0166320243509865 |
| 0.571263350386218 |
| -0.0539956754285917 |
| 0.0884737978240118 |
| 0.339250606433261 |
| 0.477239794470105 |
| 0.330751515576797 |
| 0.556370448445762 |
| 0.487473174757277 |
| 0.214505329018262 |
| -0.133248241944834 |
| 0.6883445996922 |
| 0.65317424098123 |
| -1.28538415257546 |
| 0.532129117029399 |
| -0.240560069474373 |
| -0.339970294654133 |
| -0.227397635759822 |
| 0.541838516755245 |
| -0.162203144403186 |
| 0.212492201717211 |
| 0.474613530775002 |
| -0.284620426764583 |
| 0.184443122991258 |
| -0.337567095634601 |
| -0.0605311728074653 |
| -0.117719570583333 |
| 0.121022711496693 |
| 0.54999458218948 |
| 0.406495718669781 |
| 0.398286673934805 |
| -0.0369744359872826 |
| 1.04194585344046 |
| 0.358586135590663 |
| -0.0413232341917436 |
| -1.1091305557799 |
| -0.171205962890859 |
| -0.00707179299681115 |
| 0.651967240914495 |
| -0.738228991954617 |
| 0.377730924173211 |
| 0.509891249530892 |
| -0.0727807303287236 |
| 0.152067222510581 |
| 0.720171729111378 |
| 1.72649589631911 |
| -0.566407713910529 |
| -0.783348921061911 |
| -0.144969361926893 |
| -0.0141977372170778 |
| -0.122862816558399 |
| 0.0275955428567158 |
| 0.370955321837808 |
| 0.404067323572416 |
| 0.950560068183702 |
| 0.253527664263416 |
