| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4946 | 0.0434 | 0.2918 | -0.4257 | 1.0934 | -0.0952 | -0.9586 |
| (p-val) | (0.1126 ) | (0.7672 ) | (0.087 ) | (0.2059 ) | (0 ) | (0.6107 ) | (3e-04 ) |
| Estimates ( 2 ) | 0.5378 | 0 | 0.2994 | -0.4542 | 1.0826 | -0.0903 | -0.915 |
| (p-val) | (0.0314 ) | (NA ) | (0.0605 ) | (0.1058 ) | (0 ) | (0.6258 ) | (0 ) |
| Estimates ( 3 ) | 0.518 | 0 | 0.3213 | -0.429 | 0.9837 | 0 | -0.8644 |
| (p-val) | (0.0418 ) | (NA ) | (0.0432 ) | (0.1435 ) | (0 ) | (NA ) | (0.0096 ) |
| Estimates ( 4 ) | 0.181 | 0 | 0.4268 | 0 | 0.9841 | 0 | -0.8604 |
| (p-val) | (0.1154 ) | (NA ) | (4e-04 ) | (NA ) | (0 ) | (NA ) | (0.0082 ) |
| Estimates ( 5 ) | 0 | 0 | 0.4595 | 0 | 0.941 | 0 | -0.7442 |
| (p-val) | (NA ) | (NA ) | (6e-04 ) | (NA ) | (0 ) | (NA ) | (0.1032 ) |
| Estimates ( 6 ) | 0 | 0 | 0.336 | 0 | 0.3815 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0061 ) | (NA ) | (0.0041 ) | (NA ) | (NA ) |
| 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 |
| 0.00782303601404409 |
| 0.0384500252615856 |
| 0.146700274822919 |
| -0.0894924907079006 |
| 0.145067987920892 |
| -0.320010297338481 |
| 0.0611777968309449 |
| 0.148009572031283 |
| 0.394952235063159 |
| -0.348869816157722 |
| 0.0143967494001172 |
| -0.00605211132232322 |
| 0.364065258316574 |
| 0.123511338208838 |
| -0.0860420791614197 |
| -0.0820477729719757 |
| 0.0396983561946274 |
| 0.270348558297305 |
| 0.171281323678542 |
| 0.141805806764567 |
| -0.0107693587746959 |
| -0.0331052636700219 |
| -0.0330747126163687 |
| 0.0233369322644398 |
| 0.0592536425728102 |
| -0.108736563270823 |
| 0.434801866554895 |
| -0.202571690146668 |
| -0.211755642742151 |
| -0.285888676621744 |
| 0.143363348391993 |
| -0.165276413627038 |
| 0.432308277279664 |
| 0.038612773636227 |
| -0.108209560410077 |
| -0.0104693630206851 |
| -0.0799842979127434 |
| -0.078155278751527 |
| -0.124470507681546 |
| 0.0794495550971718 |
| -0.494951761771064 |
| -0.388392526557182 |
| -0.305053017014615 |
| -0.327555533920637 |
| -0.0710632899167559 |
| -0.0515696217159219 |
| -0.0599741119361193 |
| 0.0449114699161473 |
| -0.373078079155975 |
| -0.0329215519729780 |
| -0.0156284059184432 |
| -0.282187462796767 |
| -0.0790243041966224 |
| 0.0112513959443442 |
| 0.15995423622725 |
| 0.00389594198227092 |
| -0.236557717087542 |
| -0.232709070765108 |
| -0.0294575890180497 |
| 0.186225523048814 |
| 0.178030198945731 |
